Uses of Interface
com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup

Packages that use SwaptionMarketDataLookup

Package	Description
com.opengamma.strata.measure.cms	Calculation functions for constant maturity swap (CMS) products.
com.opengamma.strata.measure.swaption	Calculation functions for swaption products.

Uses of SwaptionMarketDataLookup in com.opengamma.strata.measure.cms

Methods in com.opengamma.strata.measure.cms with parameters of type SwaptionMarketDataLookup

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	CmsTradeCalculations.currencyExposure(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	CmsTradeCalculations.currentCash(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
MultiCurrencyScenarioArray	CmsTradeCalculations.presentValue(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	CmsTradeCalculations.pv01RatesCalibratedBucketed(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	CmsTradeCalculations.pv01RatesCalibratedSum(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	CmsTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	CmsTradeCalculations.pv01RatesMarketQuoteSum(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of SwaptionMarketDataLookup in com.opengamma.strata.measure.swaption

Methods in com.opengamma.strata.measure.swaption that return SwaptionMarketDataLookup

Modifier and Type	Method	Description
SwaptionMarketDataLookup	SwaptionMarketData.getLookup()	Gets the lookup that provides access to swaption volatilities.
SwaptionMarketDataLookup	SwaptionScenarioMarketData.getLookup()	Gets the lookup that provides access to swaption volatilities.
static SwaptionMarketDataLookup	SwaptionMarketDataLookup.of(RateIndex index, SwaptionVolatilitiesId volatilityId)	Obtains an instance based on a single mapping from index to volatility identifier.
static SwaptionMarketDataLookup	SwaptionMarketDataLookup.of(Map<RateIndex,SwaptionVolatilitiesId> volatilityIds)	Obtains an instance based on a map of volatility identifiers.

Methods in com.opengamma.strata.measure.swaption with parameters of type SwaptionMarketDataLookup

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	SwaptionTradeCalculations.currencyExposure(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
CurrencyScenarioArray	SwaptionTradeCalculations.currentCash(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyScenarioArray	SwaptionTradeCalculations.presentValue(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	SwaptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	SwaptionTradeCalculations.pv01RatesCalibratedSum(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	SwaptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	SwaptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	SwaptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value vega sensitivity across one or more scenarios.