A B C D E F G H I M N O P Q R S T U V W

A

AbstractDerivedCalculationFunction<T extends CalculationTarget,R> - Class in com.opengamma.strata.calc.runner

Abstract derived calculation function with fields for the target type, measure and required measures.

AbstractDerivedCalculationFunction(Class<T>, Measure, Measure...) - Constructor for class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction

Creates a new function which calculates one measure for targets of one type.

AbstractDerivedCalculationFunction(Class<T>, Measure, Set<Measure>) - Constructor for class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction

Creates a new function which calculates one measure for targets of one type.

add(String, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder

Adds an item of configuration under the specified name.

add(TypedString<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder

Adds an item of configuration under the specified name.

addDefault(T) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder

Adds an item of configuration that is the default of its type.

addOutputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds the output currencies.

addRequirements(MarketDataRequirements) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds all requirements from an instance of MarketDataRequirements to this builder.

addTimeSeries(Collection<? extends ObservableId>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds requirements for time series of observable market data.

addTimeSeries(ObservableId...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds requirements for time series of observable market data.

addValues(Collection<? extends MarketDataId<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds requirements for single values of market data.

addValues(MarketDataId<?>...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds requirements for single values of market data.

AggregatingCalculationListener<T> - Class in com.opengamma.strata.calc.runner

Superclass for mutable calculation listeners that collect the results of individual calculations and create a single aggregate result when the calculations are complete.

AggregatingCalculationListener() - Constructor for class com.opengamma.strata.calc.runner.AggregatingCalculationListener

applyPerturbation(MarketDataBox<T>, ReferenceData) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Applies the perturbations in this mapping to an item of market data and returns the results.

B

beanType() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

beanType() - Method in class com.opengamma.strata.calc.Column.Meta

beanType() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

beanType() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

beanType() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

beanType() - Method in class com.opengamma.strata.calc.Results.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

build() - Method in class com.opengamma.strata.calc.Column.Builder

build() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder

Returns a MarketDataConfig instance built from the data in this builder.

build(I, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFunction

Builds and returns the market data identified by the ID.

build() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Returns a set of market data requirements built from the data in this builder.

build() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

build() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

build() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

builder() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

builder() - Static method in class com.opengamma.strata.calc.Column

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.Column.Meta

builder() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

builder() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

builder() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta

builder() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns a mutable builder for building an instance of MarketDataConfig.

builder() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Returns an empty mutable builder for building up a set of requirements.

builder() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

builder() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

builder() - Method in class com.opengamma.strata.calc.Results.Meta

builder() - Static method in class com.opengamma.strata.calc.runner.FunctionRequirements

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

BuiltMarketData - Class in com.opengamma.strata.calc.marketdata

Market data that has been built.

BuiltMarketData.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for BuiltMarketData.

BuiltScenarioMarketData - Class in com.opengamma.strata.calc.marketdata

Market data that has been built.

BuiltScenarioMarketData.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for BuiltScenarioMarketData.

C

calculate(CalculationRules, List<? extends CalculationTarget>, List<Column>, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations for a single set of market data.

calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction

Calculates values of multiple measures for the target using multiple sets of market data.

calculate(CalculationTasks, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations for a single set of market data.

calculate(T, Map<Measure, Object>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction

Calculates the measure.

calculateAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, MarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations asynchronously for a single set of market data, invoking a listener as each calculation completes.

calculateAsync(CalculationTasks, MarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations asynchronously for a single set of market data, invoking a listener as each calculation completes.

calculateMultiScenario(CalculationRules, List<? extends CalculationTarget>, List<Column>, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations for multiple scenarios, each with a different set of market data.

calculateMultiScenario(CalculationTasks, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations for multiple scenarios, each with a different set of market data.

calculateMultiScenarioAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, ScenarioMarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations asynchronously for a multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.

calculateMultiScenarioAsync(CalculationTasks, ScenarioMarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations asynchronously for multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.

CalculationFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner

Primary interface for all calculation functions that calculate measures.

CalculationFunctions - Interface in com.opengamma.strata.calc.runner

The calculation functions.

CalculationListener - Interface in com.opengamma.strata.calc.runner

Listener that is notified when calculations are performed by a CalculationRunner.

CalculationParameter - Interface in com.opengamma.strata.calc.runner

The base interface for calculation parameters.

CalculationParameters - Class in com.opengamma.strata.calc.runner

The calculation parameters.

CalculationParametersId - Class in com.opengamma.strata.calc.runner

An identifier used to access calculation parameters by name.

CalculationResult - Class in com.opengamma.strata.calc.runner

The result of a single calculation.

CalculationResults - Class in com.opengamma.strata.calc.runner

A set of related calculation results for a single calculation target.

CalculationRules - Class in com.opengamma.strata.calc

A set of rules that define how the calculation runner should perform calculations.

CalculationRules.Meta - Class in com.opengamma.strata.calc

The meta-bean for CalculationRules.

