Uses of Package
com.opengamma.strata.calc
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Packages that use com.opengamma.strata.calc Package Description 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.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 Reporting Frameworkcom.opengamma.strata.report.framework.expression Provide the ability to extract data using textual expressions. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.calc Class Description CalculationRules A set of rules that define how the calculation runner should perform calculations.CalculationRules.Meta The meta-bean forCalculationRules
.CalculationRunner Component that provides the ability to perform calculations on multiple targets, measures and scenarios.Column Defines a column in a set of calculation results.Column.Builder The bean-builder forColumn
.Column.Meta The meta-bean forColumn
.ColumnHeader Provides access to the column name and measure in the grid of results.ColumnHeader.Meta The meta-bean forColumnHeader
.ColumnName The name of a column in the grid of calculation results.ImmutableMeasure The default, immutable implementation ofMeasure
.ImmutableMeasure.Meta The meta-bean forImmutableMeasure
.Measure Identifies a measure that can be produced by the system.ReportingCurrency The reporting currency.ReportingCurrency.Meta The meta-bean forReportingCurrency
.ReportingCurrencyType The available types of reporting currency.Results Calculation results of performing calculations for a set of targets and columns.Results.Meta The meta-bean forResults
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Classes in com.opengamma.strata.calc used by com.opengamma.strata.calc.marketdata Class Description CalculationRules A set of rules that define how the calculation runner should perform calculations. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.calc.runner Class Description CalculationRules A set of rules that define how the calculation runner should perform calculations.Column Defines a column in a set of calculation results.Measure Identifies a measure that can be produced by the system.ReportingCurrency The reporting currency.Results Calculation results of performing calculations for a set of targets and columns. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.measure Class Description Measure Identifies a measure that can be produced by the system. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.measure.bond Class Description Measure Identifies a measure that can be produced by the system. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.measure.calc Class Description Measure Identifies a measure that can be produced by the system. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.measure.capfloor Class Description Measure Identifies a measure that can be produced by the system. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.measure.cms Class Description Measure Identifies a measure that can be produced by the system. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.measure.credit Class Description Measure Identifies a measure that can be produced by the system. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.measure.deposit Class Description Measure Identifies a measure that can be produced by the system. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.measure.dsf Class Description Measure Identifies a measure that can be produced by the system. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.measure.fra Class Description Measure Identifies a measure that can be produced by the system. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.measure.fx Class Description Measure Identifies a measure that can be produced by the system. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.measure.fxopt Class Description Measure Identifies a measure that can be produced by the system. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.measure.index Class Description Measure Identifies a measure that can be produced by the system. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.measure.payment Class Description Measure Identifies a measure that can be produced by the system. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.measure.security Class Description Measure Identifies a measure that can be produced by the system. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.measure.swap Class Description Measure Identifies a measure that can be produced by the system. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.measure.swaption Class Description Measure Identifies a measure that can be produced by the system. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.report Class Description Column Defines a column in a set of calculation results.Results Calculation results of performing calculations for a set of targets and columns. -
Classes in com.opengamma.strata.calc used by com.opengamma.strata.report.framework.expression Class Description Measure Identifies a measure that can be produced by the system.