Uses of Interface
com.opengamma.strata.data.scenario.ScenarioMarketData

Packages that use ScenarioMarketData

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.scenario	Basic types to model market data across scenarios.
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.curve	Integration code that allows strata-calc to use and calibrate curves.
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.

Uses of ScenarioMarketData in com.opengamma.strata.calc

Methods in com.opengamma.strata.calc with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
Results	CalculationRunner.calculateMultiScenario(CalculationRules calculationRules, List<? extends CalculationTarget> targets, List<Column> columns, ScenarioMarketData marketData, ReferenceData refData)	Performs calculations for multiple scenarios, each with a different set of market data.
void	CalculationRunner.calculateMultiScenarioAsync(CalculationRules calculationRules, List<? extends CalculationTarget> targets, List<Column> columns, ScenarioMarketData marketData, ReferenceData refData, CalculationListener listener)	Performs calculations asynchronously for a multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.

Uses of ScenarioMarketData in com.opengamma.strata.calc.marketdata

Classes in com.opengamma.strata.calc.marketdata that implement ScenarioMarketData

Modifier and Type	Class	Description
class	BuiltScenarioMarketData	Market data that has been built.

Methods in com.opengamma.strata.calc.marketdata with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
MarketDataBox<T>	MarketDataFunction.build(I id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)	Builds and returns the market data identified by the ID.
BuiltScenarioMarketData	MarketDataFactory.createMultiScenario(MarketDataRequirements requirements, MarketDataConfig marketDataConfig, ScenarioMarketData suppliedData, ReferenceData refData, ScenarioDefinition scenarioDefinition)	Builds the market data required for performing calculations for a set of scenarios.

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

Methods in com.opengamma.strata.calc.runner with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	CalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData marketData, ReferenceData refData)	Calculates values of multiple measures for the target using multiple sets of market data.
R	DerivedCalculationFunction.calculate(T target, Map<Measure,Object> requiredMeasures, CalculationParameters parameters, ScenarioMarketData marketData, ReferenceData refData)	Calculates the measure.
Results	CalculationTaskRunner.calculateMultiScenario(CalculationTasks tasks, ScenarioMarketData marketData, ReferenceData refData)	Performs calculations for multiple scenarios, each with a different set of market data.
void	CalculationTaskRunner.calculateMultiScenarioAsync(CalculationTasks tasks, ScenarioMarketData marketData, ReferenceData refData, CalculationListener listener)	Performs calculations asynchronously for multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.
CalculationResults	CalculationTask.execute(ScenarioMarketData marketData, ReferenceData refData)	Executes the task, performing calculations for the target using multiple sets of market data.

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

Classes in com.opengamma.strata.data.scenario that implement ScenarioMarketData

Modifier and Type	Class	Description
class	ImmutableScenarioMarketData	An immutable set of market data across one or more scenarios.

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

Modifier and Type	Method	Description
ScenarioMarketData	ImmutableScenarioMarketData.combinedWith(ScenarioMarketData other)
default ScenarioMarketData	ScenarioMarketData.combinedWith(ScenarioMarketData other)	Returns set of market data which combines the data from this set of data with another set.
static ScenarioMarketData	ScenarioMarketData.empty()	Obtains a market data instance that contains no data and has no scenarios.
static ScenarioMarketData	ScenarioMarketData.of(int scenarioCount, MarketData marketData)	Obtains an instance by wrapping a single set of market data.
static ScenarioMarketData	ScenarioMarketData.of(int scenarioCount, MarketDataBox<LocalDate> valuationDate, Map<? extends MarketDataId<?>,MarketDataBox<?>> values, Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Obtains an instance from a valuation date, map of values and time-series.
static ScenarioMarketData	ScenarioMarketData.of(int scenarioCount, LocalDate valuationDate, Map<? extends MarketDataId<?>,MarketDataBox<?>> values, Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Obtains an instance from a valuation date, map of values and time-series.
default <T> ScenarioMarketData	ScenarioMarketData.withPerturbation(MarketDataId<T> id, ScenarioPerturbation<T> perturbation, ReferenceData refData)	Returns a copy of this market data with the specified value perturbed.
default <T> ScenarioMarketData	ScenarioMarketData.withValue(MarketDataId<T> id, MarketDataBox<T> value)	Returns a copy of this market data with the specified value.