CalculationRunner - Interface in com.opengamma.strata.calc

Component that provides the ability to perform calculations on multiple targets, measures and scenarios.

calculationsComplete() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

calculationsComplete() - Method in interface com.opengamma.strata.calc.runner.CalculationListener

Invoked when all calculations have completed.

calculationsStarted(List<CalculationTarget>, List<Column>) - Method in interface com.opengamma.strata.calc.runner.CalculationListener

Invoked when the calculations start; guaranteed to be invoked before CalculationListener.resultReceived(CalculationTarget, CalculationResult) and CalculationListener.calculationsComplete().

calculationsStarted(List<CalculationTarget>, List<Column>) - Method in class com.opengamma.strata.calc.runner.ResultsListener

CalculationTask - Class in com.opengamma.strata.calc.runner

A single task that will be used to perform a calculation.

CalculationTaskCell - Class in com.opengamma.strata.calc.runner

A single cell within a calculation task.

CalculationTaskRunner - Interface in com.opengamma.strata.calc.runner

Component that provides the ability to run calculation tasks.

CalculationTasks - Class in com.opengamma.strata.calc.runner

The tasks that will be used to perform the calculations.

cells() - Method in class com.opengamma.strata.calc.Results.Meta

The meta-property for the cells property.

close() - Method in interface com.opengamma.strata.calc.CalculationRunner

Closes any resources held by the component.

close() - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Closes any resources held by the component.

Column - Class in com.opengamma.strata.calc

Defines a column in a set of calculation results.

Column.Builder - Class in com.opengamma.strata.calc

The bean-builder for Column.

Column.Meta - Class in com.opengamma.strata.calc

The meta-bean for Column.

ColumnHeader - Class in com.opengamma.strata.calc

Provides access to the column name and measure in the grid of results.

ColumnHeader.Meta - Class in com.opengamma.strata.calc

The meta-bean for ColumnHeader.

columnIndexByName(ColumnName) - Method in class com.opengamma.strata.calc.Results

Gets the column index by name.

ColumnName - Class in com.opengamma.strata.calc

The name of a column in the grid of calculation results.

columnResults(int) - Method in class com.opengamma.strata.calc.Results

Returns a stream of results for a single column by column index.

columnResults(int, Class<T>) - Method in class com.opengamma.strata.calc.Results

Returns a stream of results for a single column by column index.

columnResultsScenarios(int, Class<C>) - Method in class com.opengamma.strata.calc.Results

Returns a stream of multi-scenario results for a single column by column index.

columns() - Method in class com.opengamma.strata.calc.Results.Meta

The meta-property for the columns property.

com.opengamma.strata.calc - package com.opengamma.strata.calc

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

com.opengamma.strata.calc.marketdata - package com.opengamma.strata.calc.marketdata

Provides the ability to obtain market data and perform calibrations and scenario perturbations.

com.opengamma.strata.calc.runner - package com.opengamma.strata.calc.runner

The calculation runner.

combine(List<MarketDataRequirements>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Merges multiple sets of requirements into a single set.

combinedWith(CalculationParameters) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Combines this set of parameters with the specified set.

combinedWith(FunctionRequirements) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Combines these requirements with another set.

combineWithDefaults(ReportingCurrency, CalculationParameters) - Method in class com.opengamma.strata.calc.Column

Combines the parameters with another reporting currency and set of parameters.

composedWith(CalculationFunctions) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Returns a set of calculation functions which combines the functions in this set with the functions in another.

composedWith(DerivedCalculationFunction<?, ?>...) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Returns a set of calculation functions which combines the functions in this set with some derived calculation functions.

composedWith(List<DerivedCalculationFunction<?, ?>>) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Returns a set of calculation functions which combines the functions in this set with some derived calculation functions.

configs() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

The meta-property for the configs property.

containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

create(MarketDataRequirements, MarketDataConfig, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Builds a set of market data.

createAggregateResult() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

Invoked to create the aggregate result when the individual calculations are complete.

createAggregateResult() - Method in class com.opengamma.strata.calc.runner.ResultsListener

createMultiScenario(MarketDataRequirements, MarketDataConfig, MarketData, ReferenceData, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Builds the market data required for performing calculations for a set of scenarios.

createMultiScenario(MarketDataRequirements, MarketDataConfig, ScenarioMarketData, ReferenceData, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Builds the market data required for performing calculations for a set of scenarios.

currency() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

The meta-property for the currency property.

currencyConvertible() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

The meta-property for the currencyConvertible property.

D

defaultConfigs() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

The meta-property for the defaultConfigs property.

DerivedCalculationFunction<T extends CalculationTarget,R> - Interface in com.opengamma.strata.calc.runner

A derived calculation function calculates one measure using the measures calculated by another function.

duplicateResult(Measure, Measure, Map<Measure, Result<?>>) - Static method in class com.opengamma.strata.calc.runner.FunctionUtils

Checks if a map of results contains a value for a key, and if it does inserts it into the map for a different key.

