Uses of Interface
com.opengamma.strata.basics.CalculationTarget

Packages that use CalculationTarget

Package	Description
com.opengamma.strata.basics	Basic types for modelling reference data.
com.opengamma.strata.calc	Calculates risk measures on trades, applies scenarios and manages market data.
com.opengamma.strata.calc.marketdata	Provides the ability to obtain market data and perform calibrations and scenario perturbations.
com.opengamma.strata.calc.runner	The calculation runner.
com.opengamma.strata.market.sensitivity	Entity objects for sensitivities.
com.opengamma.strata.measure.calc	Additional calculation parameters.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.product	Entity objects describing trades and products in financial markets.
com.opengamma.strata.product.bond	Entity objects describing bonds.
com.opengamma.strata.product.capfloor	Entity objects describing Ibor cap/floor.
com.opengamma.strata.product.cms	Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
com.opengamma.strata.product.credit	Entity objects describing Credit Default Swap (CDS) and CDS index.
com.opengamma.strata.product.deposit	Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.dsf	Entity objects describing Deliverable Swap Futures (DSFs).
com.opengamma.strata.product.etd	Entity objects describing Exchange Traded Derivatives (ETDs).
com.opengamma.strata.product.fra	Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.fx	Entity objects describing financial instruments in the foreign exchange market.
com.opengamma.strata.product.fxopt	Entity objects describing options in the foreign exchange market.
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.
com.opengamma.strata.product.payment	Entity objects describing simple payment financial instruments.
com.opengamma.strata.product.swap	Entity objects describing a swap.
com.opengamma.strata.product.swaption	Entity objects describing options on swaps, known as swaptions.
com.opengamma.strata.report	Reporting Framework

Uses of CalculationTarget in com.opengamma.strata.basics

Subinterfaces of CalculationTarget in com.opengamma.strata.basics

Modifier and Type	Interface	Description
interface	ResolvableCalculationTarget	A calculation target that can be resolved using reference data.

Methods in com.opengamma.strata.basics that return CalculationTarget

Modifier and Type	Method	Description
CalculationTarget	ResolvableCalculationTarget.resolveTarget(ReferenceData refData)	Resolves this target, returning the resolved instance.

Methods in com.opengamma.strata.basics that return types with arguments of type CalculationTarget

Modifier and Type	Method	Description
ImmutableList<CalculationTarget>	CalculationTargetList.getTargets()	Gets the targets.

Methods in com.opengamma.strata.basics with parameters of type CalculationTarget

Modifier and Type	Method	Description
static CalculationTargetList	CalculationTargetList.of(CalculationTarget... targets)	Obtains an instance from a list of targets.

Method parameters in com.opengamma.strata.basics with type arguments of type CalculationTarget

Modifier and Type	Method	Description
static CalculationTargetList	CalculationTargetList.of(List<? extends CalculationTarget> targets)	Obtains an instance from a list of targets.

Uses of CalculationTarget in com.opengamma.strata.calc

Method parameters in com.opengamma.strata.calc with type arguments of type CalculationTarget

Modifier and Type	Method	Description
Results	CalculationRunner.calculate(CalculationRules calculationRules, List<? extends CalculationTarget> targets, List<Column> columns, MarketData marketData, ReferenceData refData)	Performs calculations for a single set of market data.
void	CalculationRunner.calculateAsync(CalculationRules calculationRules, List<? extends CalculationTarget> targets, List<Column> columns, MarketData marketData, ReferenceData refData, CalculationListener listener)	Performs calculations asynchronously for a single set of market data, invoking a listener as each calculation completes.
Results	CalculationRunner.calculateMultiScenario(CalculationRules calculationRules, List<? extends CalculationTarget> targets, List<Column> columns, ScenarioMarketData marketData, ReferenceData refData)	Performs calculations for multiple scenarios, each with a different set of market data.
void	CalculationRunner.calculateMultiScenarioAsync(CalculationRules calculationRules, List<? extends CalculationTarget> targets, List<Column> columns, ScenarioMarketData marketData, ReferenceData refData, CalculationListener listener)	Performs calculations asynchronously for a multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.

Uses of CalculationTarget in com.opengamma.strata.calc.marketdata

Method parameters in com.opengamma.strata.calc.marketdata with type arguments of type CalculationTarget

Modifier and Type	Method	Description
static MarketDataRequirements	MarketDataRequirements.of(CalculationRules calculationRules, List<? extends CalculationTarget> targets, List<Column> columns, ReferenceData refData)	Obtains an instance from a set of targets, columns and rules.

