| Package | Description |
|---|---|
| com.opengamma.strata.calc.marketdata |
Provides the ability to obtain market data and perform calibrations and scenario perturbations.
|
| Modifier and Type | Method and Description |
|---|---|
PerturbationMapping<T> |
PerturbationMapping.Builder.build() |
static <T> PerturbationMapping<T> |
PerturbationMapping.of(MarketDataFilter<? extends T,?> filter,
ScenarioPerturbation<T> perturbation)
Returns a mapping containing a single perturbation.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends PerturbationMapping<T>> |
PerturbationMapping.Meta.beanType() |
ImmutableList<PerturbationMapping<?>> |
ScenarioDefinition.getMappings()
Gets the market data filters and perturbations that define the scenarios.
|
org.joda.beans.MetaProperty<ImmutableList<PerturbationMapping<?>>> |
ScenarioDefinition.Meta.mappings()
The meta-property for the
mappings property. |
| Modifier and Type | Method and Description |
|---|---|
ScenarioDefinition.Builder |
ScenarioDefinition.Builder.mappings(PerturbationMapping<?>... mappings)
Sets the
mappings property in the builder
from an array of objects. |
static ScenarioDefinition |
ScenarioDefinition.ofMappings(PerturbationMapping<?>... mappings)
Returns a scenario definition containing the perturbations in
mappings. |
| Modifier and Type | Method and Description |
|---|---|
ScenarioDefinition.Builder |
ScenarioDefinition.Builder.mappings(List<? extends PerturbationMapping<?>> mappings)
Sets the market data filters and perturbations that define the scenarios.
|
static ScenarioDefinition |
ScenarioDefinition.ofMappings(List<? extends PerturbationMapping<?>> mapping)
Returns a scenario definition containing the perturbations in
mappings. |
static ScenarioDefinition |
ScenarioDefinition.ofMappings(List<? extends PerturbationMapping<?>> mappings,
List<String> scenarioNames)
Returns a scenario definition containing the perturbations in
mappings. |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.