Uses of Class
com.opengamma.strata.product.dsf.ResolvedDsfTrade

Packages that use ResolvedDsfTrade

Package	Description
com.opengamma.strata.measure.dsf	Calculation functions for DSF products.
com.opengamma.strata.pricer.dsf	Calculators for Deliverable Swap Futures (DSFs).
com.opengamma.strata.product.dsf	Entity objects describing Deliverable Swap Futures (DSFs).

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

Classes in com.opengamma.strata.measure.dsf with type parameters of type ResolvedDsfTrade

Modifier and Type	Class	Description
class	DsfTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Dsf> & Resolvable<ResolvedDsfTrade>>	Perform calculations on a single DsfTrade or DsfPosition for each of a set of scenarios.

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

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	DsfTradeCalculations.currencyExposure(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyAmount	DsfTradeCalculations.currencyExposure(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
CurrencyScenarioArray	DsfTradeCalculations.presentValue(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyAmount	DsfTradeCalculations.presentValue(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	DsfTradeCalculations.pv01CalibratedBucketed(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	DsfTradeCalculations.pv01CalibratedBucketed(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	DsfTradeCalculations.pv01CalibratedSum(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	DsfTradeCalculations.pv01CalibratedSum(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	DsfTradeCalculations.pv01MarketQuoteBucketed(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	DsfTradeCalculations.pv01MarketQuoteBucketed(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	DsfTradeCalculations.pv01MarketQuoteSum(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	DsfTradeCalculations.pv01MarketQuoteSum(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
DoubleScenarioArray	DsfTradeCalculations.unitPrice(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates unit price across one or more scenarios.
double	DsfTradeCalculations.unitPrice(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates unit price for a single set of market data.

Uses of ResolvedDsfTrade in com.opengamma.strata.pricer.dsf

Methods in com.opengamma.strata.pricer.dsf with parameters of type ResolvedDsfTrade

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingDsfTradePricer.currencyExposure(ResolvedDsfTrade trade, RatesProvider ratesProvider, double lastSettlementPrice)	Calculates the currency exposure of the deliverable swap futures trade.
CurrencyAmount	DiscountingDsfTradePricer.presentValue(ResolvedDsfTrade trade, RatesProvider ratesProvider, double lastSettlementPrice)	Calculates the present value of the deliverable swap futures trade.
PointSensitivities	DiscountingDsfTradePricer.presentValueSensitivity(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates the present value sensitivity of the deliverable swap futures trade.
double	DiscountingDsfTradePricer.price(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates the price of the underlying deliverable swap futures product.
PointSensitivities	DiscountingDsfTradePricer.priceSensitivity(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates the price sensitivity of the deliverable swap futures product.

Uses of ResolvedDsfTrade in com.opengamma.strata.product.dsf

Methods in com.opengamma.strata.product.dsf that return ResolvedDsfTrade

Modifier and Type	Method	Description
ResolvedDsfTrade	ResolvedDsfTrade.Builder.build()
ResolvedDsfTrade	DsfPosition.resolve(ReferenceData refData)
ResolvedDsfTrade	DsfTrade.resolve(ReferenceData refData)

Methods in com.opengamma.strata.product.dsf that return types with arguments of type ResolvedDsfTrade

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