Package com.opengamma.strata.measure
Class AdvancedMeasures
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- com.opengamma.strata.measure.AdvancedMeasures
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public final class AdvancedMeasures extends Object
The advanced set of measures which can be calculated by Strata.These measures are rarely needed and should be used with care.
Note that not all measures will be available for all targets.
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Field Summary
Fields Modifier and Type Field Description static Measure
PV01_SEMI_PARALLEL_GAMMA_BUCKETED
Measure representing the semi-parallel bucketed gamma PV01 of the calculation target.static Measure
PV01_SINGLE_NODE_GAMMA_BUCKETED
Measure representing the single-node bucketed gamma PV01 of the calculation target.
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Field Detail
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PV01_SEMI_PARALLEL_GAMMA_BUCKETED
public static final Measure PV01_SEMI_PARALLEL_GAMMA_BUCKETED
Measure representing the semi-parallel bucketed gamma PV01 of the calculation target.
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PV01_SINGLE_NODE_GAMMA_BUCKETED
public static final Measure PV01_SINGLE_NODE_GAMMA_BUCKETED
Measure representing the single-node bucketed gamma PV01 of the calculation target.
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