Uses of Interface
com.opengamma.strata.calc.runner.CalculationParameter

Packages that use CalculationParameter

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.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.fxopt	Calculation functions for FX option products.
com.opengamma.strata.measure.index	Calculation functions for index products.
com.opengamma.strata.measure.rate	Base package for calculation functions.
com.opengamma.strata.measure.swaption	Calculation functions for swaption products.

Uses of CalculationParameter in com.opengamma.strata.calc

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

Modifier and Type	Method	Description
static CalculationRules	CalculationRules.of(CalculationFunctions functions, Currency reportingCurrency, CalculationParameter... parameters)	Obtains an instance specifying the functions, reporting currency and additional parameters.
static CalculationRules	CalculationRules.of(CalculationFunctions functions, CalculationParameter... parameters)	Obtains an instance specifying the functions to use and some additional parameters.
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, 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.

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

Subinterfaces of CalculationParameter in com.opengamma.strata.calc.runner

Modifier and Type	Interface	Description
interface	FxRateLookup	The lookup that provides access to FX rates in market data.

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

Modifier and Type	Method	Description
<T extends CalculationParameter> Optional<T>	CalculationParameters.findParameter(Class<T> type)	Finds the parameter that matches the specified query type.
<T extends CalculationParameter> T	CalculationParameters.getParameter(Class<T> type)	Returns the parameter that matches the specified query type throwing an exception if not available.

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

Modifier and Type	Method	Description
default Optional<CalculationParameter>	CalculationParameter.filter(CalculationTarget target, Measure measure)	Filters this parameter to the specified target and measure.
ImmutableMap<Class<? extends CalculationParameter>,CalculationParameter>	CalculationParameters.getParameters()	Gets the parameters, keyed by query type.
ImmutableMap<Class<? extends CalculationParameter>,CalculationParameter>	CalculationParameters.getParameters()	Gets the parameters, keyed by query type.
default Class<? extends CalculationParameter>	CalculationParameter.queryType()	Gets the type that the parameter will be queried by.
default Class<? extends CalculationParameter>	FxRateLookup.queryType()

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

Modifier and Type	Method	Description
static CalculationParameters	CalculationParameters.of(CalculationParameter... parameters)	Obtains an instance from the specified parameters.
CalculationParameters	CalculationParameters.with(CalculationParameter parameter)	Returns a copy of this instance with the specified parameter added.

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

Modifier and Type	Method	Description
static CalculationParameters	CalculationParameters.of(List<? extends CalculationParameter> parameters)	Obtains an instance from the specified parameters.
CalculationParameters	CalculationParameters.without(Class<? extends CalculationParameter> type)	Filters the parameters, returning a set without the specified type.

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

Subinterfaces of CalculationParameter in com.opengamma.strata.measure.bond

Modifier and Type	Interface	Description
interface	BondFutureOptionMarketDataLookup	The lookup that provides access to bond future volatilities in market data.
interface	LegalEntityDiscountingMarketDataLookup	The lookup that provides access to legal entity discounting in market data.

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

Modifier and Type	Method	Description
default Class<? extends CalculationParameter>	BondFutureOptionMarketDataLookup.queryType()	Gets the type that the lookup will be queried by.
default Class<? extends CalculationParameter>	LegalEntityDiscountingMarketDataLookup.queryType()	Gets the type that the lookup will be queried by.

Uses of CalculationParameter in com.opengamma.strata.measure.calc

Classes in com.opengamma.strata.measure.calc that implement CalculationParameter

Modifier and Type	Class	Description
class	TargetTypeCalculationParameter	A calculation parameter that selects the parameter based on the type of the target.
class	TradeCounterpartyCalculationParameter	A calculation parameter that selects the parameter based on the counterparty of the target.

Methods in com.opengamma.strata.measure.calc that return CalculationParameter

Modifier and Type	Method	Description
CalculationParameter	TargetTypeCalculationParameter.getDefaultParameter()	Gets the default underlying parameter.
CalculationParameter	TradeCounterpartyCalculationParameter.getDefaultParameter()	Gets the default underlying parameter.

