Uses of Interface
com.opengamma.strata.measure.rate.RatesMarketDataLookup

Packages that use RatesMarketDataLookup

Package	Description
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.rate	Base package for calculation functions.
com.opengamma.strata.measure.swap	Calculation functions for swap products.
com.opengamma.strata.measure.swaption	Calculation functions for swaption products.

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

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

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	CapitalIndexedBondTradeCalculations.currencyExposure(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)	Calculates currency exposure 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	CapitalIndexedBondTradeCalculations.presentValue(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)	Calculates present value 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.
MultiCurrencyScenarioArray	CapitalIndexedBondTradeCalculations.pv01CalibratedSum(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of RatesMarketDataLookup in com.opengamma.strata.measure.capfloor

Methods in com.opengamma.strata.measure.capfloor with parameters of type RatesMarketDataLookup

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	IborCapFloorTradeCalculations.currencyExposure(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	IborCapFloorTradeCalculations.currentCash(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
MultiCurrencyScenarioArray	IborCapFloorTradeCalculations.presentValue(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	IborCapFloorTradeCalculations.pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	IborCapFloorTradeCalculations.pv01RatesCalibratedSum(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	IborCapFloorTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	IborCapFloorTradeCalculations.pv01RatesMarketQuoteSum(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of RatesMarketDataLookup in com.opengamma.strata.measure.cms

Methods in com.opengamma.strata.measure.cms with parameters of type RatesMarketDataLookup

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	CmsTradeCalculations.currencyExposure(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	CmsTradeCalculations.currentCash(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
MultiCurrencyScenarioArray	CmsTradeCalculations.presentValue(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	CmsTradeCalculations.pv01RatesCalibratedBucketed(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	CmsTradeCalculations.pv01RatesCalibratedSum(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	CmsTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	CmsTradeCalculations.pv01RatesMarketQuoteSum(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of RatesMarketDataLookup in com.opengamma.strata.measure.deposit

Methods in com.opengamma.strata.measure.deposit with parameters of type RatesMarketDataLookup

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	TermDepositTradeCalculations.currencyExposure(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
CurrencyScenarioArray	TermDepositTradeCalculations.currentCash(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
DoubleScenarioArray	TermDepositTradeCalculations.parRate(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par rate across one or more scenarios.
DoubleScenarioArray	TermDepositTradeCalculations.parSpread(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.
CurrencyScenarioArray	TermDepositTradeCalculations.presentValue(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	TermDepositTradeCalculations.pv01CalibratedBucketed(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	TermDepositTradeCalculations.pv01CalibratedSum(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	TermDepositTradeCalculations.pv01MarketQuoteBucketed(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	TermDepositTradeCalculations.pv01MarketQuoteSum(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of RatesMarketDataLookup in com.opengamma.strata.measure.dsf

Methods in com.opengamma.strata.measure.dsf with parameters of type RatesMarketDataLookup

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	DsfTradeCalculations.currencyExposure(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
CurrencyScenarioArray	DsfTradeCalculations.presentValue(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	DsfTradeCalculations.pv01CalibratedBucketed(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	DsfTradeCalculations.pv01CalibratedSum(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	DsfTradeCalculations.pv01MarketQuoteBucketed(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	DsfTradeCalculations.pv01MarketQuoteSum(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
DoubleScenarioArray	DsfTradeCalculations.unitPrice(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.

Uses of RatesMarketDataLookup in com.opengamma.strata.measure.fra

Methods in com.opengamma.strata.measure.fra with parameters of type RatesMarketDataLookup

Modifier and Type	Method	Description
ScenarioArray<CashFlows>	FraTradeCalculations.cashFlows(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates cash flows across one or more scenarios.
MultiCurrencyScenarioArray	FraTradeCalculations.currencyExposure(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
CurrencyScenarioArray	FraTradeCalculations.currentCash(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
ScenarioArray<ExplainMap>	FraTradeCalculations.explainPresentValue(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Explains the present value calculation across one or more scenarios.
DoubleScenarioArray	FraTradeCalculations.parRate(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par rate across one or more scenarios.
DoubleScenarioArray	FraTradeCalculations.parSpread(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.
CurrencyScenarioArray	FraTradeCalculations.presentValue(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FraTradeCalculations.pv01CalibratedBucketed(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FraTradeCalculations.pv01CalibratedSum(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FraTradeCalculations.pv01MarketQuoteBucketed(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FraTradeCalculations.pv01MarketQuoteSum(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of RatesMarketDataLookup in com.opengamma.strata.measure.fx

Methods in com.opengamma.strata.measure.fx with parameters of type RatesMarketDataLookup

