Uses of Class
com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
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Packages that use ResolvedCapitalIndexedBondTrade 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. -
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Uses of ResolvedCapitalIndexedBondTrade in com.opengamma.strata.measure.bond
Classes in com.opengamma.strata.measure.bond with type parameters of type ResolvedCapitalIndexedBondTrade Modifier and Type Class Description class
CapitalIndexedBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<CapitalIndexedBond> & Resolvable<ResolvedCapitalIndexedBondTrade>>
Perform calculations on a singleCapitalIndexedBondTrade
orCapitalIndexedBondPosition
for each of a set of scenarios.Methods in com.opengamma.strata.measure.bond with parameters of type ResolvedCapitalIndexedBondTrade Modifier and Type Method Description MultiCurrencyScenarioArray
CapitalIndexedBondTradeCalculations. currencyExposure(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)
Calculates currency exposure across one or more scenarios.MultiCurrencyAmount
CapitalIndexedBondTradeCalculations. currencyExposure(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider legalEntityProvider)
Calculates currency exposure for a single set of market data.CurrencyScenarioArray
CapitalIndexedBondTradeCalculations. currentCash(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)
Calculates current cash across one or more scenarios.CurrencyAmount
CapitalIndexedBondTradeCalculations. currentCash(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider legalEntityProvider)
Calculates current cash for a single set of market data.CurrencyScenarioArray
CapitalIndexedBondTradeCalculations. presentValue(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)
Calculates present value across one or more scenarios.CurrencyAmount
CapitalIndexedBondTradeCalculations. presentValue(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider legalEntityProvider)
Calculates present value for a single set of market data.ScenarioArray<CurrencyParameterSensitivities>
CapitalIndexedBondTradeCalculations. pv01CalibratedBucketed(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)
Calculates present value sensitivity across one or more scenarios.CurrencyParameterSensitivities
CapitalIndexedBondTradeCalculations. pv01CalibratedBucketed(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider legalEntityProvider)
Calculates present value sensitivity for a single set of market data.MultiCurrencyScenarioArray
CapitalIndexedBondTradeCalculations. pv01CalibratedSum(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)
Calculates present value sensitivity across one or more scenarios.MultiCurrencyAmount
CapitalIndexedBondTradeCalculations. pv01CalibratedSum(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider legalEntityProvider)
Calculates present value sensitivity for a single set of market data. -
Uses of ResolvedCapitalIndexedBondTrade in com.opengamma.strata.pricer.bond
Methods in com.opengamma.strata.pricer.bond with parameters of type ResolvedCapitalIndexedBondTrade Modifier and Type Method Description MultiCurrencyAmount
DiscountingCapitalIndexedBondTradePricer. currencyExposure(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)
Calculates the currency exposure of the bond trade.MultiCurrencyAmount
DiscountingCapitalIndexedBondTradePricer. currencyExposureFromCleanPrice(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice)
Calculates the currency exposure of the bond trade.MultiCurrencyAmount
DiscountingCapitalIndexedBondTradePricer. currencyExposureFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
Calculates the currency exposure of the bond trade with z-spread.MultiCurrencyAmount
DiscountingCapitalIndexedBondTradePricer. currencyExposureWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
Calculates the currency exposure of the bond trade with z-spread.CurrencyAmount
DiscountingCapitalIndexedBondTradePricer. currentCash(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider)
Calculates the current cash of the bond trade.CurrencyAmount
DiscountingCapitalIndexedBondTradePricer. netAmount(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider)
Calculates the net amount of the settlement of the bond trade.CurrencyAmount
DiscountingCapitalIndexedBondTradePricer. presentValue(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)
Calculates the present value of the bond trade.CurrencyAmount
DiscountingCapitalIndexedBondTradePricer. presentValueFromCleanPrice(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice)
Calculates the present value of the bond trade from the clean price.CurrencyAmount
DiscountingCapitalIndexedBondTradePricer. presentValueFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
Calculates the present value of the settlement of the bond trade from the clean price with z-spread.PointSensitivities
DiscountingCapitalIndexedBondTradePricer. presentValueSensitivity(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)
Calculates the present value sensitivity of the bond trade.PointSensitivities
DiscountingCapitalIndexedBondTradePricer. presentValueSensitivityFromCleanPrice(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice)
Calculates the present value sensitivity of the settlement of the bond trade from the real clean price.PointSensitivities
DiscountingCapitalIndexedBondTradePricer. presentValueSensitivityFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
Calculates the present value sensitivity of the settlement of the bond trade from the real clean price with z-spread.PointSensitivities
DiscountingCapitalIndexedBondTradePricer. presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
Calculates the present value sensitivity of the bond trade with z-spread.CurrencyAmount
DiscountingCapitalIndexedBondTradePricer. presentValueWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
Calculates the present value of the bond trade with z-spread. -
Uses of ResolvedCapitalIndexedBondTrade in com.opengamma.strata.product.bond
Methods in com.opengamma.strata.product.bond that return ResolvedCapitalIndexedBondTrade Modifier and Type Method Description ResolvedCapitalIndexedBondTrade
ResolvedCapitalIndexedBondTrade.Builder. build()
ResolvedCapitalIndexedBondTrade
CapitalIndexedBondPosition. resolve(ReferenceData refData)
ResolvedCapitalIndexedBondTrade
CapitalIndexedBondTrade. resolve(ReferenceData refData)
Methods in com.opengamma.strata.product.bond that return types with arguments of type ResolvedCapitalIndexedBondTrade Modifier and Type Method Description Class<? extends ResolvedCapitalIndexedBondTrade>
ResolvedCapitalIndexedBondTrade.Meta. beanType()
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