All Classes

Class	Description
AbstractBoundCurveInterpolator	Abstract interpolator implementation.
AbstractDerivedCalculationFunction<T extends CalculationTarget,R>	Abstract derived calculation function with fields for the target type, measure and required measures.
AccrualOnDefaultFormula	The formula for accrual on default.
AccrualStart	The accrual start for credit default swaps.
AdaptiveCompositeIntegrator1D	Adaptive composite integrator: step size is set to be small if functional variation of integrand is large The integrator in individual intervals (base integrator) should be specified by constructor.
AddFixedCurve	A curve formed from two curves, the fixed curve and the spread curve.
AddFixedCurve.Meta	The meta-bean for AddFixedCurve.
AdjustableDate	An adjustable date.
AdjustableDate.Meta	The meta-bean for AdjustableDate.
AdjustableDates	An adjustable list of dates.
AdjustableDates.Meta	The meta-bean for AdjustableDates.
AdjustablePayment	A single payment of a known amount on a date, with business day adjustment rules.
AdjustablePayment.Meta	The meta-bean for AdjustablePayment.
AdvancedMeasures	The advanced set of measures which can be calculated by Strata.
AggregatingCalculationListener<T>	Superclass for mutable calculation listeners that collect the results of individual calculations and create a single aggregate result when the calculations are complete.
AnalyticSpreadSensitivityCalculator	Analytic spread sensitivity calculator.
ApproxForwardOvernightAveragedRateComputationFn	Rate computation implementation for a rate based on a single overnight index that is arithmetically averaged.
ArbitrageHandling	The formula for accrual on default.
ArgChecker	Contains utility methods for checking inputs to methods.
ArrayByteSource	A byte source implementation that explicitly wraps a byte array.
AsciiTable	An ASCII table generator.
AsciiTableAlignment	Alignment of the data within an ASCII table.
Attributes	Additional attributes that can be associated with a model object.
AttributeType<T>	The type that provides meaning to an attribute.
Barrier	Definition of barrier event of option instruments.
BarrierType	The barrier type of barrier event.
BaseNewtonVectorRootFinder	Base implementation for all Newton-Raphson style multi-dimensional root finding (i.e.
BaseProvider	A provider of data used for pricing.
BasisFunctionAggregation<T>
BasisFunctionGenerator	Generator for a set of basis functions.
BasisFunctionKnots	Helper class to hold the knots and polynomial degree that specify a set of basis functions.
BasisPoints	A percentage amount, with a maximum of 8 decimal places.
BeanByteSource	A byte source implementation that is also a Joda-Bean.
BeanCharSource	A char source implementation that is also a Joda-Bean.
BeanTokenEvaluator	Evaluates a token against a bean to produce another object.
Bessel	Bessel and Airy functions.
BicubicSplineInterpolator	Given a set of data (x0Values_i, x1Values_j, yValues_{ij}), derive the piecewise bicubic function, f(x0,x1) = sum_{i=0}^{3} sum_{j=0}^{3} coefMat_{ij} (x0-x0Values_i)^{3-i} (x1-x1Values_j)^{3-j}, for the region x0Values_i < x0 < x0Values_{i+1}, x1Values_j < x1 < x1Values_{j+1} such that f(x0Values_a, x1Values_b) = yValues_{ab} where a={i,i+1}, b={j,j+1}.
BigMoney	A monetary amount, held to a maximum of 12 decimal places.
Bill	A bill.
Bill.Builder	The bean-builder for Bill.
Bill.Meta	The meta-bean for Bill.
BillMeasureCalculations	Multi-scenario measure calculations for bill trades.
BillPosition	A position in a bill.
BillPosition.Builder	The bean-builder for BillPosition.
BillPosition.Meta	The meta-bean for BillPosition.
BillSecurity	A security representing a bill.
BillSecurity.Builder	The bean-builder for BillSecurity.
BillSecurity.Meta	The meta-bean for BillSecurity.
BillTrade	A trade representing a bill.
BillTrade.Builder	The bean-builder for BillTrade.
BillTrade.Meta	The meta-bean for BillTrade.
BillTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Bill> & Resolvable<ResolvedBillTrade>>	Perform calculations on a single BillTrade or BillPosition for each of a set of scenarios.
BillTradeCalculations	Calculates pricing and risk measures for bill trades.
BillYieldConvention	A convention defining how yield is computed for a bill.
BisectionSingleRootFinder	Finds a single root of a function using the bisection method.
BivariateNormalDistribution	The bivariate normal distribution is a continuous probability distribution of two variables, $x$ and $y$, with cdf $$ \begin{align*} M(x, y, \rho) = \frac{1}{2\pi\sqrt{1 - \rho^2}}\int_{-\infty}^x\int_{-\infty}^{y} e^{\frac{-(X^2 - 2\rho XY + Y^2)}{2(1 - \rho^2)}} dX dY \end{align*} $$ where $\rho$ is the correlation between $x$ and $y$.
BlackBarrierPriceFormulaRepository	The price function to compute the price of barrier option in the Black world.
BlackBondFutureExpiryLogMoneynessVolatilities	Data provider of volatility for bond future options in the log-normal or Black model.
BlackBondFutureExpiryLogMoneynessVolatilities.Builder	The bean-builder for BlackBondFutureExpiryLogMoneynessVolatilities.
BlackBondFutureExpiryLogMoneynessVolatilities.Meta	The meta-bean for BlackBondFutureExpiryLogMoneynessVolatilities.
BlackBondFutureOptionMarginedProductPricer	Pricer of options on bond future with a log-normal model on the underlying future price.
BlackBondFutureOptionMarginedTradePricer	Pricer implementation for bond future option.
BlackBondFutureVolatilities	Volatility for pricing bond futures and their options in the log-normal or Black model.
BlackFixedCouponBondOptionPricer	Pricer for fixed coupon bond options based on Black formula for the (dirty) bond price.
BlackFlatCmsPeriodPricer	Computes the price of a CMS coupon in a constant log-normal volatility set-up.
BlackFormulaRepository	The primary repository for Black formulas, including the price, common greeks and implied volatility.
BlackFxOptionFlatVolatilities	Volatility for FX options in the log-normal or Black model based on a curve.
BlackFxOptionFlatVolatilities.Builder	The bean-builder for BlackFxOptionFlatVolatilities.
BlackFxOptionFlatVolatilities.Meta	The meta-bean for BlackFxOptionFlatVolatilities.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification	The specification of how to build FX option volatilities.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder	The bean-builder for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta	The meta-bean for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.
BlackFxOptionSmileVolatilities	Data provider of volatility for FX options in the log-normal or Black-Scholes model.
BlackFxOptionSmileVolatilities.Builder	The bean-builder for BlackFxOptionSmileVolatilities.
BlackFxOptionSmileVolatilities.Meta	The meta-bean for BlackFxOptionSmileVolatilities.
BlackFxOptionSmileVolatilitiesSpecification	The specification of how to build FX option volatilities.
BlackFxOptionSmileVolatilitiesSpecification.Builder	The bean-builder for BlackFxOptionSmileVolatilitiesSpecification.
BlackFxOptionSmileVolatilitiesSpecification.Meta	The meta-bean for BlackFxOptionSmileVolatilitiesSpecification.
BlackFxOptionSurfaceVolatilities	Volatility for FX options in the log-normal or Black model based on a surface.
BlackFxOptionSurfaceVolatilities.Builder	The bean-builder for BlackFxOptionSurfaceVolatilities.
BlackFxOptionSurfaceVolatilities.Meta	The meta-bean for BlackFxOptionSurfaceVolatilities.
BlackFxOptionVolatilities	Volatility for FX option in the log-normal or Black model.
BlackFxSingleBarrierOptionProductPricer	Pricer for FX barrier option products in Black-Scholes world.
BlackFxSingleBarrierOptionTradePricer	Pricer for FX barrier option trades in Black-Scholes world.
BlackFxVanillaOptionProductPricer	Pricer for foreign exchange vanilla option transaction products with a lognormal model.
BlackFxVanillaOptionTradePricer	Pricer for FX vanilla option trades with a lognormal model.
BlackIborCapFloorLegPricer	Pricer for cap/floor legs in log-normal or Black model.
BlackIborCapFloorProductPricer	Pricer for cap/floor products in log-normal or Black model.
BlackIborCapFloorTradePricer	Pricer for cap/floor trades in log-normal or Black model.
BlackIborCapletFloorletExpiryFlatVolatilities	Volatility for Ibor caplet/floorlet in the log-normal or Black model based on a curve.
BlackIborCapletFloorletExpiryFlatVolatilities.Meta	The meta-bean for BlackIborCapletFloorletExpiryFlatVolatilities.
BlackIborCapletFloorletExpiryStrikeVolatilities	Volatility for Ibor caplet/floorlet in the log-normal or Black model based on a surface.
BlackIborCapletFloorletExpiryStrikeVolatilities.Meta	The meta-bean for BlackIborCapletFloorletExpiryStrikeVolatilities.
BlackIborCapletFloorletPeriodPricer	Pricer for caplet/floorlet in a log-normal or Black model.
BlackIborCapletFloorletVolatilities	Volatility for Ibor caplet/floorlet in the log-normal or Black model.
BlackOneTouchAssetPriceFormulaRepository	The price function to compute the price of one-touch or no-touch (asset-or-nothing) option in the Black world.
BlackOneTouchCashPriceFormulaRepository	The price function to compute the price of one-touch or no-touch (cash-or-nothing) option in the Black world.
BlackSabrIborCapletFloorletVolatilities	Volatility for Ibor caplet/floorlet in SABR model.
BlackScholesFormulaRepository	The primary repository for Black-Scholes formulas, including the price and greeks.
BlackSwaptionCashParYieldProductPricer	Pricer for swaption with par yield curve method of cash settlement in a log-normal or Black model on the swap rate.
BlackSwaptionExpiryTenorVolatilities	Volatility for swaptions in the log-normal or Black model.
BlackSwaptionExpiryTenorVolatilities.Meta	The meta-bean for BlackSwaptionExpiryTenorVolatilities.
BlackSwaptionPhysicalProductPricer	Pricer for swaption with physical settlement in a log-normal or Black model on the swap rate.
BlackSwaptionTradePricer	Pricer for swaption trade in the log-normal or Black model on the swap rate.
BlackSwaptionVolatilities	Volatility for swaptions in the log-normal or Black model.
BondFuture	A futures contract, based on a basket of fixed coupon bonds.
BondFuture.Builder	The bean-builder for BondFuture.
BondFuture.Meta	The meta-bean for BondFuture.
BondFutureOption	A futures option contract, based on bonds.
BondFutureOption.Builder	The bean-builder for BondFutureOption.
BondFutureOption.Meta	The meta-bean for BondFutureOption.
BondFutureOptionMarketData	Market data for bond future options.
BondFutureOptionMarketDataLookup	The lookup that provides access to bond future volatilities in market data.
BondFutureOptionPosition	A position in a bond future option.
BondFutureOptionPosition.Builder	The bean-builder for BondFutureOptionPosition.
BondFutureOptionPosition.Meta	The meta-bean for BondFutureOptionPosition.
BondFutureOptionScenarioMarketData	Market data for bond future options, used for calculation across multiple scenarios.
BondFutureOptionSecurity	A security representing a futures contract, based on a basket of fixed coupon bonds.
BondFutureOptionSecurity.Builder	The bean-builder for BondFutureOptionSecurity.
BondFutureOptionSecurity.Meta	The meta-bean for BondFutureOptionSecurity.
BondFutureOptionSensitivity	Point sensitivity to an implied volatility for a bond future option model.
BondFutureOptionSensitivity.Meta	The meta-bean for BondFutureOptionSensitivity.
BondFutureOptionTrade	A trade representing an option on a futures contract based on bonds.
BondFutureOptionTrade.Builder	The bean-builder for BondFutureOptionTrade.
BondFutureOptionTrade.Meta	The meta-bean for BondFutureOptionTrade.
BondFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFutureOption> & Resolvable<ResolvedBondFutureOptionTrade>>	Perform calculations on a single BondFutureOptionTrade or BondFutureOptionPosition for each of a set of scenarios.
BondFutureOptionTradeCalculations	Calculates pricing and risk measures for trades in an option contract based on an bond future.
BondFuturePosition	A position in a bond future.
BondFuturePosition.Builder	The bean-builder for BondFuturePosition.
BondFuturePosition.Meta	The meta-bean for BondFuturePosition.
BondFutureSecurity	A security representing a futures contract, based on a basket of fixed coupon bonds.
BondFutureSecurity.Builder	The bean-builder for BondFutureSecurity.
BondFutureSecurity.Meta	The meta-bean for BondFutureSecurity.
BondFutureTrade	A trade representing a futures contract based on a fixed coupon bond.
BondFutureTrade.Builder	The bean-builder for BondFutureTrade.
BondFutureTrade.Meta	The meta-bean for BondFutureTrade.
BondFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFuture> & Resolvable<ResolvedBondFutureTrade>>	Perform calculations on a single BondFutureTrade or BondFuturePosition for each of a set of scenarios.
BondFutureTradeCalculations	Calculates pricing and risk measures for trades in a futures contract based on a basket of bonds.
BondFutureVolatilities	Volatilities for pricing bond futures and their options.
BondFutureVolatilitiesId	An identifier used to access bond future volatilities by name.
BondFutureVolatilitiesName	The name of a set of bond future volatilities.
BondPaymentPeriod	A period over which interest is accrued with a single payment.
BondVolatilitiesName	The name of a set of bond options volatilities.
BondYieldSensitivity	Point sensitivity to a bond yield implied parameter point.
BondYieldSensitivity.Meta	The meta-bean for BondYieldSensitivity.
BondYieldVolatilities	Volatilities for bond options.
BoundCurveExtrapolator	A curve extrapolator that has been bound to a specific curve.
BoundCurveInterpolator	A curve interpolator that has been bound to a specific curve.
BoundSurfaceInterpolator	A surface interpolator that has been bound to a specific surface.
BracketRoot	Class that brackets single root of a function.
BrentSingleRootFinder	Root finder.
BroydenMatrixUpdateFunction
BroydenVectorRootFinder	A root finder using Broyden's Jacobian update formula.
BuiltMarketData	Market data that has been built.
BuiltMarketData.Meta	The meta-bean for BuiltMarketData.
BuiltScenarioMarketData	Market data that has been built.
BuiltScenarioMarketData.Meta	The meta-bean for BuiltScenarioMarketData.
BulletPayment	A bullet payment.
BulletPayment.Builder	The bean-builder for BulletPayment.
BulletPayment.Meta	The meta-bean for BulletPayment.
BulletPaymentTrade	A bullet payment trade.
BulletPaymentTrade.Builder	The bean-builder for BulletPaymentTrade.
BulletPaymentTrade.Meta	The meta-bean for BulletPaymentTrade.
BulletPaymentTradeCalculationFunction	Perform calculations on a single BulletPaymentTrade for each of a set of scenarios.
BulletPaymentTradeCalculations	Calculates pricing and risk measures for bullet payment trades.
BusinessDayAdjustment	An adjustment that alters a date if it falls on a day other than a business day.
BusinessDayAdjustment.Builder	The bean-builder for BusinessDayAdjustment.
BusinessDayAdjustment.Meta	The meta-bean for BusinessDayAdjustment.
BusinessDayConvention	A convention defining how to adjust a date if it falls on a day other than a business day.
BusinessDayConventions	Constants and implementations for standard business day conventions.
BuySell	Flag indicating whether a trade is "buy" or "sell".
ByteSourceCodec	Encodes and decodes common data formats.
CalculationFunction<T extends CalculationTarget>	Primary interface for all calculation functions that calculate measures.
CalculationFunctions	The calculation functions.
CalculationListener	Listener that is notified when calculations are performed by a CalculationRunner.
CalculationParameter	The base interface for calculation parameters.
CalculationParameters	The calculation parameters.
CalculationParametersId	An identifier used to access calculation parameters by name.
CalculationResult	The result of a single calculation.
CalculationResults	A set of related calculation results for a single calculation target.
CalculationRules	A set of rules that define how the calculation runner should perform calculations.
CalculationRules.Meta	The meta-bean for CalculationRules.
CalculationRunner	Component that provides the ability to perform calculations on multiple targets, measures and scenarios.
CalculationTarget	The target of calculation within a system.
CalculationTargetList	A list of calculation targets.
CalculationTask	A single task that will be used to perform a calculation.
CalculationTaskCell	A single cell within a calculation task.
CalculationTaskRunner	Component that provides the ability to run calculation tasks.
CalculationTasks	The tasks that will be used to perform the calculations.
CalibrationMeasure<T extends ResolvedTrade>	Provides access to the measures needed to perform curve calibration for a single type of trade.
CalibrationMeasures	Provides access to the measures needed to perform curve calibration.
CapFloor	Flag indicating whether a financial instrument is "cap" or a "floor".
CapitalIndexedBond	A capital indexed bond.
CapitalIndexedBond.Builder	The bean-builder for CapitalIndexedBond.
CapitalIndexedBond.Meta	The meta-bean for CapitalIndexedBond.
CapitalIndexedBondPaymentPeriod	A coupon or nominal payment of capital indexed bonds.
CapitalIndexedBondPaymentPeriod.Builder	The bean-builder for CapitalIndexedBondPaymentPeriod.
CapitalIndexedBondPaymentPeriod.Meta	The meta-bean for CapitalIndexedBondPaymentPeriod.
CapitalIndexedBondPosition	A position in a capital indexed bond.
CapitalIndexedBondPosition.Builder	The bean-builder for CapitalIndexedBondPosition.
CapitalIndexedBondPosition.Meta	The meta-bean for CapitalIndexedBondPosition.
CapitalIndexedBondSecurity	A security representing a capital indexed bond.
CapitalIndexedBondSecurity.Builder	The bean-builder for CapitalIndexedBondSecurity.
CapitalIndexedBondSecurity.Meta	The meta-bean for CapitalIndexedBondSecurity.
CapitalIndexedBondTrade	A trade representing a capital indexed bond.
CapitalIndexedBondTrade.Builder	The bean-builder for CapitalIndexedBondTrade.
CapitalIndexedBondTrade.Meta	The meta-bean for CapitalIndexedBondTrade.
CapitalIndexedBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<CapitalIndexedBond> & Resolvable<ResolvedCapitalIndexedBondTrade>>	Perform calculations on a single CapitalIndexedBondTrade or CapitalIndexedBondPosition for each of a set of scenarios.
CapitalIndexedBondTradeCalculations	Calculates pricing and risk measures for forward rate agreement (capital indexed bond) trades.
CapitalIndexedBondYieldConvention	A convention defining accrued interest calculation type for inflation bond securities.
CashFlow	A single cash flow of a currency amount on a specific date.
CashFlow.Meta	The meta-bean for CashFlow.
CashFlowEquivalentCalculator	Computes cash flow equivalent of products.
CashFlowReport	Represents a cash flow report.
CashFlowReport.Builder	The bean-builder for CashFlowReport.
CashFlowReport.Meta	The meta-bean for CashFlowReport.
CashFlowReportFormatter	Formatter for cash flow reports.
CashFlowReportRunner	Report runner for cash flow reports.
CashFlowReportTemplate	Marker for a cash flow report template.
CashFlowReportTemplateIniLoader	Loads a cash flow report template from the standard INI file format.
CashFlows	A collection of cash flows.
CashFlows.Meta	The meta-bean for CashFlows.
CashSwaptionSettlement	Defines the cash settlement type for the payoff of a swaption.
CashSwaptionSettlement.Meta	The meta-bean for CashSwaptionSettlement.
CashSwaptionSettlementMethod	Cash settlement method of cash settled swaptions.
CcpId	An identifier for a Central Counterparty Clearing House (CCP).
CcpIds	Identifiers for common CCPs.
Cds	A single-name credit default swap (CDS).
Cds.Builder	The bean-builder for Cds.
Cds.Meta	The meta-bean for Cds.
CdsCalibrationTrade	A trade in a single-name credit default swap (CDS) used for credit curve calibration.
CdsCalibrationTrade.Meta	The meta-bean for CdsCalibrationTrade.
CdsConvention	A market convention for credit default swap trades.
CdsConventions	Standardized credit default swap conventions.
CdsIndex	A CDS (portfolio) index product.
CdsIndex.Builder	The bean-builder for CdsIndex.
CdsIndex.Meta	The meta-bean for CdsIndex.
CdsIndexCalibrationTrade	A trade in a CDS index used for credit curve calibration.
CdsIndexCalibrationTrade.Meta	The meta-bean for CdsIndexCalibrationTrade.
CdsIndexIsdaCreditCurveNode	An ISDA compliant curve node whose instrument is a CDS index.
CdsIndexIsdaCreditCurveNode.Builder	The bean-builder for CdsIndexIsdaCreditCurveNode.
CdsIndexIsdaCreditCurveNode.Meta	The meta-bean for CdsIndexIsdaCreditCurveNode.
CdsIndexTrade	A trade in a CDS index.
CdsIndexTrade.Builder	The bean-builder for CdsIndexTrade.
CdsIndexTrade.Meta	The meta-bean for CdsIndexTrade.
CdsIndexTradeCalculationFunction	Perform calculations on a single CdsIndexTrade for each of a set of scenarios.
CdsIsdaCreditCurveNode	An ISDA compliant curve node whose instrument is a credit default swap.
CdsIsdaCreditCurveNode.Builder	The bean-builder for CdsIsdaCreditCurveNode.
CdsIsdaCreditCurveNode.Meta	The meta-bean for CdsIsdaCreditCurveNode.
CdsMarketQuoteConverter	The market quote converter for credit default swaps.
CdsQuote	Market quote for a single-name credit default swap (CDS).
CdsQuote.Meta	The meta-bean for CdsQuote.
CdsQuoteConvention	Market quote conventions for credit default swaps.
CdsTemplate	A template for creating credit default swap trades.
CdsTrade	A trade in a single-name credit default swap (CDS).
CdsTrade.Builder	The bean-builder for CdsTrade.
CdsTrade.Meta	The meta-bean for CdsTrade.
CdsTradeCalculationFunction	Perform calculations on a single CdsTrade for each of a set of scenarios.
CharSources	Helper that allows CharSource objects to be created.
CheckedBiConsumer<T,U>	A checked version of BiConsumer.
CheckedBiFunction<T,U,R>	A checked version of BiFunction.
CheckedBinaryOperator<T>	A checked version of BinaryOperator.
CheckedBiPredicate<T,U>	A checked version of BiPredicate.
CheckedConsumer<T>	A checked version of Consumer.
CheckedFunction<T,R>	A checked version of Function.
CheckedPredicate<T>	A checked version of Predicate.
CheckedRunnable	A checked version of Runnable.
CheckedSupplier<R>	A checked version of Supplier.
CheckedUnaryOperator<T>	A checked version of UnaryOperator.
ChiSquare	ChiSquare distribution; See the math definition and animated definition.
ChiSquareDistribution	A $\chi^2$ distribution with $k$ degrees of freedom is the distribution of the sum of squares of $k$ independent standard normal random variables with cdf and inverse cdf $$ \begin{align*} F(x) &=\frac{\gamma\left(\frac{k}{2}, \frac{x}{2}\right)}{\Gamma\left(\frac{k}{2}\right)}\\ F^{-1}(p) &= 2\gamma^{-1}\left(\frac{k}{2}, p\right) \end{align*} $$ where $\gamma(y, z)$ is the lower incomplete Gamma function and $\Gamma(y)$ is the Gamma function.
