Overview
Strata consists of a number of modules:
 Measure  Highlevel API producing market risk measures for trades and securities
 Calc  Calculation framework, allowing measures to be calculated on a mixed portfolio of trades and securities
 Pricer  Lowlevel API for pricing trades and securities
 Loader  Provides the ability to load trades from FpML and market data from CSV
 Market  Market data structures, such as curves and surfaces
 Data  Generalpurpose market data containers
 Product  Domain model beans for different types of trade and security
 Basics  Common utilities for finance, such as day counts, holidays and indices
 Collect  Common data structures, such as timeseries, immutable arrays and tuples
Package  Description 

com.opengamma.strata.basics 
Basic types for modelling reference data.

com.opengamma.strata.basics.currency 
Representations of currency and money.

com.opengamma.strata.basics.date 
Tools for working with dates.

com.opengamma.strata.basics.index 
Entity objects describing common market indices, such as LIBOR and FED FUND.

com.opengamma.strata.basics.location 
Representations of a geographic location.

com.opengamma.strata.basics.schedule 
Basic financial tools for working with datebased schedules.

com.opengamma.strata.basics.value 
Basic financial tools for working with values.

com.opengamma.strata.calc 
Calculates risk measures on trades, applies scenarios and manages market data.

com.opengamma.strata.calc.marketdata 
Provides the ability to obtain market data and perform calibrations and scenario perturbations.

com.opengamma.strata.calc.runner 
The calculation runner.

com.opengamma.strata.collect 
Root package for common data structures used by Strata.

com.opengamma.strata.collect.array 
Array data structures.

com.opengamma.strata.collect.function 
Additional functional interfaces not supplied by Java SE 8.

com.opengamma.strata.collect.io 
Provides utilities for the management of input and output.

com.opengamma.strata.collect.named 
Named data structures.

com.opengamma.strata.collect.result 
Result data structures.

com.opengamma.strata.collect.timeseries 
Timeseries data structures.

com.opengamma.strata.collect.tuple 
Tuple data structures.

com.opengamma.strata.data 
Basic types to model market data.

com.opengamma.strata.data.scenario 
Basic types to model market data across scenarios.

com.opengamma.strata.loader 
Tools for loading data from files.

com.opengamma.strata.loader.csv 
Loader that reads market data from CSV files.

com.opengamma.strata.loader.fpml 
Loader that can convert files to financial instruments.

com.opengamma.strata.market 
Data structures for market data.

com.opengamma.strata.market.amount 
Defines representations of amounts typically used as result types.

com.opengamma.strata.market.curve 
Definitions of curves.

com.opengamma.strata.market.curve.interpolator 
Interpolators for interpolating in one and two dimensions.

com.opengamma.strata.market.curve.node 
Curve nodes.

com.opengamma.strata.market.explain 
Support for explaining results.

com.opengamma.strata.market.model 
Market data related to pricing models.

com.opengamma.strata.market.observable 
Market data for quotes.

com.opengamma.strata.market.option 
Entity objects for options.

com.opengamma.strata.market.param 
Market data based on parameters.

com.opengamma.strata.market.sensitivity 
Entity objects for sensitivities.

com.opengamma.strata.market.surface 
Definitions of surfaces.

com.opengamma.strata.market.surface.interpolator 
Interpolators for surfaces.

com.opengamma.strata.math 
Base package of the stratamath project.

com.opengamma.strata.math.linearalgebra 
Linear algebra.

com.opengamma.strata.math.rootfind 
Root finding.

com.opengamma.strata.measure 
Provides the ability to calculate highlevel measures on financial instruments.

com.opengamma.strata.measure.bond 
Base package for calculation functions.

com.opengamma.strata.measure.calc 
Additional calculation parameters.

com.opengamma.strata.measure.capfloor 
Calculation functions for Ibor cap/floor products.

