Uses of Interface
com.opengamma.strata.calc.runner.CalculationFunction
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Packages that use CalculationFunction Package Description com.opengamma.strata.calc.runner The calculation runner.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.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. -
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Uses of CalculationFunction in com.opengamma.strata.calc.runner
Methods in com.opengamma.strata.calc.runner that return CalculationFunction Modifier and Type Method Description default <T extends CalculationTarget>
CalculationFunction<? super T>CalculationFunctions. getFunction(T target)
Gets the function that handles the specified target.CalculationFunction<CalculationTarget>
CalculationTask. getFunction()
Gets the function that will calculate the value.Methods in com.opengamma.strata.calc.runner that return types with arguments of type CalculationFunction Modifier and Type Method Description <T extends CalculationTarget>
Optional<CalculationFunction<? super T>>CalculationFunctions. findFunction(T target)
Finds the function that handles the specified target.Methods in com.opengamma.strata.calc.runner with parameters of type CalculationFunction Modifier and Type Method Description static CalculationFunctions
CalculationFunctions. of(CalculationFunction<?>... functions)
Obtains an instance from the specified functions.static CalculationTask
CalculationTask. of(CalculationTarget target, CalculationFunction<? extends CalculationTarget> function, CalculationParameters parameters, List<CalculationTaskCell> cells)
Obtains an instance that will calculate the specified cells.static CalculationTask
CalculationTask. of(CalculationTarget target, CalculationFunction<? extends CalculationTarget> function, CalculationTaskCell... cells)
Obtains an instance that will calculate the specified cells.Method parameters in com.opengamma.strata.calc.runner with type arguments of type CalculationFunction Modifier and Type Method Description static CalculationFunctions
CalculationFunctions. of(List<? extends CalculationFunction<?>> functions)
Obtains an instance from the specified functions.static CalculationFunctions
CalculationFunctions. of(Map<Class<?>,? extends CalculationFunction<?>> functions)
Obtains an instance from the specified functions. -
Uses of CalculationFunction in com.opengamma.strata.measure.bond
Classes in com.opengamma.strata.measure.bond that implement CalculationFunction Modifier and Type Class Description class
BillTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Bill> & Resolvable<ResolvedBillTrade>>
Perform calculations on a singleBillTrade
orBillPosition
for each of a set of scenarios.class
BondFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFutureOption> & Resolvable<ResolvedBondFutureOptionTrade>>
Perform calculations on a singleBondFutureOptionTrade
orBondFutureOptionPosition
for each of a set of scenarios.class
BondFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFuture> & Resolvable<ResolvedBondFutureTrade>>
Perform calculations on a singleBondFutureTrade
orBondFuturePosition
for each of a set of scenarios.class
CapitalIndexedBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<CapitalIndexedBond> & Resolvable<ResolvedCapitalIndexedBondTrade>>
Perform calculations on a singleCapitalIndexedBondTrade
orCapitalIndexedBondPosition
for each of a set of scenarios.class
FixedCouponBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<FixedCouponBond> & Resolvable<ResolvedFixedCouponBondTrade>>
Perform calculations on a singleFixedCouponBondTrade
orFixedCouponBondPosition
for each of a set of scenarios. -
Uses of CalculationFunction in com.opengamma.strata.measure.capfloor
Classes in com.opengamma.strata.measure.capfloor that implement CalculationFunction Modifier and Type Class Description class
IborCapFloorTradeCalculationFunction
Perform calculations on a singleIborCapFloorTrade
for each of a set of scenarios. -
Uses of CalculationFunction in com.opengamma.strata.measure.cms
Classes in com.opengamma.strata.measure.cms that implement CalculationFunction Modifier and Type Class Description class
CmsTradeCalculationFunction
Perform calculations on a singleCmsTrade
for each of a set of scenarios. -
Uses of CalculationFunction in com.opengamma.strata.measure.credit
Classes in com.opengamma.strata.measure.credit that implement CalculationFunction Modifier and Type Class Description class
CdsIndexTradeCalculationFunction
Perform calculations on a singleCdsIndexTrade
