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

Packages that use ReferenceData

Package	Description
com.opengamma.strata.basics	Basic types for modelling reference data.
com.opengamma.strata.basics.currency	Representations of currency and money.
com.opengamma.strata.basics.date	Tools for working with dates.
com.opengamma.strata.basics.index	Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.basics.schedule	Basic financial tools for working with date-based schedules.
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.data.scenario	Basic types to model market data across scenarios.
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.loader.fpml	Loader that can convert files to financial instruments.
com.opengamma.strata.market	Data structures for market data.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.measure.capfloor	Calculation functions for Ibor cap/floor products.
com.opengamma.strata.measure.cms	Calculation functions for constant maturity swap (CMS) products.
com.opengamma.strata.measure.credit	Calculation functions for credit products.
com.opengamma.strata.measure.curve	Integration code that allows strata-calc to use and calibrate curves.
com.opengamma.strata.measure.deposit	Calculation functions for deposit products.
com.opengamma.strata.measure.dsf	Calculation functions for DSF products.
com.opengamma.strata.measure.fra	Calculation functions for FRA products.
com.opengamma.strata.measure.fx	Calculation functions for FX products.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.measure.index	Calculation functions for index products.
com.opengamma.strata.measure.payment	Calculation functions for payment products.
com.opengamma.strata.measure.rate	Base package for calculation functions.
com.opengamma.strata.measure.security	Calculation functions for futures products.
com.opengamma.strata.measure.swap	Calculation functions for swap products.
com.opengamma.strata.measure.swaption	Calculation functions for swaption products.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.
com.opengamma.strata.product	Entity objects describing trades and products in financial markets.
com.opengamma.strata.product.bond	Entity objects describing bonds.
com.opengamma.strata.product.capfloor	Entity objects describing Ibor cap/floor.
com.opengamma.strata.product.cms	Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
com.opengamma.strata.product.credit	Entity objects describing Credit Default Swap (CDS) and CDS index.
com.opengamma.strata.product.credit.type	Conventions and templates to aid the construction of credit instruments.
com.opengamma.strata.product.deposit	Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.deposit.type	Conventions and templates to aid the construction of deposits.
com.opengamma.strata.product.dsf	Entity objects describing Deliverable Swap Futures (DSFs).
com.opengamma.strata.product.etd	Entity objects describing Exchange Traded Derivatives (ETDs).
com.opengamma.strata.product.fra	Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.fra.type	Conventions and templates to aid the construction of FRAs.
com.opengamma.strata.product.fx	Entity objects describing financial instruments in the foreign exchange market.
com.opengamma.strata.product.fx.type	Conventions and templates to aid the construction of foreign exchange products.
com.opengamma.strata.product.fxopt	Entity objects describing options in the foreign exchange market.
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.
com.opengamma.strata.product.index.type	Conventions and templates to aid the construction of rate index products.
com.opengamma.strata.product.payment	Entity objects describing simple payment financial instruments.
com.opengamma.strata.product.rate	Entity objects describing the rate-based financial instruments.
com.opengamma.strata.product.swap	Entity objects describing a swap.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.
com.opengamma.strata.product.swaption	Entity objects describing options on swaps, known as swaptions.
com.opengamma.strata.report	Reporting Framework

Uses of ReferenceData in com.opengamma.strata.basics

Classes in com.opengamma.strata.basics that implement ReferenceData

Modifier and Type	Class	Description
class	ImmutableReferenceData	An immutable set of reference data

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

Modifier and Type	Method	Description
ReferenceData	ImmutableReferenceData.combinedWith(ReferenceData other)
default ReferenceData	ReferenceData.combinedWith(ReferenceData other)	Combines this reference data with another.
static ReferenceData	ReferenceData.empty()	Obtains an instance containing no reference data.
static ReferenceData	ReferenceData.minimal()	Obtains the minimal set of reference data.
static ReferenceData	ReferenceData.of(Map<? extends ReferenceDataId<?>,?> values)	Obtains an instance from a map of reference data.
static ReferenceData	ReferenceData.standard()	Obtains an instance of standard reference data.

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

Modifier and Type	Method	Description
ReferenceData	ImmutableReferenceData.combinedWith(ReferenceData other)
default ReferenceData	ReferenceData.combinedWith(ReferenceData other)	Combines this reference data with another.
default T	ReferenceDataId.queryValueOrNull(ReferenceData refData)	Low-level method to query the reference data value associated with this identifier, returning null if not found.
T	Resolvable.resolve(ReferenceData refData)	Resolves this object using the specified reference data.
CalculationTarget	ResolvableCalculationTarget.resolveTarget(ReferenceData refData)	Resolves this target, returning the resolved instance.

Uses of ReferenceData in com.opengamma.strata.basics.currency

Methods in com.opengamma.strata.basics.currency with parameters of type ReferenceData

Modifier and Type	Method	Description
Payment	AdjustablePayment.resolve(ReferenceData refData)	Resolves the date on this payment, returning a payment with a fixed date.

Uses of ReferenceData in com.opengamma.strata.basics.date

Methods in com.opengamma.strata.basics.date that return ReferenceData

Modifier and Type	Method	Description
static ReferenceData	HolidayCalendars.defaultingReferenceData(ReferenceData underlying)	Decorates a ReferenceData instance such that all requests for a HolidayCalendarId will return a value.

Methods in com.opengamma.strata.basics.date with parameters of type ReferenceData

Modifier and Type	Method	Description
LocalDate	BusinessDayAdjustment.adjust(LocalDate date, ReferenceData refData)	Adjusts the date as necessary if it is not a business day.
LocalDate	DaysAdjustment.adjust(LocalDate date, ReferenceData refData)	Adjusts the date, adding the period in days using the holiday calendar and then applying the business day adjustment.
LocalDate	PeriodAdjustment.adjust(LocalDate date, ReferenceData refData)	Adjusts the date, adding the period and then applying the business day adjustment.
LocalDate	TenorAdjustment.adjust(LocalDate date, ReferenceData refData)	Adjusts the date, adding the tenor and then applying the business day adjustment.
LocalDate	AdjustableDate.adjusted(ReferenceData refData)	Adjusts the date using the business day adjustment.
ImmutableList<LocalDate>	AdjustableDates.adjusted(ReferenceData refData)	Adjusts the dates using the business day adjustment.
static ReferenceData	HolidayCalendars.defaultingReferenceData(ReferenceData underlying)	Decorates a ReferenceData instance such that all requests for a HolidayCalendarId will return a value.
HolidayCalendar	HolidayCalendarId.queryValueOrNull(ReferenceData refData)
DateAdjuster	BusinessDayAdjustment.resolve(ReferenceData refData)	Resolves this adjustment using the specified reference data, returning an adjuster.
DateAdjuster	DaysAdjustment.resolve(ReferenceData refData)	Resolves this adjustment using the specified reference data, returning an adjuster.
HolidayCalendar	HolidayCalendarId.resolve(ReferenceData refData)	Resolves this identifier to a holiday calendar using the specified reference data.
DateAdjuster	PeriodAdjustment.resolve(ReferenceData refData)	Resolves this adjustment using the specified reference data, returning an adjuster.
DateAdjuster	TenorAdjustment.resolve(ReferenceData refData)	Resolves this adjustment using the specified reference data, returning an adjuster.

Uses of ReferenceData in com.opengamma.strata.basics.index

Methods in com.opengamma.strata.basics.index with parameters of type ReferenceData

Modifier and Type	Method	Description
LocalDate	IborIndex.calculateEffectiveFromFixing(LocalDate fixingDate, ReferenceData refData)	Calculates the effective date from the fixing date.
LocalDate	ImmutableIborIndex.calculateEffectiveFromFixing(LocalDate fixingDate, ReferenceData refData)
LocalDate	ImmutableOvernightIndex.calculateEffectiveFromFixing(LocalDate fixingDate, ReferenceData refData)
LocalDate	OvernightIndex.calculateEffectiveFromFixing(LocalDate fixingDate, ReferenceData refData)	Calculates the effective date from the fixing date.
LocalDate	IborIndex.calculateFixingFromEffective(LocalDate effectiveDate, ReferenceData refData)	Calculates the fixing date from the effective date.
LocalDate	ImmutableIborIndex.calculateFixingFromEffective(LocalDate effectiveDate, ReferenceData refData)
LocalDate	ImmutableOvernightIndex.calculateFixingFromEffective(LocalDate effectiveDate, ReferenceData refData)
LocalDate	OvernightIndex.calculateFixingFromEffective(LocalDate effectiveDate, ReferenceData refData)	Calculates the fixing date from the effective date.
LocalDate	FxIndex.calculateFixingFromMaturity(LocalDate maturityDate, ReferenceData refData)	Calculates the fixing date from the maturity date.
LocalDate	ImmutableFxIndex.calculateFixingFromMaturity(LocalDate maturityDate, ReferenceData refData)
LocalDate	IborIndex.calculateMaturityFromEffective(LocalDate effectiveDate, ReferenceData refData)	Calculates the maturity date from the effective date.
LocalDate	ImmutableIborIndex.calculateMaturityFromEffective(LocalDate effectiveDate, ReferenceData refData)
LocalDate	ImmutableOvernightIndex.calculateMaturityFromEffective(LocalDate effectiveDate, ReferenceData refData)
LocalDate	OvernightIndex.calculateMaturityFromEffective(LocalDate effectiveDate, ReferenceData refData)	Calculates the maturity date from the effective date.
LocalDate	FxIndex.calculateMaturityFromFixing(LocalDate fixingDate, ReferenceData refData)	Calculates the maturity date from the fixing date.
LocalDate	IborIndex.calculateMaturityFromFixing(LocalDate fixingDate, ReferenceData refData)	Calculates the maturity date from the fixing date.
LocalDate	ImmutableFxIndex.calculateMaturityFromFixing(LocalDate fixingDate, ReferenceData refData)
LocalDate	ImmutableIborIndex.calculateMaturityFromFixing(LocalDate fixingDate, ReferenceData refData)
LocalDate	ImmutableOvernightIndex.calculateMaturityFromFixing(LocalDate fixingDate, ReferenceData refData)
LocalDate	OvernightIndex.calculateMaturityFromFixing(LocalDate fixingDate, ReferenceData refData)	Calculates the maturity date from the fixing date.
LocalDate	ImmutableOvernightIndex.calculatePublicationFromFixing(LocalDate fixingDate, ReferenceData refData)
LocalDate	OvernightIndex.calculatePublicationFromFixing(LocalDate fixingDate, ReferenceData refData)	Calculates the publication date from the fixing date.
static FxIndexObservation	FxIndexObservation.of(FxIndex index, LocalDate fixingDate, ReferenceData refData)	Creates an instance from an index and fixing date.
static IborIndexObservation	IborIndexObservation.of(IborIndex index, LocalDate fixingDate, ReferenceData refData)	Creates an instance from an index and fixing date.
static OvernightIndexObservation	OvernightIndexObservation.of(OvernightIndex index, LocalDate fixingDate, ReferenceData refData)	Creates an IborRateObservation from an index and fixing date.
Function<LocalDate,FxIndexObservation>	FxIndex.resolve(ReferenceData refData)	Resolves this index using the specified reference data, returning a function.
Function<LocalDate,IborIndexObservation>	IborIndex.resolve(ReferenceData refData)	Resolves this index using the specified reference data, returning a function.
Function<LocalDate,FxIndexObservation>	ImmutableFxIndex.resolve(ReferenceData refData)
Function<LocalDate,IborIndexObservation>	ImmutableIborIndex.resolve(ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.basics.schedule

