| Package | Description |
|---|---|
| com.opengamma.strata.data.scenario |
Basic types to model market data across scenarios.
|
| Class and Description |
|---|
| CurrencyScenarioArray
A currency-convertible scenario array for a single currency, holding one amount for each scenario.
|
| CurrencyScenarioArray.Meta
The meta-bean for
CurrencyScenarioArray. |
| DoubleScenarioArray
A scenario array holding one
double value for each scenario. |
| DoubleScenarioArray.Meta
The meta-bean for
DoubleScenarioArray. |
| FxRateScenarioArray
A set of FX rates between two currencies containing rates for multiple scenarios.
|
| FxRateScenarioArray.Meta
The meta-bean for
FxRateScenarioArray. |
| ImmutableScenarioMarketData
An immutable set of market data across one or more scenarios.
|
| ImmutableScenarioMarketData.Meta
The meta-bean for
ImmutableScenarioMarketData. |
| ImmutableScenarioMarketDataBuilder
A mutable builder for market data.
|
| MarketDataBox
A box which can provide values for an item of market data used in scenarios.
|
| MultiCurrencyScenarioArray
A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
|
| MultiCurrencyScenarioArray.Meta
The meta-bean for
MultiCurrencyScenarioArray. |
| ScenarioArray
An array of values, one for each scenario.
|
| ScenarioFxConvertible
Provides the ability for objects to be automatically currency converted.
|
| ScenarioFxRateProvider
A provider of FX rates for scenarios.
|
| ScenarioMarketData
Provides access to market data across one or more scenarios.
|
| ScenarioMarketDataId
Market data identifier used by functions that need access to objects containing market data for multiple scenarios.
|
| ScenarioPerturbation
A perturbation that can be applied to a market data box to create market data
for use in one or more scenarios.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.