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

Packages that use DoubleScenarioArray

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.index	Calculation functions for index products.
com.opengamma.strata.measure.swap	Calculation functions for swap products.

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

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

Modifier and Type	Method	Description
static Collector<Double,List<Double>,DoubleScenarioArray>	FunctionUtils.toValuesArray()	Returns a collector that builds a scenario result based on Double.

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

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

Modifier and Type	Method	Description
static DoubleScenarioArray	DoubleScenarioArray.of(int size, IntToDoubleFunction valueFunction)	Obtains an instance using a function to create the entries.
static DoubleScenarioArray	DoubleScenarioArray.of(DoubleArray values)	Obtains an instance from the specified array of values.
static DoubleScenarioArray	DoubleScenarioArray.of(List<Double> values)	Obtains an instance from the specified list of values.

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

Modifier and Type	Method	Description
Class<? extends DoubleScenarioArray>	DoubleScenarioArray.Meta.beanType()
org.joda.beans.BeanBuilder<? extends DoubleScenarioArray>	DoubleScenarioArray.Meta.builder()

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

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

Modifier and Type	Method	Description
DoubleScenarioArray	BondFutureTradeCalculations.parSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.
DoubleScenarioArray	BondFutureOptionTradeCalculations.unitPrice(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.
DoubleScenarioArray	BondFutureTradeCalculations.unitPrice(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.

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

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

Modifier and Type	Method	Description
DoubleScenarioArray	TermDepositTradeCalculations.parRate(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par rate across one or more scenarios.
DoubleScenarioArray	TermDepositTradeCalculations.parSpread(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.

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

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

Modifier and Type	Method	Description
DoubleScenarioArray	DsfTradeCalculations.unitPrice(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.

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

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

Modifier and Type	Method	Description
DoubleScenarioArray	FraTradeCalculations.parRate(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par rate across one or more scenarios.
DoubleScenarioArray	FraTradeCalculations.parSpread(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.

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

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

Modifier and Type	Method	Description
DoubleScenarioArray	FxSingleTradeCalculations.parSpread(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.
DoubleScenarioArray	FxSwapTradeCalculations.parSpread(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.

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

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

Modifier and Type	Method	Description
DoubleScenarioArray	IborFutureTradeCalculations.parSpread(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.
DoubleScenarioArray	OvernightFutureTradeCalculations.parSpread(ResolvedOvernightFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.
DoubleScenarioArray	IborFutureOptionTradeCalculations.unitPrice(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.
DoubleScenarioArray	IborFutureTradeCalculations.unitPrice(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.
DoubleScenarioArray	OvernightFutureTradeCalculations.unitPrice(ResolvedOvernightFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.

Uses of DoubleScenarioArray in com.opengamma.strata.measure.swap

Methods in com.opengamma.strata.measure.swap that return DoubleScenarioArray

Modifier and Type	Method	Description
DoubleScenarioArray	SwapTradeCalculations.parRate(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par rate across one or more scenarios.
DoubleScenarioArray	SwapTradeCalculations.parSpread(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.