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
- for one trade/position and many scenarios, such as methods on
- for a mixed portfolio of trades/positions and many scenarios,
CalculationRunnerand functions such as
Class Summary Class Description AdvancedMeasuresThe advanced set of measures which can be calculated by Strata. MeasuresThe standard set of measures that can be calculated by Strata. StandardComponentsFactory methods for creating standard Strata components. ValuationZoneTimeDefinitionDefinition of valuation zone and time. ValuationZoneTimeDefinition.MetaThe meta-bean for