E

empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns an empty set of market data configuration.

empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Obtains an instance specifying that no market data is required.

empty() - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns an empty scenario definition.

empty() - Static method in interface com.opengamma.strata.calc.marketdata.TimeSeriesProvider

Returns a time-series provider that returns an empty time-series for any ID.

empty() - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Obtains an empty instance with no functions.

empty() - Static method in class com.opengamma.strata.calc.runner.CalculationParameters

Obtains an empty instance with no parameters.

empty() - Static method in class com.opengamma.strata.calc.runner.FunctionRequirements

Returns an empty set of requirements.

equals(Object) - Method in class com.opengamma.strata.calc.CalculationRules

equals(Object) - Method in class com.opengamma.strata.calc.Column

equals(Object) - Method in class com.opengamma.strata.calc.ColumnHeader

equals(Object) - Method in class com.opengamma.strata.calc.ImmutableMeasure

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

equals(Object) - Method in class com.opengamma.strata.calc.ReportingCurrency

equals(Object) - Method in class com.opengamma.strata.calc.Results

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationParametersId

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationResults

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationTask

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationTasks

equals(Object) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

execute(ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask

Executes the task, performing calculations for the target using multiple sets of market data.

extendedEnum() - Static method in interface com.opengamma.strata.calc.Measure

Gets the extended enum helper.

F

filter(MarketDataFilter<? extends T, ?>) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

Sets the filter that decides whether the perturbation should be applied to a piece of market data.

filter() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

The meta-property for the filter property.

filter(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.runner.CalculationParameter

Filters this parameter to the specified target and measure.

filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Filters the parameters, matching only those that are applicable for the target and measure.

find(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns an item of configuration that is the default of its type.

findFunction(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Finds the function that handles the specified target.

findIds(MarketDataName<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

findIds(MarketDataName<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

findParameter(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Finds the parameter that matches the specified query type.

findValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

findValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

FunctionRequirements - Class in com.opengamma.strata.calc.runner

Specifies the market data required for a function to perform a calculation.

FunctionRequirements.Builder - Class in com.opengamma.strata.calc.runner

The bean-builder for FunctionRequirements.

FunctionRequirements.Meta - Class in com.opengamma.strata.calc.runner

The meta-bean for FunctionRequirements.

functions() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

The meta-property for the functions property.

FunctionUtils - Class in com.opengamma.strata.calc.runner

Static utility methods useful when writing calculation functions.

FxRateLookup - Interface in com.opengamma.strata.calc.runner

The lookup that provides access to FX rates in market data.

fxRateProvider(MarketData) - Method in interface com.opengamma.strata.calc.runner.FxRateLookup

Obtains an FX rate provider based on the specified market data.

G

get(String) - Method in class com.opengamma.strata.calc.Column.Builder

get(Class<T>, String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns the configuration object with the specified type and name if available.

get(Class<T>, TypedString<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns the configuration object with the specified type and name if available.

get(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

Returns an item of configuration that is the default of its type.

get(String) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

get(String) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

get(int, int) - Method in class com.opengamma.strata.calc.Results

Returns the results for a target and column index.

get(int, int, Class<T>) - Method in class com.opengamma.strata.calc.Results

Returns the results for a target and column index, casting the result to a known type.

get(int, ColumnName) - Method in class com.opengamma.strata.calc.Results

Returns the results for a target and column name.

get(int, ColumnName, Class<T>) - Method in class com.opengamma.strata.calc.Results

Returns the results for a target and column name, casting the result to a known type.

get(String) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

getCells() - Method in class com.opengamma.strata.calc.Results

Gets the grid of results, stored as a flat list.

getCells() - Method in class com.opengamma.strata.calc.runner.CalculationResults

Gets the calculated cells.

getCells() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the cells to be calculated.

getColumnCount() - Method in class com.opengamma.strata.calc.Results

Gets the number of columns in the results.

getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the column index of the value in the results grid.

getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

Gets the column index of the cell in the results grid.

getColumns() - Method in class com.opengamma.strata.calc.Results

Gets the column headers.

getColumns() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the columns that will be calculated.

getCurrency() - Method in class com.opengamma.strata.calc.ColumnHeader

Gets the currency of the result.

getCurrency() - Method in class com.opengamma.strata.calc.ReportingCurrency

Gets the currency if the type is 'Specific'.

getFilter() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Gets the filter that decides whether the perturbation should be applied to a piece of market data.

getFunction(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Gets the function that handles the specified target.

getFunction() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the function that will calculate the value.

getFunctions() - Method in class com.opengamma.strata.calc.CalculationRules

Gets the calculation functions.

getFuture() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

A future providing asynchronous notification when the results are available.

getIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

getIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getMappings() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Gets the market data filters and perturbations that define the scenarios.

getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter

Returns the type of market data ID handled by this filter.

getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFunction

Returns the type of market data ID this function can handle.

getMarketDataType() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Gets the type of market data handled by this mapping.

getMarketDataType() - Method in class com.opengamma.strata.calc.runner.CalculationParametersId

getMeasure() - Method in class com.opengamma.strata.calc.Column

Gets the measure to be calculated.

getMeasure() - Method in class com.opengamma.strata.calc.ColumnHeader

Gets the measure that was calculated.

getMeasure() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

Gets the measure to be calculated.

getMeasures() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the set of measures that will be calculated by this task.

getName() - Method in class com.opengamma.strata.calc.Column

Gets the column name.