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

Modifier and Type	Method	Description
Optional<CalculationParameter>	TargetTypeCalculationParameter.filter(CalculationTarget target, Measure measure)
Optional<CalculationParameter>	TradeCounterpartyCalculationParameter.filter(CalculationTarget target, Measure measure)
ImmutableMap<Class<?>,CalculationParameter>	TargetTypeCalculationParameter.getParameters()	Gets the underlying parameters, keyed by target type.
ImmutableMap<StandardId,CalculationParameter>	TradeCounterpartyCalculationParameter.getParameters()	Gets the underlying parameters, keyed by counterparty ID.
Class<? extends CalculationParameter>	TargetTypeCalculationParameter.getQueryType()	Gets the parameter query type.
Class<? extends CalculationParameter>	TradeCounterpartyCalculationParameter.getQueryType()	Gets the parameter query type.
Class<? extends CalculationParameter>	TargetTypeCalculationParameter.queryType()
Class<? extends CalculationParameter>	TradeCounterpartyCalculationParameter.queryType()

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

Modifier and Type	Method	Description
static TargetTypeCalculationParameter	TargetTypeCalculationParameter.of(Map<Class<?>,CalculationParameter> parameters, CalculationParameter defaultParameter)	Obtains an instance from the specified parameters.
static TradeCounterpartyCalculationParameter	TradeCounterpartyCalculationParameter.of(Map<StandardId,CalculationParameter> parameters, CalculationParameter defaultParameter)	Obtains an instance from the specified parameters.

Method parameters in com.opengamma.strata.measure.calc with type arguments of type CalculationParameter

Modifier and Type	Method	Description
static TargetTypeCalculationParameter	TargetTypeCalculationParameter.of(Map<Class<?>,CalculationParameter> parameters, CalculationParameter defaultParameter)	Obtains an instance from the specified parameters.
static TradeCounterpartyCalculationParameter	TradeCounterpartyCalculationParameter.of(Map<StandardId,CalculationParameter> parameters, CalculationParameter defaultParameter)	Obtains an instance from the specified parameters.

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

Subinterfaces of CalculationParameter in com.opengamma.strata.measure.capfloor

Modifier and Type	Interface	Description
interface	IborCapFloorMarketDataLookup	The lookup that provides access to cap/floor volatilities in market data.

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

Modifier and Type	Method	Description
default Class<? extends CalculationParameter>	IborCapFloorMarketDataLookup.queryType()	Gets the type that the lookup will be queried by.

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

Classes in com.opengamma.strata.measure.cms that implement CalculationParameter

Modifier and Type	Class	Description
class	CmsSabrExtrapolationParams	The additional parameters necessary for pricing CMS using SABR extrapolation replication.

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

Subinterfaces of CalculationParameter in com.opengamma.strata.measure.credit

Modifier and Type	Interface	Description
interface	CreditRatesMarketDataLookup	The lookup that provides access to credit rates in market data.

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

Modifier and Type	Method	Description
default Class<? extends CalculationParameter>	CreditRatesMarketDataLookup.queryType()	Gets the type that the lookup will be queried by.

Uses of CalculationParameter in com.opengamma.strata.measure.fxopt

Subinterfaces of CalculationParameter in com.opengamma.strata.measure.fxopt

Modifier and Type	Interface	Description
interface	FxOptionMarketDataLookup	The lookup that provides access to FX options volatilities in market data.

Classes in com.opengamma.strata.measure.fxopt that implement CalculationParameter

Modifier and Type	Class	Description
class	FxSingleBarrierOptionMethod	The method to use for pricing FX single barrier options.
class	FxVanillaOptionMethod	The method to use for pricing FX vanilla options.

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

Modifier and Type	Method	Description
Optional<CalculationParameter>	FxSingleBarrierOptionMethod.filter(CalculationTarget target, Measure measure)
Optional<CalculationParameter>	FxVanillaOptionMethod.filter(CalculationTarget target, Measure measure)
default Class<? extends CalculationParameter>	FxOptionMarketDataLookup.queryType()	Gets the type that the lookup will be queried by.

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

Subinterfaces of CalculationParameter in com.opengamma.strata.measure.index

Modifier and Type	Interface	Description
interface	IborFutureOptionMarketDataLookup	The lookup that provides access to Ibor future option volatilities in market data.

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

Modifier and Type	Method	Description
default Class<? extends CalculationParameter>	IborFutureOptionMarketDataLookup.queryType()	Gets the type that the lookup will be queried by.

Uses of CalculationParameter in com.opengamma.strata.measure.rate

Subinterfaces of CalculationParameter in com.opengamma.strata.measure.rate

Modifier and Type	Interface	Description
interface	RatesMarketDataLookup	The lookup that provides access to rates in market data.

Methods in com.opengamma.strata.measure.rate that return types with arguments of type CalculationParameter

Modifier and Type	Method	Description
default Class<? extends CalculationParameter>	RatesMarketDataLookup.queryType()	Gets the type that the lookup will be queried by.

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

Subinterfaces of CalculationParameter in com.opengamma.strata.measure.swaption

Modifier and Type	Interface	Description
interface	SwaptionMarketDataLookup	The lookup that provides access to swaption volatilities in market data.

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

Modifier and Type	Method	Description
default Class<? extends CalculationParameter>	SwaptionMarketDataLookup.queryType()	Gets the type that the lookup will be queried by.