Uses of Class
com.opengamma.strata.market.explain.ExplainMapBuilder
-
Packages that use ExplainMapBuilder Package Description com.opengamma.strata.market.explain Support for explaining results.com.opengamma.strata.pricer.bond Calculators for bonds.com.opengamma.strata.pricer.cms Calculators for CMS.com.opengamma.strata.pricer.impl.rate Internal implementations of rate calculations.com.opengamma.strata.pricer.impl.swap Internal implementations of rate swap calculations.com.opengamma.strata.pricer.rate Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.com.opengamma.strata.pricer.swap Calculators for interest rate swaps. -
-
Uses of ExplainMapBuilder in com.opengamma.strata.market.explain
Methods in com.opengamma.strata.market.explain that return ExplainMapBuilder Modifier and Type Method Description <R extends List<?>>
ExplainMapBuilderExplainMapBuilder. addListEntry(ExplainKey<R> key, Consumer<ExplainMapBuilder> consumer)Adds a list entry using a consumer callback function.<R extends List<?>>
ExplainMapBuilderExplainMapBuilder. addListEntryWithIndex(ExplainKey<R> key, Consumer<ExplainMapBuilder> consumer)Adds a list entry using a consumer callback function, including the list index.static ExplainMapBuilderExplainMap. builder()Returns a builder for creating the map.<R extends List<?>>
ExplainMapBuilderExplainMapBuilder. closeListEntry(ExplainKey<R> key)Closes the currently open list.<R extends List<?>>
ExplainMapBuilderExplainMapBuilder. openListEntry(ExplainKey<R> key)Opens a list entry to be populated.<R> ExplainMapBuilderExplainMapBuilder. put(ExplainKey<R> key, R value)Puts a single value into the map.Method parameters in com.opengamma.strata.market.explain with type arguments of type ExplainMapBuilder Modifier and Type Method Description <R extends List<?>>
ExplainMapBuilderExplainMapBuilder. addListEntry(ExplainKey<R> key, Consumer<ExplainMapBuilder> consumer)Adds a list entry using a consumer callback function.<R extends List<?>>
ExplainMapBuilderExplainMapBuilder. addListEntryWithIndex(ExplainKey<R> key, Consumer<ExplainMapBuilder> consumer)Adds a list entry using a consumer callback function, including the list index. -
Uses of ExplainMapBuilder in com.opengamma.strata.pricer.bond
Methods in com.opengamma.strata.pricer.bond with parameters of type ExplainMapBuilder Modifier and Type Method Description voidDiscountingCapitalIndexedBondPaymentPeriodPricer. explainPresentValue(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors, ExplainMapBuilder builder)Explains the present value of a single payment period.voidDiscountingFixedCouponBondPaymentPeriodPricer. explainPresentValue(FixedCouponBondPaymentPeriod period, IssuerCurveDiscountFactors discountFactors, ExplainMapBuilder builder)Explains the present value of a single fixed coupon payment period.voidDiscountingFixedCouponBondPaymentPeriodPricer. explainPresentValueWithSpread(FixedCouponBondPaymentPeriod period, IssuerCurveDiscountFactors discountFactors, ExplainMapBuilder builder, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)Explains the present value of a single fixed coupon payment period with z-spread.voidDiscountingCapitalIndexedBondPaymentPeriodPricer. explainPresentValueWithZSpread(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors, ExplainMapBuilder builder, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)Explains the present value of a single payment period with z-spread. -
Uses of ExplainMapBuilder in com.opengamma.strata.pricer.cms
Methods in com.opengamma.strata.pricer.cms with parameters of type ExplainMapBuilder Modifier and Type Method Description voidSabrExtrapolationReplicationCmsPeriodPricer. explainPresentValue(CmsPeriod period, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities, ExplainMapBuilder builder)Explains the present value of the CMS period. -
Uses of ExplainMapBuilder in com.opengamma.strata.pricer.impl.rate
