Class StandardComponents
- java.lang.Object
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- com.opengamma.strata.measure.StandardComponents
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public final class StandardComponents extends Object
Factory methods for creating standard Strata components.These components are suitable for performing calculations using the built-in asset classes, market data types and pricers.
The market data factory can create market data values derived from other values. For example it can create calibrated curves given market quotes. However it cannot request market data from an external provider, such as Bloomberg, or look up data from a data store, for example a time series database. Instances of
CalculationRunner
are created directly using the static methods on the interface.
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static CalculationFunctions
calculationFunctions()
Returns the standard calculation functions.static MarketDataFactory
marketDataFactory()
Returns a market data factory containing the standard set of market data functions.static MarketDataFactory
marketDataFactory(ObservableDataProvider observableDataProvider)
Returns a market data factory containing the standard set of market data functions.static List<MarketDataFunction<?,?>>
marketDataFunctions()
Returns the standard market data functions used to build market data values from other market data.
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Method Detail
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marketDataFactory
public static MarketDataFactory marketDataFactory()
Returns a market data factory containing the standard set of market data functions.This factory can create market data values from other market data. For example it can create calibrated curves given a set of market quotes for the points on the curve.
The set of functions are the ones provided by
marketDataFunctions()
.- Returns:
- a market data factory containing the standard set of market data functions
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marketDataFactory
public static MarketDataFactory marketDataFactory(ObservableDataProvider observableDataProvider)
Returns a market data factory containing the standard set of market data functions.This factory can create market data values from other market data. For example it can create calibrated curves given a set of market quotes for the points on the curve.
The set of functions are the ones provided by
marketDataFunctions()
.- Parameters:
observableDataProvider
- the provider of observable data- Returns:
- a market data factory containing the standard set of market data functions
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marketDataFunctions
public static List<MarketDataFunction<?,?>> marketDataFunctions()
Returns the standard market data functions used to build market data values from other market data.These include functions to build:
- Par rates from quotes
- Curve groups from par rates
- Curves from curve groups
- Discount factors and index rates from curves
- FX rates from quotes
- FX option volatilities from quotes
- Returns:
- the standard market data functions
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calculationFunctions
public static CalculationFunctions calculationFunctions()
Returns the standard calculation functions.These define how to calculate the standard measures for the standard asset classes.
The standard calculation functions require no further configuration and are designed to allow easy access to all built-in asset class coverage. The supported asset classes are:
- Bond future -
BondFutureTrade
andBondFuturePosition
- Bond future option -
BondFutureOptionTrade
andBondFutureOptionPosition
- Bullet Payment -
BulletPaymentTrade
- Cap/floor (Ibor) -
IborCapFloorTrade
- Capital Indexed bond -
CapitalIndexedBondTrade
andCapitalIndexedBondPosition
- Credit Default Swap -
CdsTrade
- CDS Index -
CdsIndexTrade
- Deliverable Swap Future -
DsfTrade
andDsfPosition
- Forward Rate Agreement -
FraTrade
- Fixed coupon bond -
FixedCouponBondTrade
andFixedCouponBondPosition
- FX spot and FX forward -
FxSingleTrade
- FX NDF -
FxNdfTrade
- FX swap -
FxSwapTrade
- FX vanilla option -
FxVanillaOptionTrade
- FX single barrier option -
FxSingleBarrierOptionTrade
- Generic Security -
GenericSecurityTrade
andGenericSecurityPosition
- Rate Swap -
SwapTrade
- Swaption -
SwaptionTrade
- Security -
SecurityTrade
andSecurityPosition
- STIR Future (Ibor) -
IborFutureTrade
andIborFuturePosition
- STIR Future (Overnight Indices) -
OvernightFutureTrade
andOvernightFuturePosition
- STIR Future Option (Ibor) -
IborFutureOptionTrade
andIborFutureOptionPosition
- Term Deposit -
TermDepositTrade
- Returns:
- calculation functions used to perform calculations
- Bond future -
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