CholeskyDecompositionCommons	This class is a wrapper for the Commons Math library implementation of Cholesky decomposition.
CholeskyDecompositionCommonsResult	Wrapper for results of the Commons implementation of Cholesky decomposition (CholeskyDecompositionCommons).
CholeskyDecompositionOpenGamma	OpenGamma implementation of the Cholesky decomposition and its differentiation.
CholeskyDecompositionOpenGammaResult	Results of the OpenGamma implementation of Cholesky decomposition.
CholeskyDecompositionResult	Contains the results of Cholesky matrix decomposition.
ClampedPiecewisePolynomialInterpolator	Piecewise polynomial interpolator clamped at specified points.
CloseableExecutor	AutoCloseable wrapper around an executor.
Cms	A constant maturity swap (CMS) or CMS cap/floor.
Cms.Meta	The meta-bean for Cms.
CmsLeg	A CMS leg of a constant maturity swap (CMS) product.
CmsLeg.Builder	The bean-builder for CmsLeg.
CmsLeg.Meta	The meta-bean for CmsLeg.
CmsPeriod	A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.
CmsPeriod.Builder	The bean-builder for CmsPeriod.
CmsPeriod.Meta	The meta-bean for CmsPeriod.
CmsPeriodType	A CMS payment period type.
CmsSabrExtrapolationParams	The additional parameters necessary for pricing CMS using SABR extrapolation replication.
CmsTrade	A trade in a constant maturity swap (CMS).
CmsTrade.Builder	The bean-builder for CmsTrade.
CmsTrade.Meta	The meta-bean for CmsTrade.
CmsTradeCalculationFunction	Perform calculations on a single CmsTrade for each of a set of scenarios.
CmsTradeCalculations	Calculates pricing and risk measures for constant maturity swap (CMS) trades.
Column	Defines a column in a set of calculation results.
Column.Builder	The bean-builder for Column.
Column.Meta	The meta-bean for Column.
ColumnHeader	Provides access to the column name and measure in the grid of results.
ColumnHeader.Meta	The meta-bean for ColumnHeader.
ColumnName	The name of a column in the grid of calculation results.
CombinedCurve	A curve formed from two curves, the base curve and the spread curve.
CombinedCurve.Meta	The meta-bean for CombinedCurve.
CombinedExtendedEnum<T extends Named>	Combines multiple extended enums into one lookup.
CommonsMathWrapper	Utility class for converting OpenGamma mathematical objects into Commons objects and vice versa.
CommonsMatrixAlgebra	Provides matrix algebra by using the Commons library.
CompoundedRateType	A compounded rate type.
CompoundingMethod	A convention defining how to compound interest.
ConcatenatedVectorFunction	For the set of $k$ vector functions $f_i: \mathbb{R}^{m_i} \to \mathbb{R}^{n_i} \quad x_i \mapsto f_i(x_i) = y_i$ this forms the function $f: \mathbb{R}^{m} \to \mathbb{R}^{n} \quad x_i \mapsto f(x) = y$ where $n = \sum_{i=1}^k n_i$ and $m = \sum_{i=1}^k m_i$ and $x = (x_1,x_2,\dots,x_k)$ \& $y = (y_1,y_2,\dots,y_k)$.
ConstantContinuousSingleBarrierKnockoutFunction	Single barrier knock-out option function.
ConstantContinuousSingleBarrierKnockoutFunction.Meta	The meta-bean for ConstantContinuousSingleBarrierKnockoutFunction.
ConstantCurve	A curve based on a single constant value.
ConstantCurve.Meta	The meta-bean for ConstantCurve.
ConstantNodalCurve	A curve based on a single constant value.
ConstantNodalCurve.Builder	The bean-builder for ConstantNodalCurve.
ConstantNodalCurve.Meta	The meta-bean for ConstantNodalCurve.
ConstantRecoveryRates	The constant recovery rate.
ConstantRecoveryRates.Meta	The meta-bean for ConstantRecoveryRates.
ConstantSurface	A surface based on a single constant value.
ConstantSurface.Meta	The meta-bean for ConstantSurface.
ConstrainedCubicSplineInterpolator	Cubic spline interpolation based on C.J.C.
Country	A country or territory.
CoxRossRubinsteinLatticeSpecification	Cox-Ross-Rubinstein lattice specification.
CreditCouponPaymentPeriod	A period over which a fixed coupon is paid.
CreditCouponPaymentPeriod.Builder	The bean-builder for CreditCouponPaymentPeriod.
CreditCouponPaymentPeriod.Meta	The meta-bean for CreditCouponPaymentPeriod.
CreditCurveZeroRateSensitivity	Point sensitivity to the zero hazard rate curve.
CreditCurveZeroRateSensitivity.Meta	The meta-bean for CreditCurveZeroRateSensitivity.
CreditDiscountFactors	Provides access to discount factors for a single currency.
CreditMeasures	The standard set of credit measures that can be calculated by Strata.
CreditRatesMarketData	Market data for credit products.
CreditRatesMarketDataLookup	The lookup that provides access to credit rates in market data.
CreditRatesProvider	The rates provider, used to calculate analytic measures.
CreditRatesScenarioMarketData	Market data for products based on credit, discount and recovery rate curves, used for calculation across multiple scenarios.
CrossGammaParameterSensitivities	The second order parameter sensitivity for parameterized market data.
CrossGammaParameterSensitivities.Meta	The meta-bean for CrossGammaParameterSensitivities.
CrossGammaParameterSensitivity	The second order parameter sensitivity for parameterized market data.
CrossGammaParameterSensitivity.Meta	The meta-bean for CrossGammaParameterSensitivity.
CsvFile	A CSV file.
CsvIterator	Iterator over the rows of a CSV file.
CsvLoaderColumns	Column names for CSV files.
CsvLoaderUtils	CSV information resolver helper.
CsvOutput	Outputs a CSV formatted file.
CsvRow	A row in a CSV file.
CsvWriterUtils	Groups several utilities methods for CsvPlugins
CubicRealRootFinder	Root finder that calculates the roots of a cubic equation using CubicRootFinder and returns only the real roots.
CubicRootFinder	Class that calculates the roots of a cubic equation.
CubicSplineClampedSolver	Solves cubic spline problem with clamped endpoint conditions, where the first derivative is specified at endpoints.
CubicSplineInterpolator	C2 cubic spline interpolator with Clamped/Not-A-Knot endpoint conditions.
CubicSplineNakSolver	Solves cubic spline problem with Not-A-Knot endpoint conditions, where the third derivative at the endpoints is the same as that of their adjacent points.
CubicSplineNaturalSolver	Solves cubic spline problem with natural endpoint conditions, where the second derivative at the endpoints is 0.
Currency	A unit of currency.
CurrencyAmount	An amount of a currency.
CurrencyAmountArray	An array of currency amounts with the same currency.
CurrencyAmountArray.Meta	The meta-bean for CurrencyAmountArray.
CurrencyAmountTokenEvaluator	Evaluates a token against a currency amount.
CurrencyPair	An ordered pair of currencies, such as 'EUR/USD'.
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.
CurrencyParameterSensitivities.Meta	The meta-bean for CurrencyParameterSensitivities.
CurrencyParameterSensitivitiesBuilder	Builder for CurrencyParameterSensitivities.
CurrencyParameterSensitivitiesTokenEvaluator	Evaluates a token against currency parameter sensitivities.
CurrencyParameterSensitivity	Currency-based parameter sensitivity for parameterized market data, such as a curve.
CurrencyParameterSensitivity.Builder	The bean-builder for CurrencyParameterSensitivity.
CurrencyParameterSensitivity.Meta	The meta-bean for CurrencyParameterSensitivity.
CurrencyParameterSensitivityTokenEvaluator	Token evaluator for currency parameter sensitivity.
CurrencyScenarioArray	A currency-convertible scenario array for a single currency, holding one amount for each scenario.
CurrencyScenarioArray.Meta	The meta-bean for CurrencyScenarioArray.
Curve	A curve that maps a double x-value to a double y-value.
CurveDefinition	Provides the definition of how to calibrate a curve.
CurveExtrapolator	Interface for extrapolators which extrapolate beyond the ends of a curve.
CurveExtrapolators	The standard set of curve extrapolators.
CurveGammaCalculator	Computes the gamma-related values for the rates curve parameters.
CurveGroup	A group of curves.
CurveGroupDefinition	The definition of how to calibrate a group of curves.
CurveGroupName	The name of a curve group.
CurveId	An identifier used to access a curve by name.
CurveInfoType<T>	The type that provides meaning to additional curve information.
CurveInterpolator	Interface for interpolators that interpolate between points on a curve.
CurveInterpolators	The standard set of curve interpolators.
CurveMarketDataFunction	Market data function that locates a curve by name.
CurveMetadata	Metadata about a curve and curve parameters.
CurveName	The name of a curve.
CurveNode	A node in the configuration specifying how to calibrate a curve.
CurveNodeClashAction	The action to perform when the dates of two curve nodes clash.
CurveNodeDate	The date of the curve node.
CurveNodeDate.Meta	The meta-bean for CurveNodeDate.
CurveNodeDateOrder	The date order rules to apply to a pair of curve nodes.
CurveNodeDateOrder.Meta	The meta-bean for CurveNodeDateOrder.
CurveNodeDateType	The types of curve node date.
CurveParallelShifts	Perturbation which applies a parallel shift to a curve.
CurveParallelShifts.Meta	The meta-bean for CurveParallelShifts.
CurveParameterSize	The curve name and number of parameters.
CurveParameterSize.Meta	The meta-bean for CurveParameterSize.
Curves	Helper for creating common types of curves.
CurveSensitivities	Sensitivity to a set of curves, used to pass risk into calculations.
CurveSensitivities.Meta	The meta-bean for CurveSensitivities.
CurveSensitivitiesBuilder	Builder for CurveSensitivities.
CurveSensitivitiesType	The type of curve sensitivities.
CurveSensitivityUtils	Utilities to transform sensitivities.
DateAdjuster	Functional interface that can adjust a date.
DateAdjusters	Date adjusters that perform useful operations on LocalDate.
DatedParameterMetadata	Parameter metadata that specifies a date.
DatesCdsTemplate	A template for creating credit default swap trades.
DatesCdsTemplate.Meta	The meta-bean for DatesCdsTemplate.
DateSequence	A series of dates identified by name.
DateSequences	Constants and implementations for standard date sequences.
DayCount	A convention defining how to calculate fractions of a year.
DayCount.ScheduleInfo	Information about the schedule necessary to calculate the day count.
DayCounts	Constants and implementations for standard day count conventions.
DaysAdjustment	An adjustment that alters a date by adding a period of days.
DaysAdjustment.Builder	The bean-builder for DaysAdjustment.
DaysAdjustment.Meta	The meta-bean for DaysAdjustment.
Decimal	A decimal number, similar to BigDecimal, but optimized for the needs of finance.
Decomposition<R extends DecompositionResult>	Base interface for matrix decompositions, such as SVD and LU.
DecompositionFactory	Factory class for different types of decompositions.
DecompositionResult	Contains the results of matrix decomposition.
DefaultCurveMetadata	Default metadata for a curve.
DefaultCurveMetadata.Meta	The meta-bean for DefaultCurveMetadata.
DefaultCurveMetadataBuilder	Builder for curve metadata.
DefaultSurfaceMetadata	Default metadata for a surface.
DefaultSurfaceMetadata.Meta	The meta-bean for DefaultSurfaceMetadata.
DefaultSurfaceMetadataBuilder	Builder for surface metadata.
DeformedSurface	The deformed surface.
DeformedSurface.Builder	The bean-builder for DeformedSurface.
DeformedSurface.Meta	The meta-bean for DeformedSurface.
DeltaStrike	A strike based on absolute delta.
DeltaStrike.Meta	The meta-bean for DeltaStrike.
DepositIsdaCreditCurveNode	An ISDA compliant curve node whose instrument is a term deposit.
DepositIsdaCreditCurveNode.Builder	The bean-builder for DepositIsdaCreditCurveNode.
DepositIsdaCreditCurveNode.Meta	The meta-bean for DepositIsdaCreditCurveNode.
DerivedCalculationFunction<T extends CalculationTarget,R>	A derived calculation function calculates one measure using the measures calculated by another function.
Described	A described instance.
Diff	Computes the numerical difference between adjacent elements in vector.
Differentiator<S,T,U>	Given a one-dimensional function (see Function), returns a function that calculates the gradient.
DirectIborCapletFloorletFlatVolatilityCalibrator	Caplet volatilities calibration to cap volatilities.
DirectIborCapletFloorletFlatVolatilityDefinition	Definition of caplet volatilities calibration.
DirectIborCapletFloorletFlatVolatilityDefinition.Builder	The bean-builder for DirectIborCapletFloorletFlatVolatilityDefinition.
DirectIborCapletFloorletFlatVolatilityDefinition.Meta	The meta-bean for DirectIborCapletFloorletFlatVolatilityDefinition.
DirectIborCapletFloorletVolatilityCalibrator	Caplet volatilities calibration to cap volatilities.
DirectIborCapletFloorletVolatilityDefinition	Definition of caplet volatilities calibration.
DirectIborCapletFloorletVolatilityDefinition.Builder	The bean-builder for DirectIborCapletFloorletVolatilityDefinition.
DirectIborCapletFloorletVolatilityDefinition.Meta	The meta-bean for DirectIborCapletFloorletVolatilityDefinition.
DiscountFactors	Provides access to discount factors for a single currency.
DiscountFxForwardRates	Provides access to discount factors for currencies.
DiscountFxForwardRates.Meta	The meta-bean for DiscountFxForwardRates.
DiscountIborIndexRates	An Ibor index curve providing rates from discount factors.
DiscountIborIndexRates.Meta	The meta-bean for DiscountIborIndexRates.
DiscountingBillProductPricer	Pricer for bill products.
DiscountingBillTradePricer	Pricer for bill trades.
DiscountingBondFutureProductPricer	Pricer for for bond future products.
DiscountingBondFutureTradePricer	Pricer implementation for bond future trades.
DiscountingBulletPaymentTradePricer	Pricer for for bullet payment trades.
DiscountingCapitalIndexedBondPaymentPeriodPricer	Pricer implementation for bond payment periods based on a capital indexed coupon.
DiscountingCapitalIndexedBondProductPricer	Pricer for capital indexed bond products.
DiscountingCapitalIndexedBondTradePricer	Pricer for for capital index bond trades.
DiscountingCmsLegPricer	Pricer for CMS legs by simple forward estimation.
DiscountingCmsPeriodPricer	Computes the price of a CMS coupon by simple forward estimation.
DiscountingCmsProductPricer	Computes the price of a CMS product by simple forward estimation.
DiscountingCmsTradePricer	Pricer for CMS trade by simple forward estimation.
DiscountingDsfProductPricer	Pricer for for Deliverable Swap Futures (DSFs).
DiscountingDsfTradePricer	Pricer implementation for Deliverable Swap Futures (DSFs).
DiscountingFixedCouponBondPaymentPeriodPricer	Pricer implementation for bond payment periods based on a fixed coupon.
DiscountingFixedCouponBondProductPricer	Pricer for fixed coupon bond products.
DiscountingFixedCouponBondTradePricer	Pricer for fixed coupon bond trades.
DiscountingFraProductPricer	Pricer for for forward rate agreement (FRA) products.
DiscountingFraTradePricer	Pricer for for forward rate agreement (FRA) trades.
DiscountingFxNdfProductPricer	Pricer for FX non-deliverable forward (NDF) products.
DiscountingFxNdfTradePricer	Pricer for FX non-deliverable forward (NDF) trades.
DiscountingFxResetNotionalExchangePricer	Pricer implementation for the exchange of FX reset notionals.
DiscountingFxSingleProductPricer	Pricer for foreign exchange transaction products.
DiscountingFxSingleTradePricer	Pricer for foreign exchange transaction trades.
DiscountingFxSwapProductPricer	Pricer for foreign exchange swap transaction products.
DiscountingFxSwapTradePricer	Pricer for foreign exchange swap transaction trades.
DiscountingIborFixingDepositProductPricer	The methods associated to the pricing of Ibor fixing deposit by discounting.
DiscountingIborFixingDepositTradePricer	The methods associated to the pricing of Ibor fixing deposit trades by discounting.
DiscountingIborFutureProductPricer	Pricer for for Ibor future products.
DiscountingIborFutureTradePricer	Pricer implementation for Ibor future trades.
DiscountingKnownAmountPaymentPeriodPricer	Pricer implementation for swap payment periods based on a known amount.
DiscountingNotionalExchangePricer	Pricer implementation for the exchange of notionals.
DiscountingOvernightFutureProductPricer	Pricer for for Overnight rate future products.
DiscountingOvernightFutureTradePricer	Pricer implementation for Overnight rate future trades.
DiscountingPaymentPricer	Pricer for simple payments.
DiscountingRatePaymentPeriodPricer	Pricer implementation for swap payment periods based on a rate.
DiscountingSwapLegPricer	Pricer for for rate swap legs.
DiscountingSwapProductPricer	Pricer for for rate swap products.
DiscountingSwapTradePricer	Pricer for for rate swap trades.
DiscountingTermDepositProductPricer	The methods associated to the pricing of term deposit by discounting.
DiscountingTermDepositTradePricer	The methods associated to the pricing of term deposit by discounting.
DiscountOvernightIndexRates	An Overnight index curve providing rates from discount factors.
DiscountOvernightIndexRates.Meta	The meta-bean for DiscountOvernightIndexRates.
DiscreteQuantileMethod	Implementation of a quantile estimator.
DispatchingRateComputationFn	Rate computation implementation using multiple dispatch.
DispatchingSwapPaymentEventPricer	Pricer implementation for payment events using multiple dispatch.
DispatchingSwapPaymentPeriodPricer	Pricer implementation for payment periods using multiple dispatch.
DoubleArray	An immutable array of double values.
DoubleArrayMath	Contains utility methods for maths on double arrays.
DoubleFunction1D	Defines a family of functions that take real arguments and return real values.
DoubleMatrix	An immutable two-dimensional array of double values.
DoubleMatrix.Meta	The meta-bean for DoubleMatrix.
DoubleRangeLimitTransform	Limit transform.
DoubleScenarioArray	A scenario array holding one double value for each scenario.
DoubleScenarioArray.Meta	The meta-bean for DoubleScenarioArray.
DoublesPair	An immutable pair consisting of two double elements.
DoublesPair.Meta	The meta-bean for DoublesPair.
DoublesScheduleGenerator	The Doubles schedule generator.
DoublesVectorFunctionProvider	An abstraction for anything that provides a VectorFunction for a set of data points (as Double).
DoubleTernaryOperator	A function of three arguments that returns a value.
Dsf	A deliverable swap futures contract.
Dsf.Builder	The bean-builder for Dsf.
Dsf.Meta	The meta-bean for Dsf.
DsfPosition	A position in a DSF.
DsfPosition.Builder	The bean-builder for DsfPosition.
DsfPosition.Meta	The meta-bean for DsfPosition.
DsfSecurity	A security representing a deliverable swap futures security.
DsfSecurity.Builder	The bean-builder for DsfSecurity.
DsfSecurity.Meta	The meta-bean for DsfSecurity.
DsfTrade	A trade representing a futures contract based on an interest rate swap.
DsfTrade.Builder	The bean-builder for DsfTrade.
DsfTrade.Meta	The meta-bean for DsfTrade.
DsfTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Dsf> & Resolvable<ResolvedDsfTrade>>	Perform calculations on a single DsfTrade or DsfPosition for each of a set of scenarios.
DsfTradeCalculations	Calculates pricing and risk measures for Deliverable Swap Future (DSF) trades.
DupireLocalVolatilityCalculator	Local volatility computation based on the exact formula.
EigenvaluePolynomialRootFinder	The eigenvalues of a matrix $\mathbf{A}$ are the roots of the characteristic polynomial $P(x) = \mathrm{det}[\mathbf{A} - x\mathbb{1}]$.
EnumNames<T extends Enum<T> & NamedEnum>	Helper that allows enum names to be created and parsed.
Epsilon	Taylor expansion epsilon.
EtdContractCode	The contract code for an Exchange Traded Derivative (ETD).
EtdContractGroupCode	The code for a group of ETD contracts, as defined an exchange.
EtdContractGroupId	An identifier for a group of ETD contracts.
EtdContractSpec	The contract specification defining an Exchange Traded Derivative (ETD) product.
EtdContractSpec.Meta	The meta-bean for EtdContractSpec.
EtdContractSpecBuilder	A builder for building instances of EtdContractSpec.
EtdContractSpecId	An identifier for an ETD product.
EtdExpiryType	The expiry type of an Exchange Traded Derivative (ETD) product.
EtdFuturePosition	A position in an ETD future, where the security is embedded ready for mark-to-market pricing.
EtdFuturePosition.Builder	The bean-builder for EtdFuturePosition.
EtdFuturePosition.Meta	The meta-bean for EtdFuturePosition.
EtdFutureSecurity	An instrument representing an exchange traded derivative (ETD) future.
EtdFutureSecurity.Builder	The bean-builder for EtdFutureSecurity.
EtdFutureSecurity.Meta	The meta-bean for EtdFutureSecurity.
EtdFutureTrade	A trade representing an ETD future.
EtdFutureTrade.Builder	The bean-builder for EtdFutureTrade.
EtdFutureTrade.Meta	The meta-bean for EtdFutureTrade.
EtdIdUtils	A utility for generating ETD identifiers.
EtdOptionPosition	A position in an ETD option, where the security is embedded ready for mark-to-market pricing.
EtdOptionPosition.Builder	The bean-builder for EtdOptionPosition.
EtdOptionPosition.Meta	The meta-bean for EtdOptionPosition.
EtdOptionSecurity	An instrument representing an exchange traded derivative (ETD) option.
EtdOptionSecurity.Builder	The bean-builder for EtdOptionSecurity.
EtdOptionSecurity.Meta	The meta-bean for EtdOptionSecurity.
EtdOptionTrade	A trade representing an ETD option.
EtdOptionTrade.Builder	The bean-builder for EtdOptionTrade.
EtdOptionTrade.Meta	The meta-bean for EtdOptionTrade.
EtdOptionType	The option expiry type, 'American' or 'European'.
EtdPosition	A position in an ETD, where the security is embedded ready for mark-to-market pricing.
EtdSecurity	An instrument representing an exchange traded derivative (ETD).
EtdSettlementType	The type of an Exchange Traded Derivative (ETD) settlement.
EtdTrade	A trade in an exchange traded derivative (ETD).
EtdType	The type of an Exchange Traded Derivative (ETD) product, either a future or an option.
EtdVariant	The variant of an exchange traded derivative (ETD).
EuropeanVanillaOptionFunction	European vanilla option function.
EuropeanVanillaOptionFunction.Meta	The meta-bean for EuropeanVanillaOptionFunction.
EvaluationResult	The result of a TokenEvaluator evaluating an expression against an object.
ExcelInterpolationQuantileMethod	Implementation of a quantile estimator.
ExchangeId	An identifier for an exchange based on the ISO Market Identifier Code (MIC).
ExchangeIds	Identifiers for common exchanges.
ExplainKey<T>	A key for the map of explanatory values.
ExplainMap	A map of explanatory values.
ExplainMap.Meta	The meta-bean for ExplainMap.
ExplainMapBuilder	A builder for the map of explanatory values.
ExponentiallyWeightedInterpolationQuantileMethod	Implementation of a quantile and expected shortfall estimator for series with exponentially weighted probabilities.
