Uses of Interface
com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup

Packages that use BondFutureOptionMarketDataLookup

Package	Description
com.opengamma.strata.measure.bond	Base package for calculation functions.

Uses of BondFutureOptionMarketDataLookup in com.opengamma.strata.measure.bond

Methods in com.opengamma.strata.measure.bond that return BondFutureOptionMarketDataLookup

Modifier and Type	Method and Description
BondFutureOptionMarketDataLookup	BondFutureOptionScenarioMarketData.getLookup() Gets the lookup that provides access to bond future volatilities.
BondFutureOptionMarketDataLookup	BondFutureOptionMarketData.getLookup() Gets the lookup that provides access to bond future volatilities.
static BondFutureOptionMarketDataLookup	BondFutureOptionMarketDataLookup.of(Map<SecurityId,BondFutureVolatilitiesId> volatilityIds) Obtains an instance based on a map of volatility identifiers.
static BondFutureOptionMarketDataLookup	BondFutureOptionMarketDataLookup.of(SecurityId securityId, BondFutureVolatilitiesId volatilityId) Obtains an instance based on a single mapping from security ID to volatility identifier.

Methods in com.opengamma.strata.measure.bond with parameters of type BondFutureOptionMarketDataLookup

Modifier and Type	Method and Description
MultiCurrencyScenarioArray	BondFutureOptionTradeCalculations.currencyExposure(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData) Calculates currency exposure across one or more scenarios.
CurrencyScenarioArray	BondFutureOptionTradeCalculations.presentValue(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData) Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	BondFutureOptionTradeCalculations.pv01CalibratedBucketed(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData) Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	BondFutureOptionTradeCalculations.pv01CalibratedSum(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData) Calculates present value sensitivity across one or more scenarios.
DoubleScenarioArray	BondFutureOptionTradeCalculations.unitPrice(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData) Calculates unit price across one or more scenarios.