Uses of Interface
com.opengamma.strata.pricer.BaseProvider
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Packages that use BaseProvider Package Description com.opengamma.strata.pricer Calculators for financial instruments.com.opengamma.strata.pricer.payment Calculators for payment instruments.com.opengamma.strata.pricer.rate Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap. -
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Uses of BaseProvider in com.opengamma.strata.pricer
Methods in com.opengamma.strata.pricer with parameters of type BaseProvider Modifier and Type Method Description CashFlowsDiscountingPaymentPricer. cashFlows(Payment payment, BaseProvider provider)Calculates the future cash flow of the payment.MultiCurrencyAmountDiscountingPaymentPricer. currencyExposure(Payment payment, BaseProvider provider)Calculates the currency exposure.CurrencyAmountDiscountingPaymentPricer. currentCash(Payment payment, BaseProvider provider)Calculates the current cash.ExplainMapDiscountingPaymentPricer. explainPresentValue(Payment payment, BaseProvider provider)Explains the present value of the payment.CurrencyAmountDiscountingPaymentPricer. forecastValue(Payment payment, BaseProvider provider)Computes the forecast value of the payment.doubleDiscountingPaymentPricer. forecastValueAmount(Payment payment, BaseProvider provider)Computes the forecast value of the payment.CurrencyAmountDiscountingPaymentPricer. presentValue(Payment payment, BaseProvider provider)Computes the present value of the payment by discounting.doubleDiscountingPaymentPricer. presentValueAmount(Payment payment, BaseProvider provider)Computes the present value of the payment by discounting.PointSensitivityBuilderDiscountingPaymentPricer. presentValueSensitivity(Payment payment, BaseProvider provider)Compute the present value curve sensitivity of the payment. -
Uses of BaseProvider in com.opengamma.strata.pricer.payment
Methods in com.opengamma.strata.pricer.payment with parameters of type BaseProvider Modifier and Type Method Description CashFlowsDiscountingBulletPaymentTradePricer. cashFlows(ResolvedBulletPaymentTrade trade, BaseProvider provider)Calculates the future cash flow of the bullet payment trade.CurrencyAmountDiscountingBulletPaymentTradePricer. currencyExposure(ResolvedBulletPaymentTrade trade, BaseProvider provider)Calculates the currency exposure of the bullet payment trade.CurrencyAmountDiscountingBulletPaymentTradePricer. currentCash(ResolvedBulletPaymentTrade trade, BaseProvider provider)Calculates the current cash of the bullet payment trade.ExplainMapDiscountingBulletPaymentTradePricer. explainPresentValue(ResolvedBulletPaymentTrade trade, BaseProvider provider)Explains the present value of the bullet payment product.CurrencyAmountDiscountingBulletPaymentTradePricer. presentValue(ResolvedBulletPaymentTrade trade, BaseProvider provider)Calculates the present value of the bullet payment trade.PointSensitivitiesDiscountingBulletPaymentTradePricer. presentValueSensitivity(ResolvedBulletPaymentTrade trade, BaseProvider provider)Calculates the present value sensitivity of the bullet payment trade. -
Uses of BaseProvider in com.opengamma.strata.pricer.rate
Subinterfaces of BaseProvider in com.opengamma.strata.pricer.rate Modifier and Type Interface Description interfaceRatesProviderA provider of rates, such as Ibor and Overnight, used for pricing financial instruments.Classes in com.opengamma.strata.pricer.rate that implement BaseProvider Modifier and Type Class Description classImmutableRatesProviderThe default immutable rates provider, used to calculate analytic measures.
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