Constant Field Values

Contents

• com.opengamma.*

com.opengamma.*

com.opengamma.strata.basics.StandardSchemes

Modifier and Type	Constant Field	Value
public static final String	BBG_SCHEME	"BBG"
public static final String	CHAIN_RIC_SCHEME	"CHAINRIC"
public static final String	CUSIP_SCHEME	"CUSIP"
public static final String	FIGI_SCHEME	"FIGI"
public static final String	ISIN_SCHEME	"ISIN"
public static final String	LEI_SCHEME	"LEI"
public static final String	OCC_SCHEME	"OCC"
public static final String	OG_COUNTERPARTY	"OG-Counterparty"
public static final String	OG_ETD_SCHEME	"OG-ETD"
public static final String	OG_PORTFOLIO	"OG-Portfolio"
public static final String	OG_POSITION_SCHEME	"OG-Position"
public static final String	OG_SECURITY_SCHEME	"OG-Security"
public static final String	OG_SENSITIVITY_SCHEME	"OG-Sensitivity"
public static final String	OG_TICKER_SCHEME	"OG-Ticker"
public static final String	OG_TRADE_SCHEME	"OG-Trade"
public static final String	OPRA_SCHEME	"OPRA"
public static final String	RED6_SCHEME	"RED6"
public static final String	RED9_SCHEME	"RED9"
public static final String	RIC_SCHEME	"RIC"
public static final String	SEDOL_SCHEME	"SEDOL"
public static final String	TICKER_SCHEME	"TICKER"
public static final String	TICMIC_SCHEME	"TICMIC"
public static final String	VALOR_SCHEME	"VALOR"
public static final String	WKN_SCHEME	"WKN"

com.opengamma.strata.collect.io.ResourceConfig

Modifier and Type	Constant Field	Value
public static final String	RESOURCE_DIRS_PROPERTY	"com.opengamma.strata.config.directories"

com.opengamma.strata.collect.io.ResourceLocator

Modifier and Type	Constant Field	Value
public static final String	CLASSPATH_URL_PREFIX	"classpath:"
public static final String	FILE_URL_PREFIX	"file:"
public static final String	URL_PREFIX	"url:"

com.opengamma.strata.collect.result.FailureAttributeKeys

Modifier and Type	Constant Field	Value
public static final String	ACCOUNT	"account"
public static final String	BROKER	"broker"
public static final String	CCP	"ccp"
public static final String	EXCEPTION_MESSAGE	"exceptionMessage"
public static final String	FILE_ID	"fileId"
public static final String	FILE_NAME	"fileName"
public static final String	FILE_SUMMARY	"fileSummary"
public static final String	FORMAT	"format"
public static final String	LEGAL_ENTITY_ID	"legalEntityId"
public static final String	LINE_NUMBER	"lineNumber"
public static final String	OPTIONS	"options"
public static final String	PRODUCT_TYPE	"productType"
public static final String	TEMPLATE_LOCATION	"templateLocation"
public static final String	TYPE	"type"
public static final String	VALUE	"value"

com.opengamma.strata.collect.result.FailureItem

Modifier and Type	Constant Field	Value
public static final String	EXCEPTION_MESSAGE_ATTRIBUTE	"exceptionMessage"

com.opengamma.strata.loader.LoaderUtils

Modifier and Type	Constant Field	Value
public static final String	DEFAULT_POSITION_SCHEME	"OG-Position"
public static final String	DEFAULT_SECURITY_SCHEME	"OG-Security"
public static final String	DEFAULT_TRADE_SCHEME	"OG-Trade"