getName() - Method in class com.opengamma.strata.calc.ColumnHeader

Gets the column name.

getName() - Method in class com.opengamma.strata.calc.ImmutableMeasure

Gets the measure name.

getName() - Method in interface com.opengamma.strata.calc.Measure

Gets the name that uniquely identifies this measure.

getName() - Method in class com.opengamma.strata.calc.runner.CalculationParametersId

Gets the name of the parameters.

getNonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets keys identifying the market data values required for the calculations.

getObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets keys identifying the market data values required for the calculations.

getObservableSource() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Gets the source of market data for FX, quotes and other observable market data.

getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets the currencies in the calculation results.

getOutputCurrencies() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Gets the currencies used in the calculation results.

getParameter(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Returns the parameter that matches the specified query type throwing an exception if not available.

getParameters() - Method in class com.opengamma.strata.calc.CalculationRules

Gets the calculation parameters, used to control the how the calculation is performed.

getParameters() - Method in class com.opengamma.strata.calc.Column

Gets the calculation parameters that apply to this column, used to control the how the calculation is performed.

getParameters() - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Gets the parameters, keyed by query type.

getParameters() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the additional parameters.

getPerturbation() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Gets perturbation that should be applied to market data as part of a scenario.

getReportingCurrency() - Method in class com.opengamma.strata.calc.CalculationRules

Gets the reporting currency, used to control currency conversion.

getReportingCurrency() - Method in class com.opengamma.strata.calc.Column

Gets the reporting currency, used to control currency conversion, optional.

getReportingCurrency() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

Gets the reporting currency.

getResult(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the result of the calculation, casting the result to a known type.

getResult() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the result of the calculation.

getRowCount() - Method in class com.opengamma.strata.calc.Results

Gets the number of rows in the results.

getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the row index of the value in the results grid.

getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the index of the row in the grid of results.

getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

Gets the row index of the cell in the results grid.

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Returns the number of scenarios for which this mapping can generate data.

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns the number of scenarios.

getScenarioNames() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Gets the names of the scenarios.

getScenarios(int, int, Class<C>) - Method in class com.opengamma.strata.calc.Results

Returns multi-scenario results for a target and column index, casting the result to a known type.

getScenarios(int, ColumnName, Class<C>) - Method in class com.opengamma.strata.calc.Results

Returns multi-scenario results for a target and column name, casting the result to a known type.

getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationResults

Gets the target of the calculation, often a trade.

getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the target for which the value will be calculated.

getTargets() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the targets that calculations will be performed on.

getTaskRunner() - Method in interface com.opengamma.strata.calc.CalculationRunner

Gets the underlying task runner.

getTasks() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the tasks that perform the individual calculations.

getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets keys identifying the time series of market data values required for the calculations.

getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

Gets the failures that occurred when building time series of market data values.

getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

Gets the failures that occurred when building time series of market data values.

getTimeSeriesIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

getTimeSeriesIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getTimeSeriesRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Gets the market data identifiers of the time-series of required for the calculation.

getType() - Method in class com.opengamma.strata.calc.ReportingCurrency

Gets the type of reporting currency.

getUnderlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

Gets the underlying market data.

getUnderlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

Gets the underlying market data.

getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

Gets the failures when building single market data values.

getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

Gets the failures when building single market data values.

getValueRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Gets the market data identifiers of the values required for the calculation.

H

hashCode() - Method in class com.opengamma.strata.calc.CalculationRules

hashCode() - Method in class com.opengamma.strata.calc.Column

hashCode() - Method in class com.opengamma.strata.calc.ColumnHeader

hashCode() - Method in class com.opengamma.strata.calc.ImmutableMeasure

hashCode() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

hashCode() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

hashCode() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

hashCode() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

hashCode() - Method in class com.opengamma.strata.calc.ReportingCurrency

hashCode() - Method in class com.opengamma.strata.calc.Results

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationParameters

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationParametersId

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationResult

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationResults

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationTask

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

hashCode() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

I

identifier(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction

Returns an identifier that should uniquely identify the specified target.

ImmutableMeasure - Class in com.opengamma.strata.calc

The default, immutable implementation of Measure.

ImmutableMeasure.Meta - Class in com.opengamma.strata.calc

The meta-bean for ImmutableMeasure.

isCurrencyConvertible() - Method in class com.opengamma.strata.calc.ImmutableMeasure

Gets flag indicating whether measure values should be automatically converted to the reporting currency.

isCurrencyConvertible() - Method in interface com.opengamma.strata.calc.Measure

Flag indicating whether measure values should be automatically converted to the reporting currency.

isNatural() - Method in class com.opengamma.strata.calc.ReportingCurrency

Checks if the type is 'Natural'.

isNone() - Method in class com.opengamma.strata.calc.ReportingCurrency

Checks if the type is 'None'.

isSpecific() - Method in class com.opengamma.strata.calc.ReportingCurrency

Checks if the type is 'Specific'.

M

mappings(List<? extends PerturbationMapping<?>>) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

Sets the market data filters and perturbations that define the scenarios.

mappings(PerturbationMapping<?>...) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

Sets the mappings property in the builder from an array of objects.

mappings() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

The meta-property for the mappings property.