Methods in com.opengamma.strata.basics.schedule with parameters of type ReferenceData

Modifier and Type	Method	Description
ImmutableList<LocalDate>	PeriodicSchedule.createAdjustedDates(ReferenceData refData)	Creates the list of adjusted dates in the schedule.
Schedule	PeriodicSchedule.createSchedule(ReferenceData refData)	Creates the schedule from the definition, see PeriodicSchedule.createSchedule(ReferenceData, boolean).
Schedule	PeriodicSchedule.createSchedule(ReferenceData refData, boolean combinePeriodsIfNecessary)	Creates the schedule from the definition.
ImmutableList<LocalDate>	PeriodicSchedule.createUnadjustedDates(ReferenceData refData)	Creates the list of unadjusted dates in the schedule.

Uses of ReferenceData in com.opengamma.strata.calc

Methods in com.opengamma.strata.calc with parameters of type ReferenceData

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 ReferenceData in com.opengamma.strata.calc.marketdata

Methods in com.opengamma.strata.calc.marketdata with parameters of type ReferenceData

Modifier and Type	Method	Description
MarketDataBox<T>	PerturbationMapping.applyPerturbation(MarketDataBox<T> marketData, ReferenceData refData)	Applies the perturbations in this mapping to an item of market data and returns the results.
MarketDataBox<T>	MarketDataFunction.build(I id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)	Builds and returns the market data identified by the ID.
BuiltMarketData	MarketDataFactory.create(MarketDataRequirements requirements, MarketDataConfig marketDataConfig, MarketData suppliedData, ReferenceData refData)	Builds a set of market data.
BuiltScenarioMarketData	MarketDataFactory.createMultiScenario(MarketDataRequirements requirements, MarketDataConfig marketDataConfig, MarketData suppliedData, ReferenceData refData, ScenarioDefinition scenarioDefinition)	Builds the market data required for performing calculations for a set of scenarios.
BuiltScenarioMarketData	MarketDataFactory.createMultiScenario(MarketDataRequirements requirements, MarketDataConfig marketDataConfig, ScenarioMarketData suppliedData, ReferenceData refData, ScenarioDefinition scenarioDefinition)	Builds the market data required for performing calculations for a set of scenarios.
boolean	MarketDataFilter.matches(I marketDataId, MarketDataBox<T> marketData, ReferenceData refData)	Applies the filter to a market data ID and the corresponding market data value and returns true if the filter matches.
boolean	PerturbationMapping.matches(MarketDataId<?> marketDataId, MarketDataBox<?> marketData, ReferenceData refData)	Returns true if the filter matches the market data ID and value.
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 ReferenceData in com.opengamma.strata.calc.runner

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

Modifier and Type	Method	Description
Map<Measure,Result<?>>	CalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData marketData, ReferenceData refData)	Calculates values of multiple measures for the target using multiple sets of market data.
Results	CalculationTaskRunner.calculate(CalculationTasks tasks, MarketData marketData, ReferenceData refData)	Performs calculations for a single set of market data.
R	DerivedCalculationFunction.calculate(T target, Map<Measure,Object> requiredMeasures, CalculationParameters parameters, ScenarioMarketData marketData, ReferenceData refData)	Calculates the measure.
void	CalculationTaskRunner.calculateAsync(CalculationTasks tasks, MarketData marketData, ReferenceData refData, CalculationListener listener)	Performs calculations asynchronously for a single set of market data, invoking a listener as each calculation completes.
Results	CalculationTaskRunner.calculateMultiScenario(CalculationTasks tasks, ScenarioMarketData marketData, ReferenceData refData)	Performs calculations for multiple scenarios, each with a different set of market data.
void	CalculationTaskRunner.calculateMultiScenarioAsync(CalculationTasks tasks, ScenarioMarketData marketData, ReferenceData refData, CalculationListener listener)	Performs calculations asynchronously for multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.
CalculationResults	CalculationTask.execute(ScenarioMarketData marketData, ReferenceData refData)	Executes the task, performing calculations for the target using multiple sets of market data.
Currency	CalculationFunction.naturalCurrency(T target, ReferenceData refData)	Returns the "natural" currency for the specified target.
Currency	CalculationTask.naturalCurrency(ReferenceData refData)	Determines the natural currency of the target.
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.
FunctionRequirements	AbstractDerivedCalculationFunction.requirements(T target, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements	CalculationFunction.requirements(T target, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)	Determines the market data required by this function to perform its calculations.
MarketDataRequirements	CalculationTask.requirements(ReferenceData refData)	Returns requirements specifying the market data the function needs to perform its calculations.
MarketDataRequirements	CalculationTasks.requirements(ReferenceData refData)	Gets the market data that is required to perform the calculations.
FunctionRequirements	DerivedCalculationFunction.requirements(T target, CalculationParameters parameters, ReferenceData refData)	Returns requirements for the market data required by this function to calculate its measure.

Uses of ReferenceData in com.opengamma.strata.data.scenario

Methods in com.opengamma.strata.data.scenario with parameters of type ReferenceData

Modifier and Type	Method	Description
MarketDataBox<T>	ScenarioPerturbation.applyTo(MarketDataBox<T> marketData, ReferenceData refData)	Applies this perturbation to the market data in a box, returning a box containing new, modified data.
default <T> ScenarioMarketData	ScenarioMarketData.withPerturbation(MarketDataId<T> id, ScenarioPerturbation<T> perturbation, ReferenceData refData)	Returns a copy of this market data with the specified value perturbed.

Uses of ReferenceData in com.opengamma.strata.loader.csv

Methods in com.opengamma.strata.loader.csv that return ReferenceData

Modifier and Type	Method	Description
ReferenceData	PositionCsvInfoResolver.getReferenceData()	Gets the reference data being used.
ReferenceData	SensitivityCsvInfoResolver.getReferenceData()	Gets the reference data being used.
ReferenceData	TradeCsvInfoResolver.getReferenceData()	Gets the reference data being used.

Methods in com.opengamma.strata.loader.csv with parameters of type ReferenceData

Modifier and Type	Method	Description
static LightweightPositionCsvInfoResolver	LightweightPositionCsvInfoResolver.of(ReferenceData refData)	Obtains an instance that uses the specified set of reference data.
static PositionCsvInfoResolver	PositionCsvInfoResolver.of(ReferenceData refData)	Obtains an instance that uses the specified set of reference data.
static PositionCsvLoader	PositionCsvLoader.of(ReferenceData refData)	Obtains an instance that uses the specified set of reference data.
static SensitivityCsvInfoResolver	SensitivityCsvInfoResolver.of(ReferenceData refData)	Obtains an instance that uses the specified set of reference data.
static SensitivityCsvLoader	SensitivityCsvLoader.of(ReferenceData refData)	Obtains an instance that uses the specified set of reference data.
static TradeCsvInfoResolver	TradeCsvInfoResolver.of(ReferenceData refData)	Obtains an instance that uses the specified set of reference data.
static TradeCsvLoader	TradeCsvLoader.of(ReferenceData refData)	Obtains an instance that uses the specified set of reference data.

Uses of ReferenceData in com.opengamma.strata.loader.fpml

Methods in com.opengamma.strata.loader.fpml that return ReferenceData

Modifier and Type	Method	Description
ReferenceData	FpmlDocument.getReferenceData()	Gets the reference data.

Methods in com.opengamma.strata.loader.fpml with parameters of type ReferenceData

Modifier and Type	Method	Description
static FpmlDocumentParser	FpmlDocumentParser.of(FpmlPartySelector ourPartySelector, FpmlTradeInfoParserPlugin tradeInfoParser, ReferenceData refData)	Obtains an instance of the parser, based on the specified selector, trade info plugin and reference data.
static FpmlDocumentParser	FpmlDocumentParser.of(FpmlPartySelector ourPartySelector, FpmlTradeInfoParserPlugin tradeInfoParser, Map<String,FpmlParserPlugin> tradeParsers, ReferenceData refData)	Obtains an instance of the parser, based on the specified selector and plugins.

Constructors in com.opengamma.strata.loader.fpml with parameters of type ReferenceData

Constructor	Description
FpmlDocument(XmlElement fpmlRootEl, Map<String,XmlElement> references, FpmlPartySelector ourPartySelector, FpmlTradeInfoParserPlugin tradeInfoParser, ReferenceData refData)	Creates an instance, based on the specified element.

