com.opengamma.strata.measure.security

Class SecurityPositionCalculationFunction

java.lang.Object

com.opengamma.strata.measure.security.SecurityPositionCalculationFunction

All Implemented Interfaces:

CalculationFunction<SecurityPosition>

public class SecurityPositionCalculationFunction
extends Object
implements CalculationFunction<SecurityPosition>

Perform calculations on a single SecurityPosition for each of a set of scenarios.

The supported built-in measures are:

• Present value

Constructor Summary

Constructors

Constructor and Description
SecurityPositionCalculationFunction() Creates an instance.

Method Summary

Modifier and Type	Method and Description
Map<Measure,Result<?>>	calculate(SecurityPosition position, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Optional<String>	identifier(SecurityPosition target)
Currency	naturalCurrency(SecurityPosition position, ReferenceData refData)
FunctionRequirements	requirements(SecurityPosition position, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
Set<Measure>	supportedMeasures()
Class<SecurityPosition>	targetType()

Methods inherited from class java.lang.Object

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

Constructor Detail

SecurityPositionCalculationFunction

public SecurityPositionCalculationFunction()

Creates an instance.

Method Detail

targetType

public Class<SecurityPosition> targetType()

Specified by:

targetType in interface CalculationFunction<SecurityPosition>

supportedMeasures

public Set<Measure> supportedMeasures()

Specified by:

supportedMeasures in interface CalculationFunction<SecurityPosition>

identifier

public Optional<String> identifier(SecurityPosition target)

Specified by:

identifier in interface CalculationFunction<SecurityPosition>

naturalCurrency

public Currency naturalCurrency(SecurityPosition position,
                                ReferenceData refData)

Specified by:

naturalCurrency in interface CalculationFunction<SecurityPosition>

requirements

public FunctionRequirements requirements(SecurityPosition position,
                                         Set<Measure> measures,
                                         CalculationParameters parameters,
                                         ReferenceData refData)

Specified by:

requirements in interface CalculationFunction<SecurityPosition>

calculate

public Map<Measure,Result<?>> calculate(SecurityPosition position,
                                        Set<Measure> measures,
                                        CalculationParameters parameters,
                                        ScenarioMarketData scenarioMarketData,
                                        ReferenceData refData)

Specified by:

calculate in interface CalculationFunction<SecurityPosition>