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	FxNdfTradeCalculations.currencyExposure(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	FxSingleTradeCalculations.currencyExposure(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	FxSwapTradeCalculations.currencyExposure(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
CurrencyScenarioArray	FxNdfTradeCalculations.currentCash(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
MultiCurrencyScenarioArray	FxSingleTradeCalculations.currentCash(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
MultiCurrencyScenarioArray	FxSwapTradeCalculations.currentCash(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
ScenarioArray<FxRate>	FxNdfTradeCalculations.forwardFxRate(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates the forward FX rate across one or more scenarios.
ScenarioArray<FxRate>	FxSingleTradeCalculations.forwardFxRate(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates the forward FX rate across one or more scenarios.
DoubleScenarioArray	FxSingleTradeCalculations.parSpread(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.
DoubleScenarioArray	FxSwapTradeCalculations.parSpread(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.
CurrencyScenarioArray	FxNdfTradeCalculations.presentValue(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
MultiCurrencyScenarioArray	FxSingleTradeCalculations.presentValue(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
MultiCurrencyScenarioArray	FxSwapTradeCalculations.presentValue(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxNdfTradeCalculations.pv01CalibratedBucketed(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxSingleTradeCalculations.pv01CalibratedBucketed(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxSwapTradeCalculations.pv01CalibratedBucketed(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FxNdfTradeCalculations.pv01CalibratedSum(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FxSingleTradeCalculations.pv01CalibratedSum(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FxSwapTradeCalculations.pv01CalibratedSum(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxNdfTradeCalculations.pv01MarketQuoteBucketed(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxSingleTradeCalculations.pv01MarketQuoteBucketed(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxSwapTradeCalculations.pv01MarketQuoteBucketed(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FxNdfTradeCalculations.pv01MarketQuoteSum(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FxSingleTradeCalculations.pv01MarketQuoteSum(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FxSwapTradeCalculations.pv01MarketQuoteSum(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of RatesMarketDataLookup in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt with parameters of type RatesMarketDataLookup

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.currencyExposure(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	FxVanillaOptionTradeCalculations.currencyExposure(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)	Calculates currency exposure across one or more scenarios.
CurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.currentCash(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates current cash across one or more scenarios.
CurrencyScenarioArray	FxVanillaOptionTradeCalculations.currentCash(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)	Calculates current cash across one or more scenarios.
MultiCurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.presentValue(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value across one or more scenarios.
MultiCurrencyScenarioArray	FxVanillaOptionTradeCalculations.presentValue(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxVanillaOptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FxVanillaOptionTradeCalculations.pv01RatesCalibratedSum(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxVanillaOptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	FxVanillaOptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxSingleBarrierOptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value vega sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxVanillaOptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)	Calculates present value vega sensitivity across one or more scenarios.

Uses of RatesMarketDataLookup in com.opengamma.strata.measure.index

Methods in com.opengamma.strata.measure.index with parameters of type RatesMarketDataLookup

Modifier and Type	Method	Description
DoubleScenarioArray	IborFutureTradeCalculations.parSpread(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.
DoubleScenarioArray	OvernightFutureTradeCalculations.parSpread(ResolvedOvernightFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.
CurrencyScenarioArray	IborFutureOptionTradeCalculations.presentValue(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyScenarioArray	IborFutureTradeCalculations.presentValue(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyScenarioArray	OvernightFutureTradeCalculations.presentValue(ResolvedOvernightFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	IborFutureOptionTradeCalculations.pv01CalibratedBucketed(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	IborFutureTradeCalculations.pv01CalibratedBucketed(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	OvernightFutureTradeCalculations.pv01CalibratedBucketed(ResolvedOvernightFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	IborFutureOptionTradeCalculations.pv01CalibratedSum(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	IborFutureTradeCalculations.pv01CalibratedSum(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	OvernightFutureTradeCalculations.pv01CalibratedSum(ResolvedOvernightFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	IborFutureOptionTradeCalculations.pv01MarketQuoteBucketed(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	IborFutureTradeCalculations.pv01MarketQuoteBucketed(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	OvernightFutureTradeCalculations.pv01MarketQuoteBucketed(ResolvedOvernightFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	IborFutureOptionTradeCalculations.pv01MarketQuoteSum(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	IborFutureTradeCalculations.pv01MarketQuoteSum(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	OvernightFutureTradeCalculations.pv01MarketQuoteSum(ResolvedOvernightFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
DoubleScenarioArray	IborFutureOptionTradeCalculations.unitPrice(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.
DoubleScenarioArray	IborFutureTradeCalculations.unitPrice(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.
DoubleScenarioArray	OvernightFutureTradeCalculations.unitPrice(ResolvedOvernightFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.