MarketDataConfig - Class in com.opengamma.strata.calc.marketdata

Configuration required for building non-observable market data, for example curves or surfaces.

MarketDataConfig.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for MarketDataConfig.

MarketDataConfigBuilder - Class in com.opengamma.strata.calc.marketdata

A mutable builder for building an instance of MarketDataConfig.

MarketDataFactory - Interface in com.opengamma.strata.calc.marketdata

Component that provides the ability to source and calibrate market data.

MarketDataFilter<T,I extends MarketDataId<T>> - Interface in com.opengamma.strata.calc.marketdata

Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.

MarketDataFunction<T,I extends MarketDataId<? extends T>> - Interface in com.opengamma.strata.calc.marketdata

A market data function creates items of market data for a set of market data IDs.

MarketDataRequirements - Class in com.opengamma.strata.calc.marketdata

Requirements for market data.

MarketDataRequirements.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for MarketDataRequirements.

MarketDataRequirementsBuilder - Class in com.opengamma.strata.calc.marketdata

Mutable builder for creating instances of MarketDataRequirements.

MarketDataRequirementsBuilder() - Constructor for class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

marketDataType(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

Sets the type of market data handled by this mapping.

marketDataType() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

The meta-property for the marketDataType property.

matches(I, MarketDataBox<T>, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter

Applies the filter to a market data ID and the corresponding market data value and returns true if the filter matches.

matches(MarketDataId<?>, MarketDataBox<?>, ReferenceData) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Returns true if the filter matches the market data ID and value.

measure(Measure) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the measure to be calculated.

measure() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the measure property.

measure() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

The meta-property for the measure property.

Measure - Interface in com.opengamma.strata.calc

Identifies a measure that can be produced by the system.

measure() - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction

measure() - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction

Returns the measure calculated by the function.

meta() - Static method in class com.opengamma.strata.calc.CalculationRules

The meta-bean for CalculationRules.

meta() - Static method in class com.opengamma.strata.calc.Column

The meta-bean for Column.

meta() - Static method in class com.opengamma.strata.calc.ColumnHeader

The meta-bean for ColumnHeader.

meta() - Static method in class com.opengamma.strata.calc.ImmutableMeasure

The meta-bean for ImmutableMeasure.

meta() - Static method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

The meta-bean for BuiltMarketData.

meta() - Static method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

The meta-bean for BuiltScenarioMarketData.

meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

The meta-bean for MarketDataConfig.

meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

The meta-bean for MarketDataRequirements.

meta() - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

The meta-bean for PerturbationMapping.

meta() - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

The meta-bean for ScenarioDefinition.

meta() - Static method in class com.opengamma.strata.calc.ReportingCurrency

The meta-bean for ReportingCurrency.

meta() - Static method in class com.opengamma.strata.calc.Results

The meta-bean for Results.

meta() - Static method in class com.opengamma.strata.calc.runner.CalculationParameters

The meta-bean for CalculationParameters.

meta() - Static method in class com.opengamma.strata.calc.runner.CalculationParametersId

The meta-bean for CalculationParametersId.

meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResult

The meta-bean for CalculationResult.

meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResults

The meta-bean for CalculationResults.

meta() - Static method in class com.opengamma.strata.calc.runner.CalculationTask

The meta-bean for CalculationTask.

meta() - Static method in class com.opengamma.strata.calc.runner.CalculationTaskCell

The meta-bean for CalculationTaskCell.

meta() - Static method in class com.opengamma.strata.calc.runner.CalculationTasks

The meta-bean for CalculationTasks.

meta() - Static method in class com.opengamma.strata.calc.runner.FunctionRequirements

The meta-bean for FunctionRequirements.

metaBean() - Method in class com.opengamma.strata.calc.CalculationRules

metaBean() - Method in class com.opengamma.strata.calc.Column

metaBean() - Method in class com.opengamma.strata.calc.ColumnHeader

metaBean() - Method in class com.opengamma.strata.calc.ImmutableMeasure

metaBean() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

metaBean() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

metaBean() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

metaBean() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

metaBean() - Method in class com.opengamma.strata.calc.ReportingCurrency

metaBean() - Method in class com.opengamma.strata.calc.Results

metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationParameters

metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationParametersId

metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResult

metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResults

metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationTask

metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

metaBean() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

metaPerturbationMapping(Class<R>) - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

The meta-bean for PerturbationMapping.

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.CalculationRules.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.Column.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.Results.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.Column.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.Results.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

N

name(ColumnName) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the column name.

name() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

The meta-property for the name property.

NATURAL - Static variable in class com.opengamma.strata.calc.ReportingCurrency

An instance requesting the "natural" currency of the target.

naturalCurrency(T, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction

Returns the "natural" currency for the specified target.

naturalCurrency(ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask

Determines the natural currency of the target.

none() - Static method in interface com.opengamma.strata.calc.marketdata.ObservableDataProvider

Obtains an instance that provides no market data.

none() - Static method in interface com.opengamma.strata.calc.marketdata.TimeSeriesProvider

Returns a time-series provider that is unable to source any time-series.

