Uses of Package
com.opengamma.strata.basics
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Packages that use com.opengamma.strata.basics 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 Basic types to model market data.com.opengamma.strata.data.scenario Basic types to model market data across scenarios.com.opengamma.strata.loader Tools for loading data from files.com.opengamma.strata.loader.csv Loader that reads market data from CSV files.com.opengamma.strata.loader.fpml Loader that can convert files to financial instruments.com.opengamma.strata.market Data structures for market data.com.opengamma.strata.market.curve Definitions of curves.com.opengamma.strata.market.curve.node Curve nodes.com.opengamma.strata.market.observable Market data for quotes.com.opengamma.strata.market.param Market data based on parameters.com.opengamma.strata.market.sensitivity Entity objects for sensitivities.com.opengamma.strata.measure.bond Base package for calculation functions.com.opengamma.strata.measure.calc Additional calculation parameters.com.opengamma.strata.measure.capfloor Calculation functions for Ibor cap/floor products.com.opengamma.strata.measure.cms Calculation functions for constant maturity swap (CMS) products.com.opengamma.strata.measure.credit Calculation functions for credit products.com.opengamma.strata.measure.curve Integration code that allows 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 -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.basics Class Description CalculationTarget The target of calculation within a system.CalculationTargetList A list of calculation targets.ImmutableReferenceData An immutable set of reference dataImmutableReferenceData.Meta The meta-bean forImmutableReferenceData
.ReferenceData Provides access to reference data, such as holiday calendars and securities.ReferenceDataId An identifier for a unique item of reference data.StandardId An immutable standard identifier for an item.StandardId.Meta The meta-bean forStandardId
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Classes in com.opengamma.strata.basics used by com.opengamma.strata.basics.currency Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.basics.date Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities.ReferenceDataId An identifier for a unique item of reference data.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.basics.index Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.basics.schedule Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.calc Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.calc.marketdata Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.calc.runner Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.data Class Description StandardId An immutable standard identifier for an item. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.data.scenario Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.loader Class Description StandardId An immutable standard identifier for an item. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.loader.csv Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.loader.fpml Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities.StandardId An immutable standard identifier for an item. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.market Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.market.curve Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.market.curve.node Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities.StandardId An immutable standard identifier for an item. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.market.observable Class Description StandardId An immutable standard identifier for an item. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.market.param Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.market.sensitivity Class Description CalculationTarget The target of calculation within a system. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.bond Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.calc Class Description CalculationTarget The target of calculation within a system.StandardId An immutable standard identifier for an item. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.capfloor Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.cms Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.credit Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities.StandardId An immutable standard identifier for an item. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.curve Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.deposit Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.dsf Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.fra Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.fx Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.fxopt Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.index Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.payment Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.rate Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.security Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.swap Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.measure.swaption Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.pricer.bond Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.pricer.capfloor Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.pricer.credit Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities.StandardId An immutable standard identifier for an item. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.pricer.curve Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.pricer.swaption Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities.ReferenceDataId An identifier for a unique item of reference data.Resolvable An object that can be resolved against reference data.ResolvableCalculationTarget A calculation target that can be resolved using reference data.StandardId An immutable standard identifier for an item. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.bond Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.capfloor Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.cms Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.credit Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data.StandardId An immutable standard identifier for an item. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.credit.type Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities.StandardId An immutable standard identifier for an item. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.deposit Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.deposit.type Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.dsf Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.etd Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities.ReferenceDataId An identifier for a unique item of reference data.ResolvableCalculationTarget A calculation target that can be resolved using reference data.StandardId An immutable standard identifier for an item. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.fra Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.fra.type Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.fx Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.fx.type Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.fxopt Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.index Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.index.type Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.payment Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.rate Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.swap Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.swap.type Class Description ReferenceData Provides access to reference data, such as holiday calendars and securities. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.product.swaption Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities.Resolvable An object that can be resolved against reference data. -
Classes in com.opengamma.strata.basics used by com.opengamma.strata.report Class Description CalculationTarget The target of calculation within a system.ReferenceData Provides access to reference data, such as holiday calendars and securities.