| 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 | 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.
|
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.
|
static Results |
Results.of(List<ColumnHeader> columns,
List<? extends Result<?>> cells)
Obtains an instance containing the results of the calculation for each cell.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends Results> |
Results.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends Results> |
Results.Meta.builder() |
| Modifier and Type | Method and Description |
|---|---|
Results |
CalculationTaskRunner.calculate(CalculationTasks tasks,
MarketData marketData,
ReferenceData refData)
Performs calculations for a single set of market data.
|
Results |
CalculationTaskRunner.calculateMultiScenario(CalculationTasks tasks,
ScenarioMarketData marketData,
ReferenceData refData)
Performs calculations for multiple scenarios, each with a different set of market data.
|
protected Results |
ResultsListener.createAggregateResult() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.