Uses of Package
com.opengamma.strata.market.curve

Packages that use com.opengamma.strata.market.curve

Package	Description
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.market.sensitivity	Entity objects for sensitivities.
com.opengamma.strata.measure.bond	Base package for calculation functions.
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.rate	Base package for calculation functions.
com.opengamma.strata.pricer	Calculators for financial instruments.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.model	Common code for model pricing.
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.sensitivity	Calculators for sensitivities.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.loader.csv

Class	Description
CurveGroupName	The name of a curve group.
CurveName	The name of a curve.
LegalEntityCurveGroup	A group of repo curves and issuer curves.
RatesCurveGroup	A group of curves.
RatesCurveGroupDefinition	Provides the definition of how to calibrate a group of curves.
SeasonalityDefinition	Provides the definition of seasonality for a price index curve.

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

Class	Description
AddFixedCurve	A curve formed from two curves, the fixed curve and the spread curve.
AddFixedCurve.Meta	The meta-bean for AddFixedCurve.
CombinedCurve	A curve formed from two curves, the base curve and the spread curve.
CombinedCurve.Meta	The meta-bean for CombinedCurve.
ConstantCurve	A curve based on a single constant value.
ConstantCurve.Meta	The meta-bean for ConstantCurve.
ConstantNodalCurve	A curve based on a single constant value.
ConstantNodalCurve.Builder	The bean-builder for ConstantNodalCurve.
ConstantNodalCurve.Meta	The meta-bean for ConstantNodalCurve.
Curve	A curve that maps a double x-value to a double y-value.
CurveDefinition	Provides the definition of how to calibrate a curve.
CurveGroup	A group of curves.
CurveGroupDefinition	The definition of how to calibrate a group of curves.
CurveGroupName	The name of a curve group.
CurveId	An identifier used to access a curve by name.
CurveInfoType	The type that provides meaning to additional curve information.
CurveMetadata	Metadata about a curve and curve parameters.
CurveName	The name of a curve.
CurveNode	A node in the configuration specifying how to calibrate a curve.
CurveNodeClashAction	The action to perform when the dates of two curve nodes clash.
CurveNodeDate	The date of the curve node.
CurveNodeDate.Meta	The meta-bean for CurveNodeDate.
CurveNodeDateOrder	The date order rules to apply to a pair of curve nodes.
CurveNodeDateOrder.Meta	The meta-bean for CurveNodeDateOrder.
CurveNodeDateType	The types of curve node date.
CurveParallelShifts	Perturbation which applies a parallel shift to a curve.
CurveParallelShifts.Meta	The meta-bean for CurveParallelShifts.
CurveParameterSize	The curve name and number of parameters.
CurveParameterSize.Meta	The meta-bean for CurveParameterSize.
DefaultCurveMetadata	Default metadata for a curve.
DefaultCurveMetadata.Meta	The meta-bean for DefaultCurveMetadata.
DefaultCurveMetadataBuilder	Builder for curve metadata.
DepositIsdaCreditCurveNode	An ISDA compliant curve node whose instrument is a term deposit.
DepositIsdaCreditCurveNode.Builder	The bean-builder for DepositIsdaCreditCurveNode.
DepositIsdaCreditCurveNode.Meta	The meta-bean for DepositIsdaCreditCurveNode.
HybridNodalCurve	A hybrid curve which combines two underlying nodal curves, allowing different interpolators to be used for different parts of the curve.
HybridNodalCurve.Meta	The meta-bean for HybridNodalCurve.
InflationNodalCurve	Curve specifically designed for inflation, with features for seasonality and initial point.
InflationNodalCurve.Meta	The meta-bean for InflationNodalCurve.
InterpolatedNodalCurve	A curve based on interpolation between a number of nodal points.
InterpolatedNodalCurve.Builder	The bean-builder for InterpolatedNodalCurve.
InterpolatedNodalCurve.Meta	The meta-bean for InterpolatedNodalCurve.
InterpolatedNodalCurveDefinition	Provides the definition of how to calibrate an interpolated nodal curve.
InterpolatedNodalCurveDefinition.Builder	The bean-builder for InterpolatedNodalCurveDefinition.
InterpolatedNodalCurveDefinition.Meta	The meta-bean for InterpolatedNodalCurveDefinition.
IsdaCreditCurveDefinition	Provides the definition of how to calibrate an ISDA compliant curve for credit.
IsdaCreditCurveDefinition.Meta	The meta-bean for IsdaCreditCurveDefinition.
IsdaCreditCurveNode	A node specifying how to calibrate an ISDA compliant curve.
IssuerCurveInputsId	An identifier used to access the inputs to curve calibration.
JacobianCalibrationMatrix	Jacobian matrix information produced during curve calibration.
JacobianCalibrationMatrix.Meta	The meta-bean for JacobianCalibrationMatrix.
LegalEntityCurveGroup	A group of repo curves and issuer curves.
LegalEntityCurveGroup.Builder	The bean-builder for LegalEntityCurveGroup.
LegalEntityCurveGroup.Meta	The meta-bean for LegalEntityCurveGroup.
LegalEntityCurveGroupId	An identifier used to access a curve group by name.
LegalEntityGroup	Legal entity group.
NodalCurve	A curve based on double nodal points.
NodalCurveDefinition	Provides the definition of how to calibrate a nodal curve.
ParallelShiftedCurve	A curve with a parallel shift applied to its y-values.
ParallelShiftedCurve.Meta	The meta-bean for ParallelShiftedCurve.
ParameterizedFunctionalCurve	A curve based on a parameterized function.
ParameterizedFunctionalCurve.Builder	The bean-builder for ParameterizedFunctionalCurve.
ParameterizedFunctionalCurve.Meta	The meta-bean for ParameterizedFunctionalCurve.
ParameterizedFunctionalCurveDefinition	Provides the definition of how to calibrate a parameterized functional curve.
ParameterizedFunctionalCurveDefinition.Builder	The bean-builder for ParameterizedFunctionalCurveDefinition.
ParameterizedFunctionalCurveDefinition.Meta	The meta-bean for ParameterizedFunctionalCurveDefinition.
RatesCurveGroup	A group of curves.
RatesCurveGroup.Builder	The bean-builder for RatesCurveGroup.
RatesCurveGroup.Meta	The meta-bean for RatesCurveGroup.
RatesCurveGroupDefinition	Provides the definition of how to calibrate a group of curves.
RatesCurveGroupDefinition.Meta	The meta-bean for RatesCurveGroupDefinition.
RatesCurveGroupDefinitionBuilder	A mutable builder for creating instances of CurveGroupDefinition.
RatesCurveGroupEntry	A single entry in the curve group definition.
RatesCurveGroupEntry.Builder	The bean-builder for RatesCurveGroupEntry.
RatesCurveGroupEntry.Meta	The meta-bean for RatesCurveGroupEntry.
RatesCurveGroupId	An identifier used to access a curve group by name.
RatesCurveInputs	The input data used when calibrating a curve.
RatesCurveInputs.Builder	The bean-builder for RatesCurveInputs.
RatesCurveInputs.Meta	The meta-bean for RatesCurveInputs.
RatesCurveInputsId	An identifier used to access the inputs to curve calibration.
RepoCurveInputsId	An identifier used to access the inputs to curve calibration.
RepoGroup	Group used to identify a related set of repo curves when pricing bonds.
SeasonalityDefinition	Provides the definition of seasonality for a price index curve.
SeasonalityDefinition.Meta	The meta-bean for SeasonalityDefinition.
SimpleCurveParameterMetadata	Simple parameter metadata containing the x value and type.
SimpleCurveParameterMetadata.Meta	The meta-bean for SimpleCurveParameterMetadata.
SwapIsdaCreditCurveNode	An ISDA compliant curve node whose instrument is a standard Fixed-Ibor interest rate swap.
SwapIsdaCreditCurveNode.Builder	The bean-builder for SwapIsdaCreditCurveNode.
SwapIsdaCreditCurveNode.Meta	The meta-bean for SwapIsdaCreditCurveNode.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.market.curve.node

