| Package | Description |
|---|---|
| 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.
|
| Modifier and Type | Method and Description |
|---|---|
Column |
Column.Builder.build() |
Column |
Column.combineWithDefaults(ReportingCurrency reportingCurrency,
CalculationParameters defaultParameters)
Combines the parameters with another reporting currency and set of parameters.
|
static Column |
Column.of(Measure measure)
Obtains an instance that will calculate the specified measure.
|
static Column |
Column.of(Measure measure,
CalculationParameter... parameters)
Obtains an instance that will calculate the specified measure, defining additional parameters.
|
static Column |
Column.of(Measure measure,
Currency currency)
Obtains an instance that will calculate the specified measure, converting to the specified currency.
|
static Column |
Column.of(Measure measure,
Currency currency,
CalculationParameter... parameters)
Obtains an instance that will calculate the specified measure, converting to the specified currency,
defining additional parameters.
|
static Column |
Column.of(Measure measure,
String columnName)
Obtains an instance that will calculate the specified measure, defining the column name.
|
static Column |
Column.of(Measure measure,
String columnName,
CalculationParameter... parameters)
Obtains an instance that will calculate the specified measure, defining the column name and parameters.
|
static Column |
Column.of(Measure measure,
String columnName,
Currency currency)
Obtains an instance that will calculate the specified measure, converting to the specified currency.
|
static Column |
Column.of(Measure measure,
String columnName,
Currency currency,
CalculationParameter... parameters)
Obtains an instance that will calculate the specified measure, converting to the specified currency,
defining the column name and parameters.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends Column> |
Column.Meta.beanType() |
| Modifier and Type | Method and Description |
|---|---|
Results |
CalculationRunner.calculate(CalculationRules calculationRules,
List<? extends CalculationTarget> targets,
List<Column> columns,
MarketData marketData,
ReferenceData refData)
Performs calculations for a single set of market data.
|
void |
CalculationRunner.calculateAsync(CalculationRules calculationRules,
List<? extends CalculationTarget> targets,
List<Column> columns,
MarketData marketData,
ReferenceData refData,
CalculationListener listener)
Performs calculations asynchronously for a single set of market data,
invoking a listener as each calculation completes.
|
Results |
CalculationRunner.calculateMultiScenario(CalculationRules calculationRules,
List<? extends CalculationTarget> targets,
List<Column> columns,
ScenarioMarketData marketData,
ReferenceData refData)
Performs calculations for multiple scenarios, each with a different set of market data.
|
void |
CalculationRunner.calculateMultiScenarioAsync(CalculationRules calculationRules,
List<? extends CalculationTarget> targets,
List<Column> columns,
ScenarioMarketData marketData,
ReferenceData refData,
CalculationListener listener)
Performs calculations asynchronously for a multiple scenarios, each with a different set of market data,
invoking a listener as each calculation completes.
|
| Modifier and Type | Method and Description |
|---|---|
static MarketDataRequirements |
MarketDataRequirements.of(CalculationRules calculationRules,
List<? extends CalculationTarget> targets,
List<Column> columns,
ReferenceData refData)
Obtains an instance from a set of targets, columns and rules.
|
| Modifier and Type | Method and Description |
|---|---|
List<Column> |
CalculationTasks.getColumns()
Gets the columns that will be calculated.
|
| Modifier and Type | Method and Description |
|---|---|
default void |
CalculationListener.calculationsStarted(List<CalculationTarget> targets,
List<Column> columns)
Invoked when the calculations start; guaranteed to be invoked
before
CalculationListener.resultReceived(CalculationTarget, CalculationResult) and
CalculationListener.calculationsComplete(). |
void |
ResultsListener.calculationsStarted(List<CalculationTarget> targets,
List<Column> columns) |
static CalculationTasks |
CalculationTasks.of(CalculationRules rules,
List<? extends CalculationTarget> targets,
List<Column> columns)
Obtains an instance from a set of targets, columns and rules.
|
static CalculationTasks |
CalculationTasks.of(CalculationRules rules,
List<? extends CalculationTarget> targets,
List<Column> columns,
ReferenceData refData)
Obtains an instance from a set of targets, columns and rules, resolving the targets.
|
static CalculationTasks |
CalculationTasks.of(List<CalculationTask> tasks,
List<Column> columns)
Obtains an instance from a set of tasks and columns.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.