Strata

Code Examples

After exploring the command-line tool, Strata’s programmatic examples are the next port of call. The example code is part of the main Strata repository. To obtain this, see obtaining Strata.

The strata-examples module includes simple, standalone examples which run out-of-the-box. These illustrate:

  • Programmatic use of the supported asset classes in the com.opengamma.strata.examples package, such as SwapPricingExample.
  • Extended examples of the programmatic use of the API in the com.opengamma.strata.examples.finance package, such as SwapPricingWithCalibrationExample.
  • The use of the declarative scenario API to run a historical simulation, producing P&L vectors which could be used to calculate historical VaR, such as in HistoricalScenarioExample.
  • Trade construction, such as in SwapTradeExample.
  • Schedule generation implemented as a demo JavaFX UI by ScheduleGui.

This module also contains the code for the command-line tool.