Uses of Class
com.opengamma.strata.data.scenario.CurrencyScenarioArray

Packages that use CurrencyScenarioArray

Package	Description
com.opengamma.strata.calc.runner	The calculation runner.
com.opengamma.strata.data.scenario	Basic types to model market data across scenarios.
com.opengamma.strata.measure.bond	Base package for calculation functions.
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.swaption	Calculation functions for swaption products.

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

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

Modifier and Type	Method	Description
static Collector<CurrencyAmount,List<CurrencyAmount>,CurrencyScenarioArray>	FunctionUtils.toCurrencyValuesArray()	Returns a collector that builds a single-currency scenerio result.

Uses of CurrencyScenarioArray in com.opengamma.strata.data.scenario

Methods in com.opengamma.strata.data.scenario that return CurrencyScenarioArray

Modifier and Type	Method	Description
CurrencyScenarioArray	CurrencyScenarioArray.convertedTo(Currency reportingCurrency, ScenarioFxRateProvider fxRateProvider)
CurrencyScenarioArray	MultiCurrencyScenarioArray.convertedTo(Currency reportingCurrency, ScenarioFxRateProvider fxRateProvider)
CurrencyScenarioArray	CurrencyScenarioArray.minus(CurrencyAmount amount)	Returns a new array containing the values from this array with the specified amount subtracted.
CurrencyScenarioArray	CurrencyScenarioArray.minus(CurrencyScenarioArray other)	Returns a new array containing the values from this array with the values from the other array subtracted.
static CurrencyScenarioArray	CurrencyScenarioArray.of(int size, IntFunction<CurrencyAmount> amountFunction)	Obtains an instance using a function to create the entries.
static CurrencyScenarioArray	CurrencyScenarioArray.of(CurrencyAmountArray amounts)	Obtains an instance from the specified currency and array of values.
static CurrencyScenarioArray	CurrencyScenarioArray.of(Currency currency, DoubleArray values)	Obtains an instance from the specified currency and array of values.
static CurrencyScenarioArray	CurrencyScenarioArray.of(List<CurrencyAmount> amounts)	Obtains an instance from the specified list of amounts.
CurrencyScenarioArray	CurrencyScenarioArray.plus(CurrencyAmount amount)	Returns a new array containing the values from this array with the specified amount added.
CurrencyScenarioArray	CurrencyScenarioArray.plus(CurrencyScenarioArray other)	Returns a new array containing the values from this array added to the values in the other array.

Methods in com.opengamma.strata.data.scenario that return types with arguments of type CurrencyScenarioArray

Modifier and Type	Method	Description
Class<? extends CurrencyScenarioArray>	CurrencyScenarioArray.Meta.beanType()
org.joda.beans.BeanBuilder<? extends CurrencyScenarioArray>	CurrencyScenarioArray.Meta.builder()
static Collector<CurrencyScenarioArray,?,MultiCurrencyScenarioArray>	MultiCurrencyScenarioArray.toMultiCurrencyScenarioArray()	Returns a collector which creates a multi currency scenario array by combining a stream of currency scenario arrays.

Methods in com.opengamma.strata.data.scenario with parameters of type CurrencyScenarioArray

Modifier and Type	Method	Description
CurrencyScenarioArray	CurrencyScenarioArray.minus(CurrencyScenarioArray other)	Returns a new array containing the values from this array with the values from the other array subtracted.
CurrencyScenarioArray	CurrencyScenarioArray.plus(CurrencyScenarioArray other)	Returns a new array containing the values from this array added to the values in the other array.

Method parameters in com.opengamma.strata.data.scenario with type arguments of type CurrencyScenarioArray

Modifier and Type	Method	Description
static MultiCurrencyScenarioArray	MultiCurrencyScenarioArray.total(Iterable<CurrencyScenarioArray> arrays)	Returns a multi currency scenario array representing the total of the input arrays.

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

Methods in com.opengamma.strata.measure.bond that return CurrencyScenarioArray

Modifier and Type	Method	Description
CurrencyScenarioArray	BillTradeCalculations.currentCash(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyScenarioArray	CapitalIndexedBondTradeCalculations.currentCash(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyScenarioArray	FixedCouponBondTradeCalculations.currentCash(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyScenarioArray	BillTradeCalculations.presentValue(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyScenarioArray	BondFutureOptionTradeCalculations.presentValue(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyScenarioArray	BondFutureTradeCalculations.presentValue(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyScenarioArray	CapitalIndexedBondTradeCalculations.presentValue(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyScenarioArray	FixedCouponBondTradeCalculations.presentValue(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.

Uses of CurrencyScenarioArray in com.opengamma.strata.measure.deposit

Methods in com.opengamma.strata.measure.deposit that return CurrencyScenarioArray

Modifier and Type	Method	Description
CurrencyScenarioArray	TermDepositTradeCalculations.currentCash(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyScenarioArray	TermDepositTradeCalculations.presentValue(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.

Uses of CurrencyScenarioArray in com.opengamma.strata.measure.dsf

Methods in com.opengamma.strata.measure.dsf that return CurrencyScenarioArray

Modifier and Type	Method	Description
CurrencyScenarioArray	DsfTradeCalculations.presentValue(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.

Uses of CurrencyScenarioArray in com.opengamma.strata.measure.fra

Methods in com.opengamma.strata.measure.fra that return CurrencyScenarioArray

Modifier and Type	Method	Description
CurrencyScenarioArray	FraTradeCalculations.currentCash(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyScenarioArray	FraTradeCalculations.presentValue(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.

Uses of CurrencyScenarioArray in com.opengamma.strata.measure.fx

Methods in com.opengamma.strata.measure.fx that return CurrencyScenarioArray

Modifier and Type	Method	Description
CurrencyScenarioArray	FxNdfTradeCalculations.currentCash(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyScenarioArray	FxNdfTradeCalculations.presentValue(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.

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

Methods in com.opengamma.strata.measure.fxopt that return CurrencyScenarioArray

Modifier and Type	Method	Description
CurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.currentCash(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates current cash across one or more scenarios.
CurrencyScenarioArray	FxVanillaOptionTradeCalculations.currentCash(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)	Calculates current cash across one or more scenarios.

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

Methods in com.opengamma.strata.measure.index that return CurrencyScenarioArray

Modifier and Type	Method	Description
CurrencyScenarioArray	IborFutureOptionTradeCalculations.presentValue(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyScenarioArray	IborFutureTradeCalculations.presentValue(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyScenarioArray	OvernightFutureTradeCalculations.presentValue(ResolvedOvernightFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.

Uses of CurrencyScenarioArray in com.opengamma.strata.measure.payment

Methods in com.opengamma.strata.measure.payment that return CurrencyScenarioArray

Modifier and Type	Method	Description
CurrencyScenarioArray	BulletPaymentTradeCalculations.currentCash(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyScenarioArray	BulletPaymentTradeCalculations.presentValue(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.

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

Methods in com.opengamma.strata.measure.swaption that return CurrencyScenarioArray

Modifier and Type	Method	Description
CurrencyScenarioArray	SwaptionTradeCalculations.currentCash(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyScenarioArray	SwaptionTradeCalculations.presentValue(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.