| 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.
|
| Class and Description |
|---|
| CalculationFunctions
The calculation functions.
|
| CalculationListener
Listener that is notified when calculations are performed by a
CalculationRunner. |
| CalculationParameter
The base interface for calculation parameters.
|
| CalculationParameters
The calculation parameters.
|
| CalculationTaskRunner
Component that provides the ability to run calculation tasks.
|
| Class and Description |
|---|
| AggregatingCalculationListener
Superclass for mutable calculation listeners that collect the results of individual calculations and
create a single aggregate result when the calculations are complete.
|
| CalculationFunction
Primary interface for all calculation functions that calculate measures.
|
| CalculationFunctions
The calculation functions.
|
| CalculationListener
Listener that is notified when calculations are performed by a
CalculationRunner. |
| CalculationParameter
The base interface for calculation parameters.
|
| CalculationParameters
The calculation parameters.
|
| CalculationParametersId
An identifier used to access calculation parameters by name.
|
| CalculationResult
The result of a single calculation.
|
| CalculationResults
A set of related calculation results for a single calculation target.
|
| CalculationTask
A single task that will be used to perform a calculation.
|
| CalculationTaskCell
A single cell within a calculation task.
|
| CalculationTaskRunner
Component that provides the ability to run calculation tasks.
|
| CalculationTasks
The tasks that will be used to perform the calculations.
|
| DerivedCalculationFunction
A derived calculation function calculates one measure using the measures calculated by another function.
|
| FunctionRequirements
Specifies the market data required for a function to perform a calculation.
|
| FunctionRequirements.Builder
The bean-builder for
FunctionRequirements. |
| FunctionRequirements.Meta
The meta-bean for
FunctionRequirements. |
| FxRateLookup
The lookup that provides access to FX rates in market data.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.