for each of a set of scenarios.class
CdsTradeCalculationFunction
Perform calculations on a singleCdsTrade
for each of a set of scenarios. -
Uses of CalculationFunction in com.opengamma.strata.measure.deposit
Classes in com.opengamma.strata.measure.deposit that implement CalculationFunction Modifier and Type Class Description class
TermDepositTradeCalculationFunction
Perform calculations on a singleTermDepositTrade
for each of a set of scenarios. -
Uses of CalculationFunction in com.opengamma.strata.measure.dsf
Classes in com.opengamma.strata.measure.dsf that implement CalculationFunction Modifier and Type Class Description class
DsfTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Dsf> & Resolvable<ResolvedDsfTrade>>
Perform calculations on a singleDsfTrade
orDsfPosition
for each of a set of scenarios. -
Uses of CalculationFunction in com.opengamma.strata.measure.fra
Classes in com.opengamma.strata.measure.fra that implement CalculationFunction Modifier and Type Class Description class
FraTradeCalculationFunction
Perform calculations on a singleFraTrade
for each of a set of scenarios. -
Uses of CalculationFunction in com.opengamma.strata.measure.fx
Classes in com.opengamma.strata.measure.fx that implement CalculationFunction Modifier and Type Class Description class
FxNdfTradeCalculationFunction
Perform calculations on a singleFxNdfTrade
for each of a set of scenarios.class
FxSingleTradeCalculationFunction
Perform calculations on a singleFxSingleTrade
for each of a set of scenarios.class
FxSwapTradeCalculationFunction
Perform calculations on a singleFxSwapTrade
for each of a set of scenarios. -
Uses of CalculationFunction in com.opengamma.strata.measure.fxopt
Classes in com.opengamma.strata.measure.fxopt that implement CalculationFunction Modifier and Type Class Description class
FxSingleBarrierOptionTradeCalculationFunction
Perform calculations on an FX single barrier option trade for each of a set of scenarios.class
FxVanillaOptionTradeCalculationFunction
Perform calculations on an FX vanilla option trade for each of a set of scenarios. -
Uses of CalculationFunction in com.opengamma.strata.measure.index
Classes in com.opengamma.strata.measure.index that implement CalculationFunction Modifier and Type Class Description class
IborFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFutureOption> & Resolvable<ResolvedIborFutureOptionTrade>>
Perform calculations on a singleIborFutureOptionTrade
orIborFutureOptionPosition
for each of a set of scenarios.class
IborFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFuture> & Resolvable<ResolvedIborFutureTrade>>
Perform calculations on a singleIborFutureTrade
orIborFuturePosition
for each of a set of scenarios.class
OvernightFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<OvernightFuture> & Resolvable<ResolvedOvernightFutureTrade>>
Perform calculations on a singleOvernightFutureTrade
for each of a set of scenarios. -
Uses of CalculationFunction in com.opengamma.strata.measure.payment
Classes in com.opengamma.strata.measure.payment that implement CalculationFunction Modifier and Type Class Description class
BulletPaymentTradeCalculationFunction
Perform calculations on a singleBulletPaymentTrade
for each of a set of scenarios. -
Uses of CalculationFunction in com.opengamma.strata.measure.security
Classes in com.opengamma.strata.measure.security that implement CalculationFunction Modifier and Type Class Description class
GenericSecurityPositionCalculationFunction
Perform calculations on a singleGenericSecurityPosition
for each of a set of scenarios.class
GenericSecurityTradeCalculationFunction
Perform calculations on a singleGenericSecurityTrade
for each of a set of scenarios.class
SecurityPositionCalculationFunction
Perform calculations on a singleSecurityPosition
for each of a set of scenarios.class
SecurityTradeCalculationFunction
Perform calculations on a singleSecurityTrade
for each of a set of scenarios. -
Uses of CalculationFunction in com.opengamma.strata.measure.swap
Classes in com.opengamma.strata.measure.swap that implement CalculationFunction Modifier and Type Class Description class
SwapTradeCalculationFunction
Perform calculations on a singleSwapTrade
for each of a set of scenarios. -
Uses of CalculationFunction in com.opengamma.strata.measure.swaption
Classes in com.opengamma.strata.measure.swaption that implement CalculationFunction Modifier and Type Class Description class
SwaptionTradeCalculationFunction
Perform calculations on a singleSwaptionTrade
for each of a set of scenarios.
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