Package com.opengamma.strata.measure

Provides the ability to calculate high-level measures on financial instruments.

See: Description

Class Summary

Class	Description
AdvancedMeasures	The advanced set of measures which can be calculated by Strata.
Measures	The standard set of measures that can be calculated by Strata.
StandardComponents	Factory methods for creating standard Strata components.
ValuationZoneTimeDefinition	Definition of valuation zone and time.
ValuationZoneTimeDefinition.Meta	The meta-bean for ValuationZoneTimeDefinition.

Package com.opengamma.strata.measure Description

Provides the ability to calculate high-level measures on financial instruments.

The measures can be accessed in three ways:

• for one trade/position and one scenario, such as methods on com.opengamma.strata.measure.swap.SwapTradeCalculations SwapTradeCalculations
• for one trade/position and many scenarios, such as methods on com.opengamma.strata.measure.swap.SwapTradeCalculations SwapTradeCalculations
• for a mixed portfolio of trades/positions and many scenarios, see CalculationRunner and functions such as SwapCalculationFunction