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

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

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.param	Market data based on parameters.
com.opengamma.strata.market.sensitivity	Entity objects for sensitivities.
com.opengamma.strata.market.surface	Definitions of surfaces.
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.measure.capfloor	Calculation functions for Ibor cap/floor products.
com.opengamma.strata.measure.cms	Calculation functions for constant maturity swap (CMS) products.
com.opengamma.strata.measure.deposit	Calculation functions for deposit products.
com.opengamma.strata.measure.dsf	Calculation functions for DSF products.
com.opengamma.strata.measure.fra	Calculation functions for FRA products.
com.opengamma.strata.measure.fx	Calculation functions for FX products.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.measure.index	Calculation functions for index products.
com.opengamma.strata.measure.payment	Calculation functions for payment products.
com.opengamma.strata.measure.swap	Calculation functions for swap products.
com.opengamma.strata.measure.swaption	Calculation functions for swaption 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.common	Common code for pricing.
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.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.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.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.sensitivity	Calculators for sensitivities.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.
com.opengamma.strata.report.framework.expression	Provide the ability to extract data using textual expressions.
com.opengamma.strata.report.framework.format	Provide the ability to format calculated values.

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

Class	Description
CurrencyParameterSensitivity	Currency-based parameter sensitivity for parameterized market data, such as a curve.

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

Class	Description
CurrencyParameterSensitivity	Currency-based parameter sensitivity for parameterized market data, such as a curve.
DatedParameterMetadata	Parameter metadata that specifies a date.
ParameterizedData	An abstraction of market data in terms of a number of arbitrary double parameters.
ParameterMetadata	Information about a single parameter.
ParameterPerturbation	A function interface that allows a single parameter to be perturbed.
TenorDateParameterMetadata	Parameter metadata based on a date and tenor.
UnitParameterSensitivity	Unit parameter sensitivity for parameterized market data, such as a curve.

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

Class	Description
DatedParameterMetadata	Parameter metadata that specifies a date.

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

Class	Description
CrossGammaParameterSensitivities	The second order parameter sensitivity for parameterized market data.
CrossGammaParameterSensitivities.Meta	The meta-bean for CrossGammaParameterSensitivities.
CrossGammaParameterSensitivity	The second order parameter sensitivity for parameterized market data.
CrossGammaParameterSensitivity.Meta	The meta-bean for CrossGammaParameterSensitivity.
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.
CurrencyParameterSensitivities.Meta	The meta-bean for CurrencyParameterSensitivities.
CurrencyParameterSensitivitiesBuilder	Builder for CurrencyParameterSensitivities.
CurrencyParameterSensitivity	Currency-based parameter sensitivity for parameterized market data, such as a curve.
CurrencyParameterSensitivity.Builder	The bean-builder for CurrencyParameterSensitivity.
CurrencyParameterSensitivity.Meta	The meta-bean for CurrencyParameterSensitivity.
DatedParameterMetadata	Parameter metadata that specifies a date.
LabelDateParameterMetadata	Parameter metadata based on a date and label.
LabelDateParameterMetadata.Meta	The meta-bean for LabelDateParameterMetadata.
LabelParameterMetadata	Parameter metadata based on a label.
LabelParameterMetadata.Meta	The meta-bean for LabelParameterMetadata.
ParameterizedData	An abstraction of market data in terms of a number of arbitrary double parameters.
ParameterizedDataCombiner	Helper that can be used to combine two or more underlying instances of ParameterizedData.
ParameterMetadata	Information about a single parameter.
ParameterPerturbation	A function interface that allows a single parameter to be perturbed.
ParameterSize	The market data name and the associated number of parameters.
ParameterSize.Meta	The meta-bean for ParameterSize.
PointShifts	A perturbation that applies different shifts to specific points in a parameterized data.
PointShifts.Meta	The meta-bean for PointShifts.
PointShiftsBuilder	Mutable builder for building instances of PointShifts.
ResolvedTradeParameterMetadata	Parameter metadata based on a resolved trade and label.
ResolvedTradeParameterMetadata.Builder	The bean-builder for ResolvedTradeParameterMetadata.
ResolvedTradeParameterMetadata.Meta	The meta-bean for ResolvedTradeParameterMetadata.
TenorDateParameterMetadata	Parameter metadata based on a date and tenor.
TenorDateParameterMetadata.Meta	The meta-bean for TenorDateParameterMetadata.
TenoredParameterMetadata	Parameter metadata that specifies a tenor.
TenorParameterMetadata	Parameter metadata based on a tenor.
TenorParameterMetadata.Meta	The meta-bean for TenorParameterMetadata.
TenorTenorParameterMetadata	Parameter metadata based on an expiry tenor, an underlying tenor and their respective year fractions.
TenorTenorParameterMetadata.Meta	The meta-bean for TenorTenorParameterMetadata.
UnitParameterSensitivities	Unit parameter sensitivity for parameterized market data, such as curves.
UnitParameterSensitivities.Meta	The meta-bean for UnitParameterSensitivities.
UnitParameterSensitivity	Unit parameter sensitivity for parameterized market data, such as a curve.
UnitParameterSensitivity.Meta	The meta-bean for UnitParameterSensitivity.
YearMonthDateParameterMetadata	Parameter metadata based on a date and year-month.
YearMonthDateParameterMetadata.Meta	The meta-bean for YearMonthDateParameterMetadata.