Uses of ReferenceData in com.opengamma.strata.market

Methods in com.opengamma.strata.market with parameters of type ReferenceData

Modifier and Type	Method	Description
MarketDataBox<FxRate>	FxRateShifts.applyTo(MarketDataBox<FxRate> marketData, ReferenceData refData)
MarketDataBox<Double>	GenericDoubleShifts.applyTo(MarketDataBox<Double> marketData, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.market.curve

Methods in com.opengamma.strata.market.curve with parameters of type ReferenceData

Modifier and Type	Method	Description
MarketDataBox<Curve>	CurveParallelShifts.applyTo(MarketDataBox<Curve> curve, ReferenceData refData)
LocalDate	CurveNode.date(LocalDate valuationDate, ReferenceData refData)	Calculates the date associated with the node.
LocalDate	DepositIsdaCreditCurveNode.date(LocalDate tradeDate, ReferenceData refData)
LocalDate	IsdaCreditCurveNode.date(LocalDate tradeDate, ReferenceData refData)	Calculates the date associated with the node.
LocalDate	SwapIsdaCreditCurveNode.date(LocalDate tradeDate, ReferenceData refData)
CurveDefinition	CurveDefinition.filtered(LocalDate valuationDate, ReferenceData refData)	Returns a filtered version of this definition with no invalid nodes.
InterpolatedNodalCurveDefinition	InterpolatedNodalCurveDefinition.filtered(LocalDate valuationDate, ReferenceData refData)
NodalCurveDefinition	NodalCurveDefinition.filtered(LocalDate valuationDate, ReferenceData refData)
ParameterizedFunctionalCurveDefinition	ParameterizedFunctionalCurveDefinition.filtered(LocalDate valuationDate, ReferenceData refData)
RatesCurveGroupDefinition	RatesCurveGroupDefinition.filtered(LocalDate valuationDate, ReferenceData refData)	Returns a filtered version of this definition with no invalid nodes.
CurveMetadata	CurveDefinition.metadata(LocalDate valuationDate, ReferenceData refData)	Creates the curve metadata.
DatedParameterMetadata	CurveNode.metadata(LocalDate valuationDate, ReferenceData refData)	Returns metadata for the node.
CurveMetadata	InterpolatedNodalCurveDefinition.metadata(LocalDate valuationDate, ReferenceData refData)
CurveMetadata	ParameterizedFunctionalCurveDefinition.metadata(LocalDate valuationDate, ReferenceData refData)
ImmutableList<CurveMetadata>	RatesCurveGroupDefinition.metadata(LocalDate valuationDate, ReferenceData refData)	Creates the curve metadata for each definition.
ResolvedTrade	CurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)	Creates a resolved trade representing the instrument at the node.
ImmutableList<ResolvedTrade>	RatesCurveGroupDefinition.resolvedTrades(MarketData marketData, ReferenceData refData)	Creates a list of trades representing the instrument at each node.
default ResolvedTrade	CurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)	Creates a resolved trade representing the instrument at the node.
Trade	CurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)	Creates a trade representing the instrument at the node.

Uses of ReferenceData in com.opengamma.strata.market.curve.node

Methods in com.opengamma.strata.market.curve.node with parameters of type ReferenceData

Modifier and Type	Method	Description
LocalDate	CdsIndexIsdaCreditCurveNode.date(LocalDate tradeDate, ReferenceData refData)
LocalDate	CdsIsdaCreditCurveNode.date(LocalDate tradeDate, ReferenceData refData)
LocalDate	FixedIborSwapCurveNode.date(LocalDate valuationDate, ReferenceData refData)
LocalDate	FixedInflationSwapCurveNode.date(LocalDate valuationDate, ReferenceData refData)
LocalDate	FixedOvernightSwapCurveNode.date(LocalDate valuationDate, ReferenceData refData)
LocalDate	FraCurveNode.date(LocalDate valuationDate, ReferenceData refData)
LocalDate	FxSwapCurveNode.date(LocalDate valuationDate, ReferenceData refData)
LocalDate	IborFixingDepositCurveNode.date(LocalDate valuationDate, ReferenceData refData)
LocalDate	IborFutureCurveNode.date(LocalDate valuationDate, ReferenceData refData)
LocalDate	IborIborSwapCurveNode.date(LocalDate valuationDate, ReferenceData refData)
LocalDate	OvernightFutureCurveNode.date(LocalDate valuationDate, ReferenceData refData)
LocalDate	OvernightIborSwapCurveNode.date(LocalDate valuationDate, ReferenceData refData)
LocalDate	TermDepositCurveNode.date(LocalDate valuationDate, ReferenceData refData)
LocalDate	ThreeLegBasisSwapCurveNode.date(LocalDate valuationDate, ReferenceData refData)
LocalDate	XCcyIborIborSwapCurveNode.date(LocalDate valuationDate, ReferenceData refData)
DatedParameterMetadata	FixedIborSwapCurveNode.metadata(LocalDate valuationDate, ReferenceData refData)
DatedParameterMetadata	FixedInflationSwapCurveNode.metadata(LocalDate valuationDate, ReferenceData refData)
DatedParameterMetadata	FixedOvernightSwapCurveNode.metadata(LocalDate valuationDate, ReferenceData refData)
DatedParameterMetadata	FraCurveNode.metadata(LocalDate valuationDate, ReferenceData refData)
DatedParameterMetadata	FxSwapCurveNode.metadata(LocalDate valuationDate, ReferenceData refData)
DatedParameterMetadata	IborFixingDepositCurveNode.metadata(LocalDate valuationDate, ReferenceData refData)
DatedParameterMetadata	IborFutureCurveNode.metadata(LocalDate valuationDate, ReferenceData refData)
DatedParameterMetadata	IborIborSwapCurveNode.metadata(LocalDate valuationDate, ReferenceData refData)
DatedParameterMetadata	OvernightFutureCurveNode.metadata(LocalDate valuationDate, ReferenceData refData)
DatedParameterMetadata	OvernightIborSwapCurveNode.metadata(LocalDate valuationDate, ReferenceData refData)
DatedParameterMetadata	TermDepositCurveNode.metadata(LocalDate valuationDate, ReferenceData refData)
DatedParameterMetadata	ThreeLegBasisSwapCurveNode.metadata(LocalDate valuationDate, ReferenceData refData)
DatedParameterMetadata	XCcyIborIborSwapCurveNode.metadata(LocalDate valuationDate, ReferenceData refData)
ResolvedSwapTrade	FixedIborSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	FixedInflationSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	FixedOvernightSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedFraTrade	FraCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedFxSwapTrade	FxSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedIborFixingDepositTrade	IborFixingDepositCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedIborFutureTrade	IborFutureCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	IborIborSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedOvernightFutureTrade	OvernightFutureCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	OvernightIborSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedTermDepositTrade	TermDepositCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	ThreeLegBasisSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	XCcyIborIborSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	FixedIborSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	FixedInflationSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	FixedOvernightSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedFraTrade	FraCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedFxSwapTrade	FxSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedIborFixingDepositTrade	IborFixingDepositCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedIborFutureTrade	IborFutureCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	IborIborSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedOvernightFutureTrade	OvernightFutureCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	OvernightIborSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedTermDepositTrade	TermDepositCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	ThreeLegBasisSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	XCcyIborIborSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
CdsIndexCalibrationTrade	CdsIndexIsdaCreditCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)	Creates a trade representing the CDS index at the node.
CdsCalibrationTrade	CdsIsdaCreditCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)	Creates a trade representing the CDS at the node.
SwapTrade	FixedIborSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	FixedInflationSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	FixedOvernightSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
FraTrade	FraCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
FxSwapTrade	FxSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
IborFixingDepositTrade	IborFixingDepositCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
IborFutureTrade	IborFutureCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	IborIborSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
OvernightFutureTrade	OvernightFutureCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	OvernightIborSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
TermDepositTrade	TermDepositCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	ThreeLegBasisSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	XCcyIborIborSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.market.param

Methods in com.opengamma.strata.market.param with parameters of type ReferenceData

Modifier and Type	Method	Description
MarketDataBox<ParameterizedData>	PointShifts.applyTo(MarketDataBox<ParameterizedData> marketData, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.measure.bond

Methods in com.opengamma.strata.measure.bond with parameters of type ReferenceData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	BillTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	BondFutureOptionTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	BondFutureTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	CapitalIndexedBondTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	FixedCouponBondTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Currency	BillTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)
Currency	BondFutureOptionTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)
Currency	BondFutureTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)
Currency	CapitalIndexedBondTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)
Currency	FixedCouponBondTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)
FunctionRequirements	BillTradeCalculationFunction.requirements(T target, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements	BondFutureOptionTradeCalculationFunction.requirements(T target, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements	BondFutureTradeCalculationFunction.requirements(T target, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements	CapitalIndexedBondTradeCalculationFunction.requirements(T target, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements	FixedCouponBondTradeCalculationFunction.requirements(T target, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.measure.capfloor

Methods in com.opengamma.strata.measure.capfloor with parameters of type ReferenceData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	IborCapFloorTradeCalculationFunction.calculate(IborCapFloorTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Currency	IborCapFloorTradeCalculationFunction.naturalCurrency(IborCapFloorTrade trade, ReferenceData refData)
FunctionRequirements	IborCapFloorTradeCalculationFunction.requirements(IborCapFloorTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.measure.cms

Methods in com.opengamma.strata.measure.cms with parameters of type ReferenceData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	CmsTradeCalculationFunction.calculate(CmsTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Currency	CmsTradeCalculationFunction.naturalCurrency(CmsTrade trade, ReferenceData refData)
FunctionRequirements	CmsTradeCalculationFunction.requirements(CmsTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.measure.credit

Methods in com.opengamma.strata.measure.credit with parameters of type ReferenceData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	CdsIndexTradeCalculationFunction.calculate(CdsIndexTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	CdsTradeCalculationFunction.calculate(CdsTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Currency	CdsIndexTradeCalculationFunction.naturalCurrency(CdsIndexTrade trade, ReferenceData refData)
Currency	CdsTradeCalculationFunction.naturalCurrency(CdsTrade trade, ReferenceData refData)
FunctionRequirements	CdsIndexTradeCalculationFunction.requirements(CdsIndexTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements	CdsTradeCalculationFunction.requirements(CdsTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.measure.curve

Methods in com.opengamma.strata.measure.curve with parameters of type ReferenceData

Modifier and Type	Method	Description
MarketDataBox<Curve>	CurveMarketDataFunction.build(CurveId id, MarketDataConfig config, ScenarioMarketData marketData, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.measure.deposit

Methods in com.opengamma.strata.measure.deposit with parameters of type ReferenceData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	TermDepositTradeCalculationFunction.calculate(TermDepositTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Currency	TermDepositTradeCalculationFunction.naturalCurrency(TermDepositTrade trade, ReferenceData refData)
FunctionRequirements	TermDepositTradeCalculationFunction.requirements(TermDepositTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.measure.dsf

