Uses of Class
com.opengamma.strata.calc.runner.FunctionRequirements
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Packages that use FunctionRequirements 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.rate Base package for calculation functions.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 FunctionRequirements in com.opengamma.strata.calc.runner
Methods in com.opengamma.strata.calc.runner that return FunctionRequirements Modifier and Type Method Description FunctionRequirements
FunctionRequirements.Builder. build()
FunctionRequirements
FunctionRequirements. combinedWith(FunctionRequirements other)
Combines these requirements with another set.static FunctionRequirements
FunctionRequirements. empty()
Returns an empty set of requirements.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.Methods in com.opengamma.strata.calc.runner that return types with arguments of type FunctionRequirements Modifier and Type Method Description Class<? extends FunctionRequirements>
FunctionRequirements.Meta. beanType()
Methods in com.opengamma.strata.calc.runner with parameters of type FunctionRequirements Modifier and Type Method Description FunctionRequirements
FunctionRequirements. combinedWith(FunctionRequirements other)
Combines these requirements with another set. -
Uses of FunctionRequirements in com.opengamma.strata.measure.bond
Methods in com.opengamma.strata.measure.bond that return FunctionRequirements Modifier and Type Method Description FunctionRequirements
BillTradeCalculationFunction. requirements(T target, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
default FunctionRequirements
BondFutureOptionMarketDataLookup. requirements(SecurityId... securityIds)
Creates market data requirements for the specified security IDs.FunctionRequirements
BondFutureOptionMarketDataLookup. requirements(Set<SecurityId> securityIds)
Creates market data requirements for the specified security IDs.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)
FunctionRequirements
LegalEntityDiscountingMarketDataLookup. requirements(LegalEntityId issuerId, Currency currency)
Creates market data requirements for the specified issuer.FunctionRequirements
LegalEntityDiscountingMarketDataLookup. requirements(SecurityId securityId, LegalEntityId issuerId, Currency currency)
Creates market data requirements for the specified security and issuer. -
Uses of FunctionRequirements in com.opengamma.strata.measure.capfloor
Methods in com.opengamma.strata.measure.capfloor that return FunctionRequirements Modifier and Type Method Description default FunctionRequirements
IborCapFloorMarketDataLookup. requirements(IborIndex... indices)
Creates market data requirements for the specified indices.FunctionRequirements
IborCapFloorMarketDataLookup. requirements(Set<IborIndex> indices)
Creates market data requirements for the specified indices.FunctionRequirements
IborCapFloorTradeCalculationFunction. requirements(IborCapFloorTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
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Uses of FunctionRequirements in com.opengamma.strata.measure.cms
Methods in com.opengamma.strata.measure.cms that return FunctionRequirements Modifier and Type Method Description FunctionRequirements
CmsTradeCalculationFunction. requirements(CmsTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
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Uses of FunctionRequirements in com.opengamma.strata.measure.credit
Methods in com.opengamma.strata.measure.credit that return FunctionRequirements Modifier and Type Method Description FunctionRequirements
CdsIndexTradeCalculationFunction. requirements(CdsIndexTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements
CdsTradeCalculationFunction. requirements(CdsTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements
CreditRatesMarketDataLookup. requirements(StandardId legalEntityId, Currency currency)
Creates market data requirements for the specified standard ID and currency. -
Uses of FunctionRequirements in com.opengamma.strata.measure.deposit
Methods in com.opengamma.strata.measure.deposit that return FunctionRequirements Modifier and Type Method Description FunctionRequirements
TermDepositTradeCalculationFunction. requirements(TermDepositTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
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Uses of FunctionRequirements in com.opengamma.strata.measure.dsf
Methods in com.opengamma.strata.measure.dsf that return FunctionRequirements Modifier and Type Method Description FunctionRequirements
DsfTradeCalculationFunction. requirements(T target, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
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Uses of FunctionRequirements in com.opengamma.strata.measure.fra
Methods in com.opengamma.strata.measure.fra that return FunctionRequirements Modifier and Type Method Description FunctionRequirements
FraTradeCalculationFunction. requirements(FraTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
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Uses of FunctionRequirements in com.opengamma.strata.measure.fx
Methods in com.opengamma.strata.measure.fx that return FunctionRequirements Modifier and Type Method Description 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)
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Uses of FunctionRequirements in com.opengamma.strata.measure.fxopt
Methods in com.opengamma.strata.measure.fxopt that return FunctionRequirements Modifier and Type Method Description default FunctionRequirements
FxOptionMarketDataLookup. requirements(CurrencyPair... currencyPairs)
Creates market data requirements for the specified currency pairs.FunctionRequirements
FxOptionMarketDataLookup. requirements(Set<CurrencyPair> currencyPairs)
Creates market data requirements for the specified currency pairs.FunctionRequirements
FxSingleBarrierOptionTradeCalculationFunction. requirements(FxSingleBarrierOptionTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
FunctionRequirements
FxVanillaOptionTradeCalculationFunction. requirements(FxVanillaOptionTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
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Uses of FunctionRequirements in com.opengamma.strata.measure.index
Methods in com.opengamma.strata.measure.index that return FunctionRequirements Modifier and Type Method Description default FunctionRequirements
IborFutureOptionMarketDataLookup. requirements(IborIndex... indices)
Creates market data requirements for the specified indices.FunctionRequirements
IborFutureOptionMarketDataLookup. requirements(Set<IborIndex> indices)
Creates market data requirements for the specified indices.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)
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Uses of FunctionRequirements in com.opengamma.strata.measure.payment
Methods in com.opengamma.strata.measure.payment that return FunctionRequirements Modifier and Type Method Description FunctionRequirements
BulletPaymentTradeCalculationFunction. requirements(BulletPaymentTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
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Uses of FunctionRequirements in com.opengamma.strata.measure.rate
Methods in com.opengamma.strata.measure.rate that return FunctionRequirements Modifier and Type Method Description default FunctionRequirements
RatesMarketDataLookup. requirements(Currency currency, Index... indices)
Creates market data requirements for the specified currency and indices.default FunctionRequirements
RatesMarketDataLookup. requirements(Set<Currency> currencies)
Creates market data requirements for the specified currencies.FunctionRequirements
RatesMarketDataLookup. requirements(Set<Currency> currencies, Set<? extends Index> indices)
Creates market data requirements for the specified currencies and indices. -
Uses of FunctionRequirements in com.opengamma.strata.measure.security
Methods in com.opengamma.strata.measure.security that return FunctionRequirements Modifier and Type Method Description 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)
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Uses of FunctionRequirements in com.opengamma.strata.measure.swap
Methods in com.opengamma.strata.measure.swap that return FunctionRequirements Modifier and Type Method Description FunctionRequirements
SwapTradeCalculationFunction. requirements(SwapTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
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Uses of FunctionRequirements in com.opengamma.strata.measure.swaption
Methods in com.opengamma.strata.measure.swaption that return FunctionRequirements Modifier and Type Method Description default FunctionRequirements
SwaptionMarketDataLookup. requirements(RateIndex... indices)
Creates market data requirements for the specified indices.FunctionRequirements
SwaptionMarketDataLookup. requirements(Set<RateIndex> indices)
Creates market data requirements for the specified indices.FunctionRequirements
SwaptionTradeCalculationFunction. requirements(SwaptionTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
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