com.opengamma.strata.loader.csv.CsvLoaderColumns

Modifier and Type	Constant Field	Value
public static final String	ACCRUAL_METHOD_FIELD	"Accrual Method"
public static final String	BARRIER_LEVEL_FIELD	"Barrier Level"
public static final String	BARRIER_TYPE_FIELD	"Barrier Type"
public static final String	BUY_SELL_FIELD	"Buy Sell"
public static final String	CAP_FLOOR_FIELD	"CapFloor"
public static final String	CCP_FIELD	"CCP"
public static final String	CDS_INDEX_ID_FIELD	"CDS Index Id"
public static final String	CDS_INDEX_ID_SCHEME_FIELD	"CDS Index Id Scheme"
public static final String	COMPOUNDING_METHOD_FIELD	"Compounding Method"
public static final String	CONTRACT_CODE_FIELD	"Contract Code"
public static final String	CONTRACT_SIZE_FIELD	"Contract Size"
public static final String	CONVENTION_FIELD	"Convention"
public static final String	CPTY_FIELD	"Counterparty"
public static final String	CPTY_SCHEME_FIELD	"Counterparty Scheme"
public static final String	CURRENCY_1_FIELD	"Currency 1"
public static final String	CURRENCY_2_FIELD	"Currency 2"
public static final String	CURRENCY_FIELD	"Currency"
public static final String	DATE_ADJ_CAL_FIELD	"Date Calendar"
public static final String	DATE_ADJ_CNV_FIELD	"Date Convention"
public static final String	DAY_COUNT_FIELD	"Day Count"
public static final String	DESCRIPTION_FIELD	"Description"
public static final String	DIRECTION_FIELD	"Direction"
public static final String	END_DATE_CAL_FIELD	"End Date Calendar"
public static final String	END_DATE_CNV_FIELD	"End Date Convention"
public static final String	END_DATE_FIELD	"End Date"
public static final String	EXCHANGE_FIELD	"Exchange"
public static final String	EXERCISE_DATES_CAL_FIELD	"Exercise Dates Calendar"
public static final String	EXERCISE_DATES_CNV_FIELD	"Exercise Dates Convention"
public static final String	EXERCISE_DATES_FIELD	"Exercise Dates"
public static final String	EXERCISE_PRICE_FIELD	"Exercise Price"
public static final String	EXERCISE_STYLE_FIELD	"Exercise Style"
public static final String	EXPIRY_DATE_CAL_FIELD	"Expiry Date Calendar"
public static final String	EXPIRY_DATE_CNV_FIELD	"Expiry Date Convention"
public static final String	EXPIRY_DATE_FIELD	"Expiry Date"
public static final String	EXPIRY_DAY_FIELD	"Expiry Day"
public static final String	EXPIRY_FIELD	"Expiry"
public static final String	EXPIRY_TIME_FIELD	"Expiry Time"
public static final String	EXPIRY_WEEK_FIELD	"Expiry Week"
public static final String	EXPIRY_ZONE_FIELD	"Expiry Zone"
public static final String	FAR_FX_RATE_DATE_FIELD	"Far FX Rate"
public static final String	FAR_PAYMENT_DATE_FIELD	"Far Payment Date"
public static final String	FINAL_STUB_AMOUNT_CURRENCY_FIELD	"Final Stub Amount Currency"
public static final String	FINAL_STUB_AMOUNT_FIELD	"Final Stub Amount"
public static final String	FINAL_STUB_INDEX_FIELD	"Final Stub Index"
public static final String	FINAL_STUB_INTERPOLATED_INDEX_FIELD	"Final Stub Interpolated Index"
public static final String	FINAL_STUB_RATE_FIELD	"Final Stub Rate"
public static final String	FIRST_RATE_FIELD	"First Rate"
public static final String	FIRST_REGULAR_RATE_FIELD	"First Regular Rate"
public static final String	FIRST_REGULAR_START_DATE_FIELD	"First Regular Start Date"
public static final String	FIXED_RATE_FIELD	"Fixed Rate"
public static final String	FIXING_OFFSET_ADJ_CAL_FIELD	"Fixing Offset Adjustment Calendar"
public static final String	FIXING_OFFSET_ADJ_CNV_FIELD	"Fixing Offset Adjustment Convention"
public static final String	FIXING_OFFSET_CAL_FIELD	"Fixing Offset Calendar"
public static final String	FIXING_OFFSET_DAYS_FIELD	"Fixing Offset Days"
public static final String	FIXING_RELATIVE_TO_FIELD	"Fixing Relative To"
public static final String	FRA_DISCOUNTING_FIELD	"FRA Discounting Method"
public static final String	FREQUENCY_FIELD	"Frequency"
public static final String	FUTURE_VALUE_NOTIONAL_FIELD	"Future Value Notional"
public static final String	FX_RATE_FIELD	"FX Rate"
public static final String	FX_RESET_INDEX_FIELD	"FX Reset Index"
public static final String	FX_RESET_INITIAL_NOTIONAL_FIELD	"FX Reset Initial Notional"
