| Package | Description |
|---|---|
| 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.
|
| Class and Description |
|---|
| BuiltMarketData
Market data that has been built.
|
| BuiltMarketData.Meta
The meta-bean for
BuiltMarketData. |
| BuiltScenarioMarketData
Market data that has been built.
|
| BuiltScenarioMarketData.Meta
The meta-bean for
BuiltScenarioMarketData. |
| MarketDataConfig
Configuration required for building non-observable market data, for example curves or surfaces.
|
| MarketDataConfig.Meta
The meta-bean for
MarketDataConfig. |
| MarketDataConfigBuilder
A mutable builder for building an instance of
MarketDataConfig. |
| MarketDataFactory
Component that provides the ability to source and calibrate market data.
|
| MarketDataFilter
Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.
|
| MarketDataFunction
A market data function creates items of market data for a set of market data IDs.
|
| MarketDataRequirements
Requirements for market data.
|
| MarketDataRequirements.Meta
The meta-bean for
MarketDataRequirements. |
| MarketDataRequirementsBuilder
Mutable builder for creating instances of
MarketDataRequirements. |
| ObservableDataProvider
A provider of observable market data.
|
| PerturbationMapping
Contains a market data perturbation and a filter that decides what market data it applies to.
|
| PerturbationMapping.Builder
The bean-builder for
PerturbationMapping. |
| PerturbationMapping.Meta
The meta-bean for
PerturbationMapping. |
| ScenarioDefinition
A scenario definition defines how to create multiple sets of market data for running calculations over
a set of scenarios.
|
| ScenarioDefinition.Builder
The bean-builder for
ScenarioDefinition. |
| ScenarioDefinition.Meta
The meta-bean for
ScenarioDefinition. |
| TimeSeriesProvider
A provider of time-series.
|
| Class and Description |
|---|
| MarketDataRequirements
Requirements for market data.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.