NONE - Static variable in class com.opengamma.strata.calc.ReportingCurrency

An instance requesting no currency conversion.

nonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

The meta-property for the nonObservables property.

O

ObservableDataProvider - Interface in com.opengamma.strata.calc.marketdata

A provider of observable market data.

observables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

The meta-property for the observables property.

observableSource(ObservableSource) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

Sets the source of market data for FX, quotes and other observable market data.

observableSource() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

The meta-property for the observableSource property.

of(CalculationFunctions, CalculationParameter...) - Static method in class com.opengamma.strata.calc.CalculationRules

Obtains an instance specifying the functions to use and some additional parameters.

of(CalculationFunctions, CalculationParameters) - Static method in class com.opengamma.strata.calc.CalculationRules

Obtains an instance specifying the functions to use and some additional parameters.

of(CalculationFunctions, Currency, CalculationParameter...) - Static method in class com.opengamma.strata.calc.CalculationRules

Obtains an instance specifying the functions, reporting currency and additional parameters.

of(CalculationFunctions, ReportingCurrency, CalculationParameters) - Static method in class com.opengamma.strata.calc.CalculationRules

Obtains an instance specifying the functions, reporting currency and additional parameters.

of(ExecutorService) - Static method in interface com.opengamma.strata.calc.CalculationRunner

Creates a calculation runner capable of performing calculations, specifying the executor.

of(Measure) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure.

of(Measure, Currency) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, converting to the specified currency.

of(Measure, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, defining additional parameters.

of(Measure, Currency, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, converting to the specified currency, defining additional parameters.

of(Measure, String) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, defining the column name.

of(Measure, String, Currency) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, converting to the specified currency.

of(Measure, String, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, defining the column name and parameters.

of(Measure, String, Currency, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, converting to the specified currency, defining the column name and parameters.

of(ColumnName, Measure) - Static method in class com.opengamma.strata.calc.ColumnHeader

Obtains an instance from the name and measure.

of(ColumnName, Measure, Currency) - Static method in class com.opengamma.strata.calc.ColumnHeader

Obtains an instance from the name, measure and currency.

of(String) - Static method in class com.opengamma.strata.calc.ColumnName

Obtains an instance from the specified name.

of(Measure) - Static method in class com.opengamma.strata.calc.ColumnName

Obtains an instance from the specified measure.

of(String) - Static method in class com.opengamma.strata.calc.ImmutableMeasure

Returns a measure with the specified name whose values will be automatically converted to the reporting currency.

of(String, boolean) - Static method in class com.opengamma.strata.calc.ImmutableMeasure

Returns a measure with the specified name.

of(ObservableDataProvider, TimeSeriesProvider, MarketDataFunction<?, ?>...) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Obtains an instance of the factory based on providers of market data and time-series.

of(ObservableDataProvider, TimeSeriesProvider, List<MarketDataFunction<?, ?>>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Obtains an instance of the factory based on providers of market data and time-series.

of(CalculationRules, List<? extends CalculationTarget>, List<Column>, ReferenceData) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Obtains an instance from a set of targets, columns and rules.

of(MarketDataId<?>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Obtains an instance containing a single market data ID.

of(MarketDataFilter<? extends T, ?>, ScenarioPerturbation<T>) - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Returns a mapping containing a single perturbation.

of(String) - Static method in interface com.opengamma.strata.calc.Measure

Obtains an instance from the specified unique name.

of(Currency) - Static method in class com.opengamma.strata.calc.ReportingCurrency

Obtains an instance requesting the specified currency.

of(String) - Static method in enum com.opengamma.strata.calc.ReportingCurrencyType

Obtains an instance from the specified name.

of(List<ColumnHeader>, List<? extends Result<?>>) - Static method in class com.opengamma.strata.calc.Results

Obtains an instance containing the results of the calculation for each cell.

of(CalculationFunction<?>...) - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Obtains an instance from the specified functions.

of(List<? extends CalculationFunction<?>>) - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Obtains an instance from the specified functions.

of(Map<Class<?>, ? extends CalculationFunction<?>>) - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions

Obtains an instance from the specified functions.

of(CalculationParameter...) - Static method in class com.opengamma.strata.calc.runner.CalculationParameters

Obtains an instance from the specified parameters.

of(List<? extends CalculationParameter>) - Static method in class com.opengamma.strata.calc.runner.CalculationParameters

Obtains an instance from the specified parameters.

of(String) - Static method in class com.opengamma.strata.calc.runner.CalculationParametersId

Obtains an instance used to obtain calculation parameters by name.

of(int, int, Result<?>) - Static method in class com.opengamma.strata.calc.runner.CalculationResult

Obtains an instance for the specified row and column index in the output grid.

of(CalculationTarget, List<CalculationResult>) - Static method in class com.opengamma.strata.calc.runner.CalculationResults

Obtains a calculation result from individual calculations.

of(CalculationTarget, CalculationFunction<? extends CalculationTarget>, CalculationTaskCell...) - Static method in class com.opengamma.strata.calc.runner.CalculationTask

Obtains an instance that will calculate the specified cells.

