Package Description
com.opengamma.strata.measure.payment
Calculation functions for payment products.
com.opengamma.strata.pricer.payment
Calculators for payment instruments.
com.opengamma.strata.product.payment
Entity objects describing simple payment financial instruments.
• ### Uses of ResolvedBulletPaymentTrade in com.opengamma.strata.measure.payment

Methods in com.opengamma.strata.measure.payment with parameters of type ResolvedBulletPaymentTrade
Modifier and Type Method Description
ScenarioArray<CashFlows> BulletPaymentTradeCalculations.cashFlows​(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)
Calculates cash flows across one or more scenarios.
CashFlows BulletPaymentTradeCalculations.cashFlows​(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)
Calculates cash flows for a single set of market data.
MultiCurrencyScenarioArray BulletPaymentTradeCalculations.currencyExposure​(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)
Calculates currency exposure across one or more scenarios.
MultiCurrencyAmount BulletPaymentTradeCalculations.currencyExposure​(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)
Calculates currency exposure for a single set of market data.
CurrencyScenarioArray BulletPaymentTradeCalculations.currentCash​(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)
Calculates current cash across one or more scenarios.
CurrencyAmount BulletPaymentTradeCalculations.currentCash​(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)
Calculates current cash for a single set of market data.
CurrencyScenarioArray BulletPaymentTradeCalculations.presentValue​(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)
Calculates present value across one or more scenarios.
CurrencyAmount BulletPaymentTradeCalculations.presentValue​(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)
Calculates present value for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities> BulletPaymentTradeCalculations.pv01CalibratedBucketed​(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)
Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities BulletPaymentTradeCalculations.pv01CalibratedBucketed​(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)
Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray BulletPaymentTradeCalculations.pv01CalibratedSum​(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)
Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount BulletPaymentTradeCalculations.pv01CalibratedSum​(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)
Calculates present value sensitivity for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities> BulletPaymentTradeCalculations.pv01MarketQuoteBucketed​(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)
Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities BulletPaymentTradeCalculations.pv01MarketQuoteBucketed​(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)
Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray BulletPaymentTradeCalculations.pv01MarketQuoteSum​(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)
Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount BulletPaymentTradeCalculations.pv01MarketQuoteSum​(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)
Calculates present value sensitivity for a single set of market data.
• ### Uses of ResolvedBulletPaymentTrade in com.opengamma.strata.pricer.payment

Methods in com.opengamma.strata.pricer.payment with parameters of type ResolvedBulletPaymentTrade
Modifier and Type Method Description
CashFlows DiscountingBulletPaymentTradePricer.cashFlows​(ResolvedBulletPaymentTrade trade, BaseProvider provider)
Calculates the future cash flow of the bullet payment trade.
CurrencyAmount DiscountingBulletPaymentTradePricer.currencyExposure​(ResolvedBulletPaymentTrade trade, BaseProvider provider)
Calculates the currency exposure of the bullet payment trade.
CurrencyAmount DiscountingBulletPaymentTradePricer.currentCash​(ResolvedBulletPaymentTrade trade, BaseProvider provider)
Calculates the current cash of the bullet payment trade.
ExplainMap DiscountingBulletPaymentTradePricer.explainPresentValue​(ResolvedBulletPaymentTrade trade, BaseProvider provider)
Explains the present value of the bullet payment product.
CurrencyAmount DiscountingBulletPaymentTradePricer.presentValue​(ResolvedBulletPaymentTrade trade, BaseProvider provider)
Calculates the present value of the bullet payment trade.
PointSensitivities DiscountingBulletPaymentTradePricer.presentValueSensitivity​(ResolvedBulletPaymentTrade trade, BaseProvider provider)
Calculates the present value sensitivity of the bullet payment trade.
• ### Uses of ResolvedBulletPaymentTrade in com.opengamma.strata.product.payment

Methods in com.opengamma.strata.product.payment that return ResolvedBulletPaymentTrade
Modifier and Type Method Description
ResolvedBulletPaymentTrade ResolvedBulletPaymentTrade.Builder.build()
static ResolvedBulletPaymentTrade ResolvedBulletPaymentTrade.of​(TradeInfo info, ResolvedBulletPayment product)
Obtains an instance of a resolved Bullet Payment trade.
ResolvedBulletPaymentTrade BulletPaymentTrade.resolve​(ReferenceData refData)
Methods in com.opengamma.strata.product.payment that return types with arguments of type ResolvedBulletPaymentTrade
Modifier and Type Method Description
Class<? extends ResolvedBulletPaymentTrade> ResolvedBulletPaymentTrade.Meta.beanType()