Uses of Interface
com.opengamma.strata.calc.Measure

Packages that use Measure

Package	Description
com.opengamma.strata.calc	Calculates risk measures on trades, applies scenarios and manages market data.
com.opengamma.strata.calc.runner	The calculation runner.
com.opengamma.strata.measure	Provides the ability to calculate high-level measures on financial instruments.
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.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.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.report.framework.expression	Provide the ability to extract data using textual expressions.

Uses of Measure in com.opengamma.strata.calc

Classes in com.opengamma.strata.calc that implement Measure

Modifier and Type	Class	Description
class	ImmutableMeasure	The default, immutable implementation of Measure.

Methods in com.opengamma.strata.calc that return Measure

Modifier and Type	Method	Description
Measure	Column.getMeasure()	Gets the measure to be calculated.
Measure	ColumnHeader.getMeasure()	Gets the measure that was calculated.
static Measure	Measure.of(String uniqueName)	Obtains an instance from the specified unique name.

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

Modifier and Type	Method	Description
static ExtendedEnum<Measure>	Measure.extendedEnum()	Gets the extended enum helper.
org.joda.beans.MetaProperty<Measure>	Column.Meta.measure()	The meta-property for the measure property.
org.joda.beans.MetaProperty<Measure>	ColumnHeader.Meta.measure()	The meta-property for the measure property.

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

Modifier and Type	Method	Description
Column.Builder	Column.Builder.measure(Measure measure)	Sets the measure to be calculated.
static Column	Column.of(Measure measure)	Obtains an instance that will calculate the specified measure.
static Column	Column.of(Measure measure, Currency currency)	Obtains an instance that will calculate the specified measure, converting to the specified currency.
static Column	Column.of(Measure measure, Currency currency, CalculationParameter... parameters)	Obtains an instance that will calculate the specified measure, converting to the specified currency, defining additional parameters.
static Column	Column.of(Measure measure, CalculationParameter... parameters)	Obtains an instance that will calculate the specified measure, defining additional parameters.
static Column	Column.of(Measure measure, String columnName)	Obtains an instance that will calculate the specified measure, defining the column name.
static Column	Column.of(Measure measure, String columnName, Currency currency)	Obtains an instance that will calculate the specified measure, converting to the specified currency.
static Column	Column.of(Measure measure, String columnName, Currency currency, CalculationParameter... parameters)	Obtains an instance that will calculate the specified measure, converting to the specified currency, defining the column name and parameters.
static Column	Column.of(Measure measure, String columnName, CalculationParameter... parameters)	Obtains an instance that will calculate the specified measure, defining the column name and parameters.
static ColumnHeader	ColumnHeader.of(ColumnName name, Measure measure)	Obtains an instance from the name and measure.
static ColumnHeader	ColumnHeader.of(ColumnName name, Measure measure, Currency currency)	Obtains an instance from the name, measure and currency.
static ColumnName	ColumnName.of(Measure measure)	Obtains an instance from the specified measure.

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

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

Modifier and Type	Method	Description
Measure	CalculationTaskCell.getMeasure()	Gets the measure to be calculated.
Measure	AbstractDerivedCalculationFunction.measure()
Measure	DerivedCalculationFunction.measure()	Returns the measure calculated by the function.

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

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.
Set<Measure>	CalculationTask.getMeasures()	Gets the set of measures that will be calculated by this task.
Set<Measure>	AbstractDerivedCalculationFunction.requiredMeasures()
Set<Measure>	DerivedCalculationFunction.requiredMeasures()	Returns the measures required by this function to calculate its measure.
Set<Measure>	CalculationFunction.supportedMeasures()	Returns the set of measures that the function can calculate.

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

Modifier and Type	Method	Description
static void	FunctionUtils.duplicateResult(Measure existingKey, Measure newKey, Map<Measure,Result<?>> mutableMeasureMap)	Checks if a map of results contains a value for a key, and if it does inserts it into the map for a different key.
default Optional<CalculationParameter>	CalculationParameter.filter(CalculationTarget target, Measure measure)	Filters this parameter to the specified target and measure.
CalculationParameters	CalculationParameters.filter(CalculationTarget target, Measure measure)	Filters the parameters, matching only those that are applicable for the target and measure.
static CalculationTaskCell	CalculationTaskCell.of(int rowIndex, int columnIndex, Measure measure, ReportingCurrency reportingCurrency)	Obtains an instance, specifying the cell indices, measure and reporting currency.

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

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.
R	DerivedCalculationFunction.calculate(T target, Map<Measure,Object> requiredMeasures, CalculationParameters parameters, ScenarioMarketData marketData, ReferenceData refData)	Calculates the measure.
static void	FunctionUtils.duplicateResult(Measure existingKey, Measure newKey, Map<Measure,Result<?>> mutableMeasureMap)	Checks if a map of results contains a value for a key, and if it does inserts it into the map for a different key.
FunctionRequirements	CalculationFunction.requirements(T target, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)	Determines the market data required by this function to perform its calculations.