of(CalculationTarget, CalculationFunction<? extends CalculationTarget>, CalculationParameters, List<CalculationTaskCell>) - Static method in class com.opengamma.strata.calc.runner.CalculationTask

Obtains an instance that will calculate the specified cells.

of(int, int, Measure, ReportingCurrency) - Static method in class com.opengamma.strata.calc.runner.CalculationTaskCell

Obtains an instance, specifying the cell indices, measure and reporting currency.

of(ExecutorService) - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Creates a calculation task runner capable of performing calculations, specifying the executor.

of(CalculationRules, List<? extends CalculationTarget>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks

Obtains an instance from a set of targets, columns and rules.

of(CalculationRules, List<? extends CalculationTarget>, List<Column>, ReferenceData) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks

Obtains an instance from a set of targets, columns and rules, resolving the targets.

of(List<CalculationTask>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks

Obtains an instance from a set of tasks and columns.

ofId(MarketDataId<T>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter

Obtains a filter that matches the specified identifier.

ofIdType(Class<? extends MarketDataId<T>>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter

Obtains a filter that matches any value with the specified identifier type.

ofMappings(List<? extends PerturbationMapping<?>>) - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns a scenario definition containing the perturbations in mappings.

ofMappings(PerturbationMapping<?>...) - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns a scenario definition containing the perturbations in mappings.

ofMappings(List<? extends PerturbationMapping<?>>, List<String>) - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns a scenario definition containing the perturbations in mappings.

ofMatrix() - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup

Obtains an instance that uses an FX matrix.

ofMatrix(FxMatrixId) - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup

Obtains an instance that uses an FX matrix.

ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.CalculationRunner

Creates a standard multi-threaded calculation runner capable of performing calculations.

ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Creates a standard multi-threaded calculation task runner capable of performing calculations.

ofName(MarketDataName<T>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter

Obtains a filter that matches the specified name.

ofRates() - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup

Obtains the standard instance.

ofRates(ObservableSource) - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup

Obtains the standard instance.

ofRates(Currency) - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup

Obtains an instance that uses triangulation on the specified currency.

ofRates(Currency, ObservableSource) - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup

Obtains an instance that uses triangulation on the specified currency.

outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

The meta-property for the outputCurrencies property.

outputCurrencies(Set<Currency>) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

Sets the currencies used in the calculation results.

outputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

Sets the outputCurrencies property in the builder from an array of objects.

outputCurrencies() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

The meta-property for the outputCurrencies property.

P

parameters() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

The meta-property for the parameters property.

parameters(CalculationParameters) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the calculation parameters that apply to this column, used to control the how the calculation is performed.

parameters() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the parameters property.

perturbation(ScenarioPerturbation<T>) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

Sets perturbation that should be applied to market data as part of a scenario.

perturbation() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

The meta-property for the perturbation property.

PerturbationMapping<T> - Class in com.opengamma.strata.calc.marketdata

Contains a market data perturbation and a filter that decides what market data it applies to.

PerturbationMapping.Builder<T> - Class in com.opengamma.strata.calc.marketdata

The bean-builder for PerturbationMapping.

PerturbationMapping.Meta<T> - Class in com.opengamma.strata.calc.marketdata

The meta-bean for PerturbationMapping.

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.Column.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.Results.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.Column.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.ColumnHeader.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.Results.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

provideObservableData(Set<? extends ObservableId>) - Method in interface com.opengamma.strata.calc.marketdata.ObservableDataProvider

Provides market data for the specified identifiers.

provideTimeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.TimeSeriesProvider

Provides the time-series for the specified identifier.

Q

queryType() - Method in interface com.opengamma.strata.calc.runner.CalculationParameter

Gets the type that the parameter will be queried by.

queryType() - Method in interface com.opengamma.strata.calc.runner.FxRateLookup

R

reportingCurrency() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

The meta-property for the reportingCurrency property.

reportingCurrency(ReportingCurrency) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the reporting currency, used to control currency conversion, optional.

reportingCurrency() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the reportingCurrency property.

ReportingCurrency - Class in com.opengamma.strata.calc

The reporting currency.

ReportingCurrency.Meta - Class in com.opengamma.strata.calc

The meta-bean for ReportingCurrency.

ReportingCurrencyType - Enum in com.opengamma.strata.calc

The available types of reporting currency.

requiredMeasures() - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction

requiredMeasures() - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction

Returns the measures required by this function to calculate its measure.

requirements(I, MarketDataConfig) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFunction

Returns requirements representing the data needed to build the item of market data identified by the ID.

requirements(T, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction

requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction

Determines the market data required by this function to perform its calculations.

requirements(ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask

Returns requirements specifying the market data the function needs to perform its calculations.

requirements(ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the market data that is required to perform the calculations.

requirements(T, CalculationParameters, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction

Returns requirements for the market data required by this function to calculate its measure.

result() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

Returns the aggregate result of the calculations, blocking until it is available.

resultReceived(CalculationTarget, CalculationResult) - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

resultReceived(CalculationTarget, CalculationResult) - Method in interface com.opengamma.strata.calc.runner.CalculationListener

Invoked when a calculation completes.

resultReceived(CalculationTarget, CalculationResult) - Method in class com.opengamma.strata.calc.runner.ResultsListener

Results - Class in com.opengamma.strata.calc

Calculation results of performing calculations for a set of targets and columns.