ExtendedEnum<T extends Named>	Manager for extended enums controlled by code or configuration.
ExtendedEnum.ExternalEnumNames<T extends Named>	Maps names used by external systems to the standard name used here.
ExtendedTrapezoidIntegrator1D	The trapezoid integration rule is a two-point Newton-Cotes formula that approximates the area under the curve as a trapezoid.
Failure	Description of a failed result.
Failure.Meta	The meta-bean for Failure.
FailureAttributeKeys	Common attribute keys for FailureItem.getAttributes().
FailureException	An exception thrown when a failure Result is encountered and the failure can't be handled.
FailureItem	Details of a single failed item.
FailureItem.Meta	The meta-bean for FailureItem.
FailureItemException	An exception thrown when an exception can be represented by a FailureItem.
FailureItemProvider	Provides access to a FailureItem.
FailureItems	A list of failure items.
FailureItems.Meta	The meta-bean for FailureItems.
FailureItemsBuilder	A builder for a list of failure items.
FailureReason	Represents the reason why failure occurred.
FastCreditCurveCalibrator	Fast credit curve calibrator.
FieldName	The name of a field in a market data record.
FileByteSource	A byte source implementation that obtains data from a file.
FiniteDifferenceSpreadSensitivityCalculator	Finite difference spread sensitivity calculator.
FiniteDifferenceType	Enum representing the various differencing types that can be used to estimate the gradient of a function.
FixedAccrualMethod	The method of accruing interest on a notional amount using a fixed rate.
FixedCouponBond	A fixed coupon bond.
FixedCouponBond.Builder	The bean-builder for FixedCouponBond.
FixedCouponBond.Meta	The meta-bean for FixedCouponBond.
FixedCouponBondOption	An option on a FixedCouponBond.
FixedCouponBondOption.Builder	The bean-builder for FixedCouponBondOption.
FixedCouponBondOption.Meta	The meta-bean for FixedCouponBondOption.
FixedCouponBondPaymentPeriod	A period over which a fixed coupon is paid.
FixedCouponBondPaymentPeriod.Builder	The bean-builder for FixedCouponBondPaymentPeriod.
FixedCouponBondPaymentPeriod.Meta	The meta-bean for FixedCouponBondPaymentPeriod.
FixedCouponBondPosition	A position in a fixed coupon bond.
FixedCouponBondPosition.Builder	The bean-builder for FixedCouponBondPosition.
FixedCouponBondPosition.Meta	The meta-bean for FixedCouponBondPosition.
FixedCouponBondSecurity	A security representing a fixed coupon bond.
FixedCouponBondSecurity.Builder	The bean-builder for FixedCouponBondSecurity.
FixedCouponBondSecurity.Meta	The meta-bean for FixedCouponBondSecurity.
FixedCouponBondTrade	A trade representing a fixed coupon bond.
FixedCouponBondTrade.Builder	The bean-builder for FixedCouponBondTrade.
FixedCouponBondTrade.Meta	The meta-bean for FixedCouponBondTrade.
FixedCouponBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<FixedCouponBond> & Resolvable<ResolvedFixedCouponBondTrade>>	Perform calculations on a single FixedCouponBondTrade or FixedCouponBondPosition for each of a set of scenarios.
FixedCouponBondTradeCalculations	Calculates pricing and risk measures for forward rate agreement (fixed coupon bond) trades.
FixedCouponBondYieldConvention	A convention defining accrued interest calculation type for a bond security.
FixedFloatSwapConvention	A market convention for Fixed-Float swap trades, covering Ibor and Overnight indices.
FixedFloatSwapTemplate	A template for creating Fixed-Float swap trades.
FixedIborSwapConvention	A market convention for Fixed-Ibor swap trades.
FixedIborSwapConventions	Market standard Fixed-Ibor swap conventions.
FixedIborSwapCurveNode	A curve node whose instrument is a Fixed-Ibor interest rate swap.
FixedIborSwapCurveNode.Builder	The bean-builder for FixedIborSwapCurveNode.
FixedIborSwapCurveNode.Meta	The meta-bean for FixedIborSwapCurveNode.
FixedIborSwapTemplate	A template for creating Fixed-Ibor swap trades.
FixedIborSwapTemplate.Builder	The bean-builder for FixedIborSwapTemplate.
FixedIborSwapTemplate.Meta	The meta-bean for FixedIborSwapTemplate.
FixedInflationSwapConvention	A market convention for Inflation swap trades.
FixedInflationSwapConventions	Fixed-Inflation swap conventions.
FixedInflationSwapCurveNode	A curve node whose instrument is a Fixed-Inflation swap.
FixedInflationSwapCurveNode.Builder	The bean-builder for FixedInflationSwapCurveNode.
FixedInflationSwapCurveNode.Meta	The meta-bean for FixedInflationSwapCurveNode.
FixedInflationSwapTemplate	An template for creating inflation swap trades.
FixedInflationSwapTemplate.Builder	The bean-builder for FixedInflationSwapTemplate.
FixedInflationSwapTemplate.Meta	The meta-bean for FixedInflationSwapTemplate.
FixedOvernightCompoundedAnnualRateComputation	Defines a known annual fixed rate of interest that follows overnight compounding.
FixedOvernightCompoundedAnnualRateComputation.Meta	The meta-bean for FixedOvernightCompoundedAnnualRateComputation.
FixedOvernightSwapConvention	A market convention for Fixed-Overnight swap trades.
FixedOvernightSwapConventions	Market standard Fixed-Overnight swap conventions.
FixedOvernightSwapCurveNode	A curve node whose instrument is a Fixed-Overnight interest rate swap.
FixedOvernightSwapCurveNode.Builder	The bean-builder for FixedOvernightSwapCurveNode.
FixedOvernightSwapCurveNode.Meta	The meta-bean for FixedOvernightSwapCurveNode.
FixedOvernightSwapTemplate	A template for creating Fixed-Overnight swap trades.
FixedOvernightSwapTemplate.Builder	The bean-builder for FixedOvernightSwapTemplate.
FixedOvernightSwapTemplate.Meta	The meta-bean for FixedOvernightSwapTemplate.
FixedRateCalculation	Defines the calculation of a fixed rate swap leg.
FixedRateCalculation.Builder	The bean-builder for FixedRateCalculation.
FixedRateCalculation.Meta	The meta-bean for FixedRateCalculation.
FixedRateComputation	Defines a known fixed rate of interest.
FixedRateComputation.Meta	The meta-bean for FixedRateComputation.
FixedRateStubCalculation	Defines the rate applicable in the initial or final stub of a fixed swap leg.
FixedRateStubCalculation.Meta	The meta-bean for FixedRateStubCalculation.
FixedRateSwapLegConvention	A market convention for the fixed leg of rate swap trades.
FixedRateSwapLegConvention.Builder	The bean-builder for FixedRateSwapLegConvention.
FixedRateSwapLegConvention.Meta	The meta-bean for FixedRateSwapLegConvention.
FixedScaleDecimal	A decimal number based on Decimal with a fixed scale.
FixingRelativeTo	The base date that each rate fixing is made relative to.
FixingSeriesCsvLoader	Loads a set of historical fixing series into memory from CSV resources.
FloatingRate	An index or group of indices used to provide floating rates, typically in interest rate swaps.
FloatingRateIndex	An index used to provide floating rates, typically in interest rate swaps.
FloatingRateName	A floating rate index name, such as Libor, Euribor or US Fed Fund.
FloatingRateNames	Constants and implementations for commonly used Floating rate names.
FloatingRateType	The type of a floating rate index.
FloatRateSwapLegConvention	A market convention for the floating leg of rate swap trades based on an Ibor index or an Overnight index.
FormatCategory	Defines categories of data types.
FormatSettings<T>	Contains formatting settings for a specific type.
FormatSettings.Meta<T>	The meta-bean for FormatSettings.
FormatSettingsProvider	Provides and caches format settings across types.
ForwardFxIndexRates	Provides access to rates for an FX index.
ForwardFxIndexRates.Meta	The meta-bean for ForwardFxIndexRates.
ForwardIborAveragedRateComputationFn	Rate computation implementation for a rate based on the average of multiple fixings of a single Ibor floating rate index.
ForwardIborInterpolatedRateComputationFn	Rate computation implementation for rate based on the weighted average of the fixing on a single date of two Ibor indices.
ForwardIborRateComputationFn	Rate computation implementation for an Ibor index.
ForwardInflationEndInterpolatedRateComputationFn	Rate computation implementation for rate based on the weighted average of fixings of a single price index.
ForwardInflationEndMonthRateComputationFn	Rate computation implementation for a price index.
ForwardInflationInterpolatedRateComputationFn	Rate computation implementation for rate based on the weighted average of fixings of a single price index.
ForwardInflationMonthlyRateComputationFn	Rate computation implementation for a price index.
ForwardOvernightAveragedDailyRateComputationFn	Rate computation implementation for an averaged daily rate for a single Overnight index.
ForwardOvernightAveragedRateComputationFn	Rate computation implementation for a rate based on a single overnight index that is arithmetically averaged.
ForwardOvernightCompoundedAnnualRateComputationFn	Rate computation implementation for a rate based on a single overnight index that is compounded using an annual rate.
ForwardOvernightCompoundedRateComputationFn	Rate computation implementation for a rate based on a single overnight index that is compounded.
FpmlDocument	Provides data about the whole FpML document and parse helper methods.
FpmlDocumentParser	Loader of trade data in FpML format.
FpmlParseException	Exception thrown when parsing FpML.
FpmlParserPlugin	Pluggable FpML trade parser.
FpmlPartySelector	Finds the party representing "us" in FpML.
FpmlTradeInfoParserPlugin	Pluggable FpML trade information parser.
Fra	A forward rate agreement (FRA).
Fra.Builder	The bean-builder for Fra.
Fra.Meta	The meta-bean for Fra.
FraConvention	A market convention for forward rate agreement (FRA) trades.
FraConventions	Market standard FRA conventions.
FraCurveNode	A curve node whose instrument is a Forward Rate Agreement (FRA).
FraCurveNode.Builder	The bean-builder for FraCurveNode.
FraCurveNode.Meta	The meta-bean for FraCurveNode.
FraDiscountingMethod	A convention defining how to discount Forward Rate Agreements (FRAs).
FraTemplate	A template for creating a forward rate agreement (FRA) trade.
FraTemplate.Builder	The bean-builder for FraTemplate.
FraTemplate.Meta	The meta-bean for FraTemplate.
FraTrade	A trade in a forward rate agreement (FRA).
FraTrade.Builder	The bean-builder for FraTrade.
FraTrade.Meta	The meta-bean for FraTrade.
FraTradeCalculationFunction	Perform calculations on a single FraTrade for each of a set of scenarios.
FraTradeCalculations	Calculates pricing and risk measures for forward rate agreement (FRA) trades.
Frequency	A periodic frequency used by financial products that have a specific event every so often.
FunctionRequirements	Specifies the market data required for a function to perform a calculation.
FunctionRequirements.Builder	The bean-builder for FunctionRequirements.
FunctionRequirements.Meta	The meta-bean for FunctionRequirements.
FunctionUtils	Static utility methods useful when writing calculation functions.
FutureOptionPremiumStyle	The style of premium for an option on a futures contract.
FutureValueNotional	A future value notional amount for a fixed swap leg.
FutureValueNotional.Builder	The bean-builder for FutureValueNotional.
FutureValueNotional.Meta	The meta-bean for FutureValueNotional.
FxConvertible<R>	Defines a standard mechanism for converting an object representing one or more monetary amounts to a single currency.
FxForwardRates	Provides access to rates for a currency pair.
FxForwardSensitivity	Point sensitivity to a forward rate of an FX rate for a currency pair.
FxForwardSensitivity.Meta	The meta-bean for FxForwardSensitivity.
FxIndex	An index of foreign exchange rates.
FxIndexObservation	Information about a single observation of an FX index.
FxIndexObservation.Meta	The meta-bean for FxIndexObservation.
FxIndexRates	Provides access to rates for an FX index.
FxIndexSensitivity	Point sensitivity to a forward rate of an FX rate for an FX index.
FxIndexSensitivity.Meta	The meta-bean for FxIndexSensitivity.
FxIndices	Constants and implementations for standard foreign exchange indices.
FxMatrix	A matrix of foreign exchange rates.
FxMatrix.Meta	The meta-bean for FxMatrix.
FxMatrixBuilder	A mutable builder class for FxMatrix.
FxMatrixId	Identifies the market data for an FX matrix.
FxNdf	A Non-Deliverable Forward (NDF).
FxNdf.Builder	The bean-builder for FxNdf.
FxNdf.Meta	The meta-bean for FxNdf.
FxNdfTrade	A trade in a Non-Deliverable Forward (NDF).
FxNdfTrade.Builder	The bean-builder for FxNdfTrade.
FxNdfTrade.Meta	The meta-bean for FxNdfTrade.
FxNdfTradeCalculationFunction	Perform calculations on a single FxNdfTrade for each of a set of scenarios.
FxNdfTradeCalculations	Calculates pricing and risk measures for FX Non-Deliverable Forward (NDF) trades.
FxNdfTradeCsvPlugin	Handles the CSV file format for FxNdf trades.
FxOptionMarketData	Market data for FX options.
FxOptionMarketDataLookup	The lookup that provides access to FX options volatilities in market data.
FxOptionProduct	A foreign exchange product that is an option.
FxOptionScenarioMarketData	Market data for FX options, used for calculation across multiple scenarios.
FxOptionSensitivity	Point sensitivity to an implied volatility for a FX option model.
FxOptionSensitivity.Meta	The meta-bean for FxOptionSensitivity.
FxOptionTrade	A foreign exchange option trade such as a FxVanillaOptionTrade.
FxOptionVolatilities	Volatilities for pricing FX options.
FxOptionVolatilitiesDefinition	The definition of how to build FX option volatilities.
FxOptionVolatilitiesDefinition.Meta	The meta-bean for FxOptionVolatilitiesDefinition.
FxOptionVolatilitiesId	An identifier used to access FX option volatilities by name.
FxOptionVolatilitiesMarketDataFunction	Market data function that builds FX option volatilities.
FxOptionVolatilitiesName	The name of a set of FX option volatilities.
FxOptionVolatilitiesNode	A node in the configuration specifying how to build FX option volatilities.
FxOptionVolatilitiesNode.Builder	The bean-builder for FxOptionVolatilitiesNode.
FxOptionVolatilitiesNode.Meta	The meta-bean for FxOptionVolatilitiesNode.
FxOptionVolatilitiesSpecification	The specification of how to build FX option volatilities.
FxProduct	A foreign exchange product, such as an FX forward, FX spot or FX option.
FxRate	A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.
FxRate.Meta	The meta-bean for FxRate.
FxRateConfig	Configuration defining how to create FxRate instances from observable market data.
FxRateConfig.Builder	The bean-builder for FxRateConfig.
FxRateConfig.Meta	The meta-bean for FxRateConfig.
FxRateId	Identifies the market data for an FX rate.
FxRateLookup	The lookup that provides access to FX rates in market data.
FxRateMarketDataFunction	Function which builds FxRate instances from observable market data.
FxRateProvider	A provider of FX rates.
FxRateScenarioArray	A set of FX rates between two currencies containing rates for multiple scenarios.
FxRateScenarioArray.Meta	The meta-bean for FxRateScenarioArray.
FxRatesCsvLoader	Loads a set of FX rates into memory from CSV resources.
FxRateShifts	A perturbation that applies different shifts to an FX rate.
FxRateShifts.Meta	The meta-bean for FxRateShifts.
FxReset	An FX rate conversion for the notional amount of a swap leg.
FxReset.Meta	The meta-bean for FxReset.
FxResetCalculation	Defines the calculation of an FX rate conversion for the notional amount of a swap leg.
FxResetCalculation.Builder	The bean-builder for FxResetCalculation.
FxResetCalculation.Meta	The meta-bean for FxResetCalculation.
FxResetFixingRelativeTo	The base date that each FX reset fixing is made relative to.
FxResetNotionalExchange	An exchange of notionals between two counterparties where FX reset applies.
FxResetNotionalExchange.Meta	The meta-bean for FxResetNotionalExchange.
FxSingle	A single foreign exchange, such as an FX forward or FX spot.
FxSingle.Meta	The meta-bean for FxSingle.
FxSingleBarrierOption	FX (European) single barrier option.
FxSingleBarrierOption.Builder	The bean-builder for FxSingleBarrierOption.
FxSingleBarrierOption.Meta	The meta-bean for FxSingleBarrierOption.
FxSingleBarrierOptionMethod	The method to use for pricing FX single barrier options.
FxSingleBarrierOptionTrade	A trade in an FX single barrier option.
FxSingleBarrierOptionTrade.Builder	The bean-builder for FxSingleBarrierOptionTrade.
FxSingleBarrierOptionTrade.Meta	The meta-bean for FxSingleBarrierOptionTrade.
FxSingleBarrierOptionTradeCalculationFunction	Perform calculations on an FX single barrier option trade for each of a set of scenarios.
FxSingleBarrierOptionTradeCalculations	Calculates pricing and risk measures for FX single barrier option trades.
FxSingleBarrierOptionTradeCsvPlugin	Handles the CSV files format for FX Single Barrier Option trades.
FxSingleTrade	A foreign exchange trade, such as an FX forward or FX spot.
FxSingleTrade.Builder	The bean-builder for FxSingleTrade.
FxSingleTrade.Meta	The meta-bean for FxSingleTrade.
FxSingleTradeCalculationFunction	Perform calculations on a single FxSingleTrade for each of a set of scenarios.
FxSingleTradeCalculations	Calculates pricing and risk measures for single FX trades.
FxSwap	An FX swap.
FxSwap.Meta	The meta-bean for FxSwap.
FxSwapConvention	A market convention for FX Swap trades.
FxSwapConventions	Market standard FX swap conventions.
FxSwapCurveNode	A curve node whose instrument is an FX Swap.
FxSwapCurveNode.Builder	The bean-builder for FxSwapCurveNode.
FxSwapCurveNode.Meta	The meta-bean for FxSwapCurveNode.
FxSwapTemplate	A template for creating an FX swap trade.
FxSwapTemplate.Builder	The bean-builder for FxSwapTemplate.
FxSwapTemplate.Meta	The meta-bean for FxSwapTemplate.
FxSwapTrade	A trade in an FX swap.
FxSwapTrade.Builder	The bean-builder for FxSwapTrade.
FxSwapTrade.Meta	The meta-bean for FxSwapTrade.
FxSwapTradeCalculationFunction	Perform calculations on a single FxSwapTrade for each of a set of scenarios.
FxSwapTradeCalculations	Calculates pricing and risk measures for FX swap trades.
FxTrade	A foreign exchange trade, such as an FX forward, FX spot or FX option.
FxVanillaOption	A vanilla FX option.
FxVanillaOption.Builder	The bean-builder for FxVanillaOption.
FxVanillaOption.Meta	The meta-bean for FxVanillaOption.
FxVanillaOptionMethod	The method to use for pricing FX vanilla options.
FxVanillaOptionTrade	A trade in a vanilla FX option.
FxVanillaOptionTrade.Builder	The bean-builder for FxVanillaOptionTrade.
FxVanillaOptionTrade.Meta	The meta-bean for FxVanillaOptionTrade.
FxVanillaOptionTradeCalculationFunction	Perform calculations on an FX vanilla option trade for each of a set of scenarios.
FxVanillaOptionTradeCalculations	Calculates pricing and risk measures for FX vanilla option trades.
FxVolatilitySurfaceYearFractionParameterMetadata	Surface node metadata for a surface node with a specific time to expiry and strike.
FxVolatilitySurfaceYearFractionParameterMetadata.Meta	The meta-bean for FxVolatilitySurfaceYearFractionParameterMetadata.
Gamma	Gamma distribution; math definition, definition of gamma function and animated definition.
GammaDistribution	The Gamma distribution is a continuous probability distribution with cdf $$ \begin{align*} F(x)=\frac{\gamma\left(k, \frac{x}{\theta}\right)}{\Gamma(k)} \end{align*} $$ and pdf $$ \begin{align*} f(x)=\frac{x^{k-1}e^{-\frac{x}{\theta}}}{\Gamma{k}\theta^k} \end{align*} $$ where $k$ is the shape parameter and $\theta$ is the scale parameter.
GammaFunction	The gamma function is a generalization of the factorial to complex and real numbers.
GaussHermiteQuadratureIntegrator1D	Gauss-Hermite quadrature approximates the value of integrals of the form $$ \begin{align*} \int_{-\infty}^{\infty} e^{-x^2} g(x) dx \end{align*} $$ The weights and abscissas are generated by GaussHermiteWeightAndAbscissaFunction.
GaussHermiteWeightAndAbscissaFunction	Class that generates weights and abscissas for Gauss-Hermite quadrature.
GaussianQuadratureData	Class holding the results of calculations of weights and abscissas by QuadratureWeightAndAbscissaFunction.
GaussianQuadratureIntegrator1D	Class that performs integration using Gaussian quadrature.
GaussJacobiQuadratureIntegrator1D	Gauss-Jacobi quadrature approximates the value of integrals of the form $$ \begin{align*} \int_{-1}^{1} (1 - x)^\alpha (1 + x)^\beta f(x) dx \end{align*} $$ The weights and abscissas are generated by GaussJacobiWeightAndAbscissaFunction.
GaussJacobiWeightAndAbscissaFunction	Class that generates weights and abscissas for Gauss-Jacobi quadrature.
GaussLaguerreQuadratureIntegrator1D	Gauss-Laguerre quadrature approximates the value of integrals of the form $$ \begin{align*} \int_{0}^{\infty} e^{-x}f(x) dx \end{align*} $$ The weights and abscissas are generated by GaussLaguerreWeightAndAbscissaFunction.
GaussLaguerreWeightAndAbscissaFunction	Class that generates weights and abscissas for Gauss-Laguerre quadrature.
GaussLegendreQuadratureIntegrator1D	Gauss-Legendre quadrature approximates the value of integrals of the form $$ \begin{align*} \int_{-1}^{1} f(x) dx \end{align*} $$ The weights and abscissas are generated by GaussLegendreWeightAndAbscissaFunction.
GaussLegendreWeightAndAbscissaFunction	Class that generates weights and abscissas for Gauss-Legendre quadrature.
GeneralizedExtremeValueDistribution	The generalized extreme value distribution is a family of continuous probability distributions that combines the Gumbel (type I), Fréchet (type II) and Weibull (type III) families of distributions.
GeneralizedLeastSquare	Generalized least square method.
GeneralizedLeastSquareResults<T>	Generalized least square calculator.
GeneralizedLeastSquaresRegression
GeneralizedParetoDistribution	Calculates the Pareto distribution.
GenericDoubleShifts	A perturbation that applies different shifts to a double value.
GenericDoubleShifts.Meta	The meta-bean for GenericDoubleShifts.
GenericImpliedVolatiltySolver	Finds an implied volatility (a parameter that put into a model gives the market pirce of an option) for any option pricing model that has a 'volatility' parameter.
GenericSecurity	A generic security, defined in terms of the value of each tick.
GenericSecurity.Meta	The meta-bean for GenericSecurity.
GenericSecurityPosition	A position in a security, where the security is embedded ready for mark-to-market pricing.
GenericSecurityPosition.Builder	The bean-builder for GenericSecurityPosition.
GenericSecurityPosition.Meta	The meta-bean for GenericSecurityPosition.
