| Package | Description |
|---|---|
| com.opengamma.strata.measure.bond |
Base package for calculation functions.
|
| Class and Description |
|---|
| BillMeasureCalculations
Multi-scenario measure calculations for bill trades.
|
| BillTradeCalculationFunction
Perform calculations on a single
BillTrade or BillPosition for each of a set of scenarios. |
| BillTradeCalculations
Calculates pricing and risk measures for bill trades.
|
| BondFutureOptionMarketData
Market data for bond future options.
|
| BondFutureOptionMarketDataLookup
The lookup that provides access to bond future volatilities in market data.
|
| BondFutureOptionScenarioMarketData
Market data for bond future options, used for calculation across multiple scenarios.
|
| BondFutureOptionTradeCalculationFunction
Perform calculations on a single
BondFutureOptionTrade or BondFutureOptionPosition
for each of a set of scenarios. |
| BondFutureOptionTradeCalculations
Calculates pricing and risk measures for trades in an option contract based on an bond future.
|
| BondFutureTradeCalculationFunction
Perform calculations on a single
BondFutureTrade or BondFuturePosition
for each of a set of scenarios. |
| BondFutureTradeCalculations
Calculates pricing and risk measures for trades in a futures contract based on a basket of bonds.
|
| CapitalIndexedBondTradeCalculationFunction
Perform calculations on a single
CapitalIndexedBondTrade or CapitalIndexedBondPosition
for each of a set of scenarios. |
| CapitalIndexedBondTradeCalculations
Calculates pricing and risk measures for forward rate agreement (capital indexed bond) trades.
|
| FixedCouponBondTradeCalculationFunction
Perform calculations on a single
FixedCouponBondTrade or FixedCouponBondPosition
for each of a set of scenarios. |
| FixedCouponBondTradeCalculations
Calculates pricing and risk measures for forward rate agreement (fixed coupon bond) trades.
|
| LegalEntityDiscountingMarketData
Market data for products based on repo and issuer curves.
|
| LegalEntityDiscountingMarketDataLookup
The lookup that provides access to legal entity discounting in market data.
|
| LegalEntityDiscountingScenarioMarketData
Market data for products based on repo and issuer curves, used for calculation across multiple scenarios.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.