Methods in com.opengamma.strata.measure.dsf with parameters of type ReferenceData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	DsfTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Currency	DsfTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)
FunctionRequirements	DsfTradeCalculationFunction.requirements(T target, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.measure.fra

Methods in com.opengamma.strata.measure.fra with parameters of type ReferenceData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	FraTradeCalculationFunction.calculate(FraTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Currency	FraTradeCalculationFunction.naturalCurrency(FraTrade trade, ReferenceData refData)
FunctionRequirements	FraTradeCalculationFunction.requirements(FraTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.measure.fx

Methods in com.opengamma.strata.measure.fx with parameters of type ReferenceData

Modifier and Type	Method	Description
MarketDataBox<FxRate>	FxRateMarketDataFunction.build(FxRateId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
Map<Measure,Result<?>>	FxNdfTradeCalculationFunction.calculate(FxNdfTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	FxSingleTradeCalculationFunction.calculate(FxSingleTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	FxSwapTradeCalculationFunction.calculate(FxSwapTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Currency	FxNdfTradeCalculationFunction.naturalCurrency(FxNdfTrade trade, ReferenceData refData)
Currency	FxSingleTradeCalculationFunction.naturalCurrency(FxSingleTrade trade, ReferenceData refData)
Currency	FxSwapTradeCalculationFunction.naturalCurrency(FxSwapTrade trade, ReferenceData refData)
FunctionRequirements	FxNdfTradeCalculationFunction.requirements(FxNdfTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements	FxSingleTradeCalculationFunction.requirements(FxSingleTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements	FxSwapTradeCalculationFunction.requirements(FxSwapTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

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

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

Modifier and Type	Method	Description
MarketDataBox<FxOptionVolatilities>	FxOptionVolatilitiesMarketDataFunction.build(FxOptionVolatilitiesId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
Map<Measure,Result<?>>	FxSingleBarrierOptionTradeCalculationFunction.calculate(FxSingleBarrierOptionTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	FxVanillaOptionTradeCalculationFunction.calculate(FxVanillaOptionTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
FxVolatilitySurfaceYearFractionParameterMetadata	FxOptionVolatilitiesNode.metadata(ZonedDateTime valuationDateTime, DayCount dayCount, ReferenceData refData)	Returns metadata for the node.
Currency	FxSingleBarrierOptionTradeCalculationFunction.naturalCurrency(FxSingleBarrierOptionTrade trade, ReferenceData refData)
Currency	FxVanillaOptionTradeCalculationFunction.naturalCurrency(FxVanillaOptionTrade trade, ReferenceData refData)
FunctionRequirements	FxSingleBarrierOptionTradeCalculationFunction.requirements(FxSingleBarrierOptionTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements	FxVanillaOptionTradeCalculationFunction.requirements(FxVanillaOptionTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
double	FxOptionVolatilitiesNode.timeToExpiry(ZonedDateTime valuationDateTime, DayCount dayCount, ReferenceData refData)	Calculates the time to expiry for the valuation date time.
BlackFxOptionSurfaceVolatilities	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.volatilities(ZonedDateTime valuationDateTime, DoubleArray parameters, ReferenceData refData)
BlackFxOptionSmileVolatilities	BlackFxOptionSmileVolatilitiesSpecification.volatilities(ZonedDateTime valuationDateTime, DoubleArray parameters, ReferenceData refData)
FxOptionVolatilities	FxOptionVolatilitiesDefinition.volatilities(ZonedDateTime valuationDateTime, DoubleArray parameters, ReferenceData refData)	Creates FX option volatilities.
FxOptionVolatilities	FxOptionVolatilitiesSpecification.volatilities(ZonedDateTime valuationDateTime, DoubleArray parameters, ReferenceData refData)	Creates FX option volatilities.

Uses of ReferenceData in com.opengamma.strata.measure.index

Methods in com.opengamma.strata.measure.index with parameters of type ReferenceData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	IborFutureOptionTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	IborFutureTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	OvernightFutureTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Currency	IborFutureOptionTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)
Currency	IborFutureTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)
Currency	OvernightFutureTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)
FunctionRequirements	IborFutureOptionTradeCalculationFunction.requirements(T target, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements	IborFutureTradeCalculationFunction.requirements(T target, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements	OvernightFutureTradeCalculationFunction.requirements(T target, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.measure.payment

Methods in com.opengamma.strata.measure.payment with parameters of type ReferenceData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	BulletPaymentTradeCalculationFunction.calculate(BulletPaymentTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Currency	BulletPaymentTradeCalculationFunction.naturalCurrency(BulletPaymentTrade trade, ReferenceData refData)
FunctionRequirements	BulletPaymentTradeCalculationFunction.requirements(BulletPaymentTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.measure.rate

Methods in com.opengamma.strata.measure.rate with parameters of type ReferenceData

Modifier and Type	Method	Description
MarketDataBox<RatesCurveGroup>	RatesCurveGroupMarketDataFunction.build(RatesCurveGroupId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
MarketDataBox<RatesCurveInputs>	RatesCurveInputsMarketDataFunction.build(RatesCurveInputsId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.measure.security

Methods in com.opengamma.strata.measure.security with parameters of type ReferenceData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	GenericSecurityPositionCalculationFunction.calculate(GenericSecurityPosition position, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	GenericSecurityTradeCalculationFunction.calculate(GenericSecurityTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	SecurityPositionCalculationFunction.calculate(SecurityPosition position, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	SecurityTradeCalculationFunction.calculate(SecurityTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Currency	GenericSecurityPositionCalculationFunction.naturalCurrency(GenericSecurityPosition position, ReferenceData refData)
Currency	GenericSecurityTradeCalculationFunction.naturalCurrency(GenericSecurityTrade trade, ReferenceData refData)
Currency	SecurityPositionCalculationFunction.naturalCurrency(SecurityPosition position, ReferenceData refData)
Currency	SecurityTradeCalculationFunction.naturalCurrency(SecurityTrade trade, ReferenceData refData)
FunctionRequirements	GenericSecurityPositionCalculationFunction.requirements(GenericSecurityPosition position, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements	GenericSecurityTradeCalculationFunction.requirements(GenericSecurityTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements	SecurityPositionCalculationFunction.requirements(SecurityPosition position, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements	SecurityTradeCalculationFunction.requirements(SecurityTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.measure.swap

Methods in com.opengamma.strata.measure.swap with parameters of type ReferenceData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	SwapTradeCalculationFunction.calculate(SwapTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Currency	SwapTradeCalculationFunction.naturalCurrency(SwapTrade trade, ReferenceData refData)
FunctionRequirements	SwapTradeCalculationFunction.requirements(SwapTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.measure.swaption

Methods in com.opengamma.strata.measure.swaption with parameters of type ReferenceData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	SwaptionTradeCalculationFunction.calculate(SwaptionTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Currency	SwaptionTradeCalculationFunction.naturalCurrency(SwaptionTrade trade, ReferenceData refData)
FunctionRequirements	SwaptionTradeCalculationFunction.requirements(SwaptionTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.pricer.bond

Methods in com.opengamma.strata.pricer.bond with parameters of type ReferenceData

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingCapitalIndexedBondTradePricer.currencyExposureFromCleanPrice(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice)	Calculates the currency exposure of the bond trade.
MultiCurrencyAmount	DiscountingCapitalIndexedBondTradePricer.currencyExposureFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of the bond trade with z-spread.
double	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceFromCurves(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData)	Calculates the dirty price of the bond security.
double	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceFromCurvesWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the dirty price of the bond security with z-spread.
PointSensitivityBuilder	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceSensitivity(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData)	Calculates the dirty price sensitivity of the bond security.
PointSensitivityBuilder	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceSensitivityWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the dirty price sensitivity of the bond security with z-spread.
double	DiscountingFixedCouponBondProductPricer.dirtyPriceFromCurves(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, ReferenceData refData)	Calculates the dirty price of the fixed coupon bond.
double	DiscountingFixedCouponBondProductPricer.dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, ReferenceData refData, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the dirty price of the fixed coupon bond with z-spread.
PointSensitivityBuilder	DiscountingFixedCouponBondProductPricer.dirtyPriceSensitivity(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, ReferenceData refData)	Calculates the dirty price sensitivity of the fixed coupon bond product.
PointSensitivityBuilder	DiscountingFixedCouponBondProductPricer.dirtyPriceSensitivityWithZspread(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, ReferenceData refData, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the dirty price sensitivity of the fixed coupon bond with z-spread.
CurrencyAmount	DiscountingCapitalIndexedBondTradePricer.presentValueFromCleanPrice(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice)	Calculates the present value of the bond trade from the clean price.
CurrencyAmount	DiscountingFixedCouponBondTradePricer.presentValueFromCleanPrice(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider, ReferenceData refData, double cleanPrice)	Calculates the present value of the fixed coupon bond trade from the clean price of the underlying product.
CurrencyAmount	DiscountingCapitalIndexedBondTradePricer.presentValueFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the settlement of the bond trade from the clean price with z-spread.
CurrencyAmount	DiscountingFixedCouponBondTradePricer.presentValueFromCleanPriceWithZSpread(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider, ReferenceData refData, double cleanPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the fixed coupon bond trade with z-spread from the clean price of the underlying product.
PointSensitivities	DiscountingCapitalIndexedBondTradePricer.presentValueSensitivityFromCleanPrice(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice)	Calculates the present value sensitivity of the settlement of the bond trade from the real clean price.
PointSensitivities	DiscountingCapitalIndexedBondTradePricer.presentValueSensitivityFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the settlement of the bond trade from the real clean price with z-spread.
double	DiscountingCapitalIndexedBondProductPricer.realYieldFromCurves(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData)	Computes the conventional real yield from the curves.
double	DiscountingCapitalIndexedBondProductPricer.zSpreadFromCurvesAndCleanPrice(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanPrice, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the z-spread of the bond from curves and clean price.
double	DiscountingFixedCouponBondProductPricer.zSpreadFromCurvesAndDirtyPrice(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, ReferenceData refData, double dirtyPrice, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the z-spread of the fixed coupon bond from curves and dirty price.
double	DiscountingCapitalIndexedBondProductPricer.zSpreadFromCurvesAndPv(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, CurrencyAmount presentValue, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the z-spread of the bond from curves and present value.

