com.opengamma.strata.measure

Class AdvancedMeasures

java.lang.Object

com.opengamma.strata.measure.AdvancedMeasures

public final class AdvancedMeasures
extends Object

The advanced set of measures which can be calculated by Strata.

These measures are rarely needed and should be used with care.

Note that not all measures will be available for all targets.

Field Summary

Fields

Modifier and Type	Field and Description
static Measure	PV01_SEMI_PARALLEL_GAMMA_BUCKETED Measure representing the semi-parallel bucketed gamma PV01 of the calculation target.
static Measure	PV01_SINGLE_NODE_GAMMA_BUCKETED Measure representing the single-node bucketed gamma PV01 of the calculation target.

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

PV01_SEMI_PARALLEL_GAMMA_BUCKETED

public static final Measure PV01_SEMI_PARALLEL_GAMMA_BUCKETED

Measure representing the semi-parallel bucketed gamma PV01 of the calculation target.

PV01_SINGLE_NODE_GAMMA_BUCKETED

public static final Measure PV01_SINGLE_NODE_GAMMA_BUCKETED

Measure representing the single-node bucketed gamma PV01 of the calculation target.