GenericSecurityPositionCalculationFunction	Perform calculations on a single GenericSecurityPosition for each of a set of scenarios.
GenericSecurityTrade	A trade representing the purchase or sale of a security, where the security is embedded ready for mark-to-market pricing.
GenericSecurityTrade.Builder	The bean-builder for GenericSecurityTrade.
GenericSecurityTrade.Meta	The meta-bean for GenericSecurityTrade.
GenericSecurityTradeCalculationFunction	Perform calculations on a single GenericSecurityTrade for each of a set of scenarios.
GenericSecurityTradeCsvPlugin	Handles the CSV file format for Generic Security trades.
GenericVolatilitySurfacePeriodParameterMetadata	Surface node metadata for a generic volatility surface node with a specific period to expiry and strike.
GenericVolatilitySurfacePeriodParameterMetadata.Meta	The meta-bean for GenericVolatilitySurfacePeriodParameterMetadata.
GenericVolatilitySurfaceYearFractionParameterMetadata	Surface node metadata for a generic volatility surface node with a specific time to expiry and strike.
GenericVolatilitySurfaceYearFractionParameterMetadata.Meta	The meta-bean for GenericVolatilitySurfaceYearFractionParameterMetadata.
GeometricMeanCalculator	Calculates the geometric mean of a series of data.
GoldenSectionMinimizer1D
GridSurfaceInterpolator	A surface interpolator that is based on two curve interpolators.
GridSurfaceInterpolator.Meta	The meta-bean for GridSurfaceInterpolator.
Guavate	Utilities that help bridge the gap between Java 8 and Google Guava.
HermiteCoefficientsProvider	Hermite interpolation is determined if one specifies first derivatives for a cubic interpolant and first and second derivatives for a quintic interpolant.
HermitePolynomialFunction
HistoricIborIndexRates	Historic Ibor index rates, used for indices that are no longer active.
HistoricIborIndexRates.Meta	The meta-bean for HistoricIborIndexRates.
HistoricOvernightIndexRates	Historic Overnight index rates, used for indices that are no longer active.
HistoricOvernightIndexRates.Meta	The meta-bean for HistoricOvernightIndexRates.
HistoricPriceIndexValues	Historic Price index values, used for indices that are no longer active.
HistoricPriceIndexValues.Meta	The meta-bean for HistoricPriceIndexValues.
HolidayCalendar	A holiday calendar, classifying dates as holidays or business days.
HolidayCalendarId	An identifier for a holiday calendar.
HolidayCalendarIds	Identifiers for common holiday calendars.
HolidayCalendars	Constants and implementations for standard holiday calendars.
HullWhiteIborFutureProductPricer	Pricer for for Ibor future products.
HullWhiteIborFutureTradePricer	Pricer for for Ibor future trades.
HullWhiteOneFactorPiecewiseConstantInterestRateModel	Methods related to the Hull-White one factor (extended Vasicek) model with piecewise constant volatility.
HullWhiteOneFactorPiecewiseConstantParameters	Data bundle related to the Hull-White one factor (extended Vasicek) model with piecewise constant volatility.
HullWhiteOneFactorPiecewiseConstantParametersProvider	Hull-White one factor model with piecewise constant volatility.
HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta	The meta-bean for HullWhiteOneFactorPiecewiseConstantParametersProvider.
HullWhiteSwaptionPhysicalProductPricer	Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.
HullWhiteSwaptionPhysicalTradePricer	Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.
HybridNodalCurve	A hybrid curve which combines two underlying nodal curves, allowing different interpolators to be used for different parts of the curve.
HybridNodalCurve.Meta	The meta-bean for HybridNodalCurve.
IborAveragedFixing	A single fixing of an index that is observed by IborAveragedRateComputation.
IborAveragedFixing.Builder	The bean-builder for IborAveragedFixing.
IborAveragedFixing.Meta	The meta-bean for IborAveragedFixing.
IborAveragedRateComputation	Defines the computation of a rate of interest based on the average of multiple fixings of a single Ibor floating rate index.
IborAveragedRateComputation.Meta	The meta-bean for IborAveragedRateComputation.
IborCapFloor	An Ibor cap/floor product.
IborCapFloor.Meta	The meta-bean for IborCapFloor.
IborCapFloorLeg	An Ibor cap/floor leg of a cap/floor product.
IborCapFloorLeg.Builder	The bean-builder for IborCapFloorLeg.
IborCapFloorLeg.Meta	The meta-bean for IborCapFloorLeg.
IborCapFloorMarketData	Market data for Ibor cap/floor.
IborCapFloorMarketDataLookup	The lookup that provides access to cap/floor volatilities in market data.
IborCapFloorScenarioMarketData	Market data for cap/floors, used for calculation across multiple scenarios.
IborCapFloorTrade	A trade in an Ibor cap/floor.
IborCapFloorTrade.Builder	The bean-builder for IborCapFloorTrade.
IborCapFloorTrade.Meta	The meta-bean for IborCapFloorTrade.
IborCapFloorTradeCalculationFunction	Perform calculations on a single IborCapFloorTrade for each of a set of scenarios.
IborCapFloorTradeCalculations	Calculates pricing and risk measures for cap/floor trades.
IborCapFloorTradeCsvPlugin	Handles the CSV file format for CapFloor trades.
IborCapletFloorletBinaryPeriod	A period over which an Ibor caplet/floorlet binary payoff is paid.
IborCapletFloorletBinaryPeriod.Builder	The bean-builder for IborCapletFloorletBinaryPeriod.
IborCapletFloorletBinaryPeriod.Meta	The meta-bean for IborCapletFloorletBinaryPeriod.
IborCapletFloorletPeriod	A period over which an Ibor caplet/floorlet payoff is paid.
IborCapletFloorletPeriod.Builder	The bean-builder for IborCapletFloorletPeriod.
IborCapletFloorletPeriod.Meta	The meta-bean for IborCapletFloorletPeriod.
IborCapletFloorletPeriodAmounts	A map of double values keyed by Ibor caplet/floorlet periods.
IborCapletFloorletPeriodAmounts.Builder	The bean-builder for IborCapletFloorletPeriodAmounts.
IborCapletFloorletPeriodAmounts.Meta	The meta-bean for IborCapletFloorletPeriodAmounts.
IborCapletFloorletPeriodCurrencyAmounts	A map of currency amounts keyed by Ibor caplet/floorlet periods.
IborCapletFloorletPeriodCurrencyAmounts.Builder	The bean-builder for IborCapletFloorletPeriodCurrencyAmounts.
IborCapletFloorletPeriodCurrencyAmounts.Meta	The meta-bean for IborCapletFloorletPeriodCurrencyAmounts.
IborCapletFloorletSabrSensitivity	Sensitivity of a caplet/floorlet to SABR model parameters.
IborCapletFloorletSabrSensitivity.Meta	The meta-bean for IborCapletFloorletSabrSensitivity.
IborCapletFloorletSensitivity	Point sensitivity to Ibor caplet/floorlet implied parameter point.
IborCapletFloorletSensitivity.Meta	The meta-bean for IborCapletFloorletSensitivity.
IborCapletFloorletVolatilities	Volatilities for pricing Ibor caplet/floorlet.
IborCapletFloorletVolatilitiesId	An identifier used to access Ibor cap/floor volatilities by name.
IborCapletFloorletVolatilitiesName	The name of a set of Ibor cap/floor volatilities.
IborCapletFloorletVolatilityCalibrationResult	Calibration result for Ibor caplet/floorlet volatilities.
IborCapletFloorletVolatilityCalibrationResult.Meta	The meta-bean for IborCapletFloorletVolatilityCalibrationResult.
IborCapletFloorletVolatilityDefinition	Definition of caplet volatilities calibration.
IborFixingDeposit	An Ibor fixing deposit.
IborFixingDeposit.Builder	The bean-builder for IborFixingDeposit.
IborFixingDeposit.Meta	The meta-bean for IborFixingDeposit.
IborFixingDepositConvention	A convention for Ibor fixing deposit trades.
IborFixingDepositCurveNode	A curve node whose instrument is an Ibor fixing deposit.
IborFixingDepositCurveNode.Builder	The bean-builder for IborFixingDepositCurveNode.
IborFixingDepositCurveNode.Meta	The meta-bean for IborFixingDepositCurveNode.
IborFixingDepositTemplate	A template for creating an Ibor fixing deposit trade.
IborFixingDepositTemplate.Builder	The bean-builder for IborFixingDepositTemplate.
IborFixingDepositTemplate.Meta	The meta-bean for IborFixingDepositTemplate.
IborFixingDepositTrade	A trade in an Ibor fixing deposit.
IborFixingDepositTrade.Builder	The bean-builder for IborFixingDepositTrade.
IborFixingDepositTrade.Meta	The meta-bean for IborFixingDepositTrade.
IborFuture	A futures contract based on an Ibor index.
IborFuture.Builder	The bean-builder for IborFuture.
IborFuture.Meta	The meta-bean for IborFuture.
IborFutureContractSpec	A contract specification for exchange traded Ibor Futures.
IborFutureContractSpecs	Market standard Ibor future conventions.
IborFutureConvention	Deprecated. Use IborFutureContractSpec
IborFutureConventions	Deprecated. Use IborFutureContractSpecs
IborFutureCurveNode	A curve node whose instrument is an Ibor Future.
IborFutureCurveNode.Builder	The bean-builder for IborFutureCurveNode.
IborFutureCurveNode.Meta	The meta-bean for IborFutureCurveNode.
IborFutureOption	A futures option contract, based on an Ibor index.
IborFutureOption.Builder	The bean-builder for IborFutureOption.
IborFutureOption.Meta	The meta-bean for IborFutureOption.
IborFutureOptionMarketData	Market data for Ibor future options.
IborFutureOptionMarketDataLookup	The lookup that provides access to Ibor future option volatilities in market data.
IborFutureOptionPosition	A position in an option on a futures contract based on an Ibor index.
IborFutureOptionPosition.Builder	The bean-builder for IborFutureOptionPosition.
IborFutureOptionPosition.Meta	The meta-bean for IborFutureOptionPosition.
IborFutureOptionScenarioMarketData	Market data for Ibor future options, used for calculation across multiple scenarios.
IborFutureOptionSecurity	A security representing a futures option contract, based on an Ibor index.
IborFutureOptionSecurity.Builder	The bean-builder for IborFutureOptionSecurity.
IborFutureOptionSecurity.Meta	The meta-bean for IborFutureOptionSecurity.
IborFutureOptionSensitivity	Point sensitivity to an implied volatility for a Ibor future option model.
IborFutureOptionSensitivity.Meta	The meta-bean for IborFutureOptionSensitivity.
IborFutureOptionTrade	A trade representing an option on a futures contract based on an Ibor index.
IborFutureOptionTrade.Builder	The bean-builder for IborFutureOptionTrade.
IborFutureOptionTrade.Meta	The meta-bean for IborFutureOptionTrade.
IborFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFutureOption> & Resolvable<ResolvedIborFutureOptionTrade>>	Perform calculations on a single IborFutureOptionTrade or IborFutureOptionPosition for each of a set of scenarios.
IborFutureOptionTradeCalculations	Calculates pricing and risk measures for trades in an option contract based on an Ibor index future.
IborFutureOptionVolatilities	Volatilities for pricing Ibor futures.
IborFutureOptionVolatilitiesId	An identifier used to access Ibor future option volatilities by name.
IborFutureOptionVolatilitiesName	The name of a set of Ibor future option volatilities.
IborFuturePosition	A position in a futures contract based on an Ibor index.
IborFuturePosition.Builder	The bean-builder for IborFuturePosition.
IborFuturePosition.Meta	The meta-bean for IborFuturePosition.
IborFutureSecurity	A security representing a futures contract based on an Ibor index.
IborFutureSecurity.Builder	The bean-builder for IborFutureSecurity.
IborFutureSecurity.Meta	The meta-bean for IborFutureSecurity.
IborFutureTemplate	A template for creating an Ibor Future trade.
IborFutureTrade	A trade representing a futures contract based on an Ibor index.
IborFutureTrade.Builder	The bean-builder for IborFutureTrade.
IborFutureTrade.Meta	The meta-bean for IborFutureTrade.
IborFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFuture> & Resolvable<ResolvedIborFutureTrade>>	Perform calculations on a single IborFutureTrade or IborFuturePosition for each of a set of scenarios.
IborFutureTradeCalculations	Calculates pricing and risk measures for trades in a futures contract based on an Ibor index.
IborIborSwapConvention	A market convention for Ibor-Ibor swap trades.
IborIborSwapConventions	Market standard Ibor-Ibor swap conventions.
IborIborSwapCurveNode	A curve node whose instrument is a Ibor-Ibor interest rate swap.
IborIborSwapCurveNode.Builder	The bean-builder for IborIborSwapCurveNode.
IborIborSwapCurveNode.Meta	The meta-bean for IborIborSwapCurveNode.
IborIborSwapTemplate	A template for creating Ibor-Ibor swap trades.
IborIborSwapTemplate.Builder	The bean-builder for IborIborSwapTemplate.
IborIborSwapTemplate.Meta	The meta-bean for IborIborSwapTemplate.
IborIndex	An inter-bank lending rate index, such as Libor or Euribor.
IborIndexObservation	Defines the observation of a rate of interest from a single Ibor index.
IborIndexObservation.Meta	The meta-bean for IborIndexObservation.
IborIndexRates	Provides access to rates for an Ibor index.
IborIndices	Constants and implementations for commonly used Ibor indices.
IborInterpolatedRateComputation	Defines the computation of a rate of interest interpolated from two Ibor indices.
IborInterpolatedRateComputation.Meta	The meta-bean for IborInterpolatedRateComputation.
IborRateCalculation	Defines the calculation of a floating rate swap leg based on an Ibor index.
IborRateCalculation.Builder	The bean-builder for IborRateCalculation.
IborRateCalculation.Meta	The meta-bean for IborRateCalculation.
IborRateComputation	Defines the computation of a rate of interest from a single Ibor index.
IborRateComputation.Meta	The meta-bean for IborRateComputation.
IborRateResetMethod	A convention defining how to process a floating rate reset schedule.
IborRateSensitivity	Point sensitivity to a rate from an Ibor index curve.
IborRateSensitivity.Meta	The meta-bean for IborRateSensitivity.
IborRateStubCalculation	Defines the rates applicable in the initial or final stub of an Ibor swap leg.
IborRateStubCalculation.Builder	The bean-builder for IborRateStubCalculation.
IborRateStubCalculation.Meta	The meta-bean for IborRateStubCalculation.
IborRateSwapLegConvention	A market convention for the floating leg of rate swap trades based on an Ibor index.
IborRateSwapLegConvention.Builder	The bean-builder for IborRateSwapLegConvention.
IborRateSwapLegConvention.Meta	The meta-bean for IborRateSwapLegConvention.
IllegalArgFailureException	Exception thrown when input is invalid.
ImmutableCdsConvention	A market convention for credit default swap trades.
ImmutableCdsConvention.Builder	The bean-builder for ImmutableCdsConvention.
ImmutableCdsConvention.Meta	The meta-bean for ImmutableCdsConvention.
ImmutableCreditRatesProvider	The immutable rates provider, used to calculate analytic measures.
ImmutableCreditRatesProvider.Builder	The bean-builder for ImmutableCreditRatesProvider.
ImmutableCreditRatesProvider.Meta	The meta-bean for ImmutableCreditRatesProvider.
ImmutableFixedIborSwapConvention	A market convention for Fixed-Ibor swap trades.
ImmutableFixedIborSwapConvention.Builder	The bean-builder for ImmutableFixedIborSwapConvention.
ImmutableFixedIborSwapConvention.Meta	The meta-bean for ImmutableFixedIborSwapConvention.
ImmutableFixedInflationSwapConvention	A market convention for Fixed-Inflation swap trades.
ImmutableFixedInflationSwapConvention.Builder	The bean-builder for ImmutableFixedInflationSwapConvention.
ImmutableFixedInflationSwapConvention.Meta	The meta-bean for ImmutableFixedInflationSwapConvention.
ImmutableFixedOvernightSwapConvention	A market convention for Fixed-Overnight swap trades.
ImmutableFixedOvernightSwapConvention.Builder	The bean-builder for ImmutableFixedOvernightSwapConvention.
ImmutableFixedOvernightSwapConvention.Meta	The meta-bean for ImmutableFixedOvernightSwapConvention.
ImmutableFloatingRateName	An immutable floating rate index name, such as Libor, Euribor or US Fed Fund.
ImmutableFloatingRateName.Meta	The meta-bean for ImmutableFloatingRateName.
ImmutableFraConvention	A market convention for forward rate agreement (FRA) trades.
ImmutableFraConvention.Builder	The bean-builder for ImmutableFraConvention.
ImmutableFraConvention.Meta	The meta-bean for ImmutableFraConvention.
ImmutableFxIndex	A foreign exchange index implementation based on an immutable set of rules.
ImmutableFxIndex.Builder	The bean-builder for ImmutableFxIndex.
ImmutableFxIndex.Meta	The meta-bean for ImmutableFxIndex.
ImmutableFxSwapConvention	A market convention for FX swap trades
ImmutableFxSwapConvention.Builder	The bean-builder for ImmutableFxSwapConvention.
ImmutableFxSwapConvention.Meta	The meta-bean for ImmutableFxSwapConvention.
ImmutableHolidayCalendar	An immutable holiday calendar implementation.
ImmutableHolidayCalendar.Meta	The meta-bean for ImmutableHolidayCalendar.
ImmutableIborFixingDepositConvention	A convention for Ibor fixing deposit trades.
ImmutableIborFixingDepositConvention.Builder	The bean-builder for ImmutableIborFixingDepositConvention.
ImmutableIborFixingDepositConvention.Meta	The meta-bean for ImmutableIborFixingDepositConvention.
ImmutableIborFutureContractSpec	A contract specification for exchange traded Ibor Futures.
ImmutableIborFutureContractSpec.Builder	The bean-builder for ImmutableIborFutureContractSpec.
ImmutableIborFutureConvention	Deprecated. Use ImmutableIborFutureContractSpec
ImmutableIborFutureConvention.Builder	The bean-builder for ImmutableIborFutureConvention.
ImmutableIborFutureConvention.Meta	The meta-bean for ImmutableIborFutureConvention.
ImmutableIborIborSwapConvention	A market convention for Ibor-Ibor swap trades.
ImmutableIborIborSwapConvention.Builder	The bean-builder for ImmutableIborIborSwapConvention.
ImmutableIborIborSwapConvention.Meta	The meta-bean for ImmutableIborIborSwapConvention.
ImmutableIborIndex	An Ibor index implementation based on an immutable set of rules.
ImmutableIborIndex.Builder	The bean-builder for ImmutableIborIndex.
ImmutableIborIndex.Meta	The meta-bean for ImmutableIborIndex.
ImmutableLegalEntityDiscountingProvider	An immutable provider of data for bond pricing, based on repo and issuer discounting.
ImmutableLegalEntityDiscountingProvider.Builder	The bean-builder for ImmutableLegalEntityDiscountingProvider.
ImmutableLegalEntityDiscountingProvider.Meta	The meta-bean for ImmutableLegalEntityDiscountingProvider.
ImmutableMarketData	An immutable set of market data
ImmutableMarketData.Meta	The meta-bean for ImmutableMarketData.
ImmutableMarketDataBuilder	A mutable builder for instances of ImmutableMarketData.
ImmutableMeasure	The default, immutable implementation of Measure.
ImmutableMeasure.Meta	The meta-bean for ImmutableMeasure.
ImmutableOvernightFutureContractSpec	A contract specification for exchange traded Overnight Futures.
ImmutableOvernightFutureContractSpec.Builder	The bean-builder for ImmutableOvernightFutureContractSpec.
ImmutableOvernightIborSwapConvention	A market convention for Fixed-Overnight swap trades.
ImmutableOvernightIborSwapConvention.Builder	The bean-builder for ImmutableOvernightIborSwapConvention.
ImmutableOvernightIborSwapConvention.Meta	The meta-bean for ImmutableOvernightIborSwapConvention.
ImmutableOvernightIndex	An overnight index, such as Sonia or Eonia.
ImmutableOvernightIndex.Builder	The bean-builder for ImmutableOvernightIndex.
ImmutableOvernightIndex.Meta	The meta-bean for ImmutableOvernightIndex.
ImmutablePriceIndex	A price index implementation based on an immutable set of rules.
ImmutablePriceIndex.Builder	The bean-builder for ImmutablePriceIndex.
ImmutablePriceIndex.Meta	The meta-bean for ImmutablePriceIndex.
ImmutableRatesProvider	The default immutable rates provider, used to calculate analytic measures.
ImmutableRatesProvider.Meta	The meta-bean for ImmutableRatesProvider.
ImmutableRatesProviderBuilder	Builder for the immutable rates provider.
ImmutableRatesProviderGenerator	Generates a rates provider based on an existing provider.
ImmutableReferenceData	An immutable set of reference data
ImmutableReferenceData.Meta	The meta-bean for ImmutableReferenceData.
ImmutableScenarioMarketData	An immutable set of market data across one or more scenarios.
ImmutableScenarioMarketData.Meta	The meta-bean for ImmutableScenarioMarketData.
ImmutableScenarioMarketDataBuilder	A mutable builder for market data.
ImmutableSwapIndex	A swap index implementation based on an immutable set of rules.
ImmutableSwapIndex.Builder	The bean-builder for ImmutableSwapIndex.
ImmutableSwapIndex.Meta	The meta-bean for ImmutableSwapIndex.
ImmutableTermDepositConvention	A market convention for term deposit trades.
ImmutableTermDepositConvention.Builder	The bean-builder for ImmutableTermDepositConvention.
ImmutableTermDepositConvention.Meta	The meta-bean for ImmutableTermDepositConvention.
ImmutableThreeLegBasisSwapConvention	A market convention for three leg basis swap trades.
ImmutableThreeLegBasisSwapConvention.Builder	The bean-builder for ImmutableThreeLegBasisSwapConvention.
ImmutableThreeLegBasisSwapConvention.Meta	The meta-bean for ImmutableThreeLegBasisSwapConvention.
ImmutableXCcyIborIborSwapConvention	A market convention for cross-currency Ibor-Ibor swap trades.
ImmutableXCcyIborIborSwapConvention.Builder	The bean-builder for ImmutableXCcyIborIborSwapConvention.
ImmutableXCcyIborIborSwapConvention.Meta	The meta-bean for ImmutableXCcyIborIborSwapConvention.
ImpliedTrinomialTreeFxOptionCalibrator	Utilities to calibrate implied trinomial tree to Black volatilities of FX options.
ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer	Pricer for FX barrier option products under implied trinomial tree.
ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer	Pricer for FX barrier option trades under implied trinomial tree.
ImpliedTrinomialTreeLocalVolatilityCalculator	Local volatility calculation based on trinomila tree model.
IncompleteBetaFunction	The incomplete beta function is defined as: $$ \begin{equation*} I_x(a, b)=\frac{B_x(a, b)}{B(a, b)}\int_0^x t^{a-1}(1-t)^{b-1}dt \end{equation*} $$ where $a,b>0$.
IncompleteGammaFunction	The incomplete gamma function is defined as: $$ \begin{equation*} P(a, x) = \frac{\gamma(a, x)}{\Gamma(a)}\int_0^x e^{-t}t^{a-1}dt \end{equation*} $$ where $a > 0$.
Index	An index of values, such as LIBOR, FED FUND or daily exchange rates.