Uses of ReferenceData in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor with parameters of type ReferenceData

Modifier and Type	Method	Description
static DirectIborCapletFloorletFlatVolatilityCalibrator	DirectIborCapletFloorletFlatVolatilityCalibrator.of(VolatilityIborCapFloorLegPricer pricer, double epsilon, ReferenceData referenceData)	Obtains an instance.
static DirectIborCapletFloorletVolatilityCalibrator	DirectIborCapletFloorletVolatilityCalibrator.of(VolatilityIborCapFloorLegPricer pricer, double epsilon, ReferenceData referenceData)	Obtains an instance.
static SabrIborCapletFloorletVolatilityBootstrapper	SabrIborCapletFloorletVolatilityBootstrapper.of(VolatilityIborCapFloorLegPricer pricer, SabrIborCapletFloorletPeriodPricer sabrPeriodPricer, double epsilon, ReferenceData referenceData)	Creates an instance.
static SabrIborCapletFloorletVolatilityCalibrator	SabrIborCapletFloorletVolatilityCalibrator.of(VolatilityIborCapFloorLegPricer pricer, SabrIborCapFloorLegPricer sabrPricer, double epsilon, ReferenceData referenceData)	Creates an instance.
static SurfaceIborCapletFloorletVolatilityBootstrapper	SurfaceIborCapletFloorletVolatilityBootstrapper.of(VolatilityIborCapFloorLegPricer pricer, ReferenceData referenceData)	Creates an instance.

Uses of ReferenceData in com.opengamma.strata.pricer.credit

Methods in com.opengamma.strata.pricer.credit with parameters of type ReferenceData

Modifier and Type	Method	Description
CurrencyParameterSensitivity	SpreadSensitivityCalculator.bucketedCs01(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes bucketed CS01 for CDS index using a single credit curve.
CurrencyParameterSensitivity	SpreadSensitivityCalculator.bucketedCs01(ResolvedCdsIndexTrade trade, List<ResolvedCdsIndexTrade> bucketCdsIndex, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes bucketed CS01 for CDS index using a single credit curve.
CurrencyParameterSensitivity	SpreadSensitivityCalculator.bucketedCs01(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes bucketed CS01 for CDS.
CurrencyParameterSensitivity	SpreadSensitivityCalculator.bucketedCs01(ResolvedCdsTrade trade, List<ResolvedCdsTrade> bucketCds, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes bucketed CS01 for CDS.
NodalCurve	FastCreditCurveCalibrator.calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray flactionalSpreads, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)
LegalEntitySurvivalProbabilities	IsdaCompliantCreditCurveCalibrator.calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData)	Calibrates the ISDA compliant credit curve to the market data.
abstract NodalCurve	IsdaCompliantCreditCurveCalibrator.calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray flactionalSpreads, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)	Calibrate the ISDA compliant credit curve to points upfront and fractional spread.
IsdaCreditDiscountFactors	IsdaCompliantDiscountCurveCalibrator.calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ReferenceData refData)	Calibrates the ISDA compliant discount curve to the market data.
LegalEntitySurvivalProbabilities	IsdaCompliantIndexCurveCalibrator.calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData)	Calibrates the index curve to the market data.
NodalCurve	SimpleCreditCurveCalibrator.calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray premiums, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)
double	CdsMarketQuoteConverter.cleanPrice(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes the market clean price.
protected DoubleArray	SpreadSensitivityCalculator.impliedSpread(List<ResolvedCdsTrade> bucketCds, CreditRatesProvider ratesProvider, ReferenceData refData)
JumpToDefault	IsdaCdsProductPricer.jumpToDefault(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the jump-to-default of the CDS product.
JumpToDefault	IsdaCdsTradePricer.jumpToDefault(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the jump-to-default of the underlying product.
JumpToDefault	IsdaHomogenousCdsIndexProductPricer.jumpToDefault(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the jump-to-default of the CDS index product.
JumpToDefault	IsdaHomogenousCdsIndexTradePricer.jumpToDefault(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the jump-to-default of the underlying product.
CurrencyAmount	AnalyticSpreadSensitivityCalculator.parallelCs01(ResolvedCdsTrade trade, List<ResolvedCdsTrade> bucketCds, CreditRatesProvider ratesProvider, ReferenceData refData)
CurrencyAmount	FiniteDifferenceSpreadSensitivityCalculator.parallelCs01(ResolvedCdsTrade trade, List<ResolvedCdsTrade> bucketCds, CreditRatesProvider ratesProvider, ReferenceData refData)
CurrencyAmount	SpreadSensitivityCalculator.parallelCs01(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes parallel CS01 for CDS index using a single credit curve.
CurrencyAmount	SpreadSensitivityCalculator.parallelCs01(ResolvedCdsIndexTrade trade, List<ResolvedCdsIndexTrade> bucketCdsIndex, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes parallel CS01 for CDS index using a single credit curve.
CurrencyAmount	SpreadSensitivityCalculator.parallelCs01(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes parallel CS01 for CDS.
abstract CurrencyAmount	SpreadSensitivityCalculator.parallelCs01(ResolvedCdsTrade trade, List<ResolvedCdsTrade> bucketCds, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes parallel CS01 for CDS.
double	IsdaCdsProductPricer.parSpread(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the par spread of the CDS product.
double	IsdaCdsTradePricer.parSpread(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the par spread of the underlying product.
double	IsdaHomogenousCdsIndexProductPricer.parSpread(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the par spread of the CDS index product.
double	IsdaHomogenousCdsIndexTradePricer.parSpread(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the par spread of the underlying product.
PointSensitivityBuilder	IsdaCdsProductPricer.parSpreadSensitivity(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the par spread sensitivity of the product.
PointSensitivities	IsdaCdsTradePricer.parSpreadSensitivity(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the par spread sensitivity of the underling product.
PointSensitivityBuilder	IsdaHomogenousCdsIndexProductPricer.parSpreadSensitivity(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the par spread sensitivity of the product.
PointSensitivities	IsdaHomogenousCdsIndexTradePricer.parSpreadSensitivity(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the par spread sensitivity of the underling product.
double	CdsMarketQuoteConverter.pointsUpfront(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes the points upfront.
CdsQuote	CdsMarketQuoteConverter.pointsUpFrontFromQuotedSpread(ResolvedCdsTrade trade, CdsQuote quote, CreditRatesProvider ratesProvider, ReferenceData refData)	Converts quoted spread to points upfront.
CurrencyAmount	IsdaCdsProductPricer.presentValue(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData)	Calculates the present value of the CDS product.
CurrencyAmount	IsdaCdsTradePricer.presentValue(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the present value of the trade.
CurrencyAmount	IsdaHomogenousCdsIndexProductPricer.presentValue(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData)	Calculates the present value of the CDS index product.
CurrencyAmount	IsdaHomogenousCdsIndexTradePricer.presentValue(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the present value of the trade.
CurrencyAmount	IsdaCdsTradePricer.presentValueOnSettle(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the present value of the underlying product.
CurrencyAmount	IsdaHomogenousCdsIndexTradePricer.presentValueOnSettle(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the present value of the underlying product.
PointSensitivities	IsdaCdsTradePricer.presentValueOnSettleSensitivity(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the present value sensitivity of the underlying product.
PointSensitivities	IsdaHomogenousCdsIndexTradePricer.presentValueOnSettleSensitivity(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the present value sensitivity of the underlying product.
PointSensitivityBuilder	IsdaCdsProductPricer.presentValueSensitivity(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the present value sensitivity of the product.
PointSensitivities	IsdaCdsTradePricer.presentValueSensitivity(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the present value sensitivity of the trade.
PointSensitivityBuilder	IsdaHomogenousCdsIndexProductPricer.presentValueSensitivity(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the present value sensitivity of the product.
PointSensitivities	IsdaHomogenousCdsIndexTradePricer.presentValueSensitivity(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the present value sensitivity of the trade.
double	IsdaCdsProductPricer.price(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData)	Calculates the price of the CDS product, which is the present value per unit notional.
double	IsdaCdsTradePricer.price(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the price of the underlying product, which is the present value per unit notional.
double	IsdaHomogenousCdsIndexProductPricer.price(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData)	Calculates the price of the CDS index product, which is the minus of the present value per unit notional.
double	IsdaHomogenousCdsIndexTradePricer.price(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the price of the underlying product, which is the present value per unit notional.
PointSensitivityBuilder	IsdaCdsProductPricer.priceSensitivity(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the price sensitivity of the product.
PointSensitivities	IsdaCdsTradePricer.priceSensitivity(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the price sensitivity of the underlying product.
PointSensitivityBuilder	IsdaHomogenousCdsIndexProductPricer.priceSensitivity(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the price sensitivity of the product.
PointSensitivities	IsdaHomogenousCdsIndexTradePricer.priceSensitivity(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the price sensitivity of the underlying product.
double	IsdaCdsProductPricer.protectionLeg(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the price of the protection leg, which is the protection leg present value per unit notional.
CdsQuote	CdsMarketQuoteConverter.quotedSpreadFromPointsUpfront(ResolvedCdsTrade trade, CdsQuote quote, CreditRatesProvider ratesProvider, ReferenceData refData)	Converts points upfront to quoted spread.
List<CdsQuote>	CdsMarketQuoteConverter.quotesFromParSpread(List<ResolvedCdsTrade> trades, List<CdsQuote> quotes, CreditRatesProvider ratesProvider, CdsQuoteConvention targetConvention, ReferenceData refData)	The par spread quotes are converted to points upfronts or quoted spreads.
CurrencyAmount	IsdaCdsProductPricer.recovery01(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the recovery01 of the CDS product.
CurrencyAmount	IsdaHomogenousCdsIndexProductPricer.recovery01(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the recovery01 of the CDS index product.
CurrencyAmount	IsdaCdsTradePricer.recovery01OnSettle(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the recovery01 of the underlying product.
CurrencyAmount	IsdaHomogenousCdsIndexTradePricer.recovery01OnSettle(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the recovery01 of the underlying product.
double	IsdaCdsProductPricer.riskyAnnuity(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData)	Calculates the risky annuity, which is RPV01 per unit notional.
double	IsdaHomogenousCdsIndexProductPricer.riskyAnnuity(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData)	Calculates the risky annuity, which is RPV01 per unit notional.
PointSensitivityBuilder	IsdaCdsProductPricer.riskyAnnuitySensitivity(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the risky annuity sensitivity of the product.
PointSensitivityBuilder	IsdaHomogenousCdsIndexProductPricer.riskyAnnuitySensitivity(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the risky annuity sensitivity of the product.
CurrencyAmount	IsdaCdsProductPricer.rpv01(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData)	Calculates the risky PV01 of the CDS product.
CurrencyAmount	IsdaHomogenousCdsIndexProductPricer.rpv01(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData)	Calculates the risky PV01 of the CDS index product.
CurrencyAmount	IsdaCdsTradePricer.rpv01OnSettle(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the risky PV01 of the underlying product.
CurrencyAmount	IsdaHomogenousCdsIndexTradePricer.rpv01OnSettle(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the risky PV01 of the underlying product.

