| com.opengamma.strata.basics |
Basic types for modelling reference data.
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| com.opengamma.strata.basics.currency |
Representations of currency and money.
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| com.opengamma.strata.basics.date |
Tools for working with dates.
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| com.opengamma.strata.basics.index |
Entity objects describing common market indices, such as LIBOR and FED FUND.
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| com.opengamma.strata.basics.location |
Representations of a geographic location.
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| com.opengamma.strata.basics.schedule |
Basic financial tools for working with date-based schedules.
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| com.opengamma.strata.basics.value |
Basic financial tools for working with values.
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| com.opengamma.strata.calc |
Calculates risk measures on trades, applies scenarios and manages market data.
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| com.opengamma.strata.calc.marketdata |
Provides the ability to obtain market data and perform calibrations and scenario perturbations.
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| com.opengamma.strata.calc.runner |
The calculation runner.
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| com.opengamma.strata.collect |
Root package for common data structures used by Strata.
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| com.opengamma.strata.collect.array |
Array data structures.
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| com.opengamma.strata.collect.concurrent |
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| com.opengamma.strata.collect.function |
Additional functional interfaces not supplied by Java SE 8.
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| com.opengamma.strata.collect.io |
Provides utilities for the management of input and output.
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| com.opengamma.strata.collect.named |
Named data structures.
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| com.opengamma.strata.collect.result |
Result data structures.
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| com.opengamma.strata.collect.timeseries |
Time-series data structures.
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| com.opengamma.strata.collect.tuple |
Tuple data structures.
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| com.opengamma.strata.data |
Basic types to model market data.
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| com.opengamma.strata.data.scenario |
Basic types to model market data across scenarios.
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| com.opengamma.strata.loader |
Tools for loading data from files.
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| com.opengamma.strata.loader.csv |
Loader that reads market data from CSV files.
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| com.opengamma.strata.loader.fpml |
Loader that can convert files to financial instruments.
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| com.opengamma.strata.loader.impl.fpml |
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| com.opengamma.strata.market |
Data structures for market data.
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| com.opengamma.strata.market.amount |
Defines representations of amounts typically used as result types.
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| com.opengamma.strata.market.curve |
Definitions of curves.
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| com.opengamma.strata.market.curve.interpolator |
Interpolators for interpolating in one and two dimensions.
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| com.opengamma.strata.market.curve.node |
Curve nodes.
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| com.opengamma.strata.market.explain |
Support for explaining results.
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| com.opengamma.strata.market.model |
Market data related to pricing models.
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| com.opengamma.strata.market.observable |
Market data for quotes.
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| com.opengamma.strata.market.option |
Entity objects for options.
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| com.opengamma.strata.market.param |
Market data based on parameters.
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| com.opengamma.strata.market.sensitivity |
Entity objects for sensitivities.
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| com.opengamma.strata.market.surface |
Definitions of surfaces.
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| com.opengamma.strata.market.surface.interpolator |
Interpolators for surfaces.
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| com.opengamma.strata.math |
Base package of the strata-math project.
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| com.opengamma.strata.math.impl.cern |
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| com.opengamma.strata.math.impl.differentiation |
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| com.opengamma.strata.math.impl.function |
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| com.opengamma.strata.math.impl.function.special |
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| com.opengamma.strata.math.impl.integration |
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| com.opengamma.strata.math.impl.interpolation |
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| com.opengamma.strata.math.impl.linearalgebra |
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| com.opengamma.strata.math.impl.matrix |
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| com.opengamma.strata.math.impl.minimization |
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| com.opengamma.strata.math.impl.random |
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| com.opengamma.strata.math.impl.regression |
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| com.opengamma.strata.math.impl.rootfinding |
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| com.opengamma.strata.math.impl.rootfinding.newton |
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| com.opengamma.strata.math.impl.statistics.descriptive |
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| com.opengamma.strata.math.impl.statistics.distribution |
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| com.opengamma.strata.math.impl.statistics.leastsquare |
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| com.opengamma.strata.math.impl.util |
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| com.opengamma.strata.math.linearalgebra |
Linear algebra.
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| com.opengamma.strata.math.rootfind |
Root finding.
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| com.opengamma.strata.measure |
Provides the ability to calculate high-level measures on financial instruments.
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| com.opengamma.strata.measure.bond |
Base package for calculation functions.
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| com.opengamma.strata.measure.calc |
Additional calculation parameters.
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| com.opengamma.strata.measure.capfloor |
Calculation functions for Ibor cap/floor products.
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| com.opengamma.strata.measure.cms |
Calculation functions for constant maturity swap (CMS) products.
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| com.opengamma.strata.measure.credit |
Calculation functions for credit products.
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| com.opengamma.strata.measure.curve |
Integration code that allows strata-calc to use and calibrate curves.
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| com.opengamma.strata.measure.deposit |
Calculation functions for deposit products.
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| com.opengamma.strata.measure.dsf |
Calculation functions for DSF products.
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| com.opengamma.strata.measure.fra |
Calculation functions for FRA products.
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| com.opengamma.strata.measure.fx |
Calculation functions for FX products.
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| com.opengamma.strata.measure.fxopt |
Calculation functions for FX option products.
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| com.opengamma.strata.measure.index |
Calculation functions for index products.
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| com.opengamma.strata.measure.payment |
Calculation functions for payment products.
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| com.opengamma.strata.measure.rate |
Base package for calculation functions.
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| com.opengamma.strata.measure.security |
Calculation functions for futures products.
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| com.opengamma.strata.measure.swap |
Calculation functions for swap products.
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| com.opengamma.strata.measure.swaption |
Calculation functions for swaption products.
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| com.opengamma.strata.pricer |
Calculators for financial instruments.
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| com.opengamma.strata.pricer.bond |
Calculators for bonds.
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| com.opengamma.strata.pricer.capfloor |
Calculators for Ibor cap-floor.
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| com.opengamma.strata.pricer.cms |
Calculators for CMS.
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| com.opengamma.strata.pricer.common |
Common code for pricing.
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| com.opengamma.strata.pricer.credit |
Calculators for credit instruments, such as Credit Default Swap (CDS).
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| com.opengamma.strata.pricer.curve |
Provides the ability to calibrate curves.
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| com.opengamma.strata.pricer.deposit |
Calculators for rate deposit instruments, such as term deposit.
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| com.opengamma.strata.pricer.dsf |
Calculators for Deliverable Swap Futures (DSFs).
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| com.opengamma.strata.pricer.fra |
Calculators for Forward Rate Agreement (FRA) instruments.
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| com.opengamma.strata.pricer.fx |
Calculators for FX instruments, such as FX forward and FX swap.
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| com.opengamma.strata.pricer.fxopt |
Calculators for FX options.
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| com.opengamma.strata.pricer.impl.cms |
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| com.opengamma.strata.pricer.impl.option |
Internal implementations of option pricing.
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| com.opengamma.strata.pricer.impl.rate |
Internal implementations of rate calculations.
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| com.opengamma.strata.pricer.impl.rate.model |
Internal implementations of analytic models.
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| com.opengamma.strata.pricer.impl.rate.swap |
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| com.opengamma.strata.pricer.impl.swap |
Internal implementations of rate swap calculations.
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| com.opengamma.strata.pricer.impl.tree |
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| com.opengamma.strata.pricer.impl.volatility.local |
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| com.opengamma.strata.pricer.impl.volatility.smile |
Internal implementations of volatility smile.
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| com.opengamma.strata.pricer.index |
Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
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| com.opengamma.strata.pricer.model |
Common code for model pricing.
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| com.opengamma.strata.pricer.option |
Pricer support classes for options.
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| com.opengamma.strata.pricer.payment |
Calculators for payment instruments.
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| com.opengamma.strata.pricer.rate |
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
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| com.opengamma.strata.pricer.sensitivity |
Calculators for sensitivities.
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| com.opengamma.strata.pricer.swap |
Calculators for interest rate swaps.
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| com.opengamma.strata.pricer.swaption |
Calculators for swaptions.
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| com.opengamma.strata.product |
Entity objects describing trades and products in financial markets.
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| com.opengamma.strata.product.bond |
Entity objects describing bonds.
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| com.opengamma.strata.product.capfloor |
Entity objects describing Ibor cap/floor.
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| com.opengamma.strata.product.cms |
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
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| com.opengamma.strata.product.common |
Entity objects shared between other packages.
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| com.opengamma.strata.product.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
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| com.opengamma.strata.product.credit.type |
Conventions and templates to aid the construction of credit instruments.
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| com.opengamma.strata.product.deposit |
Entity objects describing financial instruments representing a simple deposit with interest.
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| com.opengamma.strata.product.deposit.type |
Conventions and templates to aid the construction of deposits.
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| com.opengamma.strata.product.dsf |
Entity objects describing Deliverable Swap Futures (DSFs).
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| com.opengamma.strata.product.etd |
Entity objects describing Exchange Traded Derivatives (ETDs).
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| com.opengamma.strata.product.fra |
Entity objects describing a forward rate agreement (FRA).
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| com.opengamma.strata.product.fra.type |
Conventions and templates to aid the construction of FRAs.
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| com.opengamma.strata.product.fx |
Entity objects describing financial instruments in the foreign exchange market.
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| com.opengamma.strata.product.fx.type |
Conventions and templates to aid the construction of foreign exchange products.
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| com.opengamma.strata.product.fxopt |
Entity objects describing options in the foreign exchange market.
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| com.opengamma.strata.product.index |
Entity objects describing contracts based on rate indices.
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| com.opengamma.strata.product.index.type |
Conventions and templates to aid the construction of rate index products.
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| com.opengamma.strata.product.option |
Entity objects describing common option concepts.
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| com.opengamma.strata.product.payment |
Entity objects describing simple payment financial instruments.
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| com.opengamma.strata.product.rate |
Entity objects describing the rate-based financial instruments.
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| com.opengamma.strata.product.swap |
Entity objects describing a swap.
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| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
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| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
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| com.opengamma.strata.report |
Reporting Framework
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| com.opengamma.strata.report.cashflow |
Types for reporting and formatting cashflows.
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| com.opengamma.strata.report.framework.expression |
Provide the ability to extract data using textual expressions.
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| com.opengamma.strata.report.framework.format |
Provide the ability to format calculated values.
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| com.opengamma.strata.report.trade |
Types for reporting and formatting trades.
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