public static final String	FX_RESET_OFFSET_ADJ_CAL_FIELD	"FX Reset Offset Adjustment Calendar"
public static final String	FX_RESET_OFFSET_ADJ_CNV_FIELD	"FX Reset Offset Adjustment Convention"
public static final String	FX_RESET_OFFSET_CAL_FIELD	"FX Reset Offset Calendar"
public static final String	FX_RESET_OFFSET_DAYS_FIELD	"FX Reset Offset Days"
public static final String	FX_RESET_RELATIVE_TO_FIELD	"FX Reset Relative To"
public static final String	GEARING_FIELD	"Gearing"
public static final String	ID_FIELD	"Id"
public static final String	ID_SCHEME_FIELD	"Id Scheme"
public static final String	INDEX_FIELD	"Index"
public static final String	INDEX_SERIES_FIELD	"Index Series"
public static final String	INDEX_VERSION_FIELD	"Index Version"
public static final String	INFLATION_FIRST_INDEX_VALUE_FIELD	"Inflation First Index Value"
public static final String	INFLATION_LAG_FIELD	"Inflation Lag"
public static final String	INFLATION_METHOD_FIELD	"Inflation Method"
public static final String	INITIAL_STUB_AMOUNT_CURRENCY_FIELD	"Initial Stub Amount Currency"
public static final String	INITIAL_STUB_AMOUNT_FIELD	"Initial Stub Amount"
public static final String	INITIAL_STUB_INDEX_FIELD	"Initial Stub Index"
public static final String	INITIAL_STUB_INTERPOLATED_INDEX_FIELD	"Initial Stub Interpolated Index"
public static final String	INITIAL_STUB_RATE_FIELD	"Initial Stub Rate"
public static final String	INTERPOLATED_INDEX_FIELD	"Interpolated Index"
public static final String	KNOCK_TYPE_FIELD	"Knock Type"
public static final String	KNOWN_AMOUNT_FIELD	"Known Amount"
public static final String	LAST_REGULAR_END_DATE_FIELD	"Last Regular End Date"
public static final String	LEG_1_CURRENCY_FIELD	"Leg 1 Currency"
public static final String	LEG_1_DIRECTION_FIELD	"Leg 1 Direction"
public static final String	LEG_1_INDEX_FIELD	"Leg 1 Index"
public static final String	LEG_1_NOTIONAL_FIELD	"Leg 1 Notional"
public static final String	LEG_2_CURRENCY_FIELD	"Leg 2 Currency"
public static final String	LEG_2_DIRECTION_FIELD	"Leg 2 Direction"
public static final String	LEG_2_INDEX_FIELD	"Leg 2 Index"
public static final String	LEG_2_NOTIONAL_FIELD	"Leg 2 Notional"
public static final String	LEG_2_PAYMENT_DATE_FIELD	"Leg 2 Payment Date"
public static final String	LEGAL_ENTITY_ID_FIELD	"Legal Entity Id"
public static final String	LEGAL_ENTITY_ID_SCHEME_FIELD	"Legal Entity Id Scheme"
public static final String	LONG_QUANTITY_FIELD	"Long Quantity"
public static final String	LONG_SHORT_FIELD	"Long Short"
public static final String	NAME_FIELD	"Name"
public static final String	NEGATIVE_RATE_METHOD_FIELD	"Negative Rate Method"
public static final String	NOTIONAL_CURRENCY_FIELD	"Notional Currency"
public static final String	NOTIONAL_FIELD	"Notional"
public static final String	NOTIONAL_FINAL_EXCHANGE_FIELD	"Notional Final Exchange"
public static final String	NOTIONAL_INITIAL_EXCHANGE_FIELD	"Notional Initial Exchange"
public static final String	NOTIONAL_INTERMEDIATE_EXCHANGE_FIELD	"Notional Intermediate Exchange"
public static final String	OVERRIDE_START_DATE_CAL_FIELD	"Override Start Date Calendar"
public static final String	OVERRIDE_START_DATE_CNV_FIELD	"Override Start Date Convention"
public static final String	OVERRIDE_START_DATE_FIELD	"Override Start Date"
public static final String	PAYMENT_AMOUNT_FIELD	"Payment Amount"
public static final String	PAYMENT_CURRENCY_FIELD	"Payment Currency"
public static final String	PAYMENT_DATE_CAL_FIELD	"Payment Date Calendar"
public static final String	PAYMENT_DATE_CNV_FIELD	"Payment Date Convention"
public static final String	PAYMENT_DATE_FIELD	"Payment Date"
public static final String	PAYMENT_DIRECTION_FIELD	"Payment Direction"
public static final String	PAYMENT_FIRST_REGULAR_START_DATE_FIELD	"Payment First Regular Start Date"
public static final String	PAYMENT_FREQUENCY_FIELD	"Payment Frequency"
public static final String	PAYMENT_LAST_REGULAR_END_DATE_FIELD	"Payment Last Regular End Date"
public static final String	PAYMENT_OFFSET_ADJ_CAL_FIELD	"Payment Offset Adjustment Calendar"
