Uses of Class
com.opengamma.strata.market.explain.ExplainMapBuilder
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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. -
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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 ExplainMapBuilder
ExplainMap. 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> ExplainMapBuilder
ExplainMapBuilder. 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 void
DiscountingCapitalIndexedBondPaymentPeriodPricer. explainPresentValue(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors, ExplainMapBuilder builder)
Explains the present value of a single payment period.void
DiscountingFixedCouponBondPaymentPeriodPricer. explainPresentValue(FixedCouponBondPaymentPeriod period, IssuerCurveDiscountFactors discountFactors, ExplainMapBuilder builder)
Explains the present value of a single fixed coupon payment period.void
DiscountingFixedCouponBondPaymentPeriodPricer. 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.void
DiscountingCapitalIndexedBondPaymentPeriodPricer. 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 void
SabrExtrapolationReplicationCmsPeriodPricer. 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 double
ApproxForwardOvernightAveragedRateComputationFn. explainRate(OvernightAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double
DispatchingRateComputationFn. explainRate(RateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double
ForwardIborAveragedRateComputationFn. explainRate(IborAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double
ForwardIborInterpolatedRateComputationFn. explainRate(IborInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double
ForwardIborRateComputationFn. explainRate(IborRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double
ForwardInflationEndInterpolatedRateComputationFn. explainRate(InflationEndInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double
ForwardInflationEndMonthRateComputationFn. explainRate(InflationEndMonthRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double
ForwardInflationInterpolatedRateComputationFn. explainRate(InflationInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double
ForwardInflationMonthlyRateComputationFn. explainRate(InflationMonthlyRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double
ForwardOvernightAveragedDailyRateComputationFn. explainRate(OvernightAveragedDailyRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double
ForwardOvernightAveragedRateComputationFn. explainRate(OvernightAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double
ForwardOvernightCompoundedAnnualRateComputationFn. explainRate(OvernightCompoundedAnnualRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double
ForwardOvernightCompoundedRateComputationFn. explainRate(OvernightCompoundedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
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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 void
DiscountingFxResetNotionalExchangePricer. explainPresentValue(FxResetNotionalExchange event, RatesProvider provider, ExplainMapBuilder builder)
void
DiscountingKnownAmountPaymentPeriodPricer. explainPresentValue(KnownAmountSwapPaymentPeriod period, RatesProvider provider, ExplainMapBuilder builder)
void
DiscountingNotionalExchangePricer. explainPresentValue(NotionalExchange event, RatesProvider provider, ExplainMapBuilder builder)
void
DiscountingRatePaymentPeriodPricer. explainPresentValue(RatePaymentPeriod paymentPeriod, RatesProvider provider, ExplainMapBuilder builder)
void
DispatchingSwapPaymentEventPricer. explainPresentValue(SwapPaymentEvent paymentEvent, RatesProvider provider, ExplainMapBuilder builder)
void
DispatchingSwapPaymentPeriodPricer. explainPresentValue(SwapPaymentPeriod paymentPeriod, RatesProvider provider, ExplainMapBuilder builder)
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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 double
IborIndexRates. explainRate(IborIndexObservation observation, ExplainMapBuilder builder, Consumer<ExplainMapBuilder> consumer)
Explains the calculation of the historic or forward rate at the specified fixing date.double
RateComputationFn. 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 double
IborIndexRates. 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 void
SwapPaymentEventPricer. explainPresentValue(T event, RatesProvider provider, ExplainMapBuilder builder)
Explains the present value of a single payment event.void
SwapPaymentPeriodPricer. explainPresentValue(T period, RatesProvider provider, ExplainMapBuilder builder)
Explains the present value of a single payment period.
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