Package com.opengamma.strata.report

Reporting Framework

This package and its sub-packages define a reporting framework used to format and report the results of calculations.

Reports are generated using a report template and a set of calculation results. A report contains a table of data where the rows are the inputs to the calculations, for example trades, and the columns contain data from the calculation results or the trades.

Report templates

Report templates specify the type of the report and the columns included in the report. A report template is defined using an .ini file.

The first section of the .ini file defines the settings for the report. Currently this only contains the type of the report:

   [Settings]
   reportType = trade
 

The report columns are defined by the remaining sections in the .ini file. The section header defines the column name and the value attribute is an expression defining the value in the column. The following snippet from a trade report for FRA trades defines three columns: Settlement Date, Index and Par Rate.

   [Settlement Date]
   value = Trade.settlementDate

   [Index]
   value = Product.index.name

   [Par Rate]
   value = Measures.ParRate
 

The value expression is consists of multiple sections separated by dots. The first section specifies the object which is the source of the data in the column. The supported values are:

• Trade - the data is taken from the trade or trade info
• Security - the data is taken from the security or security info
• Position - the data is taken from the position or position info
• Target - the data is taken from the calculation target
• Measure - the data is taken from the results of the calculations
• Product - the data is taken from the product associated with the trade. This is only applicable if the trade implements ProductTrade

The remaining parts of the expression are evaluated against the source object to find the value to display in the column. For example, if the expression is 'Product.index.name' and the results contain FraTrade instances the following calls will be made for each trade in the results:

• FraTrade.getProduct() returning a Fra
• Fra.getIndex() returning an IborIndex
• IborIndex.getName() returning the index name

The cell in the report will contain name of the index referenced by the FRA.

Interface Summary

Interface	Description
Report	Represents a business report.
ReportRunner<T extends ReportTemplate>	Runs a report for a specific template type.
ReportTemplate	Marker interface for report templates.
ReportTemplateIniLoader<T extends ReportTemplate>	Loads a report template from an ini-based file format.

Class Summary

Class	Description
ReportCalculationResults	Stores a set of engine calculation results along with the context required to run reports.
ReportCalculationResults.Meta	The meta-bean for ReportCalculationResults.
ReportRequirements	Describes the requirements for a report to be run in terms of trade-level measures that can be separately obtained by the calculation engine.
ReportRequirements.Meta	The meta-bean for ReportRequirements.