public static final String	PAYMENT_OFFSET_ADJ_CNV_FIELD	"Payment Offset Adjustment Convention"
public static final String	PAYMENT_OFFSET_CAL_FIELD	"Payment Offset Calendar"
public static final String	PAYMENT_OFFSET_DAYS_FIELD	"Payment Offset Days"
public static final String	PAYMENT_ON_DEFAULT_FIELD	"Payment On Default"
public static final String	PAYMENT_RELATIVE_TO_FIELD	"Payment Relative To"
public static final String	PAYOFF_SETTLEMENT_DATE_FIELD	"Payoff Settlement Date"
public static final String	PAYOFF_SETTLEMENT_TYPE_FIELD	"Payoff Settlement Type"
public static final String	PERIOD_TO_START_FIELD	"Period To Start"
public static final String	POSITION_TYPE_FIELD	"Strata Position Type"
public static final String	PREMIUM_AMOUNT_FIELD	"Premium Amount"
public static final String	PREMIUM_CURRENCY_FIELD	"Premium Currency"
public static final String	PREMIUM_DATE_CAL_FIELD	"Premium Date Calendar"
public static final String	PREMIUM_DATE_CNV_FIELD	"Premium Date Convention"
public static final String	PREMIUM_DATE_FIELD	"Premium Date"
public static final String	PREMIUM_DIRECTION_FIELD	"Premium Direction"
public static final String	PRICE_FIELD	"Price"
public static final String	PROTECTION_START_FIELD	"Protection Start"
public static final String	PUT_CALL_FIELD	"Put Call"
public static final String	QUANTITY_FIELD	"Quantity"
public static final String	RATE_CUT_OFF_DAYS_FIELD	"Rate Cut Off Days"
public static final String	REBATE_AMOUNT_FIELD	"Rebate Amount"
public static final String	REBATE_CURRENCY_FIELD	"Rebate Currency"
public static final String	REBATE_DIRECTION_FIELD	"Rebate Direction"
public static final String	RED_CODE_FIELD	"RED Code"
public static final String	RESET_DATE_CAL_FIELD	"Reset Date Calendar"
public static final String	RESET_DATE_CNV_FIELD	"Reset Date Convention"
public static final String	RESET_FREQUENCY_FIELD	"Reset Frequency"
public static final String	RESET_METHOD_FIELD	"Reset Method"
public static final String	ROLL_CONVENTION_FIELD	"Roll Convention"
public static final String	SECURITY_ID_FIELD	"Security Id"
public static final String	SECURITY_ID_SCHEME_FIELD	"Security Id Scheme"
public static final String	SENIORITY_FIELD	"Seniority"
public static final String	SETTLEMENT_DATE_FIELD	"Settlement Date"
public static final String	SETTLEMENT_DATE_OFFSET_ADJ_CAL_FIELD	"Settlement Date Offset Adjustment Calendar"
public static final String	SETTLEMENT_DATE_OFFSET_ADJ_CNV_FIELD	"Settlement Date Offset Adjustment Convention"
public static final String	SETTLEMENT_DATE_OFFSET_CAL_FIELD	"Settlement Date Offset Calendar"
public static final String	SETTLEMENT_DATE_OFFSET_DAYS_FIELD	"Settlement Date Offset Days"
public static final String	SETTLEMENT_TYPE_FIELD	"Settlement Type"
public static final String	SHORT_QUANTITY_FIELD	"Short Quantity"
public static final String	SPREAD_FIELD	"Spread"
public static final String	START_DATE_CAL_FIELD	"Start Date Calendar"
public static final String	START_DATE_CNV_FIELD	"Start Date Convention"
public static final String	START_DATE_FIELD	"Start Date"
public static final String	STEP_IN_DATE_OFFSET_ADJ_CAL_FIELD	"Step In Date Offset Adjustment Calendar"
public static final String	STEP_IN_DATE_OFFSET_ADJ_CNV_FIELD	"Step In Date Offset Adjustment Convention"
public static final String	STEP_IN_DATE_OFFSET_CAL_FIELD	"Step In Date Offset Calendar"
public static final String	STEP_IN_DATE_OFFSET_DAYS_FIELD	"Step In Date Offset Days"
public static final String	STRIKE_FIELD	"Strike"
public static final String	STUB_CONVENTION_FIELD	"Stub Convention"
public static final String	TENOR_FIELD	"Tenor"
public static final String	TICK_SIZE_FIELD	"Tick Size"
public static final String	TICK_VALUE_FIELD	"Tick Value"
public static final String	TRADE_DATE_FIELD	"Trade Date"
public static final String	TRADE_TIME_FIELD	"Trade Time"
public static final String	TRADE_TYPE_FIELD	"Strata Trade Type"
public static final String	TRADE_ZONE_FIELD	"Trade Zone"
public static final String	UNDERLYING_CURRENCY_FIELD	"Underlying Currency"
public static final String	UNDERLYING_EXPIRY_FIELD	"Underlying Expiry"
public static final String	VERSION_FIELD	"Version"

