Uses of Interface
com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup

Packages that use LegalEntityDiscountingMarketDataLookup

Package	Description
com.opengamma.strata.measure.bond	Base package for calculation functions.

Uses of LegalEntityDiscountingMarketDataLookup in com.opengamma.strata.measure.bond

Methods in com.opengamma.strata.measure.bond that return LegalEntityDiscountingMarketDataLookup

Modifier and Type	Method	Description
LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketData.getLookup()	Gets the lookup that provides access to repo and issuer curves.
LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingScenarioMarketData.getLookup()	Gets the lookup that provides access to repo and issuer curves.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(LegalEntityCurveGroup curveGroup, Map<LegalEntityId,RepoGroup> repoCurveGroups)	Obtains an instance based on a curve group and group map.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(LegalEntityCurveGroup curveGroup, Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups)	Obtains an instance based on a curve group and group maps.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(LegalEntityCurveGroup curveGroup, Map<SecurityId,RepoGroup> repoCurveSecurityGroups, Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups)	Obtains an instance based on a curve group and group maps.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds)	Obtains an instance based on maps for repo curves.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds, ObservableSource obsSource)	Obtains an instance based on maps for repo curves.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups, Map<Pair<LegalEntityGroup,Currency>,CurveId> issuerCurveIds)	Obtains an instance based on a maps for repo and issuer curves.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups, Map<Pair<LegalEntityGroup,Currency>,CurveId> issuerCurveIds, ObservableSource obsSource)	Obtains an instance based on a maps for repo and issuer curves.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(Map<SecurityId,RepoGroup> repoCurveSecurityGroups, Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups, Map<Pair<LegalEntityGroup,Currency>,CurveId> issuerCurveIds)	Obtains an instance based on a maps for repo and issuer curves.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(Map<SecurityId,RepoGroup> repoCurveSecurityGroups, Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups, Map<Pair<LegalEntityGroup,Currency>,CurveId> issuerCurveIds, ObservableSource obsSource)	Obtains an instance based on a maps for repo and issuer curves.

Methods in com.opengamma.strata.measure.bond with parameters of type LegalEntityDiscountingMarketDataLookup

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	BillTradeCalculations.currencyExposure(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	BondFutureOptionTradeCalculations.currencyExposure(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	BondFutureTradeCalculations.currencyExposure(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	CapitalIndexedBondTradeCalculations.currencyExposure(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	FixedCouponBondTradeCalculations.currencyExposure(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
CurrencyScenarioArray	BillTradeCalculations.currentCash(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyScenarioArray	CapitalIndexedBondTradeCalculations.currentCash(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyScenarioArray	FixedCouponBondTradeCalculations.currentCash(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
DoubleScenarioArray	BondFutureTradeCalculations.parSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.
CurrencyScenarioArray	BillTradeCalculations.presentValue(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyScenarioArray	BondFutureOptionTradeCalculations.presentValue(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyScenarioArray	BondFutureTradeCalculations.presentValue(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyScenarioArray	CapitalIndexedBondTradeCalculations.presentValue(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyScenarioArray	FixedCouponBondTradeCalculations.presentValue(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	BillTradeCalculations.pv01CalibratedBucketed(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	BondFutureOptionTradeCalculations.pv01CalibratedBucketed(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	BondFutureTradeCalculations.pv01CalibratedBucketed(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	CapitalIndexedBondTradeCalculations.pv01CalibratedBucketed(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FixedCouponBondTradeCalculations.pv01CalibratedBucketed(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	BillTradeCalculations.pv01CalibratedSum(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	BondFutureOptionTradeCalculations.pv01CalibratedSum(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	BondFutureTradeCalculations.pv01CalibratedSum(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	CapitalIndexedBondTradeCalculations.pv01CalibratedSum(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FixedCouponBondTradeCalculations.pv01CalibratedSum(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	BillTradeCalculations.pv01MarketQuoteBucketed(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	BondFutureTradeCalculations.pv01MarketQuoteBucketed(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FixedCouponBondTradeCalculations.pv01MarketQuoteBucketed(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	BillTradeCalculations.pv01MarketQuoteSum(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	BondFutureTradeCalculations.pv01MarketQuoteSum(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FixedCouponBondTradeCalculations.pv01MarketQuoteSum(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
DoubleScenarioArray	BondFutureOptionTradeCalculations.unitPrice(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.
DoubleScenarioArray	BondFutureTradeCalculations.unitPrice(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.