| Package | Description |
|---|---|
| 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 |
|---|---|
MarketDataRequirements |
MarketDataRequirementsBuilder.build()
Returns a set of market data requirements built from the data in this builder.
|
static MarketDataRequirements |
MarketDataRequirements.combine(List<MarketDataRequirements> requirements)
Merges multiple sets of requirements into a single set.
|
static MarketDataRequirements |
MarketDataRequirements.empty()
Obtains an instance specifying that no market data is required.
|
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.
|
static MarketDataRequirements |
MarketDataRequirements.of(MarketDataId<?> id)
Obtains an instance containing a single market data ID.
|
MarketDataRequirements |
MarketDataFunction.requirements(I id,
MarketDataConfig marketDataConfig)
Returns requirements representing the data needed to build the item of market data identified by the ID.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends MarketDataRequirements> |
MarketDataRequirements.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends MarketDataRequirements> |
MarketDataRequirements.Meta.builder() |
| Modifier and Type | Method and Description |
|---|---|
MarketDataRequirementsBuilder |
MarketDataRequirementsBuilder.addRequirements(MarketDataRequirements requirements)
Adds all requirements from an instance of
MarketDataRequirements to this builder. |
BuiltMarketData |
MarketDataFactory.create(MarketDataRequirements requirements,
MarketDataConfig marketDataConfig,
MarketData suppliedData,
ReferenceData refData)
Builds a set of market data.
|
BuiltScenarioMarketData |
MarketDataFactory.createMultiScenario(MarketDataRequirements requirements,
MarketDataConfig marketDataConfig,
MarketData suppliedData,
ReferenceData refData,
ScenarioDefinition scenarioDefinition)
Builds the market data required for performing calculations for a set of scenarios.
|
BuiltScenarioMarketData |
MarketDataFactory.createMultiScenario(MarketDataRequirements requirements,
MarketDataConfig marketDataConfig,
ScenarioMarketData suppliedData,
ReferenceData refData,
ScenarioDefinition scenarioDefinition)
Builds the market data required for performing calculations for a set of scenarios.
|
| Modifier and Type | Method and Description |
|---|---|
static MarketDataRequirements |
MarketDataRequirements.combine(List<MarketDataRequirements> requirements)
Merges multiple sets of requirements into a single set.
|
| Modifier and Type | Method and Description |
|---|---|
MarketDataRequirements |
CalculationTasks.requirements(ReferenceData refData)
Gets the market data that is required to perform the calculations.
|
MarketDataRequirements |
CalculationTask.requirements(ReferenceData refData)
Returns requirements specifying the market data the function needs to perform its calculations.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.