Uses of Package
com.opengamma.strata.data
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Packages that use com.opengamma.strata.data 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.data Basic types to model market data.com.opengamma.strata.data.scenario Basic types to model market data across scenarios.com.opengamma.strata.loader.csv Loader that reads market data from CSV files.com.opengamma.strata.market Data structures for market data.com.opengamma.strata.market.curve Definitions of curves.com.opengamma.strata.market.curve.node Curve nodes.com.opengamma.strata.market.observable Market data for quotes.com.opengamma.strata.market.param Market data based on parameters.com.opengamma.strata.market.sensitivity Entity objects for sensitivities.com.opengamma.strata.market.surface Definitions of surfaces.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.credit Calculation functions for credit 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.rate Base package for calculation functions.com.opengamma.strata.measure.swaption Calculation functions for swaption products.com.opengamma.strata.pricer Calculators for financial instruments.com.opengamma.strata.pricer.bond Calculators for bonds.com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor.com.opengamma.strata.pricer.credit Calculators for credit instruments, such as Credit Default Swap (CDS).com.opengamma.strata.pricer.curve Provides the ability to calibrate curves.com.opengamma.strata.pricer.fx Calculators for FX instruments, such as FX forward and FX swap.com.opengamma.strata.pricer.fxopt Calculators for FX options.com.opengamma.strata.pricer.index Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).com.opengamma.strata.pricer.rate Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.com.opengamma.strata.pricer.swaption Calculators for swaptions. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.calc Class Description MarketData Provides access to market data, such as curves, surfaces and time-series. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.calc.marketdata Class Description MarketData Provides access to market data, such as curves, surfaces and time-series.MarketDataId An identifier for a unique item of market data.MarketDataName A name for an item of market data.NamedMarketDataId An identifier for a unique item of market data that can has a non-unique name.ObservableId A market data identifier that identifies observable data. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.calc.runner Class Description FxMatrixId Identifies the market data for an FX matrix.MarketData Provides access to market data, such as curves, surfaces and time-series.MarketDataId An identifier for a unique item of market data.ObservableId A market data identifier that identifies observable data.ObservableSource Identifies the source of observable market data, for example Bloomberg or Reuters. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.data Class Description FieldName The name of a field in a market data record.FxMatrixId Identifies the market data for an FX matrix.FxRateId Identifies the market data for an FX rate.ImmutableMarketData An immutable set of market dataImmutableMarketData.Meta The meta-bean forImmutableMarketData
.ImmutableMarketDataBuilder A mutable builder for instances ofImmutableMarketData
.MarketData Provides access to market data, such as curves, surfaces and time-series.MarketDataFxRateProvider Provides FX rates from market data.MarketDataId An identifier for a unique item of market data.MarketDataName A name for an item of market data.ObservableId A market data identifier that identifies observable data.ObservableSource Identifies the source of observable market data, for example Bloomberg or Reuters. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.data.scenario Class Description MarketData Provides access to market data, such as curves, surfaces and time-series.MarketDataId An identifier for a unique item of market data.MarketDataName A name for an item of market data.ObservableId A market data identifier that identifies observable data.ObservableSource Identifies the source of observable market data, for example Bloomberg or Reuters. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.loader.csv Class Description FxRateId Identifies the market data for an FX rate.ObservableId A market data identifier that identifies observable data. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.market Class Description MarketDataName A name for an item of market data. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.market.curve Class Description MarketData Provides access to market data, such as curves, surfaces and time-series.MarketDataId An identifier for a unique item of market data.MarketDataName A name for an item of market data.NamedMarketDataId An identifier for a unique item of market data that can has a non-unique name.ObservableId A market data identifier that identifies observable data.ObservableSource Identifies the source of observable market data, for example Bloomberg or Reuters. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.market.curve.node Class Description FxRateId Identifies the market data for an FX rate.MarketData Provides access to market data, such as curves, surfaces and time-series.MarketDataId An identifier for a unique item of market data.ObservableId A market data identifier that identifies observable data. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.market.observable Class Description FieldName The name of a field in a market data record.MarketDataId An identifier for a unique item of market data.ObservableId A market data identifier that identifies observable data.ObservableSource Identifies the source of observable market data, for example Bloomberg or Reuters. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.market.param Class Description MarketDataName A name for an item of market data. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.market.sensitivity Class Description MarketDataName A name for an item of market data. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.market.surface Class Description MarketDataName A name for an item of market data. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.measure.bond Class Description MarketData Provides access to market data, such as curves, surfaces and time-series.MarketDataId An identifier for a unique item of market data.ObservableSource Identifies the source of observable market data, for example Bloomberg or Reuters. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.measure.capfloor Class Description MarketData Provides access to market data, such as curves, surfaces and time-series.MarketDataId An identifier for a unique item of market data. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.measure.credit Class Description MarketData Provides access to market data, such as curves, surfaces and time-series.MarketDataId An identifier for a unique item of market data.ObservableSource Identifies the source of observable market data, for example Bloomberg or Reuters. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.measure.fx Class Description FxRateId Identifies the market data for an FX rate. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.measure.fxopt Class Description MarketData Provides access to market data, such as curves, surfaces and time-series.MarketDataId An identifier for a unique item of market data. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.measure.index Class Description MarketData Provides access to market data, such as curves, surfaces and time-series.MarketDataId An identifier for a unique item of market data. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.measure.rate Class Description MarketData Provides access to market data, such as curves, surfaces and time-series.MarketDataId An identifier for a unique item of market data.ObservableSource Identifies the source of observable market data, for example Bloomberg or Reuters. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.measure.swaption Class Description MarketData Provides access to market data, such as curves, surfaces and time-series.MarketDataId An identifier for a unique item of market data. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.pricer Class Description MarketDataId An identifier for a unique item of market data.MarketDataName A name for an item of market data. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.pricer.bond Class Description MarketDataId An identifier for a unique item of market data.MarketDataName A name for an item of market data.NamedMarketDataId An identifier for a unique item of market data that can has a non-unique name. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.pricer.capfloor Class Description MarketDataId An identifier for a unique item of market data.MarketDataName A name for an item of market data.NamedMarketDataId An identifier for a unique item of market data that can has a non-unique name. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.pricer.credit Class Description MarketData Provides access to market data, such as curves, surfaces and time-series.MarketDataName A name for an item of market data. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.pricer.curve Class Description ImmutableMarketData An immutable set of market dataMarketData Provides access to market data, such as curves, surfaces and time-series. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.pricer.fx Class Description MarketDataName A name for an item of market data. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.pricer.fxopt Class Description MarketDataId An identifier for a unique item of market data.MarketDataName A name for an item of market data.NamedMarketDataId An identifier for a unique item of market data that can has a non-unique name. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.pricer.index Class Description MarketDataId An identifier for a unique item of market data.MarketDataName A name for an item of market data.NamedMarketDataId An identifier for a unique item of market data that can has a non-unique name. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.pricer.rate Class Description MarketDataId An identifier for a unique item of market data.MarketDataName A name for an item of market data. -
Classes in com.opengamma.strata.data used by com.opengamma.strata.pricer.swaption Class Description MarketDataId An identifier for a unique item of market data.MarketDataName A name for an item of market data.NamedMarketDataId An identifier for a unique item of market data that can has a non-unique name.