com.opengamma.strata.loader.csv.CsvLoaderUtils

Modifier and Type	Constant Field	Value
public static final String	CONTRACT_CODE_FIELD	"Contract Code"
public static final String	CONTRACT_SIZE	"Contract Size"
public static final String	CURRENCY	"Currency"
public static final int	DEFAULT_OPTION_VERSION_NUMBER	0
public static final String	EXCHANGE_FIELD	"Exchange"
public static final String	EXERCISE_PRICE_FIELD	"Exercise Price"
public static final String	EXERCISE_STYLE_FIELD	"Exercise Style"
public static final String	EXPIRY_DAY_FIELD	"Expiry Day"
public static final String	EXPIRY_FIELD	"Expiry"
public static final String	EXPIRY_WEEK_FIELD	"Expiry Week"
public static final String	LONG_QUANTITY_FIELD	"Long Quantity"
public static final String	PRICE_FIELD	"Price"
public static final String	PUT_CALL_FIELD	"Put Call"
public static final String	QUANTITY_FIELD	"Quantity"
public static final String	SECURITY_ID_FIELD	"Security Id"
public static final String	SECURITY_ID_SCHEME_FIELD	"Security Id Scheme"
public static final String	SETTLEMENT_TYPE_FIELD	"Settlement Type"
public static final String	SHORT_QUANTITY_FIELD	"Short Quantity"
public static final String	TICK_SIZE	"Tick Size"
public static final String	TICK_VALUE	"Tick Value"
public static final String	UNDERLYING_EXPIRY_FIELD	"Underlying Expiry"
public static final String	VERSION_FIELD	"Version"