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

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.
CurrencyParameterSensitivity	Currency-based parameter sensitivity for parameterized market data, such as a curve.
ParameterMetadata	Information about a single parameter.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.market.surface

Class	Description
CurrencyParameterSensitivity	Currency-based parameter sensitivity for parameterized market data, such as a curve.
ParameterizedData	An abstraction of market data in terms of a number of arbitrary double parameters.
ParameterMetadata	Information about a single parameter.
ParameterPerturbation	A function interface that allows a single parameter to be perturbed.
UnitParameterSensitivity	Unit parameter sensitivity for parameterized market data, such as a curve.

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

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.measure.capfloor

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.measure.cms

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.measure.deposit

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.measure.dsf

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.measure.fra

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.measure.fx

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.measure.fxopt

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.measure.index

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.measure.payment

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.measure.swap

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.measure.swaption

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.

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

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.
ParameterizedData	An abstraction of market data in terms of a number of arbitrary double parameters.
ParameterMetadata	Information about a single parameter.
ParameterPerturbation	A function interface that allows a single parameter to be perturbed.

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

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.
ParameterizedData	An abstraction of market data in terms of a number of arbitrary double parameters.
ParameterMetadata	Information about a single parameter.
ParameterPerturbation	A function interface that allows a single parameter to be perturbed.

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

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.
ParameterizedData	An abstraction of market data in terms of a number of arbitrary double parameters.
ParameterMetadata	Information about a single parameter.
ParameterPerturbation	A function interface that allows a single parameter to be perturbed.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.pricer.common

Class	Description
ParameterMetadata	Information about a single parameter.

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

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.
CurrencyParameterSensitivity	Currency-based parameter sensitivity for parameterized market data, such as a curve.
ParameterizedData	An abstraction of market data in terms of a number of arbitrary double parameters.
ParameterMetadata	Information about a single parameter.
ParameterPerturbation	A function interface that allows a single parameter to be perturbed.

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

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.pricer.fx

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.
ParameterizedData	An abstraction of market data in terms of a number of arbitrary double parameters.
ParameterMetadata	Information about a single parameter.
ParameterPerturbation	A function interface that allows a single parameter to be perturbed.

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

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.
ParameterizedData	An abstraction of market data in terms of a number of arbitrary double parameters.
ParameterMetadata	Information about a single parameter.
ParameterPerturbation	A function interface that allows a single parameter to be perturbed.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.pricer.index

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.
ParameterizedData	An abstraction of market data in terms of a number of arbitrary double parameters.
ParameterMetadata	Information about a single parameter.
ParameterPerturbation	A function interface that allows a single parameter to be perturbed.

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

Class	Description
ParameterizedData	An abstraction of market data in terms of a number of arbitrary double parameters.
ParameterMetadata	Information about a single parameter.
ParameterPerturbation	A function interface that allows a single parameter to be perturbed.

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

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.
ParameterizedData	An abstraction of market data in terms of a number of arbitrary double parameters.
ParameterMetadata	Information about a single parameter.
ParameterPerturbation	A function interface that allows a single parameter to be perturbed.

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

Class	Description
CrossGammaParameterSensitivities	The second order parameter sensitivity for parameterized market data.
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.
CurrencyParameterSensitivity	Currency-based parameter sensitivity for parameterized market data, such as a curve.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.pricer.swaption

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.
CurrencyParameterSensitivity	Currency-based parameter sensitivity for parameterized market data, such as a curve.
ParameterizedData	An abstraction of market data in terms of a number of arbitrary double parameters.
ParameterMetadata	Information about a single parameter.
ParameterPerturbation	A function interface that allows a single parameter to be perturbed.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.report.framework.expression

Class	Description
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.
CurrencyParameterSensitivity	Currency-based parameter sensitivity for parameterized market data, such as a curve.

Classes in com.opengamma.strata.market.param used by com.opengamma.strata.report.framework.format

Class	Description
CurrencyParameterSensitivity	Currency-based parameter sensitivity for parameterized market data, such as a curve.