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

com.opengamma.strata.measure.credit 
Calculation functions for credit products.

com.opengamma.strata.measure.curve 
Integration code that allows stratacalc to use and calibrate curves.

com.opengamma.strata.measure.deposit 
Calculation functions for deposit products.

com.opengamma.strata.measure.dsf 
Calculation functions for DSF products.

com.opengamma.strata.measure.fra 
Calculation functions for FRA products.

com.opengamma.strata.measure.fx 
Calculation functions for FX products.

com.opengamma.strata.measure.fxopt 
Calculation functions for FX option products.

com.opengamma.strata.measure.index 
Calculation functions for index products.

com.opengamma.strata.measure.payment 
Calculation functions for payment products.

com.opengamma.strata.measure.rate 
Base package for calculation functions.

com.opengamma.strata.measure.security 
Calculation functions for futures products.

com.opengamma.strata.measure.swap 
Calculation functions for swap products.

com.opengamma.strata.measure.swaption 
Calculation functions for swaption products.

com.opengamma.strata.pricer 
Calculators for financial instruments.

com.opengamma.strata.pricer.bond 
Calculators for bonds.

com.opengamma.strata.pricer.capfloor 
Calculators for Ibor capfloor.

com.opengamma.strata.pricer.cms 
Calculators for CMS.

com.opengamma.strata.pricer.common 
Common code for pricing.

com.opengamma.strata.pricer.credit 
Calculators for credit instruments, such as Credit Default Swap (CDS).

com.opengamma.strata.pricer.curve 
Provides the ability to calibrate curves.

com.opengamma.strata.pricer.deposit 
Calculators for rate deposit instruments, such as term deposit.

com.opengamma.strata.pricer.dsf 
Calculators for Deliverable Swap Futures (DSFs).

com.opengamma.strata.pricer.fra 
Calculators for Forward Rate Agreement (FRA) instruments.

com.opengamma.strata.pricer.fx 
Calculators for FX instruments, such as FX forward and FX swap.

com.opengamma.strata.pricer.fxopt 
Calculators for FX options.

com.opengamma.strata.pricer.index 
Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).

com.opengamma.strata.pricer.model 
Common code for model pricing.

com.opengamma.strata.pricer.option 
Pricer support classes for options.

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.

com.opengamma.strata.pricer.sensitivity 
Calculators for sensitivities.

com.opengamma.strata.pricer.swap 
Calculators for interest rate swaps.

com.opengamma.strata.pricer.swaption 
Calculators for swaptions.

com.opengamma.strata.product 
Entity objects describing trades and products in financial markets.

com.opengamma.strata.product.bond 
Entity objects describing bonds.

com.opengamma.strata.product.capfloor 
Entity objects describing Ibor cap/floor.

com.opengamma.strata.product.cms 
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.

com.opengamma.strata.product.common 
Entity objects shared between other packages.

com.opengamma.strata.product.credit 
Entity objects describing Credit Default Swap (CDS) and CDS index.

com.opengamma.strata.product.credit.type 
Conventions and templates to aid the construction of credit instruments.

com.opengamma.strata.product.deposit 
Entity objects describing financial instruments representing a simple deposit with interest.

com.opengamma.strata.product.deposit.type 
Conventions and templates to aid the construction of deposits.

com.opengamma.strata.product.dsf 
Entity objects describing Deliverable Swap Futures (DSFs).

com.opengamma.strata.product.etd 
Entity objects describing Exchange Traded Derivatives (ETDs).

com.opengamma.strata.product.fra 
Entity objects describing a forward rate agreement (FRA).

com.opengamma.strata.product.fra.type 
Conventions and templates to aid the construction of FRAs.

com.opengamma.strata.product.fx 
Entity objects describing financial instruments in the foreign exchange market.

com.opengamma.strata.product.fx.type 
Conventions and templates to aid the construction of foreign exchange products.

com.opengamma.strata.product.fxopt 
Entity objects describing options in the foreign exchange market.

com.opengamma.strata.product.index 
Entity objects describing contracts based on rate indices.

com.opengamma.strata.product.index.type 
Conventions and templates to aid the construction of rate index products.

com.opengamma.strata.product.option 
Entity objects describing common option concepts.

com.opengamma.strata.product.payment 
Entity objects describing simple payment financial instruments.

com.opengamma.strata.product.rate 
Entity objects describing the ratebased financial instruments.

com.opengamma.strata.product.swap 
Entity objects describing a swap.

com.opengamma.strata.product.swap.type 
Conventions and templates to aid the construction of rate swaps.

com.opengamma.strata.product.swaption 
Entity objects describing options on swaps, known as swaptions.

com.opengamma.strata.report 
Reporting Framework

com.opengamma.strata.report.cashflow 
Types for reporting and formatting cashflows.

com.opengamma.strata.report.framework.expression 
Provide the ability to extract data using textual expressions.

com.opengamma.strata.report.framework.format 
Provide the ability to format calculated values.

com.opengamma.strata.report.trade 
Types for reporting and formatting trades.