Constructors in com.opengamma.strata.calc.runner with parameters of type Measure

Constructor	Description
AbstractDerivedCalculationFunction(Class<T> targetType, Measure measure, Measure... requiredMeasures)	Creates a new function which calculates one measure for targets of one type.
AbstractDerivedCalculationFunction(Class<T> targetType, Measure measure, Set<Measure> requiredMeasures)	Creates a new function which calculates one measure for targets of one type.

Constructor parameters in com.opengamma.strata.calc.runner with type arguments of type Measure

Constructor	Description
AbstractDerivedCalculationFunction(Class<T> targetType, Measure measure, Set<Measure> requiredMeasures)	Creates a new function which calculates one measure for targets of one type.

Uses of Measure in com.opengamma.strata.measure

Fields in com.opengamma.strata.measure declared as Measure

Modifier and Type	Field	Description
static Measure	Measures.ACCRUED_INTEREST	Measure representing the accrued interest of the calculation target.
static Measure	Measures.CASH_FLOWS	Measure representing the cash flows of the calculation target.
static Measure	Measures.CURRENCY_EXPOSURE	Measure representing the currency exposure of the calculation target.
static Measure	Measures.CURRENT_CASH	Measure representing the current cash of the calculation target.
static Measure	Measures.EXPLAIN_PRESENT_VALUE	Measure representing a break-down of the present value calculation on the target.
static Measure	Measures.FORWARD_FX_RATE	Measure representing the forward FX rate of the calculation target.
static Measure	Measures.LEG_INITIAL_NOTIONAL	Measure representing the initial notional amount of each leg of the calculation target.
static Measure	Measures.LEG_PRESENT_VALUE	Measure representing the present value of each leg of the calculation target.
static Measure	Measures.PAR_RATE	Measure representing the par rate of the calculation target.
static Measure	Measures.PAR_SPREAD	Measure representing the par spread of the calculation target.
static Measure	Measures.PRESENT_VALUE	Measure representing the present value of the calculation target.
static Measure	Measures.PV01_CALIBRATED_BUCKETED	Measure representing the calibrated bucketed PV01 on the calculation target.
static Measure	Measures.PV01_CALIBRATED_SUM	Measure representing the calibrated sum PV01 on the calculation target.
static Measure	Measures.PV01_MARKET_QUOTE_BUCKETED	Measure representing the market quote bucketed PV01 on the calculation target.
static Measure	Measures.PV01_MARKET_QUOTE_SUM	Measure representing the market quote sum PV01 on the calculation target.
static Measure	AdvancedMeasures.PV01_SEMI_PARALLEL_GAMMA_BUCKETED	Measure representing the semi-parallel bucketed gamma PV01 of the calculation target.
static Measure	AdvancedMeasures.PV01_SINGLE_NODE_GAMMA_BUCKETED	Measure representing the single-node bucketed gamma PV01 of the calculation target.
static Measure	Measures.RESOLVED_TARGET	Measure representing the resolved form of the calculation target.
static Measure	Measures.UNIT_PRICE	Measure representing the unit price of the instrument.
static Measure	Measures.VEGA_MARKET_QUOTE_BUCKETED	Measure representing the market quote bucketed vega on the calculation target.

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

Methods in com.opengamma.strata.measure.bond that return types with arguments of type Measure

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)
Set<Measure>	BillTradeCalculationFunction.supportedMeasures()
Set<Measure>	BondFutureOptionTradeCalculationFunction.supportedMeasures()
Set<Measure>	BondFutureTradeCalculationFunction.supportedMeasures()
Set<Measure>	CapitalIndexedBondTradeCalculationFunction.supportedMeasures()
Set<Measure>	FixedCouponBondTradeCalculationFunction.supportedMeasures()

Method parameters in com.opengamma.strata.measure.bond with type arguments of type Measure

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)
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 Measure in com.opengamma.strata.measure.calc

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

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

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

Methods in com.opengamma.strata.measure.capfloor that return types with arguments of type Measure

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

Method parameters in com.opengamma.strata.measure.capfloor with type arguments of type Measure

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

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

Methods in com.opengamma.strata.measure.cms that return types with arguments of type Measure

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

Method parameters in com.opengamma.strata.measure.cms with type arguments of type Measure

