StandardComponents (OpenGamma Strata Measure)

java.lang.Object
- com.opengamma.strata.measure.StandardComponents

```
public final class StandardComponents
extends Object
```
Factory methods for creating standard Strata components.
These components are suitable for performing calculations using the built-in asset classes, market data types and pricers.
The market data factory can create market data values derived from other values. For example it can create calibrated curves given market quotes. However it cannot request market data from an external provider, such as Bloomberg, or look up data from a data store, for example a time series database. Instances of CalculationRunner are created directly using the static methods on the interface.

Method Summary

All Methods Static Methods Concrete Methods
Modifier and Type	Method and Description
`static CalculationFunctions`	`calculationFunctions()` Returns the standard calculation functions.
`static MarketDataFactory`	`marketDataFactory()` Returns a market data factory containing the standard set of market data functions.
`static MarketDataFactory`	`marketDataFactory(ObservableDataProvider observableDataProvider)` Returns a market data factory containing the standard set of market data functions.
`static List<MarketDataFunction<?,?>>`	`marketDataFunctions()` Returns the standard market data functions used to build market data values from other market data.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Method Detail
  - marketDataFactory
```
public static MarketDataFactory marketDataFactory()
```
    Returns a market data factory containing the standard set of market data functions.
    This factory can create market data values from other market data. For example it can create calibrated curves given a set of market quotes for the points on the curve.
    The set of functions are the ones provided by marketDataFunctions().
    
    Returns:
    
    a market data factory containing the standard set of market data functions
  - marketDataFactory
```
public static MarketDataFactory marketDataFactory(ObservableDataProvider observableDataProvider)
```
    Returns a market data factory containing the standard set of market data functions.
    This factory can create market data values from other market data. For example it can create calibrated curves given a set of market quotes for the points on the curve.
    The set of functions are the ones provided by marketDataFunctions().
    
    Parameters:
    
    observableDataProvider - the provider of observable data
    
    Returns:
    
    a market data factory containing the standard set of market data functions
  - marketDataFunctions
```
public static List<MarketDataFunction<?,?>> marketDataFunctions()
```
    Returns the standard market data functions used to build market data values from other market data.
    These include functions to build:
    - Par rates from quotes
    - Curve groups from par rates
    - Curves from curve groups
    - Discount factors and index rates from curves
    - FX rates from quotes
    - FX option volatilities from quotes
    Returns:
    
    the standard market data functions
  - calculationFunctions
```
public static CalculationFunctions calculationFunctions()
```
    Returns the standard calculation functions.
    These define how to calculate the standard measures for the standard asset classes.
    The standard calculation functions require no further configuration and are designed to allow easy access to all built-in asset class coverage. The supported asset classes are:
    - Bond future - BondFutureTrade and BondFuturePosition
    - Bond future option - BondFutureOptionTrade and BondFutureOptionPosition
    - Bullet Payment - BulletPaymentTrade
    - Cap/floor (Ibor) - IborCapFloorTrade
    - Capital Indexed bond - CapitalIndexedBondTrade and CapitalIndexedBondPosition
    - Credit Default Swap - CdsTrade
    - CDS Index - CdsIndexTrade
    - Deliverable Swap Future - DsfTrade and DsfPosition
    - Forward Rate Agreement - FraTrade
    - Fixed coupon bond - FixedCouponBondTrade and FixedCouponBondPosition
    - FX spot and FX forward - FxSingleTrade
    - FX NDF - FxNdfTrade
    - FX swap - FxSwapTrade
    - FX vanilla option - FxVanillaOptionTrade
    - FX single barrier option - FxSingleBarrierOptionTrade
    - Generic Security - GenericSecurityTrade and GenericSecurityPosition
    - Rate Swap - SwapTrade
    - Swaption - SwaptionTrade
    - Security - SecurityTrade and SecurityPosition
    - STIR Future (Ibor) - IborFutureTrade and IborFuturePosition
    - STIR Future (Overnight Indices) - OvernightFutureTrade and OvernightFuturePosition
    - STIR Future Option (Ibor) - IborFutureOptionTrade and IborFutureOptionPosition
    - Term Deposit - TermDepositTrade
    Returns:
    
    calculation functions used to perform calculations

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class StandardComponents

Method Summary

Methods inherited from class java.lang.Object

Method Detail

marketDataFactory

marketDataFactory

marketDataFunctions

calculationFunctions