Uses of ReferenceData in com.opengamma.strata.pricer.curve

Methods in com.opengamma.strata.pricer.curve with parameters of type ReferenceData

Modifier and Type	Method	Description
ImmutableRatesProvider	RatesCurveCalibrator.calibrate(RatesCurveGroupDefinition curveGroupDefn, MarketData marketData, ReferenceData refData)	Calibrates a single curve group, containing one or more curves.
ImmutableRatesProvider	RatesCurveCalibrator.calibrate(List<RatesCurveGroupDefinition> allGroupDefns, ImmutableRatesProvider knownData, MarketData marketData, ReferenceData refData)	Calibrates a list of curve groups, each containing one or more curves.
ImmutableRatesProvider	SyntheticRatesCurveCalibrator.calibrate(RatesCurveGroupDefinition group, RatesProvider inputProvider, ReferenceData refData)	Calibrates synthetic curves from the configuration of the new curves and an existing rates provider.
ImmutableMarketData	SyntheticRatesCurveCalibrator.marketData(RatesCurveGroupDefinition group, RatesProvider inputProvider, ReferenceData refData)	Constructs the synthetic market data from an existing rates provider and the configuration of the new curves.
static ImmutableRatesProviderGenerator	ImmutableRatesProviderGenerator.of(ImmutableRatesProvider knownProvider, RatesCurveGroupDefinition groupDefn, ReferenceData refData)	Obtains a generator from an existing provider and definition.

Uses of ReferenceData in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption with parameters of type ReferenceData

Modifier and Type	Method	Description
static SabrSwaptionCalibrator	SabrSwaptionCalibrator.of(SabrVolatilityFormula sabrVolatilityFormula, DiscountingSwapProductPricer swapPricer, ReferenceData refData)	Obtains an instance from a SABR volatility function provider and a swap pricer.

Uses of ReferenceData in com.opengamma.strata.product

Methods in com.opengamma.strata.product with parameters of type ReferenceData

Modifier and Type	Method	Description
GenericSecurityPosition	GenericSecurity.createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
GenericSecurityPosition	GenericSecurity.createPosition(PositionInfo tradeInfo, double quantity, ReferenceData refData)
Position	Security.createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)	Creates a position based on this security from a long and short quantity.
Position	Security.createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)	Creates a position based on this security from a net quantity.
GenericSecurity	GenericSecurity.createProduct(ReferenceData refData)	Creates the associated product, which simply returns this.
SecuritizedProduct	Security.createProduct(ReferenceData refData)	Creates the product associated with this security.
GenericSecurityTrade	GenericSecurity.createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)
SecurityQuantityTrade	Security.createTrade(TradeInfo tradeInfo, double quantity, double tradePrice, ReferenceData refData)	Creates a trade based on this security.
T	ResolvableTrade.resolve(ReferenceData refData)	Resolves this trade using the specified reference data.
SecuritizedProductPosition<?>	ResolvableSecurityPosition.resolveTarget(ReferenceData refData)	Resolves the security identifier using the specified reference data.
default SecuritizedProductTrade<?>	ResolvableSecurityTrade.resolveTarget(ReferenceData refData)	Resolves the security identifier using the specified reference data.
SecuritizedProductPosition<?>	SecurityPosition.resolveTarget(ReferenceData refData)

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

Methods in com.opengamma.strata.product.bond with parameters of type ReferenceData

Modifier and Type	Method	Description
LocalDate	ResolvedCapitalIndexedBond.calculateSettlementDateFromValuation(LocalDate valuationDate, ReferenceData refData)	Calculates the settlement date from the valuation date.
BillPosition	BillSecurity.createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
BillPosition	BillSecurity.createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
BondFutureOptionPosition	BondFutureOptionSecurity.createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
BondFutureOptionPosition	BondFutureOptionSecurity.createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
BondFuturePosition	BondFutureSecurity.createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
BondFuturePosition	BondFutureSecurity.createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
CapitalIndexedBondPosition	CapitalIndexedBondSecurity.createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
CapitalIndexedBondPosition	CapitalIndexedBondSecurity.createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
FixedCouponBondPosition	FixedCouponBondSecurity.createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
FixedCouponBondPosition	FixedCouponBondSecurity.createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
Bill	BillSecurity.createProduct(ReferenceData refData)
BondFutureOption	BondFutureOptionSecurity.createProduct(ReferenceData refData)
BondFuture	BondFutureSecurity.createProduct(ReferenceData refData)
CapitalIndexedBond	CapitalIndexedBondSecurity.createProduct(ReferenceData refData)
FixedCouponBond	FixedCouponBondSecurity.createProduct(ReferenceData refData)
BillTrade	BillSecurity.createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)
BondFutureOptionTrade	BondFutureOptionSecurity.createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)
BondFutureTrade	BondFutureSecurity.createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)
CapitalIndexedBondTrade	CapitalIndexedBondSecurity.createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)
FixedCouponBondTrade	FixedCouponBondSecurity.createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)
ResolvedBill	Bill.resolve(ReferenceData refData)
ResolvedBillTrade	BillPosition.resolve(ReferenceData refData)
ResolvedBillTrade	BillTrade.resolve(ReferenceData refData)
ResolvedBondFuture	BondFuture.resolve(ReferenceData refData)
ResolvedBondFutureOption	BondFutureOption.resolve(ReferenceData refData)
ResolvedBondFutureOptionTrade	BondFutureOptionPosition.resolve(ReferenceData refData)
ResolvedBondFutureOptionTrade	BondFutureOptionTrade.resolve(ReferenceData refData)
ResolvedBondFutureTrade	BondFuturePosition.resolve(ReferenceData refData)
ResolvedBondFutureTrade	BondFutureTrade.resolve(ReferenceData refData)
ResolvedCapitalIndexedBond	CapitalIndexedBond.resolve(ReferenceData refData)
ResolvedCapitalIndexedBondTrade	CapitalIndexedBondPosition.resolve(ReferenceData refData)
ResolvedCapitalIndexedBondTrade	CapitalIndexedBondTrade.resolve(ReferenceData refData)
ResolvedFixedCouponBond	FixedCouponBond.resolve(ReferenceData refData)
ResolvedFixedCouponBondOption	FixedCouponBondOption.resolve(ReferenceData refData)
ResolvedFixedCouponBondTrade	FixedCouponBondPosition.resolve(ReferenceData refData)
ResolvedFixedCouponBondTrade	FixedCouponBondTrade.resolve(ReferenceData refData)

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

Methods in com.opengamma.strata.product.capfloor with parameters of type ReferenceData

Modifier and Type	Method	Description
ResolvedIborCapFloor	IborCapFloor.resolve(ReferenceData refData)
ResolvedIborCapFloorLeg	IborCapFloorLeg.resolve(ReferenceData refData)
ResolvedIborCapFloorTrade	IborCapFloorTrade.resolve(ReferenceData refData)

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

Methods in com.opengamma.strata.product.cms with parameters of type ReferenceData

Modifier and Type	Method	Description
ResolvedCms	Cms.resolve(ReferenceData refData)
ResolvedCmsLeg	CmsLeg.resolve(ReferenceData refData)
ResolvedCmsTrade	CmsTrade.resolve(ReferenceData refData)

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

Methods in com.opengamma.strata.product.credit with parameters of type ReferenceData

Modifier and Type	Method	Description
LocalDate	ResolvedCds.calculateSettlementDateFromValuation(LocalDate valuationDate, ReferenceData refData)	Calculates the settlement date from the valuation date.
LocalDate	ResolvedCdsIndex.calculateSettlementDateFromValuation(LocalDate valuationDate, ReferenceData refData)	Calculates the settlement date from the valuation date.
ResolvedCds	Cds.resolve(ReferenceData refData)
ResolvedCdsIndex	CdsIndex.resolve(ReferenceData refData)
ResolvedCdsIndexTrade	CdsIndexTrade.resolve(ReferenceData refData)
ResolvedCdsTrade	CdsTrade.resolve(ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.product.credit.type

Methods in com.opengamma.strata.product.credit.type with parameters of type ReferenceData

Modifier and Type	Method	Description
default CdsTrade	CdsConvention.createTrade(StandardId legalEntityId, LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)	Creates a CDS trade with upfront fee based on the trade date and the IMM date logic.
default CdsTrade	CdsConvention.createTrade(StandardId legalEntityId, LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a CDS trade based on the trade date and the IMM date logic.
default CdsTrade	CdsConvention.createTrade(StandardId legalEntityId, LocalDate tradeDate, LocalDate startDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)	Creates a CDS trade with upfront fee based on the trade date, start date and the IMM date logic.
default CdsTrade	CdsConvention.createTrade(StandardId legalEntityId, LocalDate tradeDate, LocalDate startDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a CDS trade based on the trade date, start date and the IMM date logic.
default CdsTrade	CdsConvention.createTrade(StandardId legalEntityId, LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)	Creates a CDS trade with upfront fee from trade date, start date and end date.
default CdsTrade	CdsConvention.createTrade(StandardId legalEntityId, LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a CDS trade from trade date, start date and end date.
CdsTrade	CdsTemplate.createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)	Creates a trade based on this template.
CdsTrade	CdsTemplate.createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this template.
CdsTrade	DatesCdsTemplate.createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)
CdsTrade	DatesCdsTemplate.createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)
CdsTrade	TenorCdsTemplate.createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)
CdsTrade	TenorCdsTemplate.createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)

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

Methods in com.opengamma.strata.product.deposit with parameters of type ReferenceData

