Package	Description
com.opengamma.strata.basics	Basic types for modelling reference data.
com.opengamma.strata.basics.currency	Representations of currency and money.
com.opengamma.strata.basics.date	Tools for working with dates.
com.opengamma.strata.basics.index	Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.basics.location	Representations of a geographic location.
com.opengamma.strata.basics.schedule	Basic financial tools for working with date-based schedules.
com.opengamma.strata.basics.value	Basic financial tools for working with values.
com.opengamma.strata.calc	Calculates risk measures on trades, applies scenarios and manages market data.
com.opengamma.strata.calc.marketdata	Provides the ability to obtain market data and perform calibrations and scenario perturbations.
com.opengamma.strata.calc.runner	The calculation runner.
com.opengamma.strata.collect	Root package for common data structures used by Strata.
com.opengamma.strata.collect.array	Array data structures.
com.opengamma.strata.collect.concurrent
com.opengamma.strata.collect.function	Additional functional interfaces not supplied by Java SE 8.
com.opengamma.strata.collect.io	Provides utilities for the management of input and output.
com.opengamma.strata.collect.named	Named data structures.
com.opengamma.strata.collect.result	Result data structures.
com.opengamma.strata.collect.timeseries	Time-series data structures.
com.opengamma.strata.collect.tuple	Tuple data structures.
com.opengamma.strata.data	Basic types to model market data.
com.opengamma.strata.data.scenario	Basic types to model market data across scenarios.
com.opengamma.strata.loader	Tools for loading data from files.
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.loader.fpml	Loader that can convert files to financial instruments.
com.opengamma.strata.loader.impl.fpml
com.opengamma.strata.market	Data structures for market data.
com.opengamma.strata.market.amount	Defines representations of amounts typically used as result types.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.curve.interpolator	Interpolators for interpolating in one and two dimensions.
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.market.explain	Support for explaining results.
com.opengamma.strata.market.model	Market data related to pricing models.
com.opengamma.strata.market.observable	Market data for quotes.
com.opengamma.strata.market.option	Entity objects for options.
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.market.sensitivity	Entity objects for sensitivities.
com.opengamma.strata.market.surface	Definitions of surfaces.
com.opengamma.strata.market.surface.interpolator	Interpolators for surfaces.
com.opengamma.strata.math	Base package of the strata-math project.
com.opengamma.strata.math.impl.cern
com.opengamma.strata.math.impl.differentiation
com.opengamma.strata.math.impl.function
com.opengamma.strata.math.impl.function.special
com.opengamma.strata.math.impl.integration
com.opengamma.strata.math.impl.interpolation
com.opengamma.strata.math.impl.linearalgebra
com.opengamma.strata.math.impl.matrix
com.opengamma.strata.math.impl.minimization
com.opengamma.strata.math.impl.random
com.opengamma.strata.math.impl.regression
com.opengamma.strata.math.impl.rootfinding
com.opengamma.strata.math.impl.rootfinding.newton
com.opengamma.strata.math.impl.statistics.descriptive
com.opengamma.strata.math.impl.statistics.distribution
com.opengamma.strata.math.impl.statistics.leastsquare
com.opengamma.strata.math.impl.util
com.opengamma.strata.math.linearalgebra	Linear algebra.
com.opengamma.strata.math.rootfind	Root finding.
com.opengamma.strata.measure	Provides the ability to calculate high-level measures on financial instruments.