Uses of CalculationTarget in com.opengamma.strata.calc.runner

Classes in com.opengamma.strata.calc.runner with type parameters of type CalculationTarget

Modifier and Type	Class	Description
class	AbstractDerivedCalculationFunction<T extends CalculationTarget,R>	Abstract derived calculation function with fields for the target type, measure and required measures.
interface	CalculationFunction<T extends CalculationTarget>	Primary interface for all calculation functions that calculate measures.
interface	DerivedCalculationFunction<T extends CalculationTarget,R>	A derived calculation function calculates one measure using the measures calculated by another function.

Methods in com.opengamma.strata.calc.runner with type parameters of type CalculationTarget

Modifier and Type	Method	Description
<T extends CalculationTarget> Optional<CalculationFunction<? super T>>	CalculationFunctions.findFunction(T target)	Finds the function that handles the specified target.
default <T extends CalculationTarget> CalculationFunction<? super T>	CalculationFunctions.getFunction(T target)	Gets the function that handles the specified target.

Methods in com.opengamma.strata.calc.runner that return CalculationTarget

Modifier and Type	Method	Description
CalculationTarget	CalculationResults.getTarget()	Gets the target of the calculation, often a trade.
CalculationTarget	CalculationTask.getTarget()	Gets the target for which the value will be calculated.

Methods in com.opengamma.strata.calc.runner that return types with arguments of type CalculationTarget

Modifier and Type	Method	Description
CalculationFunction<CalculationTarget>	CalculationTask.getFunction()	Gets the function that will calculate the value.
List<CalculationTarget>	CalculationTasks.getTargets()	Gets the targets that calculations will be performed on.

Methods in com.opengamma.strata.calc.runner with parameters of type CalculationTarget

Modifier and Type	Method	Description
default Optional<CalculationParameter>	CalculationParameter.filter(CalculationTarget target, Measure measure)	Filters this parameter to the specified target and measure.
CalculationParameters	CalculationParameters.filter(CalculationTarget target, Measure measure)	Filters the parameters, matching only those that are applicable for the target and measure.
static CalculationResults	CalculationResults.of(CalculationTarget target, List<CalculationResult> results)	Obtains a calculation result from individual calculations.
static CalculationTask	CalculationTask.of(CalculationTarget target, CalculationFunction<? extends CalculationTarget> function, CalculationParameters parameters, List<CalculationTaskCell> cells)	Obtains an instance that will calculate the specified cells.
static CalculationTask	CalculationTask.of(CalculationTarget target, CalculationFunction<? extends CalculationTarget> function, CalculationTaskCell... cells)	Obtains an instance that will calculate the specified cells.
abstract void	AggregatingCalculationListener.resultReceived(CalculationTarget target, CalculationResult result)
void	CalculationListener.resultReceived(CalculationTarget target, CalculationResult result)	Invoked when a calculation completes.
void	ResultsListener.resultReceived(CalculationTarget target, CalculationResult result)

Method parameters in com.opengamma.strata.calc.runner with type arguments of type CalculationTarget

Modifier and Type	Method	Description
default void	CalculationListener.calculationsStarted(List<CalculationTarget> targets, List<Column> columns)	Invoked when the calculations start; guaranteed to be invoked before CalculationListener.resultReceived(CalculationTarget, CalculationResult) and CalculationListener.calculationsComplete().
void	ResultsListener.calculationsStarted(List<CalculationTarget> targets, List<Column> columns)
static CalculationTask	CalculationTask.of(CalculationTarget target, CalculationFunction<? extends CalculationTarget> function, CalculationParameters parameters, List<CalculationTaskCell> cells)	Obtains an instance that will calculate the specified cells.
static CalculationTask	CalculationTask.of(CalculationTarget target, CalculationFunction<? extends CalculationTarget> function, CalculationTaskCell... cells)	Obtains an instance that will calculate the specified cells.
static CalculationTasks	CalculationTasks.of(CalculationRules rules, List<? extends CalculationTarget> targets, List<Column> columns)	Obtains an instance from a set of targets, columns and rules.
static CalculationTasks	CalculationTasks.of(CalculationRules rules, List<? extends CalculationTarget> targets, List<Column> columns, ReferenceData refData)	Obtains an instance from a set of targets, columns and rules, resolving the targets.

Uses of CalculationTarget in com.opengamma.strata.market.sensitivity

Subinterfaces of CalculationTarget in com.opengamma.strata.market.sensitivity

Modifier and Type	Interface	Description
interface	Sensitivities	Risk expressed as a set of sensitivities.

Classes in com.opengamma.strata.market.sensitivity that implement CalculationTarget

Modifier and Type	Class	Description
class	CurveSensitivities	Sensitivity to a set of curves, used to pass risk into calculations.

Uses of CalculationTarget in com.opengamma.strata.measure.calc

Methods in com.opengamma.strata.measure.calc with parameters of type CalculationTarget

Modifier and Type	Method	Description
Optional<CalculationParameter>	TargetTypeCalculationParameter.filter(CalculationTarget target, Measure measure)
Optional<CalculationParameter>	TradeCounterpartyCalculationParameter.filter(CalculationTarget target, Measure measure)

Uses of CalculationTarget in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt with parameters of type CalculationTarget

Modifier and Type	Method	Description
Optional<CalculationParameter>	FxSingleBarrierOptionMethod.filter(CalculationTarget target, Measure measure)
Optional<CalculationParameter>	FxVanillaOptionMethod.filter(CalculationTarget target, Measure measure)

Uses of CalculationTarget in com.opengamma.strata.product

Subinterfaces of CalculationTarget in com.opengamma.strata.product

Modifier and Type	Interface	Description
interface	PortfolioItem	An item in a portfolio.
interface	Position	A position in a security.
interface	ProductTrade	A trade that is directly based on a product.
interface	ResolvableSecurityPosition	A position that has a security identifier that can be resolved using reference data.
interface	ResolvableSecurityTrade	A trade that has a security identifier that can be resolved using reference data.
interface	ResolvableTrade<T extends ResolvedTrade>	A trade that can to be resolved using reference data.
interface	SecuritizedProductPortfolioItem<P extends SecuritizedProduct>	A trade that is directly based on a securitized product.
interface	SecuritizedProductPosition<P extends SecuritizedProduct>	A position that is directly based on a securitized product.
interface	SecuritizedProductTrade<P extends SecuritizedProduct>	A trade that is directly based on a securitized product.
interface	SecurityQuantityTrade	A trade that is based on security, quantity and price.
interface	Trade	A trade with additional structured information.

Classes in com.opengamma.strata.product that implement CalculationTarget

Modifier and Type	Class	Description
class	GenericSecurityPosition	A position in a security, where the security is embedded ready for mark-to-market pricing.
class	GenericSecurityTrade	A trade representing the purchase or sale of a security, where the security is embedded ready for mark-to-market pricing.
class	SecurityPosition	A position in a security, where the security is referenced by identifier.
class	SecurityTrade	A trade representing the purchase or sale of a security, where the security is referenced by identifier.

Uses of CalculationTarget in com.opengamma.strata.product.bond

Classes in com.opengamma.strata.product.bond that implement CalculationTarget

Modifier and Type	Class	Description
class	BillPosition	A position in a bill.
class	BillTrade	A trade representing a bill.
class	BondFutureOptionPosition	A position in a bond future option.
class	BondFutureOptionTrade	A trade representing an option on a futures contract based on bonds.
class	BondFuturePosition	A position in a bond future.
class	BondFutureTrade	A trade representing a futures contract based on a fixed coupon bond.
class	CapitalIndexedBondPosition	A position in a capital indexed bond.
class	CapitalIndexedBondTrade	A trade representing a capital indexed bond.
class	FixedCouponBondPosition	A position in a fixed coupon bond.
class	FixedCouponBondTrade	A trade representing a fixed coupon bond.

Uses of CalculationTarget in com.opengamma.strata.product.capfloor

Classes in com.opengamma.strata.product.capfloor that implement CalculationTarget

Modifier and Type	Class	Description
class	IborCapFloorTrade	A trade in an Ibor cap/floor.

Uses of CalculationTarget in com.opengamma.strata.product.cms

Classes in com.opengamma.strata.product.cms that implement CalculationTarget

Modifier and Type	Class	Description
class	CmsTrade	A trade in a constant maturity swap (CMS).

Uses of CalculationTarget in com.opengamma.strata.product.credit

Classes in com.opengamma.strata.product.credit that implement CalculationTarget

Modifier and Type	Class	Description
class	CdsCalibrationTrade	A trade in a single-name credit default swap (CDS) used for credit curve calibration.
class	CdsIndexCalibrationTrade	A trade in a CDS index used for credit curve calibration.
class	CdsIndexTrade	A trade in a CDS index.
class	CdsTrade	A trade in a single-name credit default swap (CDS).

Uses of CalculationTarget in com.opengamma.strata.product.deposit

Classes in com.opengamma.strata.product.deposit that implement CalculationTarget

Modifier and Type	Class	Description
class	IborFixingDepositTrade	A trade in an Ibor fixing deposit.
class	TermDepositTrade	A trade in a term deposit.

Uses of CalculationTarget in com.opengamma.strata.product.dsf

Classes in com.opengamma.strata.product.dsf that implement CalculationTarget

Modifier and Type	Class	Description
class	DsfPosition	A position in a DSF.
class	DsfTrade	A trade representing a futures contract based on an interest rate swap.

