| 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.
|
| Class and Description |
|---|
| CalculationRules
A set of rules that define how the calculation runner should perform calculations.
|
| CalculationRules.Meta
The meta-bean for
CalculationRules. |
| CalculationRunner
Component that provides the ability to perform calculations on multiple targets, measures and scenