Package com.opengamma.strata.measure
Provides the ability to calculate high-level measures on financial instruments.
The measures can be accessed in three ways:
- for one trade/position and one scenario, such as methods on
com.opengamma.strata.measure.swap.SwapTradeCalculations SwapTradeCalculations
- for one trade/position and many scenarios, such as methods on
com.opengamma.strata.measure.swap.SwapTradeCalculations SwapTradeCalculations
- for a mixed portfolio of trades/positions and many scenarios,
see
CalculationRunner
and functions such asSwapCalculationFunction
-
Class Summary Class Description AdvancedMeasures The advanced set of measures which can be calculated by Strata.Measures The standard set of measures that can be calculated by Strata.StandardComponents Factory methods for creating standard Strata components.ValuationZoneTimeDefinition Definition of valuation zone and time.ValuationZoneTimeDefinition.Meta The meta-bean forValuationZoneTimeDefinition
.