Package com.opengamma.strata.measure.bond
Base package for calculation functions.
This package includes the market data wrappers for bond products. These supply repo and issuer curves.

Interface Summary Interface Description BondFutureOptionMarketData Market data for bond future options.BondFutureOptionMarketDataLookup The lookup that provides access to bond future volatilities in market data.BondFutureOptionScenarioMarketData Market data for bond future options, used for calculation across multiple scenarios.LegalEntityDiscountingMarketData Market data for products based on repo and issuer curves.LegalEntityDiscountingMarketDataLookup The lookup that provides access to legal entity discounting in market data.LegalEntityDiscountingScenarioMarketData Market data for products based on repo and issuer curves, used for calculation across multiple scenarios. 
Class Summary Class Description BillMeasureCalculations Multiscenario measure calculations for bill trades.BillTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Bill> & Resolvable<ResolvedBillTrade>> Perform calculations on a singleBillTrade
orBillPosition
for each of a set of scenarios.BillTradeCalculations Calculates pricing and risk measures for bill trades.BondFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFutureOption> & Resolvable<ResolvedBondFutureOptionTrade>> Perform calculations on a singleBondFutureOptionTrade
orBondFutureOptionPosition
for each of a set of scenarios.BondFutureOptionTradeCalculations Calculates pricing and risk measures for trades in an option contract based on an bond future.BondFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFuture> & Resolvable<ResolvedBondFutureTrade>> Perform calculations on a singleBondFutureTrade
orBondFuturePosition
for each of a set of scenarios.BondFutureTradeCalculations Calculates pricing and risk measures for trades in a futures contract based on a basket of bonds.CapitalIndexedBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<CapitalIndexedBond> & Resolvable<ResolvedCapitalIndexedBondTrade>> Perform calculations on a singleCapitalIndexedBondTrade
orCapitalIndexedBondPosition
for each of a set of scenarios.CapitalIndexedBondTradeCalculations Calculates pricing and risk measures for forward rate agreement (capital indexed bond) trades.FixedCouponBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<FixedCouponBond> & Resolvable<ResolvedFixedCouponBondTrade>> Perform calculations on a singleFixedCouponBondTrade
orFixedCouponBondPosition
for each of a set of scenarios.FixedCouponBondTradeCalculations Calculates pricing and risk measures for forward rate agreement (fixed coupon bond) trades.