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

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

Fields in com.opengamma.strata.measure.credit declared as Measure

Modifier and Type	Field	Description
static Measure	CreditMeasures.CS01_BUCKETED	Measure representing the PV change under a series of 1 bps shifts in credit spread at each curve node.
static Measure	CreditMeasures.CS01_PARALLEL	Measure representing the PV change under a 1 bps shift in credit spread.
static Measure	CreditMeasures.EXPECTED_LOSS	Measure representing the expected value of protection settlement.
static Measure	CreditMeasures.IR01_CALIBRATED_BUCKETED	Measure representing the PV change under a series of 1 bps shifts in calibrated curve at each curve node.
static Measure	CreditMeasures.IR01_CALIBRATED_PARALLEL	Measure representing the PV change under a 1 bps shift in calibrated curve.
static Measure	CreditMeasures.IR01_MARKET_QUOTE_BUCKETED	Measure representing the PV change under a series of 1 bps shifts in market quotes at each curve node.
static Measure	CreditMeasures.IR01_MARKET_QUOTE_PARALLEL	Measure representing the PV change under a 1 bps shift to market quotes.
static Measure	CreditMeasures.JUMP_TO_DEFAULT	Measure representing the PV change in case of immediate default.
static Measure	CreditMeasures.PRINCIPAL	Measure representing the principal.
static Measure	CreditMeasures.RECOVERY01	Measure representing the PV change under a 1 bps shift in recovery rate.

Methods in com.opengamma.strata.measure.credit that return types with arguments of type Measure

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)
Set<Measure>	CdsIndexTradeCalculationFunction.supportedMeasures()
Set<Measure>	CdsTradeCalculationFunction.supportedMeasures()

Method parameters in com.opengamma.strata.measure.credit with type arguments of type Measure

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)
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 Measure in com.opengamma.strata.measure.deposit

Methods in com.opengamma.strata.measure.deposit that return types with arguments of type Measure

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

Method parameters in com.opengamma.strata.measure.deposit with type arguments of type Measure

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

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

Methods in com.opengamma.strata.measure.dsf that return types with arguments of type Measure

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

Method parameters in com.opengamma.strata.measure.dsf with type arguments of type Measure

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

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

Methods in com.opengamma.strata.measure.fra that return types with arguments of type Measure

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

Method parameters in com.opengamma.strata.measure.fra with type arguments of type Measure

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

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

Methods in com.opengamma.strata.measure.fx that return types with arguments of type Measure

Modifier and Type	Method	Description
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)
Set<Measure>	FxNdfTradeCalculationFunction.supportedMeasures()
Set<Measure>	FxSingleTradeCalculationFunction.supportedMeasures()
Set<Measure>	FxSwapTradeCalculationFunction.supportedMeasures()

Method parameters in com.opengamma.strata.measure.fx with type arguments of type Measure

Modifier and Type	Method	Description
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)
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 Measure in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type Measure

Modifier and Type	Method	Description
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)
Set<Measure>	FxSingleBarrierOptionTradeCalculationFunction.supportedMeasures()
Set<Measure>	FxVanillaOptionTradeCalculationFunction.supportedMeasures()

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

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

Method parameters in com.opengamma.strata.measure.fxopt with type arguments of type Measure

Modifier and Type	Method	Description
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)
FunctionRequirements	FxSingleBarrierOptionTradeCalculationFunction.requirements(FxSingleBarrierOptionTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements	FxVanillaOptionTradeCalculationFunction.requirements(FxVanillaOptionTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

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

Methods in com.opengamma.strata.measure.index that return types with arguments of type Measure

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)
Set<Measure>	IborFutureOptionTradeCalculationFunction.supportedMeasures()
Set<Measure>	IborFutureTradeCalculationFunction.supportedMeasures()
Set<Measure>	OvernightFutureTradeCalculationFunction.supportedMeasures()

Method parameters in com.opengamma.strata.measure.index with type arguments of type Measure

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)
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 Measure in com.opengamma.strata.measure.payment

Methods in com.opengamma.strata.measure.payment that return types with arguments of type Measure

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

Method parameters in com.opengamma.strata.measure.payment with type arguments of type Measure

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

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

Methods in com.opengamma.strata.measure.security that return types with arguments of type Measure

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)
Set<Measure>	GenericSecurityPositionCalculationFunction.supportedMeasures()
Set<Measure>	GenericSecurityTradeCalculationFunction.supportedMeasures()
Set<Measure>	SecurityPositionCalculationFunction.supportedMeasures()
Set<Measure>	SecurityTradeCalculationFunction.supportedMeasures()

Method parameters in com.opengamma.strata.measure.security with type arguments of type Measure

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)
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 Measure in com.opengamma.strata.measure.swap

Methods in com.opengamma.strata.measure.swap that return types with arguments of type Measure

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

Method parameters in com.opengamma.strata.measure.swap with type arguments of type Measure

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

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

Methods in com.opengamma.strata.measure.swaption that return types with arguments of type Measure

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

Method parameters in com.opengamma.strata.measure.swaption with type arguments of type Measure

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

Uses of Measure in com.opengamma.strata.report.framework.expression

Methods in com.opengamma.strata.report.framework.expression that return types with arguments of type Measure

Modifier and Type	Method	Description
static Optional<Measure>	ValuePathEvaluator.measure(String valuePath)	Gets the measure encoded in a value path, if present.