Uses of Package
com.opengamma.strata.calc.marketdata
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Packages that use com.opengamma.strata.calc.marketdata Package Description 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.measure Provides the ability to calculate high-level measures on financial instruments.com.opengamma.strata.measure.curve Integration code that allows strata-calc to use and calibrate curves.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.rate Base package for calculation functions. -
Classes in com.opengamma.strata.calc.marketdata used by com.opengamma.strata.calc.marketdata Class Description BuiltMarketData Market data that has been built.BuiltMarketData.Meta The meta-bean forBuiltMarketData
.BuiltScenarioMarketData Market data that has been built.BuiltScenarioMarketData.Meta The meta-bean forBuiltScenarioMarketData
.MarketDataConfig Configuration required for building non-observable market data, for example curves or surfaces.MarketDataConfig.Meta The meta-bean forMarketDataConfig
.MarketDataConfigBuilder A mutable builder for building an instance ofMarketDataConfig
.MarketDataFactory Component that provides the ability to source and calibrate market data.MarketDataFilter Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.MarketDataFunction A market data function creates items of market data for a set of market data IDs.MarketDataRequirements Requirements for market data.MarketDataRequirements.Meta The meta-bean forMarketDataRequirements
.MarketDataRequirementsBuilder Mutable builder for creating instances ofMarketDataRequirements
.ObservableDataProvider A provider of observable market data.PerturbationMapping Contains a market data perturbation and a filter that decides what market data it applies to.PerturbationMapping.Builder The bean-builder forPerturbationMapping
.PerturbationMapping.Meta The meta-bean forPerturbationMapping
.ScenarioDefinition A scenario definition defines how to create multiple sets of market data for running calculations over a set of scenarios.ScenarioDefinition.Builder The bean-builder forScenarioDefinition
.ScenarioDefinition.Meta The meta-bean forScenarioDefinition
.TimeSeriesProvider A provider of time-series. -
Classes in com.opengamma.strata.calc.marketdata used by com.opengamma.strata.calc.runner Class Description MarketDataRequirements Requirements for market data. -
Classes in com.opengamma.strata.calc.marketdata used by com.opengamma.strata.measure Class Description MarketDataFactory Component that provides the ability to source and calibrate market data.MarketDataFunction A market data function creates items of market data for a set of market data IDs.ObservableDataProvider A provider of observable market data. -
Classes in com.opengamma.strata.calc.marketdata used by com.opengamma.strata.measure.curve Class Description MarketDataConfig Configuration required for building non-observable market data, for example curves or surfaces.MarketDataFunction A market data function creates items of market data for a set of market data IDs.MarketDataRequirements Requirements for market data. -
Classes in com.opengamma.strata.calc.marketdata used by com.opengamma.strata.measure.fx Class Description MarketDataConfig Configuration required for building non-observable market data, for example curves or surfaces.MarketDataFunction A market data function creates items of market data for a set of market data IDs.MarketDataRequirements Requirements for market data. -
Classes in com.opengamma.strata.calc.marketdata used by com.opengamma.strata.measure.fxopt Class Description MarketDataConfig Configuration required for building non-observable market data, for example curves or surfaces.MarketDataFunction A market data function creates items of market data for a set of market data IDs.MarketDataRequirements Requirements for market data. -
Classes in com.opengamma.strata.calc.marketdata used by com.opengamma.strata.measure.rate Class Description MarketDataConfig Configuration required for building non-observable market data, for example curves or surfaces.MarketDataFunction A market data function creates items of market data for a set of market data IDs.MarketDataRequirements Requirements for market data.