| Package | Description |
|---|---|
| com.opengamma.strata.calc |
Calculates risk measures on trades, applies scenarios and manages market data.
|
| com.opengamma.strata.calc.runner |
The calculation runner.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableMeasure
The default, immutable implementation of
Measure. |
| Modifier and Type | Method and Description |
|---|---|
Measure |
ColumnHeader.getMeasure()
Gets the measure that was calculated.
|
Measure |
Column.getMeasure()
Gets the measure to be calculated.
|
static Measure |
Measure.of(String uniqueName)
Obtains an instance from the specified unique name.
|
| Modifier and Type | Method and Description |
|---|---|
static ExtendedEnum<Measure> |
Measure.extendedEnum()
Gets the extended enum helper.
|
org.joda.beans.MetaProperty<Measure> |
ColumnHeader.Meta.measure()
The meta-property for the
measure property. |
org.joda.beans.MetaProperty<Measure> |
Column.Meta.measure()
The meta-property for the
measure property. |
| Modifier and Type | Method and Description |
|---|---|
Column.Builder |
Column.Builder.measure(Measure measure)
Sets the measure to be calculated.
|
static ColumnHeader |
ColumnHeader.of(ColumnName name,
Measure measure)
Obtains an instance from the name and measure.
|
static ColumnHeader |
ColumnHeader.of(ColumnName name,
Measure measure,
Currency currency)
Obtains an instance from the name, measure and currency.
|
static ColumnName |
ColumnName.of(Measure measure)
Obtains an instance from the specified measure.
|
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 |
|---|---|
Measure |
CalculationTaskCell.getMeasure()
Gets the measure to be calculated.
|
Measure |
DerivedCalculationFunction.measure()
Returns the measure calculated by the function.
|
Measure |
AbstractDerivedCalculationFunction.measure() |
| Modifier and Type | Method and Description |
|---|---|
Map<Measure,Result<?>> |
CalculationFunction.calculate(T target,
Set<Measure> measures,
CalculationParameters parameters,
ScenarioMarketData marketData,
ReferenceData refData)
Calculates values of multiple measures for the target using multiple sets of market data.
|
Set<Measure> |
CalculationTask.getMeasures()
Gets the set of measures that will be calculated by this task.
|
Set<Measure> |
DerivedCalculationFunction.requiredMeasures()
Returns the measures required by this function to calculate its measure.
|
Set<Measure> |
AbstractDerivedCalculationFunction.requiredMeasures() |
Set<Measure> |
CalculationFunction.supportedMeasures()
Returns the set of measures that the function can calculate.
|
| Modifier and Type | Method and Description |
|---|---|
static void |
FunctionUtils.duplicateResult(Measure existingKey,
Measure newKey,
Map<Measure,Result<?>> mutableMeasureMap)
Checks if a map of results contains a value for a key, and if it does inserts it into the map for a different key.
|
CalculationParameters |
CalculationParameters.filter(CalculationTarget target,
Measure measure)
Filters the parameters, matching only those that are applicable for the target and measure.
|
default Optional<CalculationParameter> |
CalculationParameter.filter(CalculationTarget target,
Measure measure)
Filters this parameter to the specified target and measure.
|
static CalculationTaskCell |
CalculationTaskCell.of(int rowIndex,
int columnIndex,
Measure measure,
ReportingCurrency reportingCurrency)
Obtains an instance, specifying the cell indices, measure and reporting currency.
|
| Modifier and Type | Method and Description |
|---|---|
R |
DerivedCalculationFunction.calculate(T target,
Map<Measure,Object> requiredMeasures,
CalculationParameters parameters,
ScenarioMarketData marketData,
ReferenceData refData)
Calculates the measure.
|
Map<Measure,Result<?>> |
CalculationFunction.calculate(T target,
Set<Measure> measures,
CalculationParameters parameters,
ScenarioMarketData marketData,
ReferenceData refData)
Calculates values of multiple measures for the target using multiple sets of market data.
|
static void |
FunctionUtils.duplicateResult(Measure existingKey,
Measure newKey,
Map<Measure,Result<?>> mutableMeasureMap)
Checks if a map of results contains a value for a key, and if it does inserts it into the map for a different key.
|
FunctionRequirements |
CalculationFunction.requirements(T target,
Set<Measure> measures,
CalculationParameters parameters,
ReferenceData refData)
Determines the market data required by this function to perform its calculations.
|
| Constructor and Description |
|---|
AbstractDerivedCalculationFunction(Class<T> targetType,
Measure measure,
Measure... requiredMeasures)
Creates a new function which calculates one measure for targets of one type.
|
AbstractDerivedCalculationFunction(Class<T> targetType,
Measure measure,
Measure... requiredMeasures)
Creates a new function which calculates one measure for targets of one type.
|
AbstractDerivedCalculationFunction(Class<T> targetType,
Measure measure,
Set<Measure> requiredMeasures)
Creates a new function which calculates one measure for targets of one type.
|
| Constructor and Description |
|---|
AbstractDerivedCalculationFunction(Class<T> targetType,
Measure measure,
Set<Measure> requiredMeasures)
Creates a new function which calculates one measure for targets of one type.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.