Package com.opengamma.strata.calc

Calculates risk measures on trades, applies scenarios and manages market data.

See: Description

Interface Summary

Interface	Description
CalculationRunner	Component that provides the ability to perform calculations on multiple targets, measures and scenarios.
Measure	Identifies a measure that can be produced by the system.

Class Summary

Class	Description
CalculationRules	A set of rules that define how the calculation runner should perform calculations.
CalculationRules.Meta	The meta-bean for CalculationRules.
Column	Defines a column in a set of calculation results.
Column.Builder	The bean-builder for Column.
Column.Meta	The meta-bean for Column.
ColumnHeader	Provides access to the column name and measure in the grid of results.
ColumnHeader.Meta	The meta-bean for ColumnHeader.
ColumnName	The name of a column in the grid of calculation results.
ImmutableMeasure	The default, immutable implementation of Measure.
ImmutableMeasure.Meta	The meta-bean for ImmutableMeasure.
ReportingCurrency	The reporting currency.
ReportingCurrency.Meta	The meta-bean for ReportingCurrency.
Results	Calculation results of performing calculations for a set of targets and columns.
Results.Meta	The meta-bean for Results.

Enum Summary

Enum	Description
ReportingCurrencyType	The available types of reporting currency.

Package com.opengamma.strata.calc Description

Calculates risk measures on trades, applies scenarios and manages market data.

The strata-pricer module provides the ability to calculate results for a single trade, single measure and single set of market data. The strata-calc module provides the ability to calculate results for many trades, many measures and many sets of market data.

The main entry point is CalculationRunner. It provides four "calculate" methods taking the trades, measures, market data and calculation rules.