Modifier and Type	Method	Description
ResolvedIborFixingDeposit	IborFixingDeposit.resolve(ReferenceData refData)
ResolvedIborFixingDepositTrade	IborFixingDepositTrade.resolve(ReferenceData refData)
ResolvedTermDeposit	TermDeposit.resolve(ReferenceData refData)
ResolvedTermDepositTrade	TermDepositTrade.resolve(ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.product.deposit.type

Methods in com.opengamma.strata.product.deposit.type with parameters of type ReferenceData

Modifier and Type	Method	Description
default LocalDate	IborFixingDepositConvention.calculateSpotDateFromTradeDate(LocalDate tradeDate, ReferenceData refData)	Calculates the spot date from the trade date.
default LocalDate	TermDepositConvention.calculateSpotDateFromTradeDate(LocalDate tradeDate, ReferenceData refData)	Calculates the spot date from the trade date.
IborFixingDepositTrade	IborFixingDepositConvention.createTrade(LocalDate tradeDate, Period depositPeriod, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this convention.
IborFixingDepositTrade	IborFixingDepositTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this template.
IborFixingDepositTrade	ImmutableIborFixingDepositConvention.createTrade(LocalDate tradeDate, Period depositPeriod, BuySell buySell, double notional, double fixedRate, ReferenceData refData)
default TermDepositTrade	TermDepositConvention.createTrade(LocalDate tradeDate, MarketTenor marketTenor, BuySell buySell, double notional, double rate, ReferenceData refData)	Creates a trade based on this convention using a market tenor, such as ON, TN, SN, SW or 1M.
default TermDepositTrade	TermDepositConvention.createTrade(LocalDate tradeDate, Period depositPeriod, BuySell buySell, double notional, double rate, ReferenceData refData)	Creates a trade based on this convention.
TermDepositTrade	TermDepositTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double rate, ReferenceData refData)	Creates a trade based on this template.

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

Methods in com.opengamma.strata.product.dsf with parameters of type ReferenceData

Modifier and Type	Method	Description
DsfPosition	DsfSecurity.createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
DsfPosition	DsfSecurity.createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
Dsf	DsfSecurity.createProduct(ReferenceData refData)
DsfTrade	DsfSecurity.createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)
ResolvedDsf	Dsf.resolve(ReferenceData refData)
ResolvedDsfTrade	DsfPosition.resolve(ReferenceData refData)
ResolvedDsfTrade	DsfTrade.resolve(ReferenceData refData)

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

Methods in com.opengamma.strata.product.etd with parameters of type ReferenceData

Modifier and Type	Method	Description
EtdFuturePosition	EtdFutureSecurity.createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
EtdFuturePosition	EtdFutureSecurity.createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
EtdOptionPosition	EtdOptionSecurity.createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
EtdOptionPosition	EtdOptionSecurity.createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
EtdFutureSecurity	EtdFutureSecurity.createProduct(ReferenceData refData)
EtdOptionSecurity	EtdOptionSecurity.createProduct(ReferenceData refData)
EtdFutureTrade	EtdFutureSecurity.createTrade(TradeInfo tradeInfo, double quantity, double tradePrice, ReferenceData refData)
EtdOptionTrade	EtdOptionSecurity.createTrade(TradeInfo tradeInfo, double quantity, double tradePrice, ReferenceData refData)
SecuritizedProductPosition<?>	EtdFuturePosition.resolveTarget(ReferenceData refData)
SecuritizedProductPosition<?>	EtdOptionPosition.resolveTarget(ReferenceData refData)

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

Methods in com.opengamma.strata.product.fra with parameters of type ReferenceData

Modifier and Type	Method	Description
ResolvedFra	Fra.resolve(ReferenceData refData)
ResolvedFraTrade	FraTrade.resolve(ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.product.fra.type

Methods in com.opengamma.strata.product.fra.type with parameters of type ReferenceData

Modifier and Type	Method	Description
default LocalDate	FraConvention.calculateSpotDateFromTradeDate(LocalDate tradeDate, ReferenceData refData)	Calculates the spot date from the trade date.
default FraTrade	FraConvention.createTrade(LocalDate tradeDate, Period periodToStart, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this convention, using the index tenor to define the end of the FRA.
FraTrade	FraConvention.createTrade(LocalDate tradeDate, Period periodToStart, Period periodToEnd, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this convention, specifying the end of the FRA.
FraTrade	FraTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this template.
FraTrade	ImmutableFraConvention.createTrade(LocalDate tradeDate, Period periodToStart, Period periodToEnd, BuySell buySell, double notional, double fixedRate, ReferenceData refData)

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

Methods in com.opengamma.strata.product.fx with parameters of type ReferenceData

Modifier and Type	Method	Description
ResolvedFxNdf	FxNdf.resolve(ReferenceData refData)
ResolvedFxNdfTrade	FxNdfTrade.resolve(ReferenceData refData)
ResolvedFxSingle	FxSingle.resolve(ReferenceData refData)
ResolvedFxSingleTrade	FxSingleTrade.resolve(ReferenceData refData)
ResolvedFxSwap	FxSwap.resolve(ReferenceData refData)
ResolvedFxSwapTrade	FxSwapTrade.resolve(ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.product.fx.type

Methods in com.opengamma.strata.product.fx.type with parameters of type ReferenceData

Modifier and Type	Method	Description
default LocalDate	FxSwapConvention.calculateSpotDateFromTradeDate(LocalDate tradeDate, ReferenceData refData)	Calculates the spot date from the trade date.
default FxSwapTrade	FxSwapConvention.createTrade(LocalDate tradeDate, MarketTenor marketTenor, BuySell buySell, double notional, double nearFxRate, double farLegForwardPoints, ReferenceData refData)	Creates a trade based on this convention using a market tenor, such as ON, TN, SN, SW or 1M.
default FxSwapTrade	FxSwapConvention.createTrade(LocalDate tradeDate, Period periodToNear, Period periodToFar, BuySell buySell, double notional, double nearFxRate, double farLegForwardPoints, ReferenceData refData)	Creates a trade based on this convention.
FxSwapTrade	FxSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double nearFxRate, double forwardPoints, ReferenceData refData)	Creates a trade based on this template.

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

Methods in com.opengamma.strata.product.fxopt with parameters of type ReferenceData

Modifier and Type	Method	Description
ResolvedFxSingleBarrierOption	FxSingleBarrierOption.resolve(ReferenceData refData)
ResolvedFxSingleBarrierOptionTrade	FxSingleBarrierOptionTrade.resolve(ReferenceData refData)
ResolvedFxVanillaOption	FxVanillaOption.resolve(ReferenceData refData)
ResolvedFxVanillaOptionTrade	FxVanillaOptionTrade.resolve(ReferenceData refData)

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

Methods in com.opengamma.strata.product.index with parameters of type ReferenceData

Modifier and Type	Method	Description
IborFutureOptionPosition	IborFutureOptionSecurity.createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
IborFutureOptionPosition	IborFutureOptionSecurity.createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
IborFuturePosition	IborFutureSecurity.createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
IborFuturePosition	IborFutureSecurity.createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
OvernightFuturePosition	OvernightFutureSecurity.createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
OvernightFuturePosition	OvernightFutureSecurity.createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
IborFutureOption	IborFutureOptionSecurity.createProduct(ReferenceData refData)
IborFuture	IborFutureSecurity.createProduct(ReferenceData refData)
OvernightFuture	OvernightFutureSecurity.createProduct(ReferenceData refData)
IborFutureOptionTrade	IborFutureOptionSecurity.createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)
IborFutureTrade	IborFutureSecurity.createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)
OvernightFutureTrade	OvernightFutureSecurity.createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)
ResolvedIborFuture	IborFuture.resolve(ReferenceData refData)
ResolvedIborFutureOption	IborFutureOption.resolve(ReferenceData refData)
ResolvedIborFutureOptionTrade	IborFutureOptionPosition.resolve(ReferenceData refData)
ResolvedIborFutureOptionTrade	IborFutureOptionTrade.resolve(ReferenceData refData)
ResolvedIborFutureTrade	IborFuturePosition.resolve(ReferenceData refData)
ResolvedIborFutureTrade	IborFutureTrade.resolve(ReferenceData refData)
ResolvedOvernightFuture	OvernightFuture.resolve(ReferenceData refData)
ResolvedOvernightFutureTrade	OvernightFuturePosition.resolve(ReferenceData refData)
ResolvedOvernightFutureTrade	OvernightFutureTrade.resolve(ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.product.index.type

Methods in com.opengamma.strata.product.index.type with parameters of type ReferenceData

