| Package | Description |
|---|---|
| com.opengamma.strata.calc |
Calculates risk measures on trades, applies scenarios and manages market data.
|
| com.opengamma.strata.calc.marketdata |
Provides the ability to obtain market data and perform calibrations and scenario perturbations.
|
| com.opengamma.strata.calc.runner |
The calculation runner.
|
| Modifier and Type | Method and Description |
|---|---|
static CalculationRules |
CalculationRules.of(CalculationFunctions functions,
CalculationParameter... parameters)
Obtains an instance specifying the functions to use and some additional parameters.
|
static CalculationRules |
CalculationRules.of(CalculationFunctions functions,
CalculationParameters parameters)
Obtains an instance specifying the functions to use and some additional parameters.
|
static CalculationRules |
CalculationRules.of(CalculationFunctions functions,
Currency reportingCurrency,
CalculationParameter... parameters)
Obtains an instance specifying the functions, reporting currency and additional parameters.
|
static CalculationRules |
CalculationRules.of(CalculationFunctions functions,
ReportingCurrency reportingCurrency,
CalculationParameters parameters)
Obtains an instance specifying the functions, reporting currency and additional parameters.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends CalculationRules> |
CalculationRules.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends CalculationRules> |
CalculationRules.Meta.builder() |
| Modifier and Type | Method and Description |
|---|---|
Results |
CalculationRunner.calculate(CalculationRules calculationRules,
List<? extends CalculationTarget> targets,
List<Column> columns,
MarketData marketData,
ReferenceData refData)
Performs calculations for a single set of market data.
|
void |
CalculationRunner.calculateAsync(CalculationRules calculationRules,
List<? extends CalculationTarget> targets,
List<Column> columns,
MarketData marketData,
ReferenceData refData,
CalculationListener listener)
Performs calculations asynchronously for a single set of market data,
invoking a listener as each calculation completes.
|
Results |
CalculationRunner.calculateMultiScenario(CalculationRules calculationRules,
List<? extends CalculationTarget> targets,
List<Column> columns,
ScenarioMarketData marketData,
ReferenceData refData)
Performs calculations for multiple scenarios, each with a different set of market data.
|
void |
CalculationRunner.calculateMultiScenarioAsync(CalculationRules calculationRules,
List<? extends CalculationTarget> targets,
List<Column> columns,
ScenarioMarketData marketData,
ReferenceData refData,
CalculationListener listener)
Performs calculations asynchronously for a multiple scenarios, each with a different set of market data,
invoking a listener as each calculation completes.
|
| Modifier and Type | Method and Description |
|---|---|
static MarketDataRequirements |
MarketDataRequirements.of(CalculationRules calculationRules,
List<? extends CalculationTarget> targets,
List<Column> columns,
ReferenceData refData)
Obtains an instance from a set of targets, columns and rules.
|
| Modifier and Type | Method and Description |
|---|---|
static CalculationTasks |
CalculationTasks.of(CalculationRules rules,
List<? extends CalculationTarget> targets,
List<Column> columns)
Obtains an instance from a set of targets, columns and rules.
|
static CalculationTasks |
CalculationTasks.of(CalculationRules rules,
List<? extends CalculationTarget> targets,
List<Column> columns,
ReferenceData refData)
Obtains an instance from a set of targets, columns and rules, resolving the targets.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.