Uses of CalculationTarget in com.opengamma.strata.product.etd

Subinterfaces of CalculationTarget in com.opengamma.strata.product.etd

Modifier and Type	Interface	Description
interface	EtdPosition	A position in an ETD, where the security is embedded ready for mark-to-market pricing.
interface	EtdTrade	A trade in an exchange traded derivative (ETD).

Classes in com.opengamma.strata.product.etd that implement CalculationTarget

Modifier and Type	Class	Description
class	EtdFuturePosition	A position in an ETD future, where the security is embedded ready for mark-to-market pricing.
class	EtdFutureTrade	A trade representing an ETD future.
class	EtdOptionPosition	A position in an ETD option, where the security is embedded ready for mark-to-market pricing.
class	EtdOptionTrade	A trade representing an ETD option.

Uses of CalculationTarget in com.opengamma.strata.product.fra

Classes in com.opengamma.strata.product.fra that implement CalculationTarget

Modifier and Type	Class	Description
class	FraTrade	A trade in a forward rate agreement (FRA).

Uses of CalculationTarget in com.opengamma.strata.product.fx

Subinterfaces of CalculationTarget in com.opengamma.strata.product.fx

Modifier and Type	Interface	Description
interface	FxOptionTrade	A foreign exchange option trade such as a FxVanillaOptionTrade.
interface	FxTrade	A foreign exchange trade, such as an FX forward, FX spot or FX option.

Classes in com.opengamma.strata.product.fx that implement CalculationTarget

Modifier and Type	Class	Description
class	FxNdfTrade	A trade in a Non-Deliverable Forward (NDF).
class	FxSingleTrade	A foreign exchange trade, such as an FX forward or FX spot.
class	FxSwapTrade	A trade in an FX swap.

Uses of CalculationTarget in com.opengamma.strata.product.fxopt

Classes in com.opengamma.strata.product.fxopt that implement CalculationTarget

Modifier and Type	Class	Description
class	FxSingleBarrierOptionTrade	A trade in an FX single barrier option.
class	FxVanillaOptionTrade	A trade in a vanilla FX option.

Uses of CalculationTarget in com.opengamma.strata.product.index

Classes in com.opengamma.strata.product.index that implement CalculationTarget

Modifier and Type	Class	Description
class	IborFutureOptionPosition	A position in an option on a futures contract based on an Ibor index.
class	IborFutureOptionTrade	A trade representing an option on a futures contract based on an Ibor index.
class	IborFuturePosition	A position in a futures contract based on an Ibor index.
class	IborFutureTrade	A trade representing a futures contract based on an Ibor index.
class	OvernightFuturePosition	A futures contract based on an Overnight index.
class	OvernightFutureTrade	A trade representing a futures contract based on an Overnight index.

Uses of CalculationTarget in com.opengamma.strata.product.payment

Classes in com.opengamma.strata.product.payment that implement CalculationTarget

Modifier and Type	Class	Description
class	BulletPaymentTrade	A bullet payment trade.

Uses of CalculationTarget in com.opengamma.strata.product.swap

Classes in com.opengamma.strata.product.swap that implement CalculationTarget

Modifier and Type	Class	Description
class	SwapTrade	A trade in a rate swap.

Uses of CalculationTarget in com.opengamma.strata.product.swaption

Classes in com.opengamma.strata.product.swaption that implement CalculationTarget

Modifier and Type	Class	Description
class	SwaptionTrade	A trade in an option on an underlying swap.

Uses of CalculationTarget in com.opengamma.strata.report

Methods in com.opengamma.strata.report that return types with arguments of type CalculationTarget

Modifier and Type	Method	Description
List<CalculationTarget>	ReportCalculationResults.getTargets()	Gets the targets on which the results are calculated.
org.joda.beans.MetaProperty<List<CalculationTarget>>	ReportCalculationResults.Meta.targets()	The meta-property for the targets property.

Method parameters in com.opengamma.strata.report with type arguments of type CalculationTarget

Modifier and Type	Method	Description
static ReportCalculationResults	ReportCalculationResults.of(LocalDate valuationDate, List<? extends CalculationTarget> targets, List<Column> columns, Results calculationResults)	Obtains an instance from the valuation date, trades, columns and results.
static ReportCalculationResults	ReportCalculationResults.of(LocalDate valuationDate, List<? extends CalculationTarget> targets, List<Column> columns, Results calculationResults, CalculationFunctions calculationFunctions, ReferenceData refData)	Obtains an instance from the valuation date, trades, columns, results and reference data.