Uses of RatesMarketDataLookup in com.opengamma.strata.measure.payment

Methods in com.opengamma.strata.measure.payment with parameters of type RatesMarketDataLookup

Modifier and Type	Method	Description
ScenarioArray<CashFlows>	BulletPaymentTradeCalculations.cashFlows(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates cash flows across one or more scenarios.
MultiCurrencyScenarioArray	BulletPaymentTradeCalculations.currencyExposure(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
CurrencyScenarioArray	BulletPaymentTradeCalculations.currentCash(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyScenarioArray	BulletPaymentTradeCalculations.presentValue(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	BulletPaymentTradeCalculations.pv01CalibratedBucketed(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	BulletPaymentTradeCalculations.pv01CalibratedSum(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	BulletPaymentTradeCalculations.pv01MarketQuoteBucketed(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	BulletPaymentTradeCalculations.pv01MarketQuoteSum(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of RatesMarketDataLookup in com.opengamma.strata.measure.rate

Methods in com.opengamma.strata.measure.rate that return RatesMarketDataLookup

Modifier and Type	Method	Description
RatesMarketDataLookup	RatesMarketData.getLookup()	Gets the lookup that provides access to discount curves and forward curves.
RatesMarketDataLookup	RatesScenarioMarketData.getLookup()	Gets the lookup that provides access to discount curves and forward curves.
static RatesMarketDataLookup	RatesMarketDataLookup.of(CurveGroupName groupName, Map<Currency,CurveName> discountCurves, Map<? extends Index,CurveName> forwardCurves)	Obtains an instance based on a group of discount and forward curves.
static RatesMarketDataLookup	RatesMarketDataLookup.of(RatesCurveGroup curveGroup)	Obtains an instance based on a curve group.
static RatesMarketDataLookup	RatesMarketDataLookup.of(RatesCurveGroupDefinition curveGroupDefinition)	Obtains an instance based on a curve group definition.
static RatesMarketDataLookup	RatesMarketDataLookup.of(RatesCurveGroupDefinition curveGroupDefinition, ObservableSource observableSource, FxRateLookup fxLookup)	Obtains an instance based on a curve group definition.
static RatesMarketDataLookup	RatesMarketDataLookup.of(Map<Currency,CurveId> discountCurveIds, Map<Index,CurveId> forwardCurveIds)	Obtains an instance based on a map of discount and forward curve identifiers.
static RatesMarketDataLookup	RatesMarketDataLookup.of(Map<Currency,CurveId> discountCurveIds, Map<Index,CurveId> forwardCurveIds, ObservableSource obsSource, FxRateLookup fxLookup)	Obtains an instance based on a map of discount and forward curve identifiers, specifying the source of FX rates.

Uses of RatesMarketDataLookup in com.opengamma.strata.measure.swap

Methods in com.opengamma.strata.measure.swap with parameters of type RatesMarketDataLookup

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	SwapTradeCalculations.accruedInterest(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates accrued interest across one or more scenarios.
ScenarioArray<CashFlows>	SwapTradeCalculations.cashFlows(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates cash flows across one or more scenarios.
MultiCurrencyScenarioArray	SwapTradeCalculations.currencyExposure(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	SwapTradeCalculations.currentCash(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
ScenarioArray<ExplainMap>	SwapTradeCalculations.explainPresentValue(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Explains the present value calculation across one or more scenarios.
ScenarioArray<LegAmounts>	SwapTradeCalculations.legPresentValue(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates the present value of each leg across one or more scenarios.
DoubleScenarioArray	SwapTradeCalculations.parRate(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par rate across one or more scenarios.
DoubleScenarioArray	SwapTradeCalculations.parSpread(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.
MultiCurrencyScenarioArray	SwapTradeCalculations.presentValue(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	SwapTradeCalculations.pv01CalibratedBucketed(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	SwapTradeCalculations.pv01CalibratedSum(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	SwapTradeCalculations.pv01MarketQuoteBucketed(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	SwapTradeCalculations.pv01MarketQuoteSum(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of RatesMarketDataLookup in com.opengamma.strata.measure.swaption

Methods in com.opengamma.strata.measure.swaption with parameters of type RatesMarketDataLookup

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	SwaptionTradeCalculations.currencyExposure(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
CurrencyScenarioArray	SwaptionTradeCalculations.currentCash(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyScenarioArray	SwaptionTradeCalculations.presentValue(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	SwaptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	SwaptionTradeCalculations.pv01RatesCalibratedSum(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	SwaptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	SwaptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	SwaptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value vega sensitivity across one or more scenarios.