Methods in com.opengamma.strata.pricer.impl.rate with parameters of type ExplainMapBuilder Modifier and Type Method Description doubleApproxForwardOvernightAveragedRateComputationFn. explainRate(OvernightAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)doubleDispatchingRateComputationFn. explainRate(RateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)doubleForwardIborAveragedRateComputationFn. explainRate(IborAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)doubleForwardIborInterpolatedRateComputationFn. explainRate(IborInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)doubleForwardIborRateComputationFn. explainRate(IborRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)doubleForwardInflationEndInterpolatedRateComputationFn. explainRate(InflationEndInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)doubleForwardInflationEndMonthRateComputationFn. explainRate(InflationEndMonthRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)doubleForwardInflationInterpolatedRateComputationFn. explainRate(InflationInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)doubleForwardInflationMonthlyRateComputationFn. explainRate(InflationMonthlyRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)doubleForwardOvernightAveragedDailyRateComputationFn. explainRate(OvernightAveragedDailyRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)doubleForwardOvernightAveragedRateComputationFn. explainRate(OvernightAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)doubleForwardOvernightCompoundedAnnualRateComputationFn. explainRate(OvernightCompoundedAnnualRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)doubleForwardOvernightCompoundedRateComputationFn. explainRate(OvernightCompoundedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder) -
Uses of ExplainMapBuilder in com.opengamma.strata.pricer.impl.swap
Methods in com.opengamma.strata.pricer.impl.swap with parameters of type ExplainMapBuilder Modifier and Type Method Description voidDiscountingFxResetNotionalExchangePricer. explainPresentValue(FxResetNotionalExchange event, RatesProvider provider, ExplainMapBuilder builder)voidDiscountingKnownAmountPaymentPeriodPricer. explainPresentValue(KnownAmountSwapPaymentPeriod period, RatesProvider provider, ExplainMapBuilder builder)voidDiscountingNotionalExchangePricer. explainPresentValue(NotionalExchange event, RatesProvider provider, ExplainMapBuilder builder)voidDiscountingRatePaymentPeriodPricer. explainPresentValue(RatePaymentPeriod paymentPeriod, RatesProvider provider, ExplainMapBuilder builder)voidDispatchingSwapPaymentEventPricer. explainPresentValue(SwapPaymentEvent paymentEvent, RatesProvider provider, ExplainMapBuilder builder)voidDispatchingSwapPaymentPeriodPricer. explainPresentValue(SwapPaymentPeriod paymentPeriod, RatesProvider provider, ExplainMapBuilder builder) -
Uses of ExplainMapBuilder in com.opengamma.strata.pricer.rate
Methods in com.opengamma.strata.pricer.rate with parameters of type ExplainMapBuilder Modifier and Type Method Description default doubleIborIndexRates. explainRate(IborIndexObservation observation, ExplainMapBuilder builder, Consumer<ExplainMapBuilder> consumer)Explains the calculation of the historic or forward rate at the specified fixing date.doubleRateComputationFn. explainRate(T computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)Explains the calculation of the applicable rate.Method parameters in com.opengamma.strata.pricer.rate with type arguments of type ExplainMapBuilder Modifier and Type Method Description default doubleIborIndexRates. explainRate(IborIndexObservation observation, ExplainMapBuilder builder, Consumer<ExplainMapBuilder> consumer)Explains the calculation of the historic or forward rate at the specified fixing date. -
Uses of ExplainMapBuilder in com.opengamma.strata.pricer.swap
Methods in com.opengamma.strata.pricer.swap with parameters of type ExplainMapBuilder Modifier and Type Method Description voidSwapPaymentEventPricer. explainPresentValue(T event, RatesProvider provider, ExplainMapBuilder builder)Explains the present value of a single payment event.voidSwapPaymentPeriodPricer. explainPresentValue(T period, RatesProvider provider, ExplainMapBuilder builder)Explains the present value of a single payment period.
-