Uses of Interface com.opengamma.strata.data.scenario.ScenarioArray (OpenGamma Strata)

Packages that use ScenarioArray
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.data.scenario	Basic types to model market data across scenarios.
com.opengamma.strata.market.observable	Market data for quotes.
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.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.swap	Calculation functions for swap products.
com.opengamma.strata.measure.swaption	Calculation functions for swaption products.

Uses of ScenarioArray in com.opengamma.strata.calc

Methods in com.opengamma.strata.calc that return types with arguments of type ScenarioArray
Modifier and Type	Method	Description
`<C> Stream<Result<ScenarioArray<C>>>`	Results.`columnResultsScenarios(int columnIndex, Class<C> componentType)`	Returns a stream of multi-scenario results for a single column by column index.
`<C> Result<ScenarioArray<C>>`	Results.`getScenarios(int rowIndex, int columnIndex, Class<C> componentType)`	Returns multi-scenario results for a target and column index, casting the result to a known type.
`<C> Result<ScenarioArray<C>>`	Results.`getScenarios(int rowIndex, ColumnName columnName, Class<C> componentType)`	Returns multi-scenario results for a target and column name, casting the result to a known type.

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

Methods in com.opengamma.strata.calc.runner that return types with arguments of type ScenarioArray
Modifier and Type	Method	Description
`static <T> Collector<T,List<T>,ScenarioArray<T>>`	FunctionUtils.`toScenarioArray()`	Returns a collector which can be used at the end of a stream of results to build a `ScenarioArray`.

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

Classes in com.opengamma.strata.data.scenario with type parameters of type ScenarioArray
Modifier and Type	Interface	Description
`interface`	`ScenarioMarketDataId<T,U extends ScenarioArray<T>>`	Market data identifier used by functions that need access to objects containing market data for multiple scenarios.

Classes in com.opengamma.strata.data.scenario that implement ScenarioArray
Modifier and Type	Class	Description
`class`	`CurrencyScenarioArray`	A currency-convertible scenario array for a single currency, holding one amount for each scenario.
`class`	`DoubleScenarioArray`	A scenario array holding one `double` value for each scenario.
`class`	`FxRateScenarioArray`	A set of FX rates between two currencies containing rates for multiple scenarios.
`class`	`MultiCurrencyScenarioArray`	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.

Methods in com.opengamma.strata.data.scenario with type parameters of type ScenarioArray
Modifier and Type	Method	Description
`default <T,U extends ScenarioArray<T>> U`	ScenarioMarketData.`getScenarioValue(ScenarioMarketDataId<T,U> id)`	Gets an object containing market data for multiple scenarios.

Methods in com.opengamma.strata.data.scenario that return ScenarioArray
Modifier and Type	Method	Description
`ScenarioArray<T>`	MarketDataBox.`getScenarioValue()`	Gets the market data value containing data for multiple scenarios.
`static <T> ScenarioArray<T>`	ScenarioArray.`of(int scenarioCount, IntFunction<T> valueFunction)`	Obtains an instance using a function to create the entries.
`static <T> ScenarioArray<T>`	ScenarioArray.`of(List<T> values)`	Obtains an instance from the specified list of values.
`static <T> ScenarioArray<T>`	ScenarioArray.`of(T... values)`	Obtains an instance from the specified array of values.
`static <T> ScenarioArray<T>`	ScenarioArray.`ofSingleValue(int scenarioCount, T value)`	Obtains an instance from a single value where the value applies to all scenarios.

Methods in com.opengamma.strata.data.scenario with parameters of type ScenarioArray
Modifier and Type	Method	Description
`<T> ImmutableScenarioMarketDataBuilder`	ImmutableScenarioMarketDataBuilder.`addScenarioValue(MarketDataId<T> id, ScenarioArray<? extends T> value)`	Adds market data for each scenario.
`static <T> MarketDataBox<T>`	MarketDataBox.`ofScenarioValue(ScenarioArray<T> scenarioValue)`	Obtains an instance containing a scenario market data value with data for multiple scenarios.

Method parameters in com.opengamma.strata.data.scenario with type arguments of type ScenarioArray
Modifier and Type	Method	Description
`ImmutableScenarioMarketDataBuilder`	ImmutableScenarioMarketDataBuilder.`addScenarioValueMap(Map<? extends MarketDataId<?>,? extends ScenarioArray<?>> values)`	Adds market data values for each scenario.

Uses of ScenarioArray in com.opengamma.strata.market.observable

Classes in com.opengamma.strata.market.observable that implement ScenarioArray
Modifier and Type	Class	Description
`class`	`QuoteScenarioArray`	Container for values for an item of quoted market data in multiple scenarios.

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

Methods in com.opengamma.strata.measure.bond that return ScenarioArray
Modifier and Type	Method	Description
`ScenarioArray<CurrencyParameterSensitivities>`	BillTradeCalculations.`pv01CalibratedBucketed(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	BondFutureOptionTradeCalculations.`pv01CalibratedBucketed(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	BondFutureTradeCalculations.`pv01CalibratedBucketed(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	CapitalIndexedBondTradeCalculations.`pv01CalibratedBucketed(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	FixedCouponBondTradeCalculations.`pv01CalibratedBucketed(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	BillTradeCalculations.`pv01MarketQuoteBucketed(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	BondFutureTradeCalculations.`pv01MarketQuoteBucketed(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	FixedCouponBondTradeCalculations.`pv01MarketQuoteBucketed(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.

Uses of ScenarioArray in com.opengamma.strata.measure.capfloor

Methods in com.opengamma.strata.measure.capfloor that return ScenarioArray
Modifier and Type	Method	Description
`ScenarioArray<CurrencyParameterSensitivities>`	IborCapFloorTradeCalculations.`pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	IborCapFloorTradeCalculations.`pv01RatesMarketQuoteBucketed(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.