IndexAboveQuantileMethod	Implementation of a quantile estimator.
IndexObservation	A single observation of an index.
IndexQuoteId	An identifier used to access the current value of an index.
InflationEndInterpolatedRateComputation	Defines the computation of inflation figures from a price index with interpolation where the start index value is known.
InflationEndInterpolatedRateComputation.Meta	The meta-bean for InflationEndInterpolatedRateComputation.
InflationEndMonthRateComputation	Defines the computation of inflation figures from a price index where the start index value is known.
InflationEndMonthRateComputation.Meta	The meta-bean for InflationEndMonthRateComputation.
InflationInterpolatedRateComputation	Defines the computation of inflation figures from a price index with interpolation.
InflationInterpolatedRateComputation.Meta	The meta-bean for InflationInterpolatedRateComputation.
InflationMonthlyRateComputation	Defines the computation of inflation figures from a price index.
InflationMonthlyRateComputation.Meta	The meta-bean for InflationMonthlyRateComputation.
InflationNodalCurve	Curve specifically designed for inflation, with features for seasonality and initial point.
InflationNodalCurve.Meta	The meta-bean for InflationNodalCurve.
InflationRateCalculation	Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.
InflationRateCalculation.Builder	The bean-builder for InflationRateCalculation.
InflationRateCalculation.Meta	The meta-bean for InflationRateCalculation.
InflationRateSensitivity	Point sensitivity to a rate from a price index curve.
InflationRateSensitivity.Meta	The meta-bean for InflationRateSensitivity.
InflationRateSwapLegConvention	A market convention for the floating leg of rate swap trades based on a price index.
InflationRateSwapLegConvention.Builder	The bean-builder for InflationRateSwapLegConvention.
InflationRateSwapLegConvention.Meta	The meta-bean for InflationRateSwapLegConvention.
IniFile	An INI file.
IniFileOutput	Outputs an INI formatted file.
IntArray	An immutable array of int values.
IntDoubleConsumer	An operation consuming two arguments - int and double.
IntDoublePair	An immutable pair consisting of an int and double.
IntDoublePair.Meta	The meta-bean for IntDoublePair.
IntDoublePredicate	A predicate of two arguments - int and double.
IntDoubleToDoubleFunction	A function of two arguments - int and double.
Integrator<T,U,V>	Interface for integration.
Integrator1D<T,U>	Class for defining the integration of 1-D functions.
Integrator2D<T,U>	Class for defining the integration of 2-D functions.
IntegratorRepeated2D	Two dimensional integration by repeated one dimensional integration using Integrator1D.
InterpolatedNodalCurve	A curve based on interpolation between a number of nodal points.
InterpolatedNodalCurve.Builder	The bean-builder for InterpolatedNodalCurve.
InterpolatedNodalCurve.Meta	The meta-bean for InterpolatedNodalCurve.
InterpolatedNodalCurveDefinition	Provides the definition of how to calibrate an interpolated nodal curve.
InterpolatedNodalCurveDefinition.Builder	The bean-builder for InterpolatedNodalCurveDefinition.
InterpolatedNodalCurveDefinition.Meta	The meta-bean for InterpolatedNodalCurveDefinition.
InterpolatedNodalSurface	A surface based on interpolation between a number of nodal points.
InterpolatedNodalSurface.Builder	The bean-builder for InterpolatedNodalSurface.
InterpolatedNodalSurface.Meta	The meta-bean for InterpolatedNodalSurface.
InterpolatedStrikeSmileDeltaTermStructure	An interpolated term structure of smiles as used in Forex market.
InterpolatedStrikeSmileDeltaTermStructure.Meta	The meta-bean for InterpolatedStrikeSmileDeltaTermStructure.
InterpolationQuantileMethod	Implementation of a quantile estimator.
IntIntConsumer	An operation consuming two arguments - int and int.
IntIntDoubleConsumer	An operation consuming three arguments - int, int and double.
IntIntDoublePredicate	A predicate of three arguments - int, int and double.
IntIntDoubleToDoubleFunction	A function of three arguments - int, int and double.
IntIntToDoubleFunction	A function of two arguments - int and int.
IntLongConsumer	An operation consuming two arguments - int and long.
IntLongToLongFunction	A function of two arguments - int and long.
IntTernaryOperator	A function of three arguments that returns a value.
InverseIncompleteBetaFunction
InverseIncompleteGammaFunction
InverseJacobianDirectionFunction
InverseJacobianEstimateInitializationFunction
InverseTridiagonalMatrixCalculator	Direct inversion of a tridiagonal matrix using the method from "R.
IsdaCdsProductPricer	Pricer for single-name credit default swaps (CDS) based on ISDA standard model.
IsdaCdsTradePricer	Pricer for single-name credit default swaps (CDS) trade based on ISDA standard model.
IsdaCompliantCreditCurveCalibrator	ISDA compliant credit curve calibrator.
IsdaCompliantDiscountCurveCalibrator	ISDA compliant discount curve calibrator.
IsdaCompliantIndexCurveCalibrator	ISDA compliant index curve calibrator.
IsdaCreditCurveDefinition	Provides the definition of how to calibrate an ISDA compliant curve for credit.
IsdaCreditCurveDefinition.Meta	The meta-bean for IsdaCreditCurveDefinition.
IsdaCreditCurveNode	A node specifying how to calibrate an ISDA compliant curve.
IsdaCreditDiscountFactors	ISDA compliant zero rate discount factors.
IsdaCreditDiscountFactors.Meta	The meta-bean for IsdaCreditDiscountFactors.
IsdaHomogenousCdsIndexProductPricer	Pricer for CDS portfolio index based on ISDA standard model.
IsdaHomogenousCdsIndexTradePricer	Pricer for CDS portfolio index trade based on ISDA standard model.
IssuerCurveDiscountFactors	Provides access to discount factors for an issuer curve.
IssuerCurveDiscountFactors.Meta	The meta-bean for IssuerCurveDiscountFactors.
IssuerCurveInputsId	An identifier used to access the inputs to curve calibration.
IssuerCurveZeroRateSensitivity	Point sensitivity to the issuer curve.
IssuerCurveZeroRateSensitivity.Meta	The meta-bean for IssuerCurveZeroRateSensitivity.
IterableTokenEvaluator	Evaluates a token against an iterable object and returns a value.
JacobianCalibrationMatrix	Jacobian matrix information produced during curve calibration.
JacobianCalibrationMatrix.Meta	The meta-bean for JacobianCalibrationMatrix.
JacobianDirectionFunction
JacobianEstimateInitializationFunction
JacobiPolynomialFunction
JumpToDefault	The result of calculating Jump-To-Default.
JumpToDefault.Meta	The meta-bean for JumpToDefault.
KnockType	The knock type of barrier event.
KnownAmountBondPaymentPeriod	A period within a swap that results in a known amount.
KnownAmountBondPaymentPeriod.Builder	The bean-builder for KnownAmountBondPaymentPeriod.
KnownAmountBondPaymentPeriod.Meta	The meta-bean for KnownAmountBondPaymentPeriod.
KnownAmountNotionalSwapPaymentPeriod	A period within a swap that results in a known amount.
KnownAmountNotionalSwapPaymentPeriod.Builder	The bean-builder for KnownAmountNotionalSwapPaymentPeriod.
KnownAmountNotionalSwapPaymentPeriod.Meta	The meta-bean for KnownAmountNotionalSwapPaymentPeriod.
KnownAmountSwapLeg	A fixed swap leg defined in terms of known amounts.
KnownAmountSwapLeg.Builder	The bean-builder for KnownAmountSwapLeg.
KnownAmountSwapLeg.Meta	The meta-bean for KnownAmountSwapLeg.
KnownAmountSwapPaymentPeriod	A period within a swap that results in a known amount.
KnownAmountSwapPaymentPeriod.Builder	The bean-builder for KnownAmountSwapPaymentPeriod.
KnownAmountSwapPaymentPeriod.Meta	The meta-bean for KnownAmountSwapPaymentPeriod.
LabelDateParameterMetadata	Parameter metadata based on a date and label.
LabelDateParameterMetadata.Meta	The meta-bean for LabelDateParameterMetadata.
LabelParameterMetadata	Parameter metadata based on a label.
LabelParameterMetadata.Meta	The meta-bean for LabelParameterMetadata.
LaguerrePolynomialFunction
LaguerrePolynomialRealRootFinder	Class that calculates the real roots of a polynomial using Laguerre's method.
LaplaceDistribution	The Laplace distribution is a continuous probability distribution with probability density function $$ \begin{align*} f(x)=\frac{1}{2b}e^{-\frac{|x-\mu|}{b}} \end{align*} $$ where $\mu$ is the location parameter and $b$ is the scale parameter.
LatticeSpecification	Lattice specification interface.
LeastSquareResults	Container for the results of a least square (minimum chi-square) fit, where some model (with a set of parameters), is calibrated to a data set.
LeastSquareResultsWithTransform	Container for the results of a least square (minimum chi-square) fit, where some model (with a set of parameters), is calibrated to a data set, but the model parameters are first transformed to some fitting parameters (usually to impose some constants).
LeastSquaresRegression
LeastSquaresRegressionResult	Contains the result of a least squares regression.
LeastSquareWithPenaltyResults	Hold for results of NonLinearLeastSquareWithPenalty.
LegalEntity	A legal entity.
LegalEntityCurveGroup	A group of repo curves and issuer curves.
LegalEntityCurveGroup.Builder	The bean-builder for LegalEntityCurveGroup.
LegalEntityCurveGroup.Meta	The meta-bean for LegalEntityCurveGroup.
LegalEntityCurveGroupId	An identifier used to access a curve group by name.
LegalEntityDiscountingMarketData	Market data for products based on repo and issuer curves.
LegalEntityDiscountingMarketDataLookup	The lookup that provides access to legal entity discounting in market data.
LegalEntityDiscountingProvider	A provider of data for bond pricing, based on repo and issuer discounting.
LegalEntityDiscountingScenarioMarketData	Market data for products based on repo and issuer curves, used for calculation across multiple scenarios.
LegalEntityGroup	Legal entity group.
LegalEntityId	An identifier for a legal entity.
LegalEntityInformation	Legal entity information.
LegalEntityInformation.Meta	The meta-bean for LegalEntityInformation.
LegalEntityInformationId	Identifies the market data for legal entity information.
LegalEntityRatesCurvesCsvLoader	Loads a set of legal entity rates curves into memory by reading from CSV resources.
LegalEntitySecurity	An instrument representing a security associated with a legal entity.
LegalEntitySurvivalProbabilities	The legal entity survival probabilities.
LegalEntitySurvivalProbabilities.Meta	The meta-bean for LegalEntitySurvivalProbabilities.
LegAmount	Represents an amount of a currency associated with one leg of an instrument.
LegAmounts	A collection of leg amounts.
LegAmounts.Meta	The meta-bean for LegAmounts.
LegendrePolynomialFunction
LightweightPositionCsvInfoResolver	Resolves additional information when parsing position CSV files.
LinearInterpolator	Interpolate consecutive two points by a straight line.
LoaderUtils	Contains utilities for loading market data from input files.
LocalDateDoublePoint	Immutable representation of a single point in a LocalDateDoubleTimeSeries.
LocalDateDoubleTimeSeries	Interface for all local date time-series types containing double values.
LocalDateDoubleTimeSeriesBuilder	Builder to create the immutable LocalDateDoubleTimeSeries.
LocalVolatilityCalculator	Local volatility calculation.
LogCubicSplineNaturalSolver	For specific cubic spline interpolations, polynomial coefficients are determined by the tridiagonal algorithm.
LogMoneynessStrike	A strike based on log-moneyness.
LogMoneynessStrike.Meta	The meta-bean for LogMoneynessStrike.
LogNaturalSplineHelper
LognormalFisherKurtosisFromVolatilityCalculator
LognormalSkewnessFromVolatilityCalculator
LongArray	An immutable array of long values.
LongDoublePair	An immutable pair consisting of a long and double.
LongDoublePair.Meta	The meta-bean for LongDoublePair.
LongShort	Flag indicating whether a trade is "long" or "short".
LongTernaryOperator	A function of three arguments that returns a value.
LUDecompositionCommons	This class is a wrapper for the Commons Math3 library implementation of LU decomposition.
LUDecompositionCommonsResult	Wrapper for results of the Commons implementation of LU decomposition (LUDecompositionCommons).
LUDecompositionResult	Contains the results of LU matrix decomposition.
MapStream<K,V>	A stream implementation based on Map.Entry.
MapTokenEvaluator	Evaluates a token against a map.
MarketData	Provides access to market data, such as curves, surfaces and time-series.
MarketDataBox<T>	A box which can provide values for an item of market data used in scenarios.
MarketDataConfig	Configuration required for building non-observable market data, for example curves or surfaces.
MarketDataConfig.Meta	The meta-bean for MarketDataConfig.
MarketDataConfigBuilder	A mutable builder for building an instance of MarketDataConfig.
MarketDataFactory	Component that provides the ability to source and calibrate market data.
MarketDataFilter<T,I extends MarketDataId<T>>	Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.
MarketDataFunction<T,I extends MarketDataId<? extends T>>	A market data function creates items of market data for a set of market data IDs.
MarketDataFxRateProvider	Provides FX rates from market data.
MarketDataId<T>	An identifier for a unique item of market data.
MarketDataName<T>	A name for an item of market data.
MarketDataNotFoundException	Exception thrown if market data cannot be found.
MarketDataRequirements	Requirements for market data.
MarketDataRequirements.Meta	The meta-bean for MarketDataRequirements.
MarketDataRequirementsBuilder	Mutable builder for creating instances of MarketDataRequirements.
MarketDataView	A high-level view of a single item of market data.
MarketQuoteMeasure<T extends ResolvedTrade>	Provides market quote measures for a single type of trade based on functions.
MarketQuoteSensitivityCalculator	Calculator to obtain the Market Quote sensitivities.
MarketTenor	A code used in the market to indicate both the start date and tenor of a financial instrument.
MathException	Exception thrown by math.
MathUtils	Simple utilities for maths.
Matrix	Base interface for all matrix types.
MatrixAlgebra	Parent class for matrix algebra operations.
MatrixAlgebraFactory	Factory class for various types of matrix algebra calculators.
MatrixFieldFirstOrderDifferentiator	Matrix field first order differentiator.
MatrixValidate
MeanCalculator	Calculates the arithmetic mean of a series of data.
Measure	Identifies a measure that can be produced by the system.
Measures	The standard set of measures that can be calculated by Strata.
MedianCalculator	Calculates the median of a series of data.
MersenneTwister	MersenneTwister (MT19937) is one of the strongest uniform pseudo-random number generators known so far; at the same time it is quick.
MersenneTwister64	Same as MersenneTwister except that method raw() returns 64 bit random numbers instead of 32 bit random numbers.
Messages	Contains utility methods for managing messages.
MidwayInterpolationQuantileMethod	Implementation of a quantile estimator.
Minimizer<F extends Function<S,?>,S>	Interface that finds the minimum value of a function.
MinimizerWithGradient<F extends Function<S,?>,G extends Function<S,?>,S>	Interface for classes that extends the functionality of Minimizer by providing a method that takes a gradient function.
MinimumBracketer
ModeCalculator	The mode of a series of data is the value that occurs more frequently in the data set.
Money	An amount of a currency, rounded to match the currency specifications.
MoneynessStrike	A strike based on moneyness.
MoneynessStrike.Meta	The meta-bean for MoneynessStrike.
MoneynessType	The approach used for simple moneyness.
MonotonicityPreservingCubicSplineInterpolator	Filter for local monotonicity of cubic spline interpolation based on R.
MultiCurrencyAmount	A map of currency amounts keyed by currency.
MultiCurrencyAmount.Meta	The meta-bean for MultiCurrencyAmount.
MultiCurrencyAmountArray	An array of multi-currency amounts.
MultiCurrencyAmountArray.Meta	The meta-bean for MultiCurrencyAmountArray.
MultiCurrencyScenarioArray	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
MultiCurrencyScenarioArray.Meta	The meta-bean for MultiCurrencyScenarioArray.
MutablePointSensitivities	Mutable builder for sensitivity to a group of curves.
Named	A named instance.
NamedEnum	A named enum instance.
NamedLookup<T extends Named>	A lookup for named instances.
NamedMarketDataId<T>	An identifier for a unique item of market data that can has a non-unique name.
NamedVariableLeastSquaresRegressionResult
NaturalLogGammaFunction	The natural logarithm of the Gamma function GammaFunction.
NaturalSplineInterpolator	Natural cubic spline interpolation.
NearestIndexQuantileMethod	Implementation of a quantile estimator.
NegativeRateMethod	A convention defining how to handle a negative interest rate.
NewtonDefaultUpdateFunction
NewtonDefaultVectorRootFinder	A root finder that attempts find the multi-dimensional root of a series of N equations with N variables (a square problem).
NewtonRaphsonSingleRootFinder	Class for finding the real root of a function within a range of $x$-values using the one-dimensional version of Newton's method.
NewtonRootFinderDirectionFunction
NewtonRootFinderMatrixInitializationFunction
NewtonRootFinderMatrixUpdateFunction
NewtonVectorRootFinder	Performs Newton-Raphson style multi-dimensional root finding.
NodalCurve	A curve based on double nodal points.
NodalCurveDefinition	Provides the definition of how to calibrate a nodal curve.
NodalSurface	A surface based on double nodal points.
NonCentralChiSquaredDistribution	The non-central chi-squared distribution is a continuous probability distribution with probability density function $$ \begin{align*} f_r(x) = \frac{e^-\frac{x + \lambda}{2}x^{\frac{r}{2} - 1}}{2^{\frac{r}{2}}}\sum_{k=0}^\infty \frac{(\lambda k)^k}{2^{2k}k!\Gamma(k + \frac{r}{2})} \end{align*} $$ where $r$ is the number of degrees of freedom, $\lambda$ is the non-centrality parameter and $\Gamma$ is the Gamma function (GammaFunction).
NonLinearLeastSquare	Non linear least square calculator.
NonLinearLeastSquareWithPenalty	Modification to NonLinearLeastSquare to use a penalty function add to the normal chi^2 term of the form $a^TPa$ where $a$ is the vector of model parameters sort and P is some matrix.
NonLinearParameterTransforms	Describes the transformation (and its inverse) from a set of n variables (e.g.
NonLinearTransformFunction
NonnegativityPreservingCubicSplineInterpolator	Filter for nonnegativity of cubic spline interpolation based on R.
Normal	Normal (aka Gaussian) distribution; See the math definition and animated definition.
NormalBondYieldExpiryDurationVolatilities	Volatility for swaptions in the normal or Bachelier model based on a surface.
NormalBondYieldExpiryDurationVolatilities.Meta	The meta-bean for NormalBondYieldExpiryDurationVolatilities.
NormalDistribution	The normal distribution is a continuous probability distribution with probability density function $$ \begin{align*} f(x) = \frac{1}{\sqrt{2\pi}\sigma} e^{-\frac{(x - \mu)^2}{2\sigma^2}} \end{align*} $$ where $\mu$ is the mean and $\sigma$ the standard deviation of the distribution.
NormalFormulaRepository	The primary location for normal model formulas.
NormalIborCapFloorLegPricer	Pricer for cap/floor legs in normal or Bachelier model.
NormalIborCapFloorProductPricer	Pricer for cap/floor products in normal or Bachelier model.
NormalIborCapFloorTradePricer	Pricer for cap/floor trades in normal or Bachelier model.
NormalIborCapletFloorletExpiryFlatVolatilities	Volatility for Ibor caplet/floorlet in the normal or Bachelier model based on a curve.
NormalIborCapletFloorletExpiryFlatVolatilities.Meta	The meta-bean for NormalIborCapletFloorletExpiryFlatVolatilities.
NormalIborCapletFloorletExpiryStrikeVolatilities	Volatility for Ibor caplet/floorlet in the normal or Bachelier model based on a surface.
NormalIborCapletFloorletExpiryStrikeVolatilities.Meta	The meta-bean for NormalIborCapletFloorletExpiryStrikeVolatilities.
NormalIborCapletFloorletPeriodPricer	Pricer for caplet/floorlet in a normal or Bachelier model.
NormalIborCapletFloorletVolatilities	Volatility for Ibor caplet/floorlet in the normal or Bachelier model.
NormalIborFutureOptionExpirySimpleMoneynessVolatilities	Data provider of volatility for Ibor future options in the normal or Bachelier model.
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder	The bean-builder for NormalIborFutureOptionExpirySimpleMoneynessVolatilities.
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta	The meta-bean for NormalIborFutureOptionExpirySimpleMoneynessVolatilities.
NormalIborFutureOptionMarginedProductPricer	Pricer of options on Ibor future with a normal model on the underlying future price.
NormalIborFutureOptionMarginedTradePricer	Pricer implementation for Ibor future option.
NormalIborFutureOptionVolatilities	Volatility for Ibor future options in the normal or Bachelier model.
NormalRandomNumberGenerator	Random number generator based on ProbabilityDistribution.
NormalSabrIborCapletFloorletVolatilities	Volatility for Ibor/Overnight caplet/floorlet in SABR model.
NormalSabrParametersIborCapletFloorletVolatilities	Volatility environment for caplet/floorlet in the SABR model.
NormalSabrParametersIborCapletFloorletVolatilities.Meta	The meta-bean for NormalSabrParametersIborCapletFloorletVolatilities.
NormalSwaptionCashParYieldProductPricer	Pricer for swaption with par yield curve method of cash settlement in a normal model on the swap rate.
NormalSwaptionExpirySimpleMoneynessVolatilities	Volatility for swaptions in the normal or Bachelier model based on a surface.
NormalSwaptionExpirySimpleMoneynessVolatilities.Meta	The meta-bean for NormalSwaptionExpirySimpleMoneynessVolatilities.
NormalSwaptionExpiryStrikeVolatilities	Volatility for swaptions in the normal or Bachelier model based on a surface.
NormalSwaptionExpiryStrikeVolatilities.Meta	The meta-bean for NormalSwaptionExpiryStrikeVolatilities.
NormalSwaptionExpiryTenorVolatilities	Volatility for swaptions in the normal or Bachelier model based on a surface.
NormalSwaptionExpiryTenorVolatilities.Meta	The meta-bean for NormalSwaptionExpiryTenorVolatilities.
NormalSwaptionPhysicalProductPricer	Pricer for swaption with physical settlement in a normal model on the swap rate.
NormalSwaptionTradePricer	Pricer for swaption trade in the normal model on the swap rate.
NormalSwaptionVolatilities	Volatility for swaptions in the normal or Bachelier model.
NotionalEquivalentCalculator	Calculator to obtain the notional equivalent.
NotionalExchange	An exchange of notionals between two counterparties.
NotionalExchange.Meta	The meta-bean for NotionalExchange.
NotionalPaymentPeriod	A period over which interest is accrued with a single payment calculated using a notional.
NotionalSchedule	Defines the schedule of notional amounts.
NotionalSchedule.Builder	The bean-builder for NotionalSchedule.
NotionalSchedule.Meta	The meta-bean for NotionalSchedule.
NullTransform	Provides a null implementation of parameter transformation; the functions return unchanged values.
NumberFormatter	Provides the ability to parse and format numbers.
ObjDoubleFunction<T,R>	A function of two arguments - one object and one double.
ObjDoublePair<A>	An immutable pair consisting of an Object and a double.
ObjDoublePair.Meta<A>	The meta-bean for ObjDoublePair.
