| Package | Description |
|---|---|
| com.opengamma.strata.data.scenario |
Basic types to model market data across scenarios.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
ScenarioMarketDataId<T,U extends ScenarioArray<T>>
Market data identifier used by functions that need access to objects containing market data for multiple scenarios.
|
| Modifier and Type | Class and Description |
|---|---|
class |
CurrencyScenarioArray
A currency-convertible scenario array for a single currency, holding one amount for each scenario.
|
class |
DoubleScenarioArray
A scenario array holding one
double value for each scenario. |
class |
FxRateScenarioArray
A set of FX rates between two currencies containing rates for multiple scenarios.
|
class |
MultiCurrencyScenarioArray
A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
|
| Modifier and Type | Method and Description |
|---|---|
default <T,U extends ScenarioArray<T>> |
ScenarioMarketData.getScenarioValue(ScenarioMarketDataId<T,U> id)
Gets an object containing market data for multiple scenarios.
|
| Modifier and Type | Method and Description |
|---|---|
ScenarioArray<T> |
MarketDataBox.getScenarioValue()
Gets the market data value containing data for multiple scenarios.
|
static <T> ScenarioArray<T> |
ScenarioArray.of(int scenarioCount,
IntFunction<T> valueFunction)
Obtains an instance using a function to create the entries.
|
static <T> ScenarioArray<T> |
ScenarioArray.of(List<T> values)
Obtains an instance from the specified list of values.
|
static <T> ScenarioArray<T> |
ScenarioArray.of(T... values)
Obtains an instance from the specified array of values.
|
static <T> ScenarioArray<T> |
ScenarioArray.ofSingleValue(int scenarioCount,
T value)
Obtains an instance from a single value where the value applies to all scenarios.
|
| Modifier and Type | Method and Description |
|---|---|
<T> ImmutableScenarioMarketDataBuilder |
ImmutableScenarioMarketDataBuilder.addScenarioValue(MarketDataId<T> id,
ScenarioArray<? extends T> value)
Adds market data for each scenario.
|
static <T> MarketDataBox<T> |
MarketDataBox.ofScenarioValue(ScenarioArray<T> scenarioValue)
Obtains an instance containing a scenario market data value with data for multiple scenarios.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableScenarioMarketDataBuilder |
ImmutableScenarioMarketDataBuilder.addScenarioValueMap(Map<? extends MarketDataId<?>,? extends ScenarioArray<?>> values)
Adds market data values for each scenario.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.