Uses of Package
com.opengamma.strata.market
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Packages that use com.opengamma.strata.market Package Description com.opengamma.strata.market Data structures for market data.com.opengamma.strata.market.curve Definitions of curves.com.opengamma.strata.market.curve.node Curve nodes.com.opengamma.strata.market.param Market data based on parameters.com.opengamma.strata.market.surface Definitions of surfaces.com.opengamma.strata.measure.fxopt Calculation functions for FX option products.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.fx Calculators for FX instruments, such as FX forward and FX swap.com.opengamma.strata.pricer.fxopt Calculators for FX options.com.opengamma.strata.pricer.impl.volatility.smile Internal implementations of volatility smile.com.opengamma.strata.pricer.index Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).com.opengamma.strata.pricer.model Common code for model pricing.com.opengamma.strata.pricer.option Pricer support classes for options.com.opengamma.strata.pricer.rate Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.com.opengamma.strata.pricer.swaption Calculators for swaptions. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.market Class Description FxRateShifts A perturbation that applies different shifts to an FX rate.FxRateShifts.Meta The meta-bean forFxRateShifts
.GenericDoubleShifts A perturbation that applies different shifts to a double value.GenericDoubleShifts.Meta The meta-bean forGenericDoubleShifts
.ShiftType Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.ValueType The type of a value. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.market.curve Class Description ShiftType Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.ValueType The type of a value. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.market.curve.node Class Description ValueType The type of a value. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.market.param Class Description ShiftType Enum representing alternative ways to apply a shift which modifies the value of a piece of market data. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.market.surface Class Description ValueType The type of a value. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.measure.fxopt Class Description ValueType The type of a value. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.pricer Class Description MarketDataView A high-level view of a single item of market data. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.pricer.bond Class Description MarketDataView A high-level view of a single item of market data.ValueType The type of a value. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.pricer.capfloor Class Description MarketDataView A high-level view of a single item of market data.ValueType The type of a value. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.pricer.credit Class Description MarketDataView A high-level view of a single item of market data. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.pricer.fx Class Description MarketDataView A high-level view of a single item of market data. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.pricer.fxopt Class Description MarketDataView A high-level view of a single item of market data.ValueType The type of a value. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.pricer.impl.volatility.smile Class Description ValueType The type of a value. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.pricer.index Class Description MarketDataView A high-level view of a single item of market data.ValueType The type of a value. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.pricer.model Class Description ValueType The type of a value. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.pricer.option Class Description ValueType The type of a value. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.pricer.rate Class Description MarketDataView A high-level view of a single item of market data. -
Classes in com.opengamma.strata.market used by com.opengamma.strata.pricer.swaption Class Description MarketDataView A high-level view of a single item of market data.ValueType The type of a value.