ObjDoublePredicate<T>	A predicate of two arguments - one object and one double.
ObjDoubleToDoubleFunction<T>	A function of two arguments - one object and one double - that returns a double.
ObjIntFunction<T,R>	A function of two arguments - one object and one int.
ObjIntPair<A>	An immutable pair consisting of an Object and an int.
ObjIntPair.Meta<A>	The meta-bean for ObjIntPair.
ObjIntPredicate<T>	A predicate of two arguments - one object and one int.
ObjLongFunction<T,R>	A function of two arguments - one object and one long.
ObjLongPredicate<T>	A predicate of two arguments - one object and one long.
ObservableDataProvider	A provider of observable market data.
ObservableId	A market data identifier that identifies observable data.
ObservableSource	Identifies the source of observable market data, for example Bloomberg or Reuters.
OGMatrixAlgebra	A minimal implementation of matrix algebra.
OptionFunction	Option function interface used in trinomial tree option pricing.
OrdinaryLeastSquaresRegression
OrthogonalPolynomialFunctionGenerator
OrthonormalHermitePolynomialFunction
OvernightAccrualMethod	The method of accruing interest based on an Overnight index.
OvernightAveragedDailyRateComputation	Defines the computation of an averaged daily rate for a single Overnight index.
OvernightAveragedDailyRateComputation.Builder	The bean-builder for OvernightAveragedDailyRateComputation.
OvernightAveragedDailyRateComputation.Meta	The meta-bean for OvernightAveragedDailyRateComputation.
OvernightAveragedRateComputation	Defines the computation of a rate from a single Overnight index that is averaged daily.
OvernightAveragedRateComputation.Builder	The bean-builder for OvernightAveragedRateComputation.
OvernightAveragedRateComputation.Meta	The meta-bean for OvernightAveragedRateComputation.
OvernightCompoundedAnnualRateComputation	Defines the computation of a rate from a single overnight index that follows overnight compounding using an annualized rate.
OvernightCompoundedAnnualRateComputation.Builder	The bean-builder for OvernightCompoundedAnnualRateComputation.
OvernightCompoundedAnnualRateComputation.Meta	The meta-bean for OvernightCompoundedAnnualRateComputation.
OvernightCompoundedRateComputation	Defines the computation of a rate from a single Overnight index that is compounded daily.
OvernightCompoundedRateComputation.Builder	The bean-builder for OvernightCompoundedRateComputation.
OvernightCompoundedRateComputation.Meta	The meta-bean for OvernightCompoundedRateComputation.
OvernightFuture	A futures contract based on an Overnight index.
OvernightFuture.Builder	The bean-builder for OvernightFuture.
OvernightFuture.Meta	The meta-bean for OvernightFuture.
OvernightFutureContractSpec	A contract specification for exchange traded Overnight Futures.
OvernightFutureContractSpecs	Commonly traded Overnight future contract specifications.
OvernightFutureCurveNode	A curve node whose instrument is an Overnight Future.
OvernightFutureCurveNode.Builder	The bean-builder for OvernightFutureCurveNode.
OvernightFutureCurveNode.Meta	The meta-bean for OvernightFutureCurveNode.
OvernightFuturePosition	A futures contract based on an Overnight index.
OvernightFuturePosition.Builder	The bean-builder for OvernightFuturePosition.
OvernightFuturePosition.Meta	The meta-bean for OvernightFuturePosition.
OvernightFutureSecurity	A security representing a futures contract based on an Overnight rate index.
OvernightFutureSecurity.Builder	The bean-builder for OvernightFutureSecurity.
OvernightFutureSecurity.Meta	The meta-bean for OvernightFutureSecurity.
OvernightFutureTemplate	A template for creating an Overnight Future trade.
OvernightFutureTrade	A trade representing a futures contract based on an Overnight index.
OvernightFutureTrade.Builder	The bean-builder for OvernightFutureTrade.
OvernightFutureTrade.Meta	The meta-bean for OvernightFutureTrade.
OvernightFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<OvernightFuture> & Resolvable<ResolvedOvernightFutureTrade>>	Perform calculations on a single OvernightFutureTrade for each of a set of scenarios.
OvernightFutureTradeCalculations	Calculates pricing and risk measures for trades in a futures contract based on an Overnight rate index.
OvernightIborSwapConvention	A market convention for Overnight-Ibor swap trades.
OvernightIborSwapConventions	Market standard Fixed-Overnight swap conventions.
OvernightIborSwapCurveNode	A curve node whose instrument is an Overnight-Ibor interest rate swap.
OvernightIborSwapCurveNode.Builder	The bean-builder for OvernightIborSwapCurveNode.
OvernightIborSwapCurveNode.Meta	The meta-bean for OvernightIborSwapCurveNode.
OvernightIborSwapTemplate	A template for creating Overnight-Ibor swap trades.
OvernightIborSwapTemplate.Builder	The bean-builder for OvernightIborSwapTemplate.
OvernightIborSwapTemplate.Meta	The meta-bean for OvernightIborSwapTemplate.
OvernightInArrearsCapletFloorletBinaryPeriod	A period over which an binary caplet/floorlet on overnight composition in-arrears is paid.
OvernightInArrearsCapletFloorletBinaryPeriod.Builder	The bean-builder for OvernightInArrearsCapletFloorletBinaryPeriod.
OvernightInArrearsCapletFloorletBinaryPeriod.Meta	The meta-bean for OvernightInArrearsCapletFloorletBinaryPeriod.
OvernightInArrearsCapletFloorletPeriod	A period over which an caplet/floorlet on overnight composition in-arrears is paid.
OvernightInArrearsCapletFloorletPeriod.Builder	The bean-builder for OvernightInArrearsCapletFloorletPeriod.
OvernightInArrearsCapletFloorletPeriod.Meta	The meta-bean for OvernightInArrearsCapletFloorletPeriod.
OvernightIndex	An Overnight index, such as Sonia or Eonia.
OvernightIndexObservation	Information about a single observation of an Overnight index.
OvernightIndexObservation.Builder	The bean-builder for OvernightIndexObservation.
OvernightIndexObservation.Meta	The meta-bean for OvernightIndexObservation.
OvernightIndexRates	Provides access to rates for an Overnight index.
OvernightIndices	Constants and implementations for standard Overnight rate indices.
OvernightRateCalculation	Defines the calculation of a floating rate swap leg based on an Overnight index.
OvernightRateCalculation.Builder	The bean-builder for OvernightRateCalculation.
OvernightRateCalculation.Meta	The meta-bean for OvernightRateCalculation.
OvernightRateComputation	Defines the computation of a rate from a single Overnight index.
OvernightRateSensitivity	Point sensitivity to a rate from an Overnight index curve.
OvernightRateSensitivity.Meta	The meta-bean for OvernightRateSensitivity.
OvernightRateSwapLegConvention	A market convention for the floating leg of rate swap trades based on an Overnight index.
OvernightRateSwapLegConvention.Builder	The bean-builder for OvernightRateSwapLegConvention.
OvernightRateSwapLegConvention.Meta	The meta-bean for OvernightRateSwapLegConvention.
Pair<A,B>	An immutable pair consisting of two elements.
Pair.Meta<A,B>	The meta-bean for Pair.
ParabolicMinimumBracketer
ParallelShiftedCurve	A curve with a parallel shift applied to its y-values.
ParallelShiftedCurve.Meta	The meta-bean for ParallelShiftedCurve.
ParameterizedCurve	A parameterised curve that gives the both the curve (the function y=f(x) where x and y are scalars) and the curve sensitivity (dy/dp where p is one of the parameters) for given parameters.
ParameterizedCurveVectorFunction	This is simply a VectorFunction backed by a ParameterizedCurve.
ParameterizedCurveVectorFunctionProvider	A provider of a ParameterizedCurveVectorFunction.
ParameterizedData	An abstraction of market data in terms of a number of arbitrary double parameters.
ParameterizedDataCombiner	Helper that can be used to combine two or more underlying instances of ParameterizedData.
ParameterizedFunction<S,T,U>	This class defines a 1-D function that takes both its argument and parameters inputs into the ParameterizedFunction.evaluate(S, T) method.
ParameterizedFunctionalCurve	A curve based on a parameterized function.
ParameterizedFunctionalCurve.Builder	The bean-builder for ParameterizedFunctionalCurve.
ParameterizedFunctionalCurve.Meta	The meta-bean for ParameterizedFunctionalCurve.
ParameterizedFunctionalCurveDefinition	Provides the definition of how to calibrate a parameterized functional curve.
ParameterizedFunctionalCurveDefinition.Builder	The bean-builder for ParameterizedFunctionalCurveDefinition.
ParameterizedFunctionalCurveDefinition.Meta	The meta-bean for ParameterizedFunctionalCurveDefinition.
ParameterizedSurface	A parameterised surface that gives the both the surface (the function z=f(xy) where xy is a 2D point and z is a scalar) and the surface sensitivity (dz/dp where p is one of the parameters) for given parameters.
ParameterLimitsTransform	Interface for objects containing functions that can transform constrained model parameters into unconstrained fitting parameters and vice versa.
ParameterLimitsTransform.LimitType	Types of the limits.
ParameterMetadata	Information about a single parameter.
ParameterPerturbation	A function interface that allows a single parameter to be perturbed.
ParameterSize	The market data name and the associated number of parameters.
ParameterSize.Meta	The meta-bean for ParameterSize.
ParseFailureException	Exception thrown when parsing.
Payment	A single payment of a known amount on a specific date.
Payment.Builder	The bean-builder for Payment.
Payment.Meta	The meta-bean for Payment.
PaymentOnDefault	The payment on default.
PaymentRelativeTo	The base date that each payment is made relative to.
PaymentSchedule	Defines the schedule of payment dates relative to the accrual periods.
PaymentSchedule.Builder	The bean-builder for PaymentSchedule.
PaymentSchedule.Meta	The meta-bean for PaymentSchedule.
PayReceive	Flag indicating whether a financial instrument is "pay" or "receive".
PenaltyMatrixGenerator	The k^th order difference matrix will act on a vector to produce the k^th order difference series.
Percentage	A percentage amount, with a maximum of 10 decimal places.
PercentileCalculator	For a series of data $x_1, x_2, \dots, x_n$, the percentile is the value $x$ below which a certain percentage of the data fall.
PeriodAdditionConvention	A convention defining how a period is added to a date.
PeriodAdditionConventions	Constants and implementations for standard period addition conventions.
PeriodAdjustment	An adjustment that alters a date by adding a period of calendar days, months and years.
PeriodAdjustment.Builder	The bean-builder for PeriodAdjustment.
PeriodAdjustment.Meta	The meta-bean for PeriodAdjustment.
PeriodicSchedule	Definition of a periodic schedule.
PeriodicSchedule.Builder	The bean-builder for PeriodicSchedule.
PeriodicSchedule.Meta	The meta-bean for PeriodicSchedule.
PerturbationMapping<T>	Contains a market data perturbation and a filter that decides what market data it applies to.
PerturbationMapping.Builder<T>	The bean-builder for PerturbationMapping.
PerturbationMapping.Meta<T>	The meta-bean for PerturbationMapping.
PhysicalSwaptionSettlement	Defines the physical settlement type for the payoff of a swaption.
PhysicalSwaptionSettlement.Meta	The meta-bean for PhysicalSwaptionSettlement.
PiecewiseCubicHermiteSplineInterpolator	C1 cubic interpolation preserving monotonicity based on Fritsch, F.
PiecewiseCubicHermiteSplineInterpolatorWithSensitivity	C1 cubic interpolation preserving monotonicity based on Fritsch, F.
PiecewisePolynomialFunction1D	Give a struct PiecewisePolynomialResult, Compute value, first derivative and integral of piecewise polynomial function.
PiecewisePolynomialFunction2D	Computes value, first derivative and integral of piecewise polynomial function.
PiecewisePolynomialInterpolator	Abstract class for interpolations based on piecewise polynomial functions .
PiecewisePolynomialInterpolator2D	Abstract class for interpolations based on 2d piecewise polynomial functions .
PiecewisePolynomialResult	Result of interpolation by piecewise polynomial containing _knots: Positions of knots _coefMatrix: Coefficient matrix whose i-th row vector is { a_n, a_{n-1}, ...} for the i-th interval, where a_n, a_{n-1},...
PiecewisePolynomialResult2D	Result of 2D interpolation.
PiecewisePolynomialResultsWithSensitivity	Result of interpolation by piecewise polynomial containing knots: Positions of knots coefMatrix: Coefficient matrix whose i-th row vector is { a_n, a_{n-1}, ...} for the i-th interval, where a_n, a_{n-1},...
PiecewisePolynomialWithSensitivityFunction1D	Give a class PiecewisePolynomialResultsWithSensitivity, compute node sensitivity of function value, first derivative value and second derivative value.
PointSensitivities	A collection of point sensitivities.
PointSensitivities.Meta	The meta-bean for PointSensitivities.
PointSensitivity	Point sensitivity.
PointSensitivityBuilder	Builder used to create point sensitivities.
PointShifts	A perturbation that applies different shifts to specific points in a parameterized data.
PointShifts.Meta	The meta-bean for PointShifts.
PointShiftsBuilder	Mutable builder for building instances of PointShifts.
Polynomial1DRootFinder<T>	Interface for classes that find the roots of a polynomial function RealPolynomialFunction1D.
PolynomialsLeastSquaresFitter	Derive coefficients of n-degree polynomial that minimizes least squares error of fit by using QR decomposition and back substitution.
PolynomialsLeastSquaresFitterResult	Contains the result of a least squares regression for polynomial.
PopulationStandardDeviationCalculator	Calculates the population standard deviation of a series of data.
PopulationVarianceCalculator	Calculates the population variance of a series of data.
PortfolioItem	An item in a portfolio.
PortfolioItemInfo	Additional information about a portfolio item.
PortfolioItemInfoBuilder<T extends PortfolioItemInfo>	Interface across the various info builder classes.
PortfolioItemSummary	A summary of a portfolio item.
PortfolioItemSummary.Builder	The bean-builder for PortfolioItemSummary.
PortfolioItemType	The type of a portfolio item.
Position	A position in a security.
PositionCsvInfoResolver	Resolves additional information when parsing position CSV files.
PositionCsvLoader	Loads positions from CSV files.
PositionCsvParserPlugin	Pluggable CSV position parser.
PositionInfo	Additional information about a position.
PositionInfo.Meta	The meta-bean for PositionInfo.
PositionInfoBuilder	Builder to create PositionInfo.
PositionTokenEvaluator	Evaluates a token against a trade to produce another object.
PositiveOrZero	A function from a vector x (DoubleArray to Boolean that returns true iff all the elements of x are positive or zero.
PresentValueCalibrationMeasure<T extends ResolvedTrade>	Provides calibration measures for a single type of trade based on functions.
PriceIndex	An index of prices.
PriceIndexCalculationMethod	Reference price index calculation method.
PriceIndexObservation	Information about a single observation of a Price index.
PriceIndexObservation.Meta	The meta-bean for PriceIndexObservation.
PriceIndexValues	Provides access to the values of a price index.
PriceIndices	Constants and implementations for standard price indices.
PriceType	Enumerates the types of price that can be returned.
PricingException	Exception thrown when pricing fails.
Probability	Custom tailored numerical integration of certain probability distributions.
ProbabilityDistribution<T>	Interface for probability distributions.
Product	The product details of a financial instrument.
ProductPiecewisePolynomialInterpolator	Given a data set {xValues[i], yValues[i]}, interpolate {xValues[i], xValues[i] * yValues[i]} by a piecewise polynomial function.
ProductTrade	A trade that is directly based on a product.
ProductType	The type of a portfolio item.
PropertiesFile	A properties file.
PropertySet	A map of key-value properties.
ProtectionStartOfDay	The protection start of the day.
PSplineFitter	P-Spline fitter.
PutCall	Flag indicating whether a trade is "put" or "call".
QRDecompositionCommons	This class is a wrapper for the Commons Math library implementation of QR decomposition.
QRDecompositionCommonsResult	Wrapper for results of the Commons implementation of QR Decomposition (QRDecompositionCommons).
QRDecompositionResult	Contains the results of QR matrix decomposition.
QuadraticRealRootFinder	Class that calculates the real roots of a quadratic function.
QuadratureWeightAndAbscissaFunction	Interface for classes that generate weights and abscissas for use in Gaussian quadrature.
QuantileCalculationMethod	Abstract method to estimate quantiles and expected shortfalls from sample observations.
QuantileResult	Object describing the result from a QuantileCalculationMethod.
QuantileResult.Meta	The meta-bean for QuantileResult.
Quote	A quoted value for a given security, such as an equity or future.
Quote.Meta	The meta-bean for Quote.
QuoteId	An identifier used to access a market quote.
QuoteScenarioArray	Container for values for an item of quoted market data in multiple scenarios.
QuoteScenarioArray.Meta	The meta-bean for QuoteScenarioArray.
QuoteScenarioArrayId	An identifier identifying a QuoteScenarioArray containing values for a piece of quoted market data in multiple scenarios.
QuoteScenarioArrayId.Meta	The meta-bean for QuoteScenarioArrayId.
QuotesCsvLoader	Loads a set of quotes into memory from CSV resources.
RandomEngine	Abstract base class for uniform pseudo-random number generating engines.
RandomNumberGenerator	Generator of random numbers.
RateAccrualPeriod	A period over which a fixed or floating rate is accrued.
RateAccrualPeriod.Builder	The bean-builder for RateAccrualPeriod.
RateAccrualPeriod.Meta	The meta-bean for RateAccrualPeriod.
RateCalculation	The accrual calculation part of an interest rate swap leg.
RateCalculationSwapLeg	A rate swap leg defined using a parameterized schedule and calculation.
RateCalculationSwapLeg.Builder	The bean-builder for RateCalculationSwapLeg.
RateCalculationSwapLeg.Meta	The meta-bean for RateCalculationSwapLeg.
RateComputation	Defines a mechanism for computing a rate.
RateComputationFn<T extends RateComputation>	Computes a rate.
RateIndex	A index of interest rates, such as an Overnight or Inter-Bank rate.
RateIndexSecurity	An instrument representing a security associated with a rate index.
RatePaymentPeriod	A period over which a rate of interest is paid.
RatePaymentPeriod.Builder	The bean-builder for RatePaymentPeriod.
RatePaymentPeriod.Meta	The meta-bean for RatePaymentPeriod.
RatePeriodSwapLeg	A rate swap leg defined using payment and accrual periods.
RatePeriodSwapLeg.Builder	The bean-builder for RatePeriodSwapLeg.
RatePeriodSwapLeg.Meta	The meta-bean for RatePeriodSwapLeg.
RatesCalibrationCsvLoader	Loads a set of definitions to calibrate rates curves by reading from CSV resources.
RatesCurveCalibrator	Curve calibrator for rates curves.
RatesCurveGroup	A group of curves.
RatesCurveGroup.Builder	The bean-builder for RatesCurveGroup.
RatesCurveGroup.Meta	The meta-bean for RatesCurveGroup.
RatesCurveGroupDefinition	Provides the definition of how to calibrate a group of curves.
RatesCurveGroupDefinition.Meta	The meta-bean for RatesCurveGroupDefinition.
RatesCurveGroupDefinitionBuilder	A mutable builder for creating instances of CurveGroupDefinition.
RatesCurveGroupDefinitionCsvLoader	Loads a set of curve group definitions into memory by reading from CSV resources.
RatesCurveGroupEntry	A single entry in the curve group definition.
RatesCurveGroupEntry.Builder	The bean-builder for RatesCurveGroupEntry.
RatesCurveGroupEntry.Meta	The meta-bean for RatesCurveGroupEntry.
RatesCurveGroupId	An identifier used to access a curve group by name.
RatesCurveGroupMarketDataFunction	Market data function that builds a curve group.
RatesCurveInputs	The input data used when calibrating a curve.
RatesCurveInputs.Builder	The bean-builder for RatesCurveInputs.
RatesCurveInputs.Meta	The meta-bean for RatesCurveInputs.
RatesCurveInputsId	An identifier used to access the inputs to curve calibration.
RatesCurveInputsMarketDataFunction	Market data function that builds the input data used when calibrating a curve.
RatesCurvesCsvLoader	Loads a set of rates curves into memory by reading from CSV resources.
RatesFiniteDifferenceSensitivityCalculator	Computes the curve parameter sensitivity by finite difference.
RatesMarketData	Market data for rates products.
RatesMarketDataLookup	The lookup that provides access to rates in market data.
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
RatesProviderGenerator	Generates a RatesProvider from a set of parameters.
RatesScenarioMarketData	Market data for rates products, used for calculation across multiple scenarios.
RawOptionData	Raw data from the volatility market.
RealFunctionIntegrator1DFactory	Factory class for 1-D integrators that do not take arguments.
RealPolynomialFunction1D	Class representing a polynomial that has real coefficients and takes a real argument.
RealSingleRootFinder	Parent class for root-finders that find a single real root $x$ for a function $f(x)$.
RecombiningTrinomialTreeData	Recombining trinomial tree data.
RecombiningTrinomialTreeData.Meta	The meta-bean for RecombiningTrinomialTreeData.
RecoveryRates	Recovery rates.
ReferenceData	Provides access to reference data, such as holiday calendars and securities.
ReferenceDataId<T>	An identifier for a unique item of reference data.
ReferenceDataNotFoundException	Exception thrown if reference data cannot be found.
RepoCurveDiscountFactors	Provides access to discount factors for a repo curve.
RepoCurveDiscountFactors.Meta	The meta-bean for RepoCurveDiscountFactors.
RepoCurveInputsId	An identifier used to access the inputs to curve calibration.
RepoCurveZeroRateSensitivity	Point sensitivity to the repo curve.
RepoCurveZeroRateSensitivity.Meta	The meta-bean for RepoCurveZeroRateSensitivity.
RepoGroup	Group used to identify a related set of repo curves when pricing bonds.
Report	Represents a business report.
ReportCalculationResults	Stores a set of engine calculation results along with the context required to run reports.
ReportCalculationResults.Meta	The meta-bean for ReportCalculationResults.
ReportFormatter<R extends Report>	Common base class for formatting reports into ASCII tables or CSV format.
ReportingCurrency	The reporting currency.
ReportingCurrency.Meta	The meta-bean for ReportingCurrency.
ReportingCurrencyType	The available types of reporting currency.
ReportOutputFormat	Enumerates the report output formats.
ReportRequirements	Describes the requirements for a report to be run in terms of trade-level measures that can be separately obtained by the calculation engine.
ReportRequirements.Meta	The meta-bean for ReportRequirements.
ReportRunner<T extends ReportTemplate>	Runs a report for a specific template type.
ReportTemplate	Marker interface for report templates.
ReportTemplateIniLoader<T extends ReportTemplate>	Loads a report template from an ini-based file format.
ResetSchedule	Defines the schedule of fixing dates relative to the accrual periods.
ResetSchedule.Builder	The bean-builder for ResetSchedule.
ResetSchedule.Meta	The meta-bean for ResetSchedule.
Resolvable<T>	An object that can be resolved against reference data.
ResolvableCalculationTarget	A calculation target that can be resolved using reference data.
ResolvableSecurityPosition	A position that has a security identifier that can be resolved using reference data.
ResolvableSecurityTrade	A trade that has a security identifier that can be resolved using reference data.
ResolvableTrade<T extends ResolvedTrade>	A trade that can to be resolved using reference data.
ResolvedBill	A bill, resolved for pricing.
ResolvedBill.Builder	The bean-builder for ResolvedBill.
