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

Packages that use ResolvedFixedCouponBondTrade

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 ResolvedFixedCouponBondTrade in com.opengamma.strata.measure.bond

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

Modifier and Type	Class	Description
class	FixedCouponBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<FixedCouponBond> & Resolvable<ResolvedFixedCouponBondTrade>>	Perform calculations on a single FixedCouponBondTrade or FixedCouponBondPosition for each of a set of scenarios.

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

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

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingFixedCouponBondTradePricer.currencyExposure(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider)	Calculates the currency exposure of the fixed coupon bond trade.
MultiCurrencyAmount	DiscountingFixedCouponBondTradePricer.currencyExposureWithZSpread(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of the fixed coupon bond trade with z-spread.
CurrencyAmount	DiscountingFixedCouponBondTradePricer.currentCash(ResolvedFixedCouponBondTrade trade, LocalDate valuationDate)	Calculates the current cash of the fixed coupon bond trade.
CurrencyAmount	DiscountingFixedCouponBondTradePricer.presentValue(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider)	Calculates the present value of the fixed coupon bond trade.
CurrencyAmount	DiscountingFixedCouponBondTradePricer.presentValueFromCleanPrice(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider, ReferenceData refData, double cleanPrice)	Calculates the present value of the fixed coupon bond trade from the clean price of the underlying product.
CurrencyAmount	DiscountingFixedCouponBondTradePricer.presentValueFromCleanPriceWithZSpread(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider, ReferenceData refData, double cleanPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the fixed coupon bond trade with z-spread from the clean price of the underlying product.
PointSensitivities	DiscountingFixedCouponBondTradePricer.presentValueSensitivity(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider)	Calculates the present value sensitivity of the fixed coupon bond trade.
PointSensitivities	DiscountingFixedCouponBondTradePricer.presentValueSensitivityWithZSpread(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the fixed coupon bond trade with z-spread.
CurrencyAmount	DiscountingFixedCouponBondTradePricer.presentValueWithZSpread(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the fixed coupon bond trade with z-spread.
Payment	DiscountingFixedCouponBondTradePricer.upfrontPayment(ResolvedFixedCouponBondTrade trade)	Calculates the payment that was made for the trade.

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

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

Modifier and Type	Method	Description
ResolvedFixedCouponBondTrade	ResolvedFixedCouponBondTrade.Builder.build()
ResolvedFixedCouponBondTrade	FixedCouponBondPosition.resolve(ReferenceData refData)
ResolvedFixedCouponBondTrade	FixedCouponBondTrade.resolve(ReferenceData refData)

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

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