Uses of Class
com.opengamma.strata.market.explain.ExplainMap

Packages that use ExplainMap

Package	Description
com.opengamma.strata.market.explain	Support for explaining results.
com.opengamma.strata.measure.fra	Calculation functions for FRA products.
com.opengamma.strata.measure.swap	Calculation functions for swap products.
com.opengamma.strata.pricer	Calculators for financial instruments.
com.opengamma.strata.pricer.cms	Calculators for CMS.
com.opengamma.strata.pricer.fra	Calculators for Forward Rate Agreement (FRA) instruments.
com.opengamma.strata.pricer.payment	Calculators for payment instruments.
com.opengamma.strata.pricer.swap	Calculators for interest rate swaps.

Uses of ExplainMap in com.opengamma.strata.market.explain

Fields in com.opengamma.strata.market.explain with type parameters of type ExplainMap

Modifier and Type	Field	Description
static ExplainKey<List<ExplainMap>>	ExplainKey.ACCRUAL_PERIODS	The list of accrual periods.
static ExplainKey<List<ExplainMap>>	ExplainKey.LEGS	The list of legs.
static ExplainKey<List<ExplainMap>>	ExplainKey.OBSERVATIONS	The list of rate observations.
static ExplainKey<List<ExplainMap>>	ExplainKey.PAYMENT_EVENTS	The list of payment events.
static ExplainKey<List<ExplainMap>>	ExplainKey.PAYMENT_PERIODS	The list of payment periods.
static ExplainKey<List<ExplainMap>>	ExplainKey.RESET_PERIODS	The list of reset periods.

Methods in com.opengamma.strata.market.explain that return ExplainMap

Modifier and Type	Method	Description
ExplainMap	ExplainMapBuilder.build()	Builds the map.
ExplainMap	ExplainMap.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
static ExplainMap	ExplainMap.empty()	Creates an instance with no entries.
static ExplainMap	ExplainMap.of(Map<ExplainKey<?>,Object> map)	Creates an instance from a populated map.

Methods in com.opengamma.strata.market.explain that return types with arguments of type ExplainMap

Modifier and Type	Method	Description
Class<? extends ExplainMap>	ExplainMap.Meta.beanType()
org.joda.beans.BeanBuilder<? extends ExplainMap>	ExplainMap.Meta.builder()

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

Methods in com.opengamma.strata.measure.fra that return ExplainMap

Modifier and Type	Method	Description
ExplainMap	FraTradeCalculations.explainPresentValue(ResolvedFraTrade trade, RatesProvider ratesProvider)	Explains the present value calculation for a single set of market data.

Methods in com.opengamma.strata.measure.fra that return types with arguments of type ExplainMap

Modifier and Type	Method	Description
ScenarioArray<ExplainMap>	FraTradeCalculations.explainPresentValue(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Explains the present value calculation across one or more scenarios.

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

Methods in com.opengamma.strata.measure.swap that return ExplainMap

Modifier and Type	Method	Description
ExplainMap	SwapTradeCalculations.explainPresentValue(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Explains the present value calculation for a single set of market data.

Methods in com.opengamma.strata.measure.swap that return types with arguments of type ExplainMap

Modifier and Type	Method	Description
ScenarioArray<ExplainMap>	SwapTradeCalculations.explainPresentValue(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Explains the present value calculation across one or more scenarios.

Uses of ExplainMap in com.opengamma.strata.pricer

Methods in com.opengamma.strata.pricer that return ExplainMap

Modifier and Type	Method	Description
ExplainMap	DiscountingPaymentPricer.explainPresentValue(Payment payment, BaseProvider provider)	Explains the present value of the payment.

Uses of ExplainMap in com.opengamma.strata.pricer.cms

Methods in com.opengamma.strata.pricer.cms that return ExplainMap

Modifier and Type	Method	Description
ExplainMap	SabrExtrapolationReplicationCmsLegPricer.explainPresentValue(ResolvedCmsLeg cmsLeg, RatesProvider provider, SabrSwaptionVolatilities volatilities)	Explains the present value of a CMS leg.
ExplainMap	SabrExtrapolationReplicationCmsProductPricer.explainPresentValue(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Explains the present value of the CMS product.
ExplainMap	SabrExtrapolationReplicationCmsTradePricer.explainPresentValue(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Explains the present value of the CMS trade.

Uses of ExplainMap in com.opengamma.strata.pricer.fra

Methods in com.opengamma.strata.pricer.fra that return ExplainMap

Modifier and Type	Method	Description
ExplainMap	DiscountingFraProductPricer.explainPresentValue(ResolvedFra fra, RatesProvider provider)	Explains the present value of the FRA product.
ExplainMap	DiscountingFraTradePricer.explainPresentValue(ResolvedFraTrade trade, RatesProvider provider)	Explains the present value of the FRA product.

Uses of ExplainMap in com.opengamma.strata.pricer.payment

Methods in com.opengamma.strata.pricer.payment that return ExplainMap

Modifier and Type	Method	Description
ExplainMap	DiscountingBulletPaymentTradePricer.explainPresentValue(ResolvedBulletPaymentTrade trade, BaseProvider provider)	Explains the present value of the bullet payment product.

Uses of ExplainMap in com.opengamma.strata.pricer.swap

Methods in com.opengamma.strata.pricer.swap that return ExplainMap

Modifier and Type	Method	Description
ExplainMap	DiscountingSwapLegPricer.explainPresentValue(ResolvedSwapLeg leg, RatesProvider provider)	Explain present value for a swap leg.
ExplainMap	DiscountingSwapProductPricer.explainPresentValue(ResolvedSwap swap, RatesProvider provider)	Explains the present value of the swap product.
ExplainMap	DiscountingSwapTradePricer.explainPresentValue(ResolvedSwapTrade trade, RatesProvider provider)	Explains the present value of the swap trade.