Package com.opengamma.strata.measure

Provides the ability to calculate high-level measures on financial instruments.

The measures can be accessed in three ways:

  • for one trade/position and one scenario, such as methods on com.opengamma.strata.measure.swap.SwapTradeCalculations SwapTradeCalculations
  • for one trade/position and many scenarios, such as methods on com.opengamma.strata.measure.swap.SwapTradeCalculations SwapTradeCalculations
  • for a mixed portfolio of trades/positions and many scenarios, see CalculationRunner and functions such as SwapCalculationFunction