ScenarioArray<CashFlows> |
BulletPaymentTradeCalculations.cashFlows(ResolvedBulletPaymentTrade trade,
RatesMarketDataLookup lookup,
ScenarioMarketData marketData) |
Calculates cash flows across one or more scenarios.
|
CashFlows |
BulletPaymentTradeCalculations.cashFlows(ResolvedBulletPaymentTrade trade,
RatesProvider ratesProvider) |
Calculates cash flows for a single set of market data.
|
MultiCurrencyScenarioArray |
BulletPaymentTradeCalculations.currencyExposure(ResolvedBulletPaymentTrade trade,
RatesMarketDataLookup lookup,
ScenarioMarketData marketData) |
Calculates currency exposure across one or more scenarios.
|
MultiCurrencyAmount |
BulletPaymentTradeCalculations.currencyExposure(ResolvedBulletPaymentTrade trade,
RatesProvider ratesProvider) |
Calculates currency exposure for a single set of market data.
|
CurrencyScenarioArray |
BulletPaymentTradeCalculations.currentCash(ResolvedBulletPaymentTrade trade,
RatesMarketDataLookup lookup,
ScenarioMarketData marketData) |
Calculates current cash across one or more scenarios.
|
CurrencyAmount |
BulletPaymentTradeCalculations.currentCash(ResolvedBulletPaymentTrade trade,
RatesProvider ratesProvider) |
Calculates current cash for a single set of market data.
|
CurrencyScenarioArray |
BulletPaymentTradeCalculations.presentValue(ResolvedBulletPaymentTrade trade,
RatesMarketDataLookup lookup,
ScenarioMarketData marketData) |
Calculates present value across one or more scenarios.
|
CurrencyAmount |
BulletPaymentTradeCalculations.presentValue(ResolvedBulletPaymentTrade trade,
RatesProvider ratesProvider) |
Calculates present value for a single set of market data.
|
ScenarioArray<CurrencyParameterSensitivities> |
BulletPaymentTradeCalculations.pv01CalibratedBucketed(ResolvedBulletPaymentTrade trade,
RatesMarketDataLookup lookup,
ScenarioMarketData marketData) |
Calculates present value sensitivity across one or more scenarios.
|
CurrencyParameterSensitivities |
BulletPaymentTradeCalculations.pv01CalibratedBucketed(ResolvedBulletPaymentTrade trade,
RatesProvider ratesProvider) |
Calculates present value sensitivity for a single set of market data.
|
MultiCurrencyScenarioArray |
BulletPaymentTradeCalculations.pv01CalibratedSum(ResolvedBulletPaymentTrade trade,
RatesMarketDataLookup lookup,
ScenarioMarketData marketData) |
Calculates present value sensitivity across one or more scenarios.
|
MultiCurrencyAmount |
BulletPaymentTradeCalculations.pv01CalibratedSum(ResolvedBulletPaymentTrade trade,
RatesProvider ratesProvider) |
Calculates present value sensitivity for a single set of market data.
|
ScenarioArray<CurrencyParameterSensitivities> |
BulletPaymentTradeCalculations.pv01MarketQuoteBucketed(ResolvedBulletPaymentTrade trade,
RatesMarketDataLookup lookup,
ScenarioMarketData marketData) |
Calculates present value sensitivity across one or more scenarios.
|
CurrencyParameterSensitivities |
BulletPaymentTradeCalculations.pv01MarketQuoteBucketed(ResolvedBulletPaymentTrade trade,
RatesProvider ratesProvider) |
Calculates present value sensitivity for a single set of market data.
|
MultiCurrencyScenarioArray |
BulletPaymentTradeCalculations.pv01MarketQuoteSum(ResolvedBulletPaymentTrade trade,
RatesMarketDataLookup lookup,
ScenarioMarketData marketData) |
Calculates present value sensitivity across one or more scenarios.
|
MultiCurrencyAmount |
BulletPaymentTradeCalculations.pv01MarketQuoteSum(ResolvedBulletPaymentTrade trade,
RatesProvider ratesProvider) |
Calculates present value sensitivity for a single set of market data.
|