ResolvedBill.Meta	The meta-bean for ResolvedBill.
ResolvedBillTrade	A trade in a bill, resolved for pricing.
ResolvedBillTrade.Builder	The bean-builder for ResolvedBillTrade.
ResolvedBillTrade.Meta	The meta-bean for ResolvedBillTrade.
ResolvedBondFuture	A futures contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFuture.Builder	The bean-builder for ResolvedBondFuture.
ResolvedBondFuture.Meta	The meta-bean for ResolvedBondFuture.
ResolvedBondFutureOption	A futures option contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFutureOption.Builder	The bean-builder for ResolvedBondFutureOption.
ResolvedBondFutureOption.Meta	The meta-bean for ResolvedBondFutureOption.
ResolvedBondFutureOptionTrade	A trade in in an option on a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFutureOptionTrade.Builder	The bean-builder for ResolvedBondFutureOptionTrade.
ResolvedBondFutureOptionTrade.Meta	The meta-bean for ResolvedBondFutureOptionTrade.
ResolvedBondFutureTrade	A trade in a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFutureTrade.Builder	The bean-builder for ResolvedBondFutureTrade.
ResolvedBondFutureTrade.Meta	The meta-bean for ResolvedBondFutureTrade.
ResolvedBulletPayment	A bullet payment, resolved for pricing.
ResolvedBulletPayment.Builder	The bean-builder for ResolvedBulletPayment.
ResolvedBulletPayment.Meta	The meta-bean for ResolvedBulletPayment.
ResolvedBulletPaymentTrade	A bullet payment trade, resolved for pricing.
ResolvedBulletPaymentTrade.Builder	The bean-builder for ResolvedBulletPaymentTrade.
ResolvedBulletPaymentTrade.Meta	The meta-bean for ResolvedBulletPaymentTrade.
ResolvedCapitalIndexedBond	A capital indexed bond.
ResolvedCapitalIndexedBond.Builder	The bean-builder for ResolvedCapitalIndexedBond.
ResolvedCapitalIndexedBond.Meta	The meta-bean for ResolvedCapitalIndexedBond.
ResolvedCapitalIndexedBondSettlement	The settlement details of a capital indexed bond trade.
ResolvedCapitalIndexedBondTrade	A trade in a capital indexed bond, resolved for pricing.
ResolvedCapitalIndexedBondTrade.Builder	The bean-builder for ResolvedCapitalIndexedBondTrade.
ResolvedCapitalIndexedBondTrade.Meta	The meta-bean for ResolvedCapitalIndexedBondTrade.
ResolvedCds	A single-name credit default swap (CDS), resolved for pricing.
ResolvedCds.Builder	The bean-builder for ResolvedCds.
ResolvedCds.Meta	The meta-bean for ResolvedCds.
ResolvedCdsIndex	A CDS (portfolio) index, resolved for pricing.
ResolvedCdsIndex.Builder	The bean-builder for ResolvedCdsIndex.
ResolvedCdsIndex.Meta	The meta-bean for ResolvedCdsIndex.
ResolvedCdsIndexTrade	A trade in a CDS index, resolved for pricing.
ResolvedCdsIndexTrade.Builder	The bean-builder for ResolvedCdsIndexTrade.
ResolvedCdsIndexTrade.Meta	The meta-bean for ResolvedCdsIndexTrade.
ResolvedCdsTrade	A trade in a single-name credit default swap (CDS), resolved for pricing.
ResolvedCdsTrade.Builder	The bean-builder for ResolvedCdsTrade.
ResolvedCdsTrade.Meta	The meta-bean for ResolvedCdsTrade.
ResolvedCms	A constant maturity swap (CMS) or CMS cap/floor, resolved for pricing.
ResolvedCms.Meta	The meta-bean for ResolvedCms.
ResolvedCmsLeg	A CMS leg of a constant maturity swap (CMS) product, resolved for pricing.
ResolvedCmsLeg.Builder	The bean-builder for ResolvedCmsLeg.
ResolvedCmsLeg.Meta	The meta-bean for ResolvedCmsLeg.
ResolvedCmsTrade	A trade in a constant maturity swap (CMS), resolved for pricing.
ResolvedCmsTrade.Builder	The bean-builder for ResolvedCmsTrade.
ResolvedCmsTrade.Meta	The meta-bean for ResolvedCmsTrade.
ResolvedDsf	A Deliverable Swap Future, resolved for pricing.
ResolvedDsf.Builder	The bean-builder for ResolvedDsf.
ResolvedDsf.Meta	The meta-bean for ResolvedDsf.
ResolvedDsfTrade	A trade in a Deliverable Swap Future, resolved for pricing.
ResolvedDsfTrade.Builder	The bean-builder for ResolvedDsfTrade.
ResolvedDsfTrade.Meta	The meta-bean for ResolvedDsfTrade.
ResolvedFixedCouponBond	A fixed coupon bond, resolved for pricing.
ResolvedFixedCouponBond.Builder	The bean-builder for ResolvedFixedCouponBond.
ResolvedFixedCouponBond.Meta	The meta-bean for ResolvedFixedCouponBond.
ResolvedFixedCouponBondOption	An option on a FixedCouponBond resolved for pricing.
ResolvedFixedCouponBondOption.Builder	The bean-builder for ResolvedFixedCouponBondOption.
ResolvedFixedCouponBondOption.Meta	The meta-bean for ResolvedFixedCouponBondOption.
ResolvedFixedCouponBondSettlement	The settlement details of a fixed coupon bond trade.
ResolvedFixedCouponBondTrade	A trade in a fixed coupon bond, resolved for pricing.
ResolvedFixedCouponBondTrade.Builder	The bean-builder for ResolvedFixedCouponBondTrade.
ResolvedFixedCouponBondTrade.Meta	The meta-bean for ResolvedFixedCouponBondTrade.
ResolvedFra	A forward rate agreement (FRA), resolved for pricing.
ResolvedFra.Builder	The bean-builder for ResolvedFra.
ResolvedFra.Meta	The meta-bean for ResolvedFra.
ResolvedFraTrade	A trade in a forward rate agreement (FRA), resolved for pricing.
ResolvedFraTrade.Builder	The bean-builder for ResolvedFraTrade.
ResolvedFraTrade.Meta	The meta-bean for ResolvedFraTrade.
ResolvedFxNdf	A Non-Deliverable Forward (NDF), resolved for pricing.
ResolvedFxNdf.Builder	The bean-builder for ResolvedFxNdf.
ResolvedFxNdf.Meta	The meta-bean for ResolvedFxNdf.
ResolvedFxNdfTrade	A trade in a Non-Deliverable Forward (NDF), resolved for pricing.
ResolvedFxNdfTrade.Builder	The bean-builder for ResolvedFxNdfTrade.
ResolvedFxNdfTrade.Meta	The meta-bean for ResolvedFxNdfTrade.
ResolvedFxSingle	A single FX transaction, resolved for pricing.
ResolvedFxSingle.Meta	The meta-bean for ResolvedFxSingle.
ResolvedFxSingleBarrierOption	Resolved FX (European) single barrier option.
ResolvedFxSingleBarrierOption.Meta	The meta-bean for ResolvedFxSingleBarrierOption.
ResolvedFxSingleBarrierOptionTrade	A trade in an FX single barrier option, resolved for pricing.
ResolvedFxSingleBarrierOptionTrade.Builder	The bean-builder for ResolvedFxSingleBarrierOptionTrade.
ResolvedFxSingleBarrierOptionTrade.Meta	The meta-bean for ResolvedFxSingleBarrierOptionTrade.
ResolvedFxSingleTrade	A trade in a single FX transaction, resolved for pricing.
ResolvedFxSingleTrade.Builder	The bean-builder for ResolvedFxSingleTrade.
ResolvedFxSingleTrade.Meta	The meta-bean for ResolvedFxSingleTrade.
ResolvedFxSwap	An FX Swap, resolved for pricing.
ResolvedFxSwap.Meta	The meta-bean for ResolvedFxSwap.
ResolvedFxSwapTrade	A trade in an FX swap, resolved for pricing.
ResolvedFxSwapTrade.Builder	The bean-builder for ResolvedFxSwapTrade.
ResolvedFxSwapTrade.Meta	The meta-bean for ResolvedFxSwapTrade.
ResolvedFxVanillaOption	A vanilla FX option, resolved for pricing.
ResolvedFxVanillaOption.Builder	The bean-builder for ResolvedFxVanillaOption.
ResolvedFxVanillaOption.Meta	The meta-bean for ResolvedFxVanillaOption.
ResolvedFxVanillaOptionTrade	A trade in a vanilla FX option, resolved for pricing.
ResolvedFxVanillaOptionTrade.Builder	The bean-builder for ResolvedFxVanillaOptionTrade.
ResolvedFxVanillaOptionTrade.Meta	The meta-bean for ResolvedFxVanillaOptionTrade.
ResolvedIborCapFloor	An Ibor cap/floor, resolved for pricing.
ResolvedIborCapFloor.Meta	The meta-bean for ResolvedIborCapFloor.
ResolvedIborCapFloorLeg	An Ibor cap/floor leg of an Ibor cap/floor product, resolved for pricing.
ResolvedIborCapFloorLeg.Builder	The bean-builder for ResolvedIborCapFloorLeg.
ResolvedIborCapFloorLeg.Meta	The meta-bean for ResolvedIborCapFloorLeg.
ResolvedIborCapFloorTrade	A trade in an Ibor cap/floor, resolved for pricing.
ResolvedIborCapFloorTrade.Builder	The bean-builder for ResolvedIborCapFloorTrade.
ResolvedIborCapFloorTrade.Meta	The meta-bean for ResolvedIborCapFloorTrade.
ResolvedIborFixingDeposit	An Ibor fixing deposit, resolved for pricing.
ResolvedIborFixingDeposit.Builder	The bean-builder for ResolvedIborFixingDeposit.
ResolvedIborFixingDeposit.Meta	The meta-bean for ResolvedIborFixingDeposit.
ResolvedIborFixingDepositTrade	A trade in an Ibor fixing deposit, resolved for pricing.
ResolvedIborFixingDepositTrade.Builder	The bean-builder for ResolvedIborFixingDepositTrade.
ResolvedIborFixingDepositTrade.Meta	The meta-bean for ResolvedIborFixingDepositTrade.
ResolvedIborFuture	A futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFuture.Builder	The bean-builder for ResolvedIborFuture.
ResolvedIborFuture.Meta	The meta-bean for ResolvedIborFuture.
ResolvedIborFutureOption	A futures option contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureOption.Builder	The bean-builder for ResolvedIborFutureOption.
ResolvedIborFutureOption.Meta	The meta-bean for ResolvedIborFutureOption.
ResolvedIborFutureOptionTrade	A trade in an option on a futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureOptionTrade.Builder	The bean-builder for ResolvedIborFutureOptionTrade.
ResolvedIborFutureOptionTrade.Meta	The meta-bean for ResolvedIborFutureOptionTrade.
ResolvedIborFutureTrade	A trade in a futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureTrade.Builder	The bean-builder for ResolvedIborFutureTrade.
ResolvedIborFutureTrade.Meta	The meta-bean for ResolvedIborFutureTrade.
ResolvedOvernightFuture	A futures contract based on an Overnight index, resolved for pricing.
ResolvedOvernightFuture.Builder	The bean-builder for ResolvedOvernightFuture.
ResolvedOvernightFuture.Meta	The meta-bean for ResolvedOvernightFuture.
ResolvedOvernightFutureTrade	A trade in a futures contract based on an Overnight index, resolved for pricing.
ResolvedOvernightFutureTrade.Builder	The bean-builder for ResolvedOvernightFutureTrade.
ResolvedOvernightFutureTrade.Meta	The meta-bean for ResolvedOvernightFutureTrade.
ResolvedProduct	A product that has been resolved for pricing.
ResolvedSwap	A rate swap, resolved for pricing.
ResolvedSwap.Builder	The bean-builder for ResolvedSwap.
ResolvedSwap.Meta	The meta-bean for ResolvedSwap.
ResolvedSwapLeg	A resolved swap leg, with dates calculated ready for pricing.
ResolvedSwapLeg.Builder	The bean-builder for ResolvedSwapLeg.
ResolvedSwapLeg.Meta	The meta-bean for ResolvedSwapLeg.
ResolvedSwaption	A swaption, resolved for pricing.
ResolvedSwaption.Builder	The bean-builder for ResolvedSwaption.
ResolvedSwaption.Meta	The meta-bean for ResolvedSwaption.
ResolvedSwaptionTrade	A trade in a swaption, resolved for pricing.
ResolvedSwaptionTrade.Builder	The bean-builder for ResolvedSwaptionTrade.
ResolvedSwaptionTrade.Meta	The meta-bean for ResolvedSwaptionTrade.
ResolvedSwapTrade	A trade in a rate swap, resolved for pricing.
ResolvedSwapTrade.Builder	The bean-builder for ResolvedSwapTrade.
ResolvedSwapTrade.Meta	The meta-bean for ResolvedSwapTrade.
ResolvedTermDeposit	A term deposit, resolved for pricing.
ResolvedTermDeposit.Builder	The bean-builder for ResolvedTermDeposit.
ResolvedTermDeposit.Meta	The meta-bean for ResolvedTermDeposit.
ResolvedTermDepositTrade	A trade in a term deposit, resolved for pricing.
ResolvedTermDepositTrade.Builder	The bean-builder for ResolvedTermDepositTrade.
ResolvedTermDepositTrade.Meta	The meta-bean for ResolvedTermDepositTrade.
ResolvedTrade	A trade that has been resolved for pricing.
ResolvedTradeParameterMetadata	Parameter metadata based on a resolved trade and label.
ResolvedTradeParameterMetadata.Builder	The bean-builder for ResolvedTradeParameterMetadata.
ResolvedTradeParameterMetadata.Meta	The meta-bean for ResolvedTradeParameterMetadata.
ResourceConfig	Provides access to configuration files.
ResourceLocator	A locator for a resource, specified as a file, URL, path or classpath resource.
Result<T>	The result of an operation, either success or failure.
Result.Meta<T>	The meta-bean for Result.
Results	Calculation results of performing calculations for a set of targets and columns.
Results.Meta	The meta-bean for Results.
ResultsListener	Calculation listener that receives the results of individual calculations and builds a set of Results.
RidderSingleRootFinder	Finds a single root of a function using Ridder's method.
RollConvention	A convention defining how to roll dates.
RollConventions	Constants and implementations for standard roll conventions.
RombergIntegrator1D	Romberg's method estimates an integral by repeatedly using Richardson extrapolation on the extended trapezium rule ExtendedTrapezoidIntegrator1D.
RootFinderConfig	Configuration for the root finder used when calibrating curves.
RootFinderConfig.Builder	The bean-builder for RootFinderConfig.
RootFinderConfig.Meta	The meta-bean for RootFinderConfig.
Rounding	A convention defining how to round a number.
RungeKuttaIntegrator1D	Adapted from the forth-order Runge-Kutta method for solving ODE.
SabrExtrapolationReplicationCmsLegPricer	Pricer for CMS legs by swaption replication on a SABR formula with extrapolation.
SabrExtrapolationReplicationCmsPeriodPricer	Computes the price of a CMS coupon/caplet/floorlet by swaption replication on a shifted SABR formula with extrapolation.
SabrExtrapolationReplicationCmsProductPricer	Pricer for CMS products by swaption replication on a SABR formula with extrapolation.
SabrExtrapolationReplicationCmsTradePricer	Pricer for CMS trade by swaption replication on a SABR formula with extrapolation.
SabrExtrapolationRightFunction	Pricing function in the SABR model with Hagan et al.
SabrFormulaData	The data bundle for SABR formula.
SabrHaganNormalVolatilityFormula	Formulas related to the SABR implied normal volatility function.
SabrHaganVolatilityFunctionProvider	The Hagan SABR volatility function provider.
SabrIborCapFloorLegPricer	Pricer for cap/floor legs in SABR model.
SabrIborCapFloorProductPricer	Pricer for cap/floor products in SABR model.
SabrIborCapFloorTradePricer	Pricer for cap/floor trades in SABR model.
SabrIborCapletFloorletPeriodPricer	Pricer for caplet/floorlet in SABR model.
SabrIborCapletFloorletVolatilities	Volatility for Ibor caplet/floorlet in SABR model.
SabrIborCapletFloorletVolatilityBootstrapDefinition	Definition of caplet volatilities calibration.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	The bean-builder for SabrIborCapletFloorletVolatilityBootstrapDefinition.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta	The meta-bean for SabrIborCapletFloorletVolatilityBootstrapDefinition.
SabrIborCapletFloorletVolatilityBootstrapper	Caplet volatilities calibration to cap volatilities based on SABR model.
SabrIborCapletFloorletVolatilityCalibrationDefinition	Definition of caplet volatilities calibration.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	The bean-builder for SabrIborCapletFloorletVolatilityCalibrationDefinition.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta	The meta-bean for SabrIborCapletFloorletVolatilityCalibrationDefinition.
SabrIborCapletFloorletVolatilityCalibrator	Caplet volatilities calibration to cap volatilities based on SABR model.
SabrInArrearsVolatilityFunction	Adjustments to the SABR parameters to accommodate the pricing of in-arrears caplets.
SabrInArrearsVolatilityFunction.Builder	The bean-builder for SabrInArrearsVolatilityFunction.
SabrInArrearsVolatilityFunction.Meta	The meta-bean for SabrInArrearsVolatilityFunction.
SabrInterestRateParameters	The volatility surface description under SABR model.
SabrModelFitter	SABR model fitter.
SabrOvernightInArrearsCapletFloorletPeriodPricer	Pricer for in-arrears caplets and floorlets (Asian style options) in the SABR with effective parameters approach.
SabrParameters	The volatility surface description under SABR model.
SabrParametersIborCapletFloorletVolatilities	Volatility environment for Ibor caplet/floorlet in the SABR model.
SabrParametersIborCapletFloorletVolatilities.Builder	The bean-builder for SabrParametersIborCapletFloorletVolatilities.
SabrParametersIborCapletFloorletVolatilities.Meta	The meta-bean for SabrParametersIborCapletFloorletVolatilities.
SabrParametersSwaptionVolatilities	Volatility environment for swaptions in the SABR model.
SabrParametersSwaptionVolatilities.Builder	The bean-builder for SabrParametersSwaptionVolatilities.
SabrParametersSwaptionVolatilities.Meta	The meta-bean for SabrParametersSwaptionVolatilities.
SabrParameterType	The type of the SABR parameter - Alpha, Beta, Rho, Nu or shift.
SabrSwaptionCalibrator	Swaption SABR calibrator.
SabrSwaptionCashParYieldProductPricer	Pricer for swaption with par yield curve method of cash settlement in SABR model.
SabrSwaptionDefinition	Definition of standard inputs to SABR swaption calibration.
SabrSwaptionDefinition.Meta	The meta-bean for SabrSwaptionDefinition.
SabrSwaptionPhysicalProductPricer	Pricer for swaption with physical settlement in SABR model on the swap rate.
SabrSwaptionRawDataSensitivityCalculator	Calculator to obtain the raw data sensitivities for swaption related products using calibrated SABR data.
SabrSwaptionTradePricer	Pricer for swaption trade in the SABR model on the swap rate.
SabrSwaptionVolatilities	Volatility for swaptions in SABR model.
SabrVolatilityFormula	Provides volatility and sensitivity in the SABR model.
SafeFiles	Provides methods to operate on files using Path that avoid leaking file handles.
SampleFisherKurtosisCalculator	The sample Fisher kurtosis gives a measure of how heavy the tails of a distribution are with respect to the normal distribution (which has a Fisher kurtosis of zero).
SampleInterpolationQuantileMethod	Implementation of a quantile estimator.
SamplePlusOneInterpolationQuantileMethod	Implementation of a quantile estimator.
SamplePlusOneNearestIndexQuantileMethod	Implementation of a quantile estimator.
SampleSkewnessCalculator	The sample skewness gives a measure of the asymmetry of the probability distribution of a variable.
SampleStandardDeviationCalculator	Calculates the sample standard deviation of a series of data.
SampleVarianceCalculator	Calculates the sample variance of a series of data.
ScalarFieldFirstOrderDifferentiator	Differentiates a scalar field (i.e.
ScalarFirstOrderDifferentiator	Differentiates a scalar function with respect to its argument using finite difference.
ScalarMinimizer	Interface for classes that extend the functionality of Minimizer by providing a method that allows the search area for the minimum to be bounded.
ScalarSecondOrderDifferentiator	Differentiates a scalar function with respect to its argument using finite difference.
ScenarioArray<T>	An array of values, one for each scenario.
ScenarioDefinition	A scenario definition defines how to create multiple sets of market data for running calculations over a set of scenarios.
ScenarioDefinition.Builder	The bean-builder for ScenarioDefinition.
ScenarioDefinition.Meta	The meta-bean for ScenarioDefinition.
ScenarioFxConvertible<R>	Provides the ability for objects to be automatically currency converted.
ScenarioFxRateProvider	A provider of FX rates for scenarios.
ScenarioMarketData	Provides access to market data across one or more scenarios.
ScenarioMarketDataId<T,U extends ScenarioArray<T>>	Market data identifier used by functions that need access to objects containing market data for multiple scenarios.
ScenarioPerturbation<T>	A perturbation that can be applied to a market data box to create market data for use in one or more scenarios.
Schedule	A complete schedule of periods (date ranges), with both unadjusted and adjusted dates.
Schedule.Builder	The bean-builder for Schedule.
Schedule.Meta	The meta-bean for Schedule.
ScheduledSwapLeg	A swap leg that defines dates using a schedule.
ScheduleException	Exception thrown when a schedule cannot be calculated.
SchedulePeriod	A period in a schedule.
SchedulePeriod.Builder	The bean-builder for SchedulePeriod.
SchedulePeriod.Meta	The meta-bean for SchedulePeriod.
SeasonalityDefinition	Provides the definition of seasonality for a price index curve.
SeasonalityDefinition.Meta	The meta-bean for SeasonalityDefinition.
SeasonalityDefinitionCsvLoader	Loads a set of seasonality definitions into memory by reading from CSV resources.
SecuritizedProduct	The product details of a financial instrument that is traded as a security.
SecuritizedProductPortfolioItem<P extends SecuritizedProduct>	A trade that is directly based on a securitized product.
SecuritizedProductPosition<P extends SecuritizedProduct>	A position that is directly based on a securitized product.
SecuritizedProductTrade<P extends SecuritizedProduct>	A trade that is directly based on a securitized product.
Security	A security that can be traded.
SecurityId	An identifier for a security.
SecurityInfo	Information about a security.
SecurityInfo.Meta	The meta-bean for SecurityInfo.
SecurityInfoBuilder	Builder to create SecurityInfo.
SecurityPosition	A position in a security, where the security is referenced by identifier.
SecurityPosition.Builder	The bean-builder for SecurityPosition.
SecurityPosition.Meta	The meta-bean for SecurityPosition.
SecurityPositionCalculationFunction	Perform calculations on a single SecurityPosition for each of a set of scenarios.
SecurityPriceInfo	Defines the meaning of the security price.
SecurityPriceInfo.Meta	The meta-bean for SecurityPriceInfo.
SecurityQuantity	A quantity of a security.
SecurityQuantityTrade	A trade that is based on security, quantity and price.
SecurityTokenEvaluator	Evaluates a token against a security to produce another object.