Modifier and Type	Method	Description
LocalDate	ImmutableOvernightFutureContractSpec.calculateLastFixingDate(LocalDate referenceDate, ReferenceData refData)
LocalDate	OvernightFutureContractSpec.calculateLastFixingDate(LocalDate referenceDate, ReferenceData refData)	Calculates the last fixing date from the trade date.
LocalDate	OvernightFutureTemplate.calculateLastFixingDateFromTradeDate(LocalDate tradeDate, ReferenceData refData)	Calculates the last fixing date of the trade.
LocalDate	IborFutureContractSpec.calculateReferenceDate(LocalDate tradeDate, SequenceDate sequenceDate, ReferenceData refData)	Calculates the reference date from the trade date.
LocalDate	ImmutableIborFutureContractSpec.calculateReferenceDate(LocalDate tradeDate, SequenceDate sequenceDate, ReferenceData refData)
LocalDate	ImmutableOvernightFutureContractSpec.calculateReferenceDate(LocalDate tradeDate, SequenceDate sequenceDate, ReferenceData refData)
LocalDate	OvernightFutureContractSpec.calculateReferenceDate(LocalDate tradeDate, SequenceDate sequenceDate, ReferenceData refData)	Calculates the reference date from the trade date.
LocalDate	IborFutureConvention.calculateReferenceDateFromTradeDate(LocalDate tradeDate, Period minimumPeriod, int sequenceNumber, ReferenceData refData)	Deprecated. Calculates the reference date from the trade date.
LocalDate	IborFutureConvention.calculateReferenceDateFromTradeDate(LocalDate tradeDate, YearMonth yearMonth, ReferenceData refData)	Deprecated. Calculates the reference date from the trade date.
LocalDate	IborFutureTemplate.calculateReferenceDateFromTradeDate(LocalDate tradeDate, ReferenceData refData)	Calculates the reference date of the trade.
LocalDate	ImmutableIborFutureConvention.calculateReferenceDateFromTradeDate(LocalDate tradeDate, Period minimumPeriod, int sequenceNumber, ReferenceData refData)	Deprecated.
LocalDate	ImmutableIborFutureConvention.calculateReferenceDateFromTradeDate(LocalDate tradeDate, YearMonth yearMonth, ReferenceData refData)	Deprecated.
LocalDate	OvernightFutureTemplate.calculateReferenceDateFromTradeDate(LocalDate tradeDate, ReferenceData refData)	Calculates the reference date of the trade.
IborFuturePosition	IborFutureContractSpec.createPosition(SecurityId securityId, YearMonth expiry, double quantity, ReferenceData refData)	Creates a position based on this convention.
IborFuturePosition	ImmutableIborFutureContractSpec.createPosition(SecurityId securityId, YearMonth expiry, double quantity, ReferenceData refData)
OvernightFuturePosition	ImmutableOvernightFutureContractSpec.createPosition(SecurityId securityId, YearMonth expiry, double quantity, ReferenceData refData)
OvernightFuturePosition	OvernightFutureContractSpec.createPosition(SecurityId securityId, YearMonth expiry, double quantity, ReferenceData refData)	Creates a position based on this convention.
IborFutureTrade	IborFutureContractSpec.createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)	Creates a trade based on this convention.
IborFutureTrade	IborFutureConvention.createTrade(LocalDate tradeDate, SecurityId securityId, Period minimumPeriod, int sequenceNumber, double quantity, double notional, double price, ReferenceData refData)	Deprecated. Creates a trade based on this convention.
IborFutureTrade	IborFutureConvention.createTrade(LocalDate tradeDate, SecurityId securityId, YearMonth yearMonth, double quantity, double notional, double price, ReferenceData refData)	Deprecated. Creates a trade based on this convention.
IborFutureTrade	IborFutureTemplate.createTrade(LocalDate tradeDate, SecurityId securityId, double quantity, double notional, double price, ReferenceData refData)	Deprecated. Use IborFutureTemplate.createTrade(LocalDate, SecurityId, double, double, ReferenceData)
IborFutureTrade	IborFutureTemplate.createTrade(LocalDate tradeDate, SecurityId securityId, double quantity, double price, ReferenceData refData)	Creates a trade based on this template.
IborFutureTrade	ImmutableIborFutureContractSpec.createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)
IborFutureTrade	ImmutableIborFutureConvention.createTrade(LocalDate tradeDate, SecurityId securityId, Period minimumPeriod, int sequenceNumber, double quantity, double notional, double price, ReferenceData refData)	Deprecated.
IborFutureTrade	ImmutableIborFutureConvention.createTrade(LocalDate tradeDate, SecurityId securityId, YearMonth yearMonth, double quantity, double notional, double price, ReferenceData refData)	Deprecated.
OvernightFutureTrade	ImmutableOvernightFutureContractSpec.createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)
OvernightFutureTrade	OvernightFutureContractSpec.createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)	Creates a trade based on this convention.
OvernightFutureTrade	OvernightFutureTemplate.createTrade(LocalDate tradeDate, SecurityId securityId, double quantity, double price, ReferenceData refData)	Creates a trade based on this template.

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

Methods in com.opengamma.strata.product.payment with parameters of type ReferenceData

Modifier and Type	Method	Description
ResolvedBulletPayment	BulletPayment.resolve(ReferenceData refData)
ResolvedBulletPaymentTrade	BulletPaymentTrade.resolve(ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.product.rate

Methods in com.opengamma.strata.product.rate with parameters of type ReferenceData

Modifier and Type	Method	Description
static IborInterpolatedRateComputation	IborInterpolatedRateComputation.of(IborIndex index1, IborIndex index2, LocalDate fixingDate, ReferenceData refData)	Creates an instance from two indices and fixing date.
static IborRateComputation	IborRateComputation.of(IborIndex index, LocalDate fixingDate, ReferenceData refData)	Creates an instance from an index and fixing date.
static OvernightAveragedDailyRateComputation	OvernightAveragedDailyRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, ReferenceData refData)	Creates an instance from an index and accrual period dates
static OvernightAveragedRateComputation	OvernightAveragedRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, int rateCutOffDays, ReferenceData refData)	Creates an instance from an index, accrual period dates and rate cut-off.
static OvernightAveragedRateComputation	OvernightAveragedRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, ReferenceData refData)	Creates an instance from an index and accrual period dates
static OvernightCompoundedAnnualRateComputation	OvernightCompoundedAnnualRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, ReferenceData refData)	Obtains an instance from an index and period dates.
static OvernightCompoundedRateComputation	OvernightCompoundedRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, int rateCutOffDays, ReferenceData refData)	Creates an instance from an index, period dates and rate cut-off.
static OvernightCompoundedRateComputation	OvernightCompoundedRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, ReferenceData refData)	Creates an instance from an index and period dates
static OvernightRateComputation	OvernightRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, int rateCutOffDays, OvernightAccrualMethod accrualMethod, ReferenceData referenceData)	Obtains an instance.

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

Methods in com.opengamma.strata.product.swap with parameters of type ReferenceData

Modifier and Type	Method	Description
ImmutableList<RateAccrualPeriod>	FixedRateCalculation.createAccrualPeriods(Schedule accrualSchedule, Schedule paymentSchedule, ReferenceData refData)
ImmutableList<RateAccrualPeriod>	IborRateCalculation.createAccrualPeriods(Schedule accrualSchedule, Schedule paymentSchedule, ReferenceData refData)
ImmutableList<RateAccrualPeriod>	InflationRateCalculation.createAccrualPeriods(Schedule accrualSchedule, Schedule paymentSchedule, ReferenceData refData)
ImmutableList<RateAccrualPeriod>	OvernightRateCalculation.createAccrualPeriods(Schedule accrualSchedule, Schedule paymentSchedule, ReferenceData refData)
ImmutableList<RateAccrualPeriod>	RateCalculation.createAccrualPeriods(Schedule accrualSchedule, Schedule paymentSchedule, ReferenceData refData)	Creates accrual periods based on the specified schedule.
Schedule	PaymentSchedule.createSchedule(Schedule accrualSchedule, ReferenceData refData)	Creates the payment schedule based on the accrual schedule.
BiFunction<Integer,SchedulePeriod,Optional<FxReset>>	FxResetCalculation.resolve(ReferenceData refData)	Resolves this adjustment using the specified reference data.
ResolvedSwapLeg	KnownAmountSwapLeg.resolve(ReferenceData refData)	Converts this swap leg to the equivalent ResolvedSwapLeg.
ResolvedSwapLeg	RateCalculationSwapLeg.resolve(ReferenceData refData)	Converts this swap leg to the equivalent ResolvedSwapLeg.
ResolvedSwapLeg	RatePeriodSwapLeg.resolve(ReferenceData refData)	Converts this swap leg to the equivalent ResolvedSwapLeg.
ResolvedSwap	Swap.resolve(ReferenceData refData)
ResolvedSwapLeg	SwapLeg.resolve(ReferenceData refData)	Resolves this swap leg using the specified reference data.
ResolvedSwapTrade	SwapTrade.resolve(ReferenceData refData)

Uses of ReferenceData in com.opengamma.strata.product.swap.type

Methods in com.opengamma.strata.product.swap.type with parameters of type ReferenceData

Modifier and Type	Method	Description
default LocalDate	FixedIborSwapConvention.calculateSpotDateFromTradeDate(LocalDate tradeDate, ReferenceData refData)	Calculates the spot date from the trade date.
default LocalDate	SingleCurrencySwapConvention.calculateSpotDateFromTradeDate(LocalDate tradeDate, ReferenceData refData)	Calculates the spot date from the trade date.
default LocalDate	XCcyIborIborSwapConvention.calculateSpotDateFromTradeDate(LocalDate tradeDate, ReferenceData refData)	Calculates the spot date from the trade date.
SwapTrade	FixedFloatSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this template.
default SwapTrade	FixedIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	FixedIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a forward-starting trade based on this convention.
SwapTrade	FixedIborSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this template.
default SwapTrade	FixedInflationSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a forward-starting trade based on this convention.
default SwapTrade	FixedInflationSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a forward-starting trade based on this convention.
SwapTrade	FixedInflationSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this template.
default SwapTrade	FixedOvernightSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	FixedOvernightSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a forward-starting trade based on this convention.
SwapTrade	FixedOvernightSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this template.
default SwapTrade	IborIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	IborIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a forward-starting trade based on this convention.
SwapTrade	IborIborSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a trade based on this template.
default SwapTrade	OvernightIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	OvernightIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a forward-starting trade based on this convention.
SwapTrade	OvernightIborSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a trade based on this template.
default SwapTrade	SingleCurrencySwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRateOrSpread, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	SingleCurrencySwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRateOrSpread, ReferenceData refData)	Creates a forward-starting trade based on this convention.
default SwapTrade	ThreeLegBasisSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	ThreeLegBasisSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a forward-starting trade based on this convention.
SwapTrade	ThreeLegBasisSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a trade based on this template.
default SwapTrade	XCcyIborIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	XCcyIborIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData)	Creates a forward-starting trade based on this convention.
SwapTrade	XCcyIborIborSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData)	Creates a trade based on this template.

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

Methods in com.opengamma.strata.product.swaption with parameters of type ReferenceData

Modifier and Type	Method	Description
Swap	Swaption.exercise(LocalDate exerciseDate, ReferenceData refData)	Exercises the swaption into a swap at one of the optional exercise dates.
ResolvedSwaption	Swaption.resolve(ReferenceData refData)
ResolvedSwaptionTrade	SwaptionTrade.resolve(ReferenceData refData)
AdjustableDate	SwaptionExercise.selectDate(LocalDate proposedExerciseDate, ReferenceData refData)	Selects a single exercise date based on the proposed date.
Swaption	Swaption.selectExerciseDate(LocalDate exerciseDate, ReferenceData refData)	Selects one of the exercise dates.

Uses of ReferenceData in com.opengamma.strata.report

Methods in com.opengamma.strata.report that return ReferenceData

Modifier and Type	Method	Description
ReferenceData	ReportCalculationResults.getReferenceData()	Gets the reference data.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ReferenceData>	ReportCalculationResults.Meta.referenceData()	The meta-property for the referenceData property.

Methods in com.opengamma.strata.report with parameters of type ReferenceData

Modifier and Type	Method	Description
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.