Uses of Class
com.opengamma.strata.product.bond.ResolvedBillTrade

Packages that use ResolvedBillTrade

Package	Description
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.product.bond	Entity objects describing bonds.

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

Classes in com.opengamma.strata.measure.bond with type parameters of type ResolvedBillTrade

Modifier and Type	Class	Description
class	BillTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Bill> & Resolvable<ResolvedBillTrade>>	Perform calculations on a single BillTrade or BillPosition for each of a set of scenarios.

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

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	BillTradeCalculations.currencyExposure(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyAmount	BillTradeCalculations.currencyExposure(ResolvedBillTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates currency exposure for a single set of market data.
CurrencyScenarioArray	BillTradeCalculations.currentCash(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyAmount	BillTradeCalculations.currentCash(ResolvedBillTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates current cash for a single set of market data.
CurrencyScenarioArray	BillTradeCalculations.presentValue(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyAmount	BillTradeCalculations.presentValue(ResolvedBillTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	BillTradeCalculations.pv01CalibratedBucketed(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	BillTradeCalculations.pv01CalibratedBucketed(ResolvedBillTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	BillTradeCalculations.pv01CalibratedSum(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	BillTradeCalculations.pv01CalibratedSum(ResolvedBillTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	BillTradeCalculations.pv01MarketQuoteBucketed(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	BillTradeCalculations.pv01MarketQuoteBucketed(ResolvedBillTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	BillTradeCalculations.pv01MarketQuoteSum(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	BillTradeCalculations.pv01MarketQuoteSum(ResolvedBillTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Uses of ResolvedBillTrade in com.opengamma.strata.pricer.bond

Methods in com.opengamma.strata.pricer.bond with parameters of type ResolvedBillTrade

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingBillTradePricer.currencyExposure(ResolvedBillTrade trade, LegalEntityDiscountingProvider provider)	Calculates the currency exposure of a bill trade.
MultiCurrencyAmount	DiscountingBillTradePricer.currencyExposureWithZSpread(ResolvedBillTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of a bill trade with z-spread.
CurrencyAmount	DiscountingBillTradePricer.currentCash(ResolvedBillTrade trade, LocalDate valuationDate)	Calculates the current cash of a bill trade.
CurrencyAmount	DiscountingBillTradePricer.presentValue(ResolvedBillTrade trade, LegalEntityDiscountingProvider provider)	Calculates the present value of a bill trade.
PointSensitivities	DiscountingBillTradePricer.presentValueSensitivity(ResolvedBillTrade trade, LegalEntityDiscountingProvider provider)	Calculates the present value sensitivity of a bill trade.
PointSensitivities	DiscountingBillTradePricer.presentValueSensitivityWithZSpread(ResolvedBillTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of a bill trade with z-spread.
CurrencyAmount	DiscountingBillTradePricer.presentValueWithZSpread(ResolvedBillTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of a bill trade with z-spread.

Uses of ResolvedBillTrade in com.opengamma.strata.product.bond

Methods in com.opengamma.strata.product.bond that return ResolvedBillTrade

Modifier and Type	Method	Description
ResolvedBillTrade	ResolvedBillTrade.Builder.build()
ResolvedBillTrade	BillPosition.resolve(ReferenceData refData)
ResolvedBillTrade	BillTrade.resolve(ReferenceData refData)

Methods in com.opengamma.strata.product.bond that return types with arguments of type ResolvedBillTrade

Modifier and Type	Method	Description
Class<? extends ResolvedBillTrade>	ResolvedBillTrade.Meta.beanType()