Uses of Class
com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

Packages that use ResolvedTermDepositTrade

Package	Description
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.measure.deposit	Calculation functions for deposit products.
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
com.opengamma.strata.pricer.deposit	Calculators for rate deposit instruments, such as term deposit.
com.opengamma.strata.product.deposit	Entity objects describing financial instruments representing a simple deposit with interest.

Uses of ResolvedTermDepositTrade in com.opengamma.strata.market.curve.node

Methods in com.opengamma.strata.market.curve.node that return ResolvedTermDepositTrade

Modifier and Type	Method	Description
ResolvedTermDepositTrade	TermDepositCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedTermDepositTrade	TermDepositCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)

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

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

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

Uses of ResolvedTermDepositTrade in com.opengamma.strata.pricer.curve

Fields in com.opengamma.strata.pricer.curve with type parameters of type ResolvedTermDepositTrade

Modifier and Type	Field	Description
static MarketQuoteMeasure<ResolvedTermDepositTrade>	MarketQuoteMeasure.TERM_DEPOSIT_MQ	The measure for ResolvedTermDepositTrade using par rate discounting.
static TradeCalibrationMeasure<ResolvedTermDepositTrade>	TradeCalibrationMeasure.TERM_DEPOSIT_PAR_SPREAD	The calibrator for ResolvedTermDepositTrade using par spread discounting.
static PresentValueCalibrationMeasure<ResolvedTermDepositTrade>	PresentValueCalibrationMeasure.TERM_DEPOSIT_PV	The calibrator for TermDepositTrade using present value discounting.

Uses of ResolvedTermDepositTrade in com.opengamma.strata.pricer.deposit

Methods in com.opengamma.strata.pricer.deposit with parameters of type ResolvedTermDepositTrade

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingTermDepositTradePricer.currencyExposure(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the currency exposure.
CurrencyAmount	DiscountingTermDepositTradePricer.currentCash(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the current cash.
double	DiscountingTermDepositTradePricer.parRate(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the deposit fair rate given the start and end time and the accrual factor.
PointSensitivities	DiscountingTermDepositTradePricer.parRateSensitivity(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the par rate curve sensitivity.
double	DiscountingTermDepositTradePricer.parSpread(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the spread to be added to the deposit rate to have a zero present value.
PointSensitivities	DiscountingTermDepositTradePricer.parSpreadSensitivity(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the par spread curve sensitivity.
CurrencyAmount	DiscountingTermDepositTradePricer.presentValue(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
PointSensitivities	DiscountingTermDepositTradePricer.presentValueSensitivity(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).

Uses of ResolvedTermDepositTrade in com.opengamma.strata.product.deposit

Methods in com.opengamma.strata.product.deposit that return ResolvedTermDepositTrade

Modifier and Type	Method	Description
ResolvedTermDepositTrade	ResolvedTermDepositTrade.Builder.build()
static ResolvedTermDepositTrade	ResolvedTermDepositTrade.of(TradeInfo info, ResolvedTermDeposit product)	Obtains an instance of a resolved Term Deposit trade.
ResolvedTermDepositTrade	TermDepositTrade.resolve(ReferenceData refData)

Methods in com.opengamma.strata.product.deposit that return types with arguments of type ResolvedTermDepositTrade

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