SecurityTrade	A trade representing the purchase or sale of a security, where the security is referenced by identifier.
SecurityTrade.Builder	The bean-builder for SecurityTrade.
SecurityTrade.Meta	The meta-bean for SecurityTrade.
SecurityTradeCalculationFunction	Perform calculations on a single SecurityTrade for each of a set of scenarios.
SecurityTradeCsvPlugin	Handles the CSV file format for Security trades.
SemiLocalCubicSplineInterpolator	Cubic spline interpolation based on H.
Sensitivities	Risk expressed as a set of sensitivities.
SensitivityCsvInfoResolver	Resolves additional information when parsing sensitivity CSV files.
SensitivityCsvInfoSupplier	Resolves additional information when writing sensitivity CSV files.
SensitivityCsvLoader	Loads sensitivities from CSV files.
SensitivityCsvWriter	Writes sensitivities to a CSV file.
SequenceDate	Instructions to obtain a specific date from a sequence of dates.
SerializedValue	A serialized value.
SettlementType	Flag indicating how a financial instrument is to be settled.
ShermanMorrisonMatrixUpdateFunction
ShermanMorrisonVectorRootFinder	A root finder that uses the Sherman-Morrison formula to invert Broyden's Jacobian update formula, thus providing a direct update formula for the inverse Jacobian.
ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities	Volatility for Ibor caplet/floorlet in the shifted log-normal or shifted Black model based on a surface.
ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta	The meta-bean for ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.
ShiftType	Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.
SimpleAttributes	A simple implementation of attributes.
SimpleConstantContinuousBarrier	Continuous barrier with constant barrier level.
SimpleConstantContinuousBarrier.Meta	The meta-bean for SimpleConstantContinuousBarrier.
SimpleCreditCurveCalibrator	Simple credit curve calibrator.
SimpleCurveParameterMetadata	Simple parameter metadata containing the x value and type.
SimpleCurveParameterMetadata.Meta	The meta-bean for SimpleCurveParameterMetadata.
SimpleDiscountFactors	Provides access to discount factors for a currency based on a discount factor curve.
SimpleDiscountFactors.Meta	The meta-bean for SimpleDiscountFactors.
SimpleIborIndexRates	An Ibor index curve providing rates directly from a forward rates curve.
SimpleIborIndexRates.Meta	The meta-bean for SimpleIborIndexRates.
SimpleLegalEntity	A simple legal entity implementation.
SimplePriceIndexValues	Provides values for a Price index from a forward curve.
SimplePriceIndexValues.Meta	The meta-bean for SimplePriceIndexValues.
SimpleStrike	A simple strike value.
SimpleStrike.Meta	The meta-bean for SimpleStrike.
SimpleSurfaceParameterMetadata	Simple parameter metadata containing the x and y values and type.
SimpleSurfaceParameterMetadata.Meta	The meta-bean for SimpleSurfaceParameterMetadata.
SimpsonIntegrator1D	Simpson's integration rule is a Newton-Cotes formula that approximates the function to be integrated with quadratic polynomials before performing the integration.
SingleCurrencySwapConvention	A market convention for swap trades.
SingleRangeLimitTransform	If a model parameter $x$ is constrained to be either above or below some level $a$ (i.e.
SingleRootFinder<S,T>	Interface for classes that attempt to find a root for a one-dimensional function (see Function) $f(x)$ bounded by user-supplied values, $x_1$ and $x_2$.
SmileAndBucketedSensitivities	Combines information about a volatility smile expressed in delta form and its sensitivities.
SmileDeltaParameters	A delta dependent smile as used in Forex market.
SmileDeltaParameters.Meta	The meta-bean for SmileDeltaParameters.
SmileDeltaTermStructure	A term structure of smile as used in Forex market.
SmileModelData	A data bundle of a volatility model.
SmileModelFitter<T extends SmileModelData>	Smile model fitter.
SmithWilsonCurveFunction	Smith-Wilson curve function.
SplitEtdId	An OG-ETD identifier that has been split into its constituent parts
SplitEtdId.Builder	The bean-builder for SplitEtdId.
SplitEtdOption	The option fields of a split OG-ETD identifier.
SpreadSensitivityCalculator	The spread sensitivity calculator.
SsviFormulaData	The data bundle for SSVI smile formula.
SsviVolatilityFunction	Surface Stochastic Volatility Inspired (SSVI) formula.
StandardComponents	Factory methods for creating standard Strata components.
StandardFxSwapConventions	Market standard FX swap conventions.
StandardId	An immutable standard identifier for an item.
StandardId.Meta	The meta-bean for StandardId.
StandardSchemes	A set of schemes that can be used with StandardId.
Strike	The strike of an option, describing both type and value.
StrikeType	The type of a strike.
StringCharSource	A char source implementation that explicitly wraps a String.
StubConvention	A convention defining how to calculate stub periods.
StudentT	StudentT distribution (aka T-distribution); See the math definition and animated definition.
StudentTDistribution	Student's T-distribution is a continuous probability distribution with probability density function $$ \begin{align*} f(x) = \frac{\Gamma\left(\frac{\nu + 1}{2}\right)}{\sqrt{\nu\pi}\Gamma(\left(\frac{\nu}{2}\right)}\ left(1 + \frac{x^2}{\nu}\right)^{-\frac{1}{2}(\nu + 1)} \end{align*} $$ where $\nu$ is the number of degrees of freedom and $\Gamma$ is the Gamma function (GammaFunction).
StudentTOneTailedCriticalValueCalculator	StudentT calculator.
StudentTTwoTailedCriticalValueCalculator	StudentT calculator.
SummarizerUtils	Utilities to support summarizing portfolio items.
SumToOne	For a set of N-1 "fit" parameters, produces N "model" parameters that sum to one.
Surface	A surface that maps a double x-value and y-value to a double z-value.
SurfaceIborCapletFloorletVolatilityBootstrapDefinition	Definition of caplet volatilities calibration.
SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta	The meta-bean for SurfaceIborCapletFloorletVolatilityBootstrapDefinition.
SurfaceIborCapletFloorletVolatilityBootstrapper	Caplet volatilities calibration to cap volatilities based on interpolated surface.
SurfaceInfoType<T>	The type that provides meaning to additional surface information.
SurfaceInterpolator	Interface for interpolators that interpolate a surface.
SurfaceMetadata	Metadata about a surface and surface parameters.
SurfaceName	The name of a surface.
Surfaces	Helper for creating common types of surfaces.
SVDecompositionCommons	This class is a wrapper for the Commons Math library implementation of singular value decomposition.
SVDecompositionCommonsResult	Wrapper for results of the Commons implementation of singular value decomposition SVDecompositionCommons.
SVDecompositionResult	Contains the results of SV matrix decomposition.
Swap	A rate swap.
Swap.Builder	The bean-builder for Swap.
Swap.Meta	The meta-bean for Swap.
SwapIndex	A swap index.
SwapIndices	Constants and implementations for standard swap indices.
SwapIsdaCreditCurveNode	An ISDA compliant curve node whose instrument is a standard Fixed-Ibor interest rate swap.
SwapIsdaCreditCurveNode.Builder	The bean-builder for SwapIsdaCreditCurveNode.
SwapIsdaCreditCurveNode.Meta	The meta-bean for SwapIsdaCreditCurveNode.
SwapLeg	A single leg of a swap.
SwapLegAmount	Represents an amount associated with one leg of a swap.
SwapLegAmount.Builder	The bean-builder for SwapLegAmount.
SwapLegAmount.Meta	The meta-bean for SwapLegAmount.
SwapLegConvention	A market convention for swap legs.
SwapLegType	The type of a swap leg.
SwapPaymentEvent	A payment event, where a single payment is made between two counterparties.
SwapPaymentEventPricer<T extends SwapPaymentEvent>	Pricer for payment events.
SwapPaymentPeriod	A period over which interest is accrued with a single payment.
SwapPaymentPeriodPricer<T extends SwapPaymentPeriod>	Pricer for payment periods.
Swaption	An option on an underlying swap.
Swaption.Builder	The bean-builder for Swaption.
Swaption.Meta	The meta-bean for Swaption.
SwaptionExercise	Details as to when a swaption can be exercised.
SwaptionExercise.Meta	The meta-bean for SwaptionExercise.
SwaptionExerciseDate	One possible date for swaption exercise, resolved for pricing.
SwaptionExerciseDate.Builder	The bean-builder for SwaptionExerciseDate.
SwaptionExerciseDates	The dates when a swaption can be exercised, resolved for pricing.
SwaptionExerciseDates.Builder	The bean-builder for SwaptionExerciseDates.
SwaptionExerciseDates.Meta	The meta-bean for SwaptionExerciseDates.
SwaptionMarketData	Market data for swaptions.
SwaptionMarketDataLookup	The lookup that provides access to swaption volatilities in market data.
SwaptionSabrSensitivity	Sensitivity of a swaption to SABR model parameters.
SwaptionSabrSensitivity.Meta	The meta-bean for SwaptionSabrSensitivity.
SwaptionScenarioMarketData	Market data for swaptions, used for calculation across multiple scenarios.
SwaptionSensitivity	Point sensitivity to a swaption implied parameter point.
SwaptionSensitivity.Meta	The meta-bean for SwaptionSensitivity.
SwaptionSettlement	Defines how the payoff of a swaption will be settled.
SwaptionSurfaceExpirySimpleMoneynessParameterMetadata	Surface node metadata for a surface node for swaptions with a specific time to expiry and simple moneyness.
SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta	The meta-bean for SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.
SwaptionSurfaceExpiryStrikeParameterMetadata	Surface node metadata for a surface node for swaptions with a specific time to expiry and strike.
SwaptionSurfaceExpiryStrikeParameterMetadata.Meta	The meta-bean for SwaptionSurfaceExpiryStrikeParameterMetadata.
SwaptionSurfaceExpiryTenorParameterMetadata	Surface node metadata for a surface node for swaptions with a specific time to expiry and underlying swap tenor.
SwaptionSurfaceExpiryTenorParameterMetadata.Meta	The meta-bean for SwaptionSurfaceExpiryTenorParameterMetadata.
SwaptionTrade	A trade in an option on an underlying swap.
SwaptionTrade.Builder	The bean-builder for SwaptionTrade.
SwaptionTrade.Meta	The meta-bean for SwaptionTrade.
SwaptionTradeCalculationFunction	Perform calculations on a single SwaptionTrade for each of a set of scenarios.
SwaptionTradeCalculations	Calculates pricing and risk measures for swaption trades.
SwaptionVolatilities	Volatilities for pricing swaptions.
SwaptionVolatilitiesId	An identifier used to access swaption volatilities by name.
SwaptionVolatilitiesName	The name of a set of swaption volatilities.
SwapTrade	A trade in a rate swap.
SwapTrade.Builder	The bean-builder for SwapTrade.
SwapTrade.Meta	The meta-bean for SwapTrade.
SwapTradeCalculationFunction	Perform calculations on a single SwapTrade for each of a set of scenarios.
SwapTradeCalculations	Calculates pricing and risk measures for swap trades.
SyntheticRatesCurveCalibrator	Synthetic curve calibrator.
TargetTypeCalculationParameter	A calculation parameter that selects the parameter based on the type of the target.
Tenor	A tenor indicating how long it will take for a financial instrument to reach maturity.
TenorAdjustment	An adjustment that alters a date by adding a tenor.
TenorAdjustment.Builder	The bean-builder for TenorAdjustment.
TenorAdjustment.Meta	The meta-bean for TenorAdjustment.
TenorCdsTemplate	A template for creating credit default swap trades.
TenorCdsTemplate.Meta	The meta-bean for TenorCdsTemplate.
TenorDateParameterMetadata	Parameter metadata based on a date and tenor.
TenorDateParameterMetadata.Meta	The meta-bean for TenorDateParameterMetadata.
TenoredParameterMetadata	Parameter metadata that specifies a tenor.
TenorParameterMetadata	Parameter metadata based on a tenor.
TenorParameterMetadata.Meta	The meta-bean for TenorParameterMetadata.
TenorRawOptionData	Raw data from the volatility market for a set of tenors.
TenorTenorParameterMetadata	Parameter metadata based on an expiry tenor, an underlying tenor and their respective year fractions.
TenorTenorParameterMetadata.Meta	The meta-bean for TenorTenorParameterMetadata.
TermDeposit	A term deposit.
TermDeposit.Builder	The bean-builder for TermDeposit.
TermDeposit.Meta	The meta-bean for TermDeposit.
TermDepositConvention	A market convention for term deposit trades.
TermDepositConventions	Market standard term deposit conventions.
TermDepositCurveNode	A curve node whose instrument is a term deposit.
TermDepositCurveNode.Builder	The bean-builder for TermDepositCurveNode.
TermDepositCurveNode.Meta	The meta-bean for TermDepositCurveNode.
TermDepositTemplate	A template for creating a term deposit trade.
TermDepositTemplate.Builder	The bean-builder for TermDepositTemplate.
TermDepositTemplate.Meta	The meta-bean for TermDepositTemplate.
TermDepositTrade	A trade in a term deposit.
TermDepositTrade.Builder	The bean-builder for TermDepositTrade.
TermDepositTrade.Meta	The meta-bean for TermDepositTrade.
TermDepositTradeCalculationFunction	Perform calculations on a single TermDepositTrade for each of a set of scenarios.
TermDepositTradeCalculations	Calculates pricing and risk measures for term deposit trades.
ThreeLegBasisSwapConvention	A market convention for three leg basis swap trades.
ThreeLegBasisSwapConventions	Market standard three leg basis swap conventions.
ThreeLegBasisSwapCurveNode	A curve node whose instrument is a three leg basis swap.
ThreeLegBasisSwapCurveNode.Builder	The bean-builder for ThreeLegBasisSwapCurveNode.
ThreeLegBasisSwapCurveNode.Meta	The meta-bean for ThreeLegBasisSwapCurveNode.
ThreeLegBasisSwapTemplate	A template for creating Fixed-Ibor-Ibor swap trades.
ThreeLegBasisSwapTemplate.Builder	The bean-builder for ThreeLegBasisSwapTemplate.
ThreeLegBasisSwapTemplate.Meta	The meta-bean for ThreeLegBasisSwapTemplate.
TimeSeriesProvider	A provider of time-series.
TokenEvaluator<T>	Evaluates a token against an object to produce another object.
TopHatFunction	Class representing the top-hat function, defined as: $$ \begin{align*} T(x)= \begin{cases} 0 & x < x_1\\ y & x_1 < x < x_2\\ 0 & x > x_2 \end{cases} \end{align*} $$ where $x_1$ is the lower edge of the "hat", $x_2$ is the upper edge and $y$ is the height of the function.
Trade	A trade with additional structured information.
TradeCalibrationMeasure<T extends ResolvedTrade>	Provides calibration measures for a single type of trade based on functions.
TradeConvention	A market convention for trades.
TradeCounterpartyCalculationParameter	A calculation parameter that selects the parameter based on the counterparty of the target.
TradeCsvInfoResolver	Resolves additional information when parsing trade CSV files.
TradeCsvInfoSupplier	Resolves additional information when writing trade CSV files.
TradeCsvLoader	Loads trades from CSV files.
TradeCsvParserPlugin	Pluggable CSV trade parser.
TradeCsvWriter	Writes trades to a CSV file.
TradeCsvWriterPlugin<T extends Trade>	Pluggable CSV trade writer.
TradedPrice	The traded price of a security-based trade.
TradeInfo	Additional information about a trade.
TradeInfo.Meta	The meta-bean for TradeInfo.
TradeInfoBuilder	Builder to create TradeInfo.
TradeReport	Represents a trade report.
TradeReport.Builder	The bean-builder for TradeReport.
TradeReport.Meta	The meta-bean for TradeReport.
TradeReportColumn	Describes a column in a trade report.
TradeReportColumn.Builder	The bean-builder for TradeReportColumn.
TradeReportColumn.Meta	The meta-bean for TradeReportColumn.
TradeReportFormatter	Formatter for trade reports.
TradeReportRunner	Report runner for trade reports.
TradeReportTemplate	Describes the contents and layout of a trade report.
TradeReportTemplate.Builder	The bean-builder for TradeReportTemplate.
TradeReportTemplate.Meta	The meta-bean for TradeReportTemplate.
TradeReportTemplateIniLoader	Loads a trade report template from the standard INI file format.
TradeTemplate	A template used to create a trade.
TradeTokenEvaluator	Evaluates a token against a trade to produce another object.
TriConsumer<T,U,V>	A consumer that takes three arguments.
TridiagonalMatrix	Class representing a tridiagonal matrix.
TridiagonalSolver
TriFunction<T,U,V,R>	A function that takes three arguments.
TrigeorgisLatticeSpecification	Trigeorgis lattice specification.
TrinomialTree	Trinomial tree.
Triple<A,B,C>	An immutable triple consisting of three elements.
Triple.Meta<A,B,C>	The meta-bean for Triple.
TriPredicate<T,U,V>	A predicate that takes three arguments.
Tuple	Base interface for all tuple types.
TypedString<T extends TypedString<T>>	An abstract class designed to enable typed strings.
Unchecked	Static utility methods that convert checked exceptions to unchecked.
UncheckedReflectiveOperationException	An unchecked reflection exception.
UncoupledParameterTransforms	For a set of n function parameters, this takes n ParameterLimitsTransform (which can be the NullTransform which does NOT transform the parameter) which transform a constrained function parameter (e.g.
UnicodeBom	Utilities that allow code to use the Unicode Byte Order Mark.
UnitParameterSensitivities	Unit parameter sensitivity for parameterized market data, such as curves.
UnitParameterSensitivities.Meta	The meta-bean for UnitParameterSensitivities.
UnitParameterSensitivity	Unit parameter sensitivity for parameterized market data, such as a curve.
UnitParameterSensitivity.Meta	The meta-bean for UnitParameterSensitivity.
UriByteSource	A byte source implementation that obtains data from a URI.
ValuationZoneTimeDefinition	Definition of valuation zone and time.
ValuationZoneTimeDefinition.Meta	The meta-bean for ValuationZoneTimeDefinition.
ValueAdjustment	An adjustment to a value, describing how to change one value into another.
ValueAdjustment.Meta	The meta-bean for ValueAdjustment.
ValueAdjustmentType	The type of value adjustment.
ValueDerivatives	A value and its derivatives.
ValueFormatter<T>	Formats a value into a string.
ValueFormatters	Provides standard formatters.
ValuePathEvaluator	Evaluates a path describing a value to be shown in a trade report.
ValueRootType	Enumerates the possible value path roots.
ValueSchedule	A value that can vary over time.
ValueSchedule.Builder	The bean-builder for ValueSchedule.
ValueSchedule.Meta	The meta-bean for ValueSchedule.
ValueStep	A single step in the variation of a value over time.
ValueStep.Builder	The bean-builder for ValueStep.
ValueStep.Meta	The meta-bean for ValueStep.
ValueStepSequence	A sequence of steps that vary a value over time.
ValueStepSequence.Meta	The meta-bean for ValueStepSequence.
ValueType	The type of a value.
ValueWithFailures<T>	A value with associated failures.
ValueWithFailures.Meta<T>	The meta-bean for ValueWithFailures.
VannaVolgaFxVanillaOptionProductPricer	Pricing method for vanilla Forex option transactions with Vanna-Volga method.
VannaVolgaFxVanillaOptionTradePricer	Pricer for FX vanilla option trades with a Vanna-Volga method.
VectorFieldFirstOrderDifferentiator	Differentiates a vector field (i.e.
VectorFieldSecondOrderDifferentiator	The Vector field second order differentiator.
VectorFunction	Abstraction for the vector function $f: \mathbb{R}^m \to \mathbb{R}^n \quad x \mapsto f(x)$ where the Jacobian $j : \mathbb{R}^m \to \mathbb{R}^{n\times m} \quad x \mapsto j(x)$ is also provided.
VectorFunctionProvider<T>	Interface for anything the provides a vector function which depends on some extraneous data.
VectorRootFinder	Parent class for root-finders that calculate a root for a vector function (i.e.
Version	Provides access to the version of Strata.
VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer	Pricer for binary caplet/floorlet based on volatilities.
VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer	Pricer for binary caplet/floorlet based on volatilities.
VolatilityAndBucketedSensitivities	Combines information about a volatility and its sensitivities.
VolatilityAndBucketedSensitivities.Meta	The meta-bean for VolatilityAndBucketedSensitivities.
VolatilityFunctionProvider<T extends SmileModelData>	Provides functions that return volatility and its sensitivity to volatility model parameters.
VolatilityIborCapFloorLegPricer	Pricer for cap/floor legs based on volatilities.
VolatilityIborCapFloorProductPricer	Pricer for cap/floor products based on volatilities.
VolatilityIborCapFloorTradePricer	Pricer for cap/floor trades based on volatilities.
VolatilityIborCapletFloorletPeriodPricer	Pricer for caplet/floorlet based on volatilities.
VolatilityOvernightInArrearsCapletFloorletPeriodPricer	Pricer for overnight in-arrears caplet/floorlet based on volatilities.
VolatilitySwaptionCashParYieldProductPricer	Pricer for swaption with par yield curve method of cash settlement based on volatilities.
VolatilitySwaptionPhysicalProductPricer	Pricer for swaption with physical settlement based on volatilities.
VolatilitySwaptionProductPricer	Pricer for swaptions handling physical and cash par yield settlement based on volatilities.
VolatilitySwaptionTradePricer	Pricer for swaptions handling physical and cash par yield settlement based on volatilities.
WeightedLeastSquaresRegression
WeightedLeastSquaresRegressionResult
WeightingFunction	A function to allow a smooth weighing between two functions.
WeightingFunctions	Constants and implementations for standard weighting functions.
XCcyIborIborSwapConvention	A market convention for cross-currency Ibor-Ibor swap trades without FX reset.
XCcyIborIborSwapConventions	Market standard cross-currency Ibor-Ibor swap conventions.
XCcyIborIborSwapCurveNode	A curve node whose instrument is a cross-currency Ibor-Ibor interest rate swap.
XCcyIborIborSwapCurveNode.Builder	The bean-builder for XCcyIborIborSwapCurveNode.
XCcyIborIborSwapCurveNode.Meta	The meta-bean for XCcyIborIborSwapCurveNode.
XCcyIborIborSwapTemplate	A template for creating cross-currency Ibor-Ibor swap trades.
XCcyIborIborSwapTemplate.Builder	The bean-builder for XCcyIborIborSwapTemplate.
XCcyIborIborSwapTemplate.Meta	The meta-bean for XCcyIborIborSwapTemplate.
XmlElement	A single element in the tree structure of XML.
XmlFile	An XML file.
YearMonthDateParameterMetadata	Parameter metadata based on a date and year-month.
YearMonthDateParameterMetadata.Meta	The meta-bean for YearMonthDateParameterMetadata.
ZeroRateDiscountFactors	Provides access to discount factors for a currency based on a zero rate continuously compounded curve.
ZeroRateDiscountFactors.Meta	The meta-bean for ZeroRateDiscountFactors.
ZeroRatePeriodicDiscountFactors	Provides access to discount factors for a currency based on a zero rate periodically-compounded curve.
ZeroRatePeriodicDiscountFactors.Meta	The meta-bean for ZeroRatePeriodicDiscountFactors.
ZeroRateSensitivity	Point sensitivity to the zero rate curve.
ZeroRateSensitivity.Meta	The meta-bean for ZeroRateSensitivity.
ZipUtils	Utility class to simplify accessing and creating zip files, and other packed formats.