Package com.opengamma.strata.data.scenario
Basic types to model market data across scenarios.
Scenario market data captures the current market, such as quotes, FX rates,
discount curves, forward curves and volatilities, with values "bumped" to create scenarios.
The main market data interface is ScenarioMarketData
which is keyed by MarketDataId.
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Interface Summary Interface Description MarketDataBox<T> A box which can provide values for an item of market data used in scenarios.ScenarioArray<T> An array of values, one for each scenario.ScenarioFxConvertible<R> Provides the ability for objects to be automatically currency converted.ScenarioFxRateProvider A provider of FX rates for scenarios.ScenarioMarketData Provides access to market data across one or more scenarios.ScenarioMarketDataId<T,U extends ScenarioArray<T>> Market data identifier used by functions that need access to objects containing market data for multiple scenarios.ScenarioPerturbation<T> A perturbation that can be applied to a market data box to create market data for use in one or more scenarios. -
Class Summary Class Description CurrencyScenarioArray A currency-convertible scenario array for a single currency, holding one amount for each scenario.CurrencyScenarioArray.Meta The meta-bean forCurrencyScenarioArray.DoubleScenarioArray A scenario array holding onedoublevalue for each scenario.DoubleScenarioArray.Meta The meta-bean forDoubleScenarioArray.FxRateScenarioArray A set of FX rates between two currencies containing rates for multiple scenarios.FxRateScenarioArray.Meta The meta-bean forFxRateScenarioArray.ImmutableScenarioMarketData An immutable set of market data across one or more scenarios.ImmutableScenarioMarketData.Meta The meta-bean forImmutableScenarioMarketData.ImmutableScenarioMarketDataBuilder A mutable builder for market data.MultiCurrencyScenarioArray A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.MultiCurrencyScenarioArray.Meta The meta-bean forMultiCurrencyScenarioArray.