Uses of Package
com.opengamma.strata.data.scenario

Packages that use com.opengamma.strata.data.scenario

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.market	Data structures for market data.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.observable	Market data for quotes.
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.measure	Provides the ability to calculate high-level measures on financial instruments.
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.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.calc

Class	Description
ScenarioArray	An array of values, one for each scenario.
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.calc.marketdata

Class	Description
ImmutableScenarioMarketData	An immutable set of market data across one or more scenarios.
MarketDataBox	A box which can provide values for an item of market data used in scenarios.
ScenarioMarketData	Provides access to market data across one or more scenarios.
ScenarioPerturbation	A perturbation that can be applied to a market data box to create market data for use in one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.calc.runner

Class	Description
CurrencyScenarioArray	A currency-convertible scenario array for a single currency, holding one amount for each scenario.
DoubleScenarioArray	A scenario array holding one double value for each scenario.
MultiCurrencyScenarioArray	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
ScenarioArray	An array of values, one for each scenario.
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.data.scenario

Class	Description
CurrencyScenarioArray	A currency-convertible scenario array for a single currency, holding one amount for each scenario.
CurrencyScenarioArray.Meta	The meta-bean for CurrencyScenarioArray.
DoubleScenarioArray	A scenario array holding one double value for each scenario.
DoubleScenarioArray.Meta	The meta-bean for DoubleScenarioArray.
FxRateScenarioArray	A set of FX rates between two currencies containing rates for multiple scenarios.
FxRateScenarioArray.Meta	The meta-bean for FxRateScenarioArray.
ImmutableScenarioMarketData	An immutable set of market data across one or more scenarios.
ImmutableScenarioMarketData.Meta	The meta-bean for ImmutableScenarioMarketData.
ImmutableScenarioMarketDataBuilder	A mutable builder for market data.
MarketDataBox	A box which can provide values for an item of market data used in scenarios.
MultiCurrencyScenarioArray	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
MultiCurrencyScenarioArray.Meta	The meta-bean for MultiCurrencyScenarioArray.
ScenarioArray	An array of values, one for each scenario.
ScenarioFxConvertible	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	Market data identifier used by functions that need access to objects containing market data for multiple scenarios.
ScenarioPerturbation	A perturbation that can be applied to a market data box to create market data for use in one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.market

Class	Description
MarketDataBox	A box which can provide values for an item of market data used in scenarios.
ScenarioPerturbation	A perturbation that can be applied to a market data box to create market data for use in one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.market.curve

Class	Description
MarketDataBox	A box which can provide values for an item of market data used in scenarios.
ScenarioPerturbation	A perturbation that can be applied to a market data box to create market data for use in one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.market.observable

Class	Description
MarketDataBox	A box which can provide values for an item of market data used in scenarios.
ScenarioArray	An array of values, one for each scenario.
ScenarioMarketDataId	Market data identifier used by functions that need access to objects containing market data for multiple scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.market.param

Class	Description
MarketDataBox	A box which can provide values for an item of market data used in scenarios.
ScenarioPerturbation	A perturbation that can be applied to a market data box to create market data for use in one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure

Class	Description
MarketDataBox	A box which can provide values for an item of market data used in scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure.bond

Class	Description
CurrencyScenarioArray	A currency-convertible scenario array for a single currency, holding one amount for each scenario.
DoubleScenarioArray	A scenario array holding one double value for each scenario.
MultiCurrencyScenarioArray	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
ScenarioArray	An array of values, one for each scenario.
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure.capfloor

Class	Description
MultiCurrencyScenarioArray	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
ScenarioArray	An array of values, one for each scenario.
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure.cms

Class	Description
MultiCurrencyScenarioArray	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
ScenarioArray	An array of values, one for each scenario.
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure.credit

Class	Description
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure.curve

Class	Description
MarketDataBox	A box which can provide values for an item of market data used in scenarios.
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure.deposit

Class	Description
CurrencyScenarioArray	A currency-convertible scenario array for a single currency, holding one amount for each scenario.
DoubleScenarioArray	A scenario array holding one double value for each scenario.
MultiCurrencyScenarioArray	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
ScenarioArray	An array of values, one for each scenario.
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure.dsf

Class	Description
CurrencyScenarioArray	A currency-convertible scenario array for a single currency, holding one amount for each scenario.
DoubleScenarioArray	A scenario array holding one double value for each scenario.
MultiCurrencyScenarioArray	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
ScenarioArray	An array of values, one for each scenario.
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure.fra

Class	Description
CurrencyScenarioArray	A currency-convertible scenario array for a single currency, holding one amount for each scenario.
DoubleScenarioArray	A scenario array holding one double value for each scenario.
MultiCurrencyScenarioArray	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
ScenarioArray	An array of values, one for each scenario.
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure.fx

Class	Description
CurrencyScenarioArray	A currency-convertible scenario array for a single currency, holding one amount for each scenario.
DoubleScenarioArray	A scenario array holding one double value for each scenario.
MarketDataBox	A box which can provide values for an item of market data used in scenarios.
MultiCurrencyScenarioArray	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
ScenarioArray	An array of values, one for each scenario.
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure.fxopt

Class	Description
CurrencyScenarioArray	A currency-convertible scenario array for a single currency, holding one amount for each scenario.
MarketDataBox	A box which can provide values for an item of market data used in scenarios.
MultiCurrencyScenarioArray	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
ScenarioArray	An array of values, one for each scenario.
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure.index

Class	Description
CurrencyScenarioArray	A currency-convertible scenario array for a single currency, holding one amount for each scenario.
DoubleScenarioArray	A scenario array holding one double value for each scenario.
MultiCurrencyScenarioArray	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
ScenarioArray	An array of values, one for each scenario.
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure.payment

Class	Description
CurrencyScenarioArray	A currency-convertible scenario array for a single currency, holding one amount for each scenario.
MultiCurrencyScenarioArray	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
ScenarioArray	An array of values, one for each scenario.
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure.rate

Class	Description
MarketDataBox	A box which can provide values for an item of market data used in scenarios.
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure.security

Class	Description
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure.swap

Class	Description
DoubleScenarioArray	A scenario array holding one double value for each scenario.
MultiCurrencyScenarioArray	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
ScenarioArray	An array of values, one for each scenario.
ScenarioMarketData	Provides access to market data across one or more scenarios.

Classes in com.opengamma.strata.data.scenario used by com.opengamma.strata.measure.swaption

Class	Description
CurrencyScenarioArray	A currency-convertible scenario array for a single currency, holding one amount for each scenario.
MultiCurrencyScenarioArray	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
ScenarioArray	An array of values, one for each scenario.
ScenarioMarketData	Provides access to market data across one or more scenarios.