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

Modifier and Type	Method	Description
ScenarioMarketData	ImmutableScenarioMarketData.combinedWith(ScenarioMarketData other)
default ScenarioMarketData	ScenarioMarketData.combinedWith(ScenarioMarketData other)	Returns set of market data which combines the data from this set of data with another set.
static ScenarioFxRateProvider	ScenarioFxRateProvider.of(ScenarioMarketData marketData)	Returns a scenario FX rate provider which takes its data from the provided market data.
static ScenarioFxRateProvider	ScenarioFxRateProvider.of(ScenarioMarketData marketData, ObservableSource source)	Returns a scenario FX rate provider which takes its data from the provided market data.

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

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

Modifier and Type	Method	Description
ScenarioMarketData	BondFutureOptionScenarioMarketData.getMarketData()	Gets the market data.
ScenarioMarketData	LegalEntityDiscountingScenarioMarketData.getMarketData()	Gets the market data.

Methods in com.opengamma.strata.measure.bond with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	BillTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	BondFutureOptionTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	BondFutureTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	CapitalIndexedBondTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	FixedCouponBondTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
MultiCurrencyScenarioArray	BillTradeCalculations.currencyExposure(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	BondFutureOptionTradeCalculations.currencyExposure(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	BondFutureTradeCalculations.currencyExposure(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	CapitalIndexedBondTradeCalculations.currencyExposure(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	FixedCouponBondTradeCalculations.currencyExposure(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
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.
default BondFutureOptionScenarioMarketData	BondFutureOptionMarketDataLookup.marketDataView(ScenarioMarketData marketData)	Obtains a filtered view of the complete set of market data.
default LegalEntityDiscountingScenarioMarketData	LegalEntityDiscountingMarketDataLookup.marketDataView(ScenarioMarketData marketData)	Obtains a filtered view of the complete set of market data.
DoubleScenarioArray	BondFutureTradeCalculations.parSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread 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.
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.
MultiCurrencyScenarioArray	BillTradeCalculations.pv01CalibratedSum(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	BondFutureOptionTradeCalculations.pv01CalibratedSum(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	BondFutureTradeCalculations.pv01CalibratedSum(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	CapitalIndexedBondTradeCalculations.pv01CalibratedSum(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FixedCouponBondTradeCalculations.pv01CalibratedSum(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.
MultiCurrencyScenarioArray	BillTradeCalculations.pv01MarketQuoteSum(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	BondFutureTradeCalculations.pv01MarketQuoteSum(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FixedCouponBondTradeCalculations.pv01MarketQuoteSum(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity 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.
BondFutureOptionScenarioMarketData	BondFutureOptionScenarioMarketData.withMarketData(ScenarioMarketData marketData)	Returns a copy of this instance with the specified market data.
LegalEntityDiscountingScenarioMarketData	LegalEntityDiscountingScenarioMarketData.withMarketData(ScenarioMarketData marketData)	Returns a copy of this instance with the specified market data.

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

Methods in com.opengamma.strata.measure.capfloor that return ScenarioMarketData

Modifier and Type	Method	Description
ScenarioMarketData	IborCapFloorScenarioMarketData.getMarketData()	Gets the market data.

Methods in com.opengamma.strata.measure.capfloor with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	IborCapFloorTradeCalculationFunction.calculate(IborCapFloorTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
MultiCurrencyScenarioArray	IborCapFloorTradeCalculations.currencyExposure(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	IborCapFloorTradeCalculations.currentCash(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
default IborCapFloorScenarioMarketData	IborCapFloorMarketDataLookup.marketDataView(ScenarioMarketData marketData)	Obtains a filtered view of the complete set of market data.
MultiCurrencyScenarioArray	IborCapFloorTradeCalculations.presentValue(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	IborCapFloorTradeCalculations.pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	IborCapFloorTradeCalculations.pv01RatesCalibratedSum(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.
MultiCurrencyScenarioArray	IborCapFloorTradeCalculations.pv01RatesMarketQuoteSum(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
IborCapFloorScenarioMarketData	IborCapFloorScenarioMarketData.withMarketData(ScenarioMarketData marketData)	Returns a copy of this instance with the specified market data.

