| 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 |
|---|---|
ScenarioDefinition |
ScenarioDefinition.Builder.build() |
static ScenarioDefinition |
ScenarioDefinition.empty()
Returns an empty scenario definition.
|
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. |
static ScenarioDefinition |
ScenarioDefinition.ofMappings(PerturbationMapping<?>... mappings)
Returns a scenario definition containing the perturbations in
mappings. |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ScenarioDefinition> |
ScenarioDefinition.Meta.beanType() |
| Modifier and Type | Method and Description |
|---|---|
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.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.