com.opengamma.strata.loader.fpml.FpmlDocument

Modifier and Type	Constant Field	Value
public static final String	HREF	"href"
public static final String	ID	"id"

com.opengamma.strata.math.impl.cern.Bessel

Modifier and Type	Constant Field	Value
protected static final double	big	4.503599627370496E15
protected static final double	biginv	2.220446049250313E-16
protected static final double	LOGPI	1.1447298858494002
protected static final double	MACHEP	1.1102230246251565E-16
protected static final double	MAXGAM	171.6243769563027
protected static final double	MAXLOG	709.782712893384
protected static final double	MINLOG	-745.1332191019412
protected static final double	SQRTH	0.7071067811865476
protected static final double	SQTPI	2.5066282746310007

com.opengamma.strata.math.impl.cern.MersenneTwister

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_SEED	4357

com.opengamma.strata.math.impl.cern.Probability

Modifier and Type	Constant Field	Value
protected static final double	big	4.503599627370496E15
protected static final double	biginv	2.220446049250313E-16
protected static final double	LOGPI	1.1447298858494002
protected static final double	MACHEP	1.1102230246251565E-16
protected static final double	MAXGAM	171.6243769563027
protected static final double	MAXLOG	709.782712893384
protected static final double	MINLOG	-745.1332191019412
protected static final double	SQRTH	0.7071067811865476
protected static final double	SQTPI	2.5066282746310007

com.opengamma.strata.math.impl.integration.RealFunctionIntegrator1DFactory

Modifier and Type	Constant Field	Value
public static final String	EXTENDED_TRAPEZOID	"ExtendedTrapezoid"
public static final String	ROMBERG	"Romberg"
public static final String	SIMPSON	"Simpson"

com.opengamma.strata.math.impl.linearalgebra.CholeskyDecompositionOpenGamma

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_POSITIVITY_THRESHOLD	1.0E-10
public static final double	DEFAULT_SYMMETRY_THRESHOLD	1.0E-10

com.opengamma.strata.math.impl.linearalgebra.DecompositionFactory

Modifier and Type	Constant Field	Value
public static final String	LU_COMMONS_NAME	"LU_COMMONS"
public static final String	QR_COMMONS_NAME	"QR_COMMONS"
public static final String	SV_COMMONS_NAME	"SV_COMMONS"

com.opengamma.strata.math.impl.matrix.MatrixAlgebraFactory

Modifier and Type	Constant Field	Value
public static final String	COMMONS	"Commons"
public static final String	OG	"OG"

com.opengamma.strata.math.impl.minimization.MinimumBracketer

Modifier and Type	Constant Field	Value
protected static final double	GOLDEN	0.61803399

com.opengamma.strata.measure.curve.RootFinderConfig

Modifier and Type	Constant Field	Value
public static final double	DEFAULT_ABSOLUTE_TOLERANCE	1.0E-9
public static final int	DEFAULT_MAXIMUM_STEPS	1000
public static final double	DEFAULT_RELATIVE_TOLERANCE	1.0E-9

com.opengamma.strata.pricer.impl.volatility.smile.SsviVolatilityFunction

Modifier and Type	Constant Field	Value
public static final double	MIN_TIME_TO_EXPIRY	0.001

com.opengamma.strata.product.etd.EtdIdUtils

Modifier and Type	Constant Field	Value
public static final String	ETD_SCHEME	"OG-ETD"

com.opengamma.strata.report.ReportTemplateIniLoader<T extends ReportTemplate>

Modifier and Type	Constant Field	Value
public static final String	SETTINGS_REPORT_TYPE	"reportType"
public static final String	SETTINGS_SECTION	"settings"