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

Methods in com.opengamma.strata.measure.cms with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	CmsTradeCalculationFunction.calculate(CmsTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
MultiCurrencyScenarioArray	CmsTradeCalculations.currencyExposure(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	CmsTradeCalculations.currentCash(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
MultiCurrencyScenarioArray	CmsTradeCalculations.presentValue(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	CmsTradeCalculations.pv01RatesCalibratedBucketed(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	CmsTradeCalculations.pv01RatesCalibratedSum(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.
MultiCurrencyScenarioArray	CmsTradeCalculations.pv01RatesMarketQuoteSum(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of ScenarioMarketData in com.opengamma.strata.measure.credit

Methods in com.opengamma.strata.measure.credit that return ScenarioMarketData

Modifier and Type	Method	Description
ScenarioMarketData	CreditRatesScenarioMarketData.getMarketData()	Gets the market data.

Methods in com.opengamma.strata.measure.credit with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	CdsIndexTradeCalculationFunction.calculate(CdsIndexTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	CdsTradeCalculationFunction.calculate(CdsTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
default CreditRatesScenarioMarketData	CreditRatesMarketDataLookup.marketDataView(ScenarioMarketData marketData)	Obtains a filtered view of the complete set of market data.
CreditRatesScenarioMarketData	CreditRatesScenarioMarketData.withMarketData(ScenarioMarketData marketData)	Returns a copy of this instance with the specified market data.

Uses of ScenarioMarketData in com.opengamma.strata.measure.curve

Methods in com.opengamma.strata.measure.curve with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
MarketDataBox<Curve>	CurveMarketDataFunction.build(CurveId id, MarketDataConfig config, ScenarioMarketData marketData, ReferenceData refData)

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

Methods in com.opengamma.strata.measure.deposit with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	TermDepositTradeCalculationFunction.calculate(TermDepositTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
MultiCurrencyScenarioArray	TermDepositTradeCalculations.currencyExposure(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
CurrencyScenarioArray	TermDepositTradeCalculations.currentCash(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
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.
CurrencyScenarioArray	TermDepositTradeCalculations.presentValue(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	TermDepositTradeCalculations.pv01CalibratedBucketed(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	TermDepositTradeCalculations.pv01CalibratedSum(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.
MultiCurrencyScenarioArray	TermDepositTradeCalculations.pv01MarketQuoteSum(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

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

Methods in com.opengamma.strata.measure.dsf with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	DsfTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
MultiCurrencyScenarioArray	DsfTradeCalculations.currencyExposure(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
CurrencyScenarioArray	DsfTradeCalculations.presentValue(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	DsfTradeCalculations.pv01CalibratedBucketed(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	DsfTradeCalculations.pv01CalibratedSum(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.
MultiCurrencyScenarioArray	DsfTradeCalculations.pv01MarketQuoteSum(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
DoubleScenarioArray	DsfTradeCalculations.unitPrice(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.

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

Methods in com.opengamma.strata.measure.fra with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	FraTradeCalculationFunction.calculate(FraTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
ScenarioArray<CashFlows>	FraTradeCalculations.cashFlows(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates cash flows across one or more scenarios.
MultiCurrencyScenarioArray	FraTradeCalculations.currencyExposure(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
CurrencyScenarioArray	FraTradeCalculations.currentCash(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash 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.
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.
CurrencyScenarioArray	FraTradeCalculations.presentValue(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FraTradeCalculations.pv01CalibratedBucketed(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FraTradeCalculations.pv01CalibratedSum(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.
MultiCurrencyScenarioArray	FraTradeCalculations.pv01MarketQuoteSum(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

