Uses of Class
com.opengamma.strata.calc.runner.CalculationParameters

Packages that use CalculationParameters

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.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.

Uses of CalculationParameters in com.opengamma.strata.calc

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

Modifier and Type	Method	Description
CalculationParameters	CalculationRules.getParameters()	Gets the calculation parameters, used to control the how the calculation is performed.
CalculationParameters	Column.getParameters()	Gets the calculation parameters that apply to this column, used to control the how the calculation is performed.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CalculationParameters>	CalculationRules.Meta.parameters()	The meta-property for the parameters property.
org.joda.beans.MetaProperty<CalculationParameters>	Column.Meta.parameters()	The meta-property for the parameters property.

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

Modifier and Type	Method	Description
Column	Column.combineWithDefaults(ReportingCurrency reportingCurrency, CalculationParameters defaultParameters)	Combines the parameters with another reporting currency and set of parameters.
static CalculationRules	CalculationRules.of(CalculationFunctions functions, ReportingCurrency reportingCurrency, CalculationParameters parameters)	Obtains an instance specifying the functions, reporting currency and additional parameters.
static CalculationRules	CalculationRules.of(CalculationFunctions functions, CalculationParameters parameters)	Obtains an instance specifying the functions to use and some additional parameters.
Column.Builder	Column.Builder.parameters(CalculationParameters parameters)	Sets the calculation parameters that apply to this column, used to control the how the calculation is performed.

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

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

Modifier and Type	Method	Description
CalculationParameters	CalculationParameters.combinedWith(CalculationParameters other)	Combines this set of parameters with the specified set.
static CalculationParameters	CalculationParameters.empty()	Obtains an empty instance with no parameters.
CalculationParameters	CalculationParameters.filter(CalculationTarget target, Measure measure)	Filters the parameters, matching only those that are applicable for the target and measure.
CalculationParameters	CalculationTask.getParameters()	Gets the additional parameters.
static CalculationParameters	CalculationParameters.of(CalculationParameter... parameters)	Obtains an instance from the specified parameters.
static CalculationParameters	CalculationParameters.of(List<? extends 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.
CalculationParameters	CalculationParameters.without(Class<? extends CalculationParameter> type)	Filters the parameters, returning a set without the specified type.

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

Modifier and Type	Method	Description
Class<CalculationParameters>	CalculationParametersId.getMarketDataType()
static org.joda.beans.TypedMetaBean<CalculationParameters>	CalculationParameters.meta()	The meta-bean for CalculationParameters.
org.joda.beans.TypedMetaBean<CalculationParameters>	CalculationParameters.metaBean()

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

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.
CalculationParameters	CalculationParameters.combinedWith(CalculationParameters other)	Combines this set of parameters with the specified set.
static CalculationTask	CalculationTask.of(CalculationTarget target, CalculationFunction<? extends CalculationTarget> function, CalculationParameters parameters, List<CalculationTaskCell> cells)	Obtains an instance that will calculate the specified cells.
FunctionRequirements	AbstractDerivedCalculationFunction.requirements(T target, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements	CalculationFunction.requirements(T target, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)	Determines the market data required by this function to perform its calculations.
FunctionRequirements	DerivedCalculationFunction.requirements(T target, CalculationParameters parameters, ReferenceData refData)	Returns requirements for the market data required by this function to calculate its measure.

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

Methods in com.opengamma.strata.measure.bond with parameters of type CalculationParameters

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 CalculationParameters in com.opengamma.strata.measure.capfloor

Methods in com.opengamma.strata.measure.capfloor with parameters of type CalculationParameters

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 CalculationParameters in com.opengamma.strata.measure.cms

Methods in com.opengamma.strata.measure.cms with parameters of type CalculationParameters

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 CalculationParameters in com.opengamma.strata.measure.credit

Methods in com.opengamma.strata.measure.credit with parameters of type CalculationParameters

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 CalculationParameters in com.opengamma.strata.measure.deposit

Methods in com.opengamma.strata.measure.deposit with parameters of type CalculationParameters

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 CalculationParameters in com.opengamma.strata.measure.dsf

Methods in com.opengamma.strata.measure.dsf with parameters of type CalculationParameters

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 CalculationParameters in com.opengamma.strata.measure.fra

Methods in com.opengamma.strata.measure.fra with parameters of type CalculationParameters

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 CalculationParameters in com.opengamma.strata.measure.fx

Methods in com.opengamma.strata.measure.fx with parameters of type CalculationParameters

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 CalculationParameters in com.opengamma.strata.measure.fxopt

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

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 CalculationParameters in com.opengamma.strata.measure.index

Methods in com.opengamma.strata.measure.index with parameters of type CalculationParameters

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 CalculationParameters in com.opengamma.strata.measure.payment

Methods in com.opengamma.strata.measure.payment with parameters of type CalculationParameters

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 CalculationParameters in com.opengamma.strata.measure.security

Methods in com.opengamma.strata.measure.security with parameters of type CalculationParameters

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 CalculationParameters in com.opengamma.strata.measure.swap

Methods in com.opengamma.strata.measure.swap with parameters of type CalculationParameters

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 CalculationParameters in com.opengamma.strata.measure.swaption

Methods in com.opengamma.strata.measure.swaption with parameters of type CalculationParameters

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)