Uses of ScenarioArray in com.opengamma.strata.measure.cms

Methods in com.opengamma.strata.measure.cms that return ScenarioArray
Modifier and Type	Method	Description
`ScenarioArray<CurrencyParameterSensitivities>`	CmsTradeCalculations.`pv01RatesCalibratedBucketed(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	CmsTradeCalculations.`pv01RatesMarketQuoteBucketed(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.

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

Methods in com.opengamma.strata.measure.deposit that return ScenarioArray
Modifier and Type	Method	Description
`ScenarioArray<CurrencyParameterSensitivities>`	TermDepositTradeCalculations.`pv01CalibratedBucketed(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	TermDepositTradeCalculations.`pv01MarketQuoteBucketed(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.

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

Methods in com.opengamma.strata.measure.dsf that return ScenarioArray
Modifier and Type	Method	Description
`ScenarioArray<CurrencyParameterSensitivities>`	DsfTradeCalculations.`pv01CalibratedBucketed(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	DsfTradeCalculations.`pv01MarketQuoteBucketed(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.

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

Methods in com.opengamma.strata.measure.fra that return ScenarioArray
Modifier and Type	Method	Description
`ScenarioArray<CashFlows>`	FraTradeCalculations.`cashFlows(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates cash flows across one or more scenarios.
`ScenarioArray<ExplainMap>`	FraTradeCalculations.`explainPresentValue(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Explains the present value calculation across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	FraTradeCalculations.`pv01CalibratedBucketed(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	FraTradeCalculations.`pv01MarketQuoteBucketed(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.

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

Methods in com.opengamma.strata.measure.fx that return ScenarioArray
Modifier and Type	Method	Description
`ScenarioArray<FxRate>`	FxNdfTradeCalculations.`forwardFxRate(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates the forward FX rate across one or more scenarios.
`ScenarioArray<FxRate>`	FxSingleTradeCalculations.`forwardFxRate(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates the forward FX rate across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	FxNdfTradeCalculations.`pv01CalibratedBucketed(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	FxSingleTradeCalculations.`pv01CalibratedBucketed(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	FxSwapTradeCalculations.`pv01CalibratedBucketed(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	FxNdfTradeCalculations.`pv01MarketQuoteBucketed(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	FxSingleTradeCalculations.`pv01MarketQuoteBucketed(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	FxSwapTradeCalculations.`pv01MarketQuoteBucketed(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.

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

Methods in com.opengamma.strata.measure.fxopt that return ScenarioArray
Modifier and Type	Method	Description
`ScenarioArray<CurrencyParameterSensitivities>`	FxSingleBarrierOptionTradeCalculations.`pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	FxVanillaOptionTradeCalculations.`pv01RatesCalibratedBucketed(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	FxSingleBarrierOptionTradeCalculations.`pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	FxVanillaOptionTradeCalculations.`pv01RatesMarketQuoteBucketed(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	FxSingleBarrierOptionTradeCalculations.`vegaMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)`	Calculates present value vega sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	FxVanillaOptionTradeCalculations.`vegaMarketQuoteBucketed(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)`	Calculates present value vega sensitivity across one or more scenarios.

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

Methods in com.opengamma.strata.measure.index that return ScenarioArray
Modifier and Type	Method	Description
`ScenarioArray<CurrencyParameterSensitivities>`	IborFutureOptionTradeCalculations.`pv01CalibratedBucketed(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	IborFutureTradeCalculations.`pv01CalibratedBucketed(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	OvernightFutureTradeCalculations.`pv01CalibratedBucketed(ResolvedOvernightFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	IborFutureOptionTradeCalculations.`pv01MarketQuoteBucketed(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	IborFutureTradeCalculations.`pv01MarketQuoteBucketed(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	OvernightFutureTradeCalculations.`pv01MarketQuoteBucketed(ResolvedOvernightFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.

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

Methods in com.opengamma.strata.measure.payment that return ScenarioArray
Modifier and Type	Method	Description
`ScenarioArray<CashFlows>`	BulletPaymentTradeCalculations.`cashFlows(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates cash flows across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	BulletPaymentTradeCalculations.`pv01CalibratedBucketed(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	BulletPaymentTradeCalculations.`pv01MarketQuoteBucketed(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.

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

Methods in com.opengamma.strata.measure.swap that return ScenarioArray
Modifier and Type	Method	Description
`ScenarioArray<CashFlows>`	SwapTradeCalculations.`cashFlows(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates cash flows across one or more scenarios.
`ScenarioArray<ExplainMap>`	SwapTradeCalculations.`explainPresentValue(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Explains the present value calculation across one or more scenarios.
`ScenarioArray<LegAmounts>`	SwapTradeCalculations.`legPresentValue(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates the present value of each leg across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	SwapTradeCalculations.`pv01CalibratedBucketed(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	SwapTradeCalculations.`pv01MarketQuoteBucketed(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.

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

Methods in com.opengamma.strata.measure.swaption that return ScenarioArray
Modifier and Type	Method	Description
`ScenarioArray<CurrencyParameterSensitivities>`	SwaptionTradeCalculations.`pv01RatesCalibratedBucketed(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	SwaptionTradeCalculations.`pv01RatesMarketQuoteBucketed(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)`	Calculates present value sensitivity across one or more scenarios.
`ScenarioArray<CurrencyParameterSensitivities>`	SwaptionTradeCalculations.`vegaMarketQuoteBucketed(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)`	Calculates present value vega sensitivity across one or more scenarios.