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

Methods in com.opengamma.strata.measure.fx with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
MarketDataBox<FxRate>	FxRateMarketDataFunction.build(FxRateId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
Map<Measure,Result<?>>	FxNdfTradeCalculationFunction.calculate(FxNdfTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	FxSingleTradeCalculationFunction.calculate(FxSingleTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	FxSwapTradeCalculationFunction.calculate(FxSwapTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
MultiCurrencyScenarioArray	FxNdfTradeCalculations.currencyExposure(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	FxSingleTradeCalculations.currencyExposure(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	FxSwapTradeCalculations.currencyExposure(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
CurrencyScenarioArray	FxNdfTradeCalculations.currentCash(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
MultiCurrencyScenarioArray	FxSingleTradeCalculations.currentCash(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
MultiCurrencyScenarioArray	FxSwapTradeCalculations.currentCash(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
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.
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.
CurrencyScenarioArray	FxNdfTradeCalculations.presentValue(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
MultiCurrencyScenarioArray	FxSingleTradeCalculations.presentValue(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
MultiCurrencyScenarioArray	FxSwapTradeCalculations.presentValue(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value 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.
MultiCurrencyScenarioArray	FxNdfTradeCalculations.pv01CalibratedSum(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FxSingleTradeCalculations.pv01CalibratedSum(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FxSwapTradeCalculations.pv01CalibratedSum(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.
MultiCurrencyScenarioArray	FxNdfTradeCalculations.pv01MarketQuoteSum(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FxSingleTradeCalculations.pv01MarketQuoteSum(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FxSwapTradeCalculations.pv01MarketQuoteSum(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

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

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

Modifier and Type	Method	Description
ScenarioMarketData	FxOptionScenarioMarketData.getMarketData()	Gets the market data.

Methods in com.opengamma.strata.measure.fxopt with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
MarketDataBox<FxOptionVolatilities>	FxOptionVolatilitiesMarketDataFunction.build(FxOptionVolatilitiesId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
Map<Measure,Result<?>>	FxSingleBarrierOptionTradeCalculationFunction.calculate(FxSingleBarrierOptionTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	FxVanillaOptionTradeCalculationFunction.calculate(FxVanillaOptionTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
MultiCurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.currencyExposure(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	FxVanillaOptionTradeCalculations.currencyExposure(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)	Calculates currency exposure across one or more scenarios.
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.
default FxOptionScenarioMarketData	FxOptionMarketDataLookup.marketDataView(ScenarioMarketData marketData)	Obtains a filtered view of the complete set of market data.
MultiCurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.presentValue(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value across one or more scenarios.
MultiCurrencyScenarioArray	FxVanillaOptionTradeCalculations.presentValue(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)	Calculates present value across one or more scenarios.
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.
MultiCurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FxVanillaOptionTradeCalculations.pv01RatesCalibratedSum(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.
MultiCurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FxVanillaOptionTradeCalculations.pv01RatesMarketQuoteSum(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.
FxOptionScenarioMarketData	FxOptionScenarioMarketData.withMarketData(ScenarioMarketData marketData)	Returns a copy of this instance with the specified market data.

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

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

Modifier and Type	Method	Description
ScenarioMarketData	IborFutureOptionScenarioMarketData.getMarketData()	Gets the market data.

Methods in com.opengamma.strata.measure.index with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	IborFutureOptionTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	IborFutureTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	OvernightFutureTradeCalculationFunction.calculate(T target, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
default IborFutureOptionScenarioMarketData	IborFutureOptionMarketDataLookup.marketDataView(ScenarioMarketData marketData)	Obtains a filtered view of the complete set of market data.
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.
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.
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.
MultiCurrencyScenarioArray	IborFutureOptionTradeCalculations.pv01CalibratedSum(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	IborFutureTradeCalculations.pv01CalibratedSum(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	OvernightFutureTradeCalculations.pv01CalibratedSum(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.
MultiCurrencyScenarioArray	IborFutureOptionTradeCalculations.pv01MarketQuoteSum(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	IborFutureTradeCalculations.pv01MarketQuoteSum(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	OvernightFutureTradeCalculations.pv01MarketQuoteSum(ResolvedOvernightFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity 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.
IborFutureOptionScenarioMarketData	IborFutureOptionScenarioMarketData.withMarketData(ScenarioMarketData marketData)	Returns a copy of this instance with the specified market data.

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

Methods in com.opengamma.strata.measure.payment with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	BulletPaymentTradeCalculationFunction.calculate(BulletPaymentTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
ScenarioArray<CashFlows>	BulletPaymentTradeCalculations.cashFlows(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates cash flows across one or more scenarios.
MultiCurrencyScenarioArray	BulletPaymentTradeCalculations.currencyExposure(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
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.
ScenarioArray<CurrencyParameterSensitivities>	BulletPaymentTradeCalculations.pv01CalibratedBucketed(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	BulletPaymentTradeCalculations.pv01CalibratedSum(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.
MultiCurrencyScenarioArray	BulletPaymentTradeCalculations.pv01MarketQuoteSum(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of ScenarioMarketData in com.opengamma.strata.measure.rate

Methods in com.opengamma.strata.measure.rate that return ScenarioMarketData

Modifier and Type	Method	Description
ScenarioMarketData	RatesScenarioMarketData.getMarketData()	Gets the market data.

Methods in com.opengamma.strata.measure.rate with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
MarketDataBox<RatesCurveGroup>	RatesCurveGroupMarketDataFunction.build(RatesCurveGroupId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
MarketDataBox<RatesCurveInputs>	RatesCurveInputsMarketDataFunction.build(RatesCurveInputsId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
default RatesScenarioMarketData	RatesMarketDataLookup.marketDataView(ScenarioMarketData marketData)	Obtains a filtered view of the complete set of market data.
RatesScenarioMarketData	RatesScenarioMarketData.withMarketData(ScenarioMarketData marketData)	Returns a copy of this instance with the specified market data.

Uses of ScenarioMarketData in com.opengamma.strata.measure.security

Methods in com.opengamma.strata.measure.security with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	GenericSecurityPositionCalculationFunction.calculate(GenericSecurityPosition position, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	GenericSecurityTradeCalculationFunction.calculate(GenericSecurityTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	SecurityPositionCalculationFunction.calculate(SecurityPosition position, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Map<Measure,Result<?>>	SecurityTradeCalculationFunction.calculate(SecurityTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)

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

Methods in com.opengamma.strata.measure.swap with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	SwapTradeCalculations.accruedInterest(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates accrued interest across one or more scenarios.
Map<Measure,Result<?>>	SwapTradeCalculationFunction.calculate(SwapTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
ScenarioArray<CashFlows>	SwapTradeCalculations.cashFlows(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates cash flows across one or more scenarios.
MultiCurrencyScenarioArray	SwapTradeCalculations.currencyExposure(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	SwapTradeCalculations.currentCash(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash 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.
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.
MultiCurrencyScenarioArray	SwapTradeCalculations.presentValue(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	SwapTradeCalculations.pv01CalibratedBucketed(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	SwapTradeCalculations.pv01CalibratedSum(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.
MultiCurrencyScenarioArray	SwapTradeCalculations.pv01MarketQuoteSum(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

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

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

Modifier and Type	Method	Description
ScenarioMarketData	SwaptionScenarioMarketData.getMarketData()	Gets the market data.

Methods in com.opengamma.strata.measure.swaption with parameters of type ScenarioMarketData

Modifier and Type	Method	Description
Map<Measure,Result<?>>	SwaptionTradeCalculationFunction.calculate(SwaptionTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
MultiCurrencyScenarioArray	SwaptionTradeCalculations.currencyExposure(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
CurrencyScenarioArray	SwaptionTradeCalculations.currentCash(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
default SwaptionScenarioMarketData	SwaptionMarketDataLookup.marketDataView(ScenarioMarketData marketData)	Obtains a filtered view of the complete set of market data.
CurrencyScenarioArray	SwaptionTradeCalculations.presentValue(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	SwaptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	SwaptionTradeCalculations.pv01RatesCalibratedSum(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.
MultiCurrencyScenarioArray	SwaptionTradeCalculations.pv01RatesMarketQuoteSum(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.
SwaptionScenarioMarketData	SwaptionScenarioMarketData.withMarketData(ScenarioMarketData marketData)	Returns a copy of this instance with the specified market data.