Results.Meta - Class in com.opengamma.strata.calc

The meta-bean for Results.

ResultsListener - Class in com.opengamma.strata.calc.runner

Calculation listener that receives the results of individual calculations and builds a set of Results.

ResultsListener() - Constructor for class com.opengamma.strata.calc.runner.ResultsListener

Creates a new instance.

S

ScenarioDefinition - Class in com.opengamma.strata.calc.marketdata

A scenario definition defines how to create multiple sets of market data for running calculations over a set of scenarios.

ScenarioDefinition.Builder - Class in com.opengamma.strata.calc.marketdata

The bean-builder for ScenarioDefinition.

ScenarioDefinition.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for ScenarioDefinition.

scenarioNames(List<String>) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

Sets the names of the scenarios.

scenarioNames(String...) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

Sets the scenarioNames property in the builder from an array of objects.

scenarioNames() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta

The meta-property for the scenarioNames property.

set(String, Object) - Method in class com.opengamma.strata.calc.Column.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.Column.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

STANDARD - Static variable in class com.opengamma.strata.calc.runner.CalculationParametersId

The standard instance of this identifier.

supportedMeasures() - Method in interface com.opengamma.strata.calc.runner.CalculationFunction

Returns the set of measures that the function can calculate.

T

targetType() - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction

targetType() - Method in interface com.opengamma.strata.calc.runner.CalculationFunction

Gets the target type that this function applies to.

targetType() - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction

Returns the type of calculation target handled by the function.

timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

The meta-property for the timeSeries property.

timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

The meta-property for the timeSeriesFailures property.

TimeSeriesProvider - Interface in com.opengamma.strata.calc.marketdata

A provider of time-series.

timeSeriesRequirements(Set<ObservableId>) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

Sets the market data identifiers of the time-series of required for the calculation.

timeSeriesRequirements(ObservableId...) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

Sets the timeSeriesRequirements property in the builder from an array of objects.

timeSeriesRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

The meta-property for the timeSeriesRequirements property.

toBuilder() - Method in class com.opengamma.strata.calc.Column

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

Returns a builder that allows this bean to be mutated.

toCurrencyValuesArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils

Returns a collector that builds a single-currency scenerio result.

toHeader() - Method in class com.opengamma.strata.calc.Column

Converts this column to a column header.

toMultiCurrencyValuesArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils

Returns a collector that builds a multi-currency scenerio result.

toScenarioArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils

Returns a collector which can be used at the end of a stream of results to build a ScenarioArray.

toString() - Method in class com.opengamma.strata.calc.CalculationRules

toString() - Method in class com.opengamma.strata.calc.Column.Builder

toString() - Method in class com.opengamma.strata.calc.Column

toString() - Method in class com.opengamma.strata.calc.ColumnHeader

toString() - Method in class com.opengamma.strata.calc.ImmutableMeasure

toString() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData

toString() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

toString() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig

toString() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

toString() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder

toString() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping

toString() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder

toString() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition

toString() - Method in class com.opengamma.strata.calc.ReportingCurrency

toString() - Method in enum com.opengamma.strata.calc.ReportingCurrencyType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.calc.Results

toString() - Method in class com.opengamma.strata.calc.runner.CalculationParameters

toString() - Method in class com.opengamma.strata.calc.runner.CalculationParametersId

toString() - Method in class com.opengamma.strata.calc.runner.CalculationResult

toString() - Method in class com.opengamma.strata.calc.runner.CalculationResults

toString() - Method in class com.opengamma.strata.calc.runner.CalculationTask

toString() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell

toString() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

toString() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

toString() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements

toValuesArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils

Returns a collector that builds a scenario result based on Double.

type() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta

The meta-property for the type property.

U

underlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta

The meta-property for the underlying property.

underlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

The meta-property for the underlying property.

V

valueFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta

The meta-property for the valueFailures property.

valueOf(String) - Static method in enum com.opengamma.strata.calc.ReportingCurrencyType

Returns the enum constant of this type with the specified name.

valueRequirements(Set<? extends MarketDataId<?>>) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

Sets the market data identifiers of the values required for the calculation.

valueRequirements(MarketDataId<?>...) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder

Sets the valueRequirements property in the builder from an array of objects.

valueRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta

The meta-property for the valueRequirements property.

values() - Static method in enum com.opengamma.strata.calc.ReportingCurrencyType

Returns an array containing the constants of this enum type, in the order they are declared.

W

with(CalculationParameter) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Returns a copy of this instance with the specified parameter added.

without(Class<? extends CalculationParameter>) - Method in class com.opengamma.strata.calc.runner.CalculationParameters

Filters the parameters, returning a set without the specified type.

withResult(Result<?>) - Method in class com.opengamma.strata.calc.runner.CalculationResult

Returns a copy of this result with the underlying result updated.

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