Class	Description
CurveNode	A node in the configuration specifying how to calibrate a curve.
CurveNodeDate	The date of the curve node.
CurveNodeDateOrder	The date order rules to apply to a pair of curve nodes.
IsdaCreditCurveNode	A node specifying how to calibrate an ISDA compliant curve.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.market.sensitivity

Class	Description
CurveName	The name of a curve.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.measure.bond

Class	Description
LegalEntityCurveGroup	A group of repo curves and issuer curves.
RepoGroup	Group used to identify a related set of repo curves when pricing bonds.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.measure.credit

Class	Description
CurveId	An identifier used to access a curve by name.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.measure.curve

Class	Description
Curve	A curve that maps a double x-value to a double y-value.
CurveId	An identifier used to access a curve by name.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.measure.rate

Class	Description
CurveGroupName	The name of a curve group.
CurveId	An identifier used to access a curve by name.
CurveName	The name of a curve.
RatesCurveGroup	A group of curves.
RatesCurveGroupDefinition	Provides the definition of how to calibrate a group of curves.
RatesCurveGroupId	An identifier used to access a curve group by name.
RatesCurveInputs	The input data used when calibrating a curve.
RatesCurveInputsId	An identifier used to access the inputs to curve calibration.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.pricer

Class	Description
Curve	A curve that maps a double x-value to a double y-value.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.pricer.bond

Class	Description
LegalEntityGroup	Legal entity group.
RepoGroup	Group used to identify a related set of repo curves when pricing bonds.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.pricer.capfloor

Class	Description
Curve	A curve that maps a double x-value to a double y-value.
CurveMetadata	Metadata about a curve and curve parameters.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.pricer.credit

Class	Description
Curve	A curve that maps a double x-value to a double y-value.
CurveName	The name of a curve.
IsdaCreditCurveDefinition	Provides the definition of how to calibrate an ISDA compliant curve for credit.
NodalCurve	A curve based on double nodal points.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.pricer.curve

Class	Description
CurveName	The name of a curve.
CurveParameterSize	The curve name and number of parameters.
JacobianCalibrationMatrix	Jacobian matrix information produced during curve calibration.
RatesCurveGroupDefinition	Provides the definition of how to calibrate a group of curves.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.pricer.fxopt

Class	Description
Curve	A curve that maps a double x-value to a double y-value.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.pricer.model

Class	Description
Curve	A curve that maps a double x-value to a double y-value.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.pricer.rate

Class	Description
Curve	A curve that maps a double x-value to a double y-value.
CurveGroupName	The name of a curve group.
CurveId	An identifier used to access a curve by name.
CurveName	The name of a curve.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.pricer.sensitivity

Class	Description
Curve	A curve that maps a double x-value to a double y-value.
CurveParameterSize	The curve name and number of parameters.