| Package | Description |
|---|---|
| com.opengamma.strata.market.cube | |
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| com.opengamma.strata.market.curve.node |
Curve nodes.
|
| com.opengamma.strata.market.param |
Market data based on parameters.
|
| com.opengamma.strata.market.sensitivity |
Entity objects for sensitivities.
|
| com.opengamma.strata.market.surface |
Definitions of surfaces.
|
| Class and Description |
|---|
| CurrencyParameterSensitivity
Currency-based parameter sensitivity for parameterized market data, such as a curve.
|
| ParameterizedData
An abstraction of market data in terms of a number of arbitrary
double parameters. |
| ParameterMetadata
Information about a single parameter.
|
| ParameterPerturbation
A function interface that allows a single parameter to be perturbed.
|
| UnitParameterSensitivity
Unit parameter sensitivity for parameterized market data, such as a curve.
|
| Class and Description |
|---|
| CurrencyParameterSensitivity
Currency-based parameter sensitivity for parameterized market data, such as a curve.
|
| DatedParameterMetadata
Parameter metadata that specifies a date.
|
| ParameterizedData
An abstraction of market data in terms of a number of arbitrary
double parameters. |
| ParameterMetadata
Information about a single parameter.
|
| ParameterPerturbation
A function interface that allows a single parameter to be perturbed.
|
| TenorDateParameterMetadata
Parameter metadata based on a date and tenor.
|
| UnitParameterSensitivity
Unit parameter sensitivity for parameterized market data, such as a curve.
|
| Class and Description |
|---|
| DatedParameterMetadata
Parameter metadata that specifies a date.
|
| Class and Description |
|---|
| CrossGammaParameterSensitivities
The second order parameter sensitivity for parameterized market data.
|
| CrossGammaParameterSensitivities.Meta
The meta-bean for
CrossGammaParameterSensitivities. |
| CrossGammaParameterSensitivity
The second order parameter sensitivity for parameterized market data.
|
| CrossGammaParameterSensitivity.Meta
The meta-bean for
CrossGammaParameterSensitivity. |
| CurrencyParameterSensitivities
Currency-based parameter sensitivity for parameterized market data, such as curves.
|
| CurrencyParameterSensitivities.Meta
The meta-bean for
CurrencyParameterSensitivities. |
| CurrencyParameterSensitivitiesBuilder
Builder for
CurrencyParameterSensitivities. |
| CurrencyParameterSensitivity
Currency-based parameter sensitivity for parameterized market data, such as a curve.
|
| CurrencyParameterSensitivity.Builder
The bean-builder for
CurrencyParameterSensitivity. |
| CurrencyParameterSensitivity.Meta
The meta-bean for
CurrencyParameterSensitivity. |
| DatedParameterMetadata
Parameter metadata that specifies a date.
|
| LabelDateParameterMetadata
Parameter metadata based on a date and label.
|
| LabelDateParameterMetadata.Meta
The meta-bean for
LabelDateParameterMetadata. |
| LabelParameterMetadata
Parameter metadata based on a label.
|
| LabelParameterMetadata.Meta
The meta-bean for
LabelParameterMetadata. |
| ParameterizedData
An abstraction of market data in terms of a number of arbitrary
double parameters. |
| ParameterizedDataCombiner
Helper that can be used to combine two or more underlying instances of
ParameterizedData. |
| ParameterMetadata
Information about a single parameter.
|
| ParameterPerturbation
A function interface that allows a single parameter to be perturbed.
|
| ParameterSize
The market data name and the associated number of parameters.
|
| ParameterSize.Meta
The meta-bean for
ParameterSize. |
| PointShifts
A perturbation that applies different shifts to specific points in a parameterized data.
|
| PointShifts.Meta
The meta-bean for
PointShifts. |
| PointShiftsBuilder
Mutable builder for building instances of
PointShifts. |
| ResolvedTradeParameterMetadata
Parameter metadata based on a resolved trade and label.
|
| ResolvedTradeParameterMetadata.Builder
The bean-builder for
ResolvedTradeParameterMetadata. |
| ResolvedTradeParameterMetadata.Meta
The meta-bean for
ResolvedTradeParameterMetadata. |
| TenorDateParameterMetadata
Parameter metadata based on a date and tenor.
|
| TenorDateParameterMetadata.Meta
The meta-bean for
TenorDateParameterMetadata. |
| TenoredParameterMetadata
Parameter metadata that specifies a tenor.
|
| TenorParameterMetadata
Parameter metadata based on a tenor.
|
| TenorParameterMetadata.Meta
The meta-bean for
TenorParameterMetadata. |
| TenorTenorParameterMetadata
Parameter metadata based on an expiry tenor, an underlying tenor and their respective year fractions.
|
| TenorTenorParameterMetadata.Meta
The meta-bean for
TenorTenorParameterMetadata. |
| TenorTenorStrikeParameterMetadata
Parameter metadata based on an expiry tenor, an underlying tenor and strike value.
|
| TenorTenorStrikeParameterMetadata.Meta
The meta-bean for
TenorTenorStrikeParameterMetadata. |
| UnitParameterSensitivities
Unit parameter sensitivity for parameterized market data, such as curves.
|
| UnitParameterSensitivities.Meta
The meta-bean for
UnitParameterSensitivities. |
| UnitParameterSensitivity
Unit parameter sensitivity for parameterized market data, such as a curve.
|
| UnitParameterSensitivity.Meta
The meta-bean for
UnitParameterSensitivity. |
| YearMonthDateParameterMetadata
Parameter metadata based on a date and year-month.
|
| YearMonthDateParameterMetadata.Meta
The meta-bean for
YearMonthDateParameterMetadata. |
| Class and Description |
|---|
| CurrencyParameterSensitivities
Currency-based parameter sensitivity for parameterized market data, such as curves.
|
| CurrencyParameterSensitivity
Currency-based parameter sensitivity for parameterized market data, such as a curve.
|
| ParameterMetadata
Information about a single parameter.
|
| Class and Description |
|---|
| CurrencyParameterSensitivity
Currency-based parameter sensitivity for parameterized market data, such as a curve.
|
| ParameterizedData
An abstraction of market data in terms of a number of arbitrary
double parameters. |
| ParameterMetadata
Information about a single parameter.
|
| ParameterPerturbation
A function interface that allows a single parameter to be perturbed.
|
| UnitParameterSensitivity
Unit parameter sensitivity for parameterized market data, such as a curve.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.