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.measure.calc	Additional calculation parameters.
com.opengamma.strata.measure.capfloor	Calculation functions for Ibor cap/floor products.
com.opengamma.strata.measure.cms	Calculation functions for constant maturity swap (CMS) products.
com.opengamma.strata.measure.credit	Calculation functions for credit products.
com.opengamma.strata.measure.curve	Integration code that allows strata-calc to use and calibrate curves.
com.opengamma.strata.measure.deposit	Calculation functions for deposit products.
com.opengamma.strata.measure.dsf	Calculation functions for DSF products.
com.opengamma.strata.measure.fra	Calculation functions for FRA products.
com.opengamma.strata.measure.fx	Calculation functions for FX products.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.measure.index	Calculation functions for index products.
com.opengamma.strata.measure.payment	Calculation functions for payment products.
com.opengamma.strata.measure.rate	Base package for calculation functions.
com.opengamma.strata.measure.security	Calculation functions for futures products.
com.opengamma.strata.measure.swap	Calculation functions for swap products.
com.opengamma.strata.measure.swaption	Calculation functions for swaption products.
com.opengamma.strata.pricer	Calculators for financial instruments.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.cms	Calculators for CMS.
com.opengamma.strata.pricer.common	Common code for pricing.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
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.pricer.dsf	Calculators for Deliverable Swap Futures (DSFs).
com.opengamma.strata.pricer.fra	Calculators for Forward Rate Agreement (FRA) instruments.
com.opengamma.strata.pricer.fx	Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.impl.cms
com.opengamma.strata.pricer.impl.option	Internal implementations of option pricing.
com.opengamma.strata.pricer.impl.rate	Internal implementations of rate calculations.
com.opengamma.strata.pricer.impl.rate.model	Internal implementations of analytic models.
com.opengamma.strata.pricer.impl.rate.swap
com.opengamma.strata.pricer.impl.swap	Internal implementations of rate swap calculations.
com.opengamma.strata.pricer.impl.tree
com.opengamma.strata.pricer.impl.volatility.local
com.opengamma.strata.pricer.impl.volatility.smile	Internal implementations of volatility smile.
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.pricer.model	Common code for model pricing.
com.opengamma.strata.pricer.option	Pricer support classes for options.
com.opengamma.strata.pricer.payment	Calculators for payment instruments.
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.sensitivity	Calculators for sensitivities.
com.opengamma.strata.pricer.swap	Calculators for interest rate swaps.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.
com.opengamma.strata.product	Entity objects describing trades and products in financial markets.
com.opengamma.strata.product.bond	Entity objects describing bonds.
com.opengamma.strata.product.capfloor	Entity objects describing Ibor cap/floor.
com.opengamma.strata.product.cms	Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
com.opengamma.strata.product.common	Entity objects shared between other packages.
com.opengamma.strata.product.credit	Entity objects describing Credit Default Swap (CDS) and CDS index.
com.opengamma.strata.product.credit.type	Conventions and templates to aid the construction of credit instruments.
com.opengamma.strata.product.deposit	Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.deposit.type	Conventions and templates to aid the construction of deposits.
com.opengamma.strata.product.dsf	Entity objects describing Deliverable Swap Futures (DSFs).
com.opengamma.strata.product.etd	Entity objects describing Exchange Traded Derivatives (ETDs).
com.opengamma.strata.product.fra	Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.fra.type	Conventions and templates to aid the construction of FRAs.
com.opengamma.strata.product.fx	Entity objects describing financial instruments in the foreign exchange market.
com.opengamma.strata.product.fx.type	Conventions and templates to aid the construction of foreign exchange products.
com.opengamma.strata.product.fxopt	Entity objects describing options in the foreign exchange market.
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.
com.opengamma.strata.product.index.type	Conventions and templates to aid the construction of rate index products.
com.opengamma.strata.product.option	Entity objects describing common option concepts.
com.opengamma.strata.product.payment	Entity objects describing simple payment financial instruments.
com.opengamma.strata.product.rate	Entity objects describing the rate-based financial instruments.
com.opengamma.strata.product.swap	Entity objects describing a swap.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.
com.opengamma.strata.product.swaption	Entity objects describing options on swaps, known as swaptions.
com.opengamma.strata.report	Reporting Framework
com.opengamma.strata.report.cashflow	Types for reporting and formatting cashflows.
com.opengamma.strata.report.framework.expression	Provide the ability to extract data using textual expressions.
com.opengamma.strata.report.framework.format	Provide the ability to format calculated values.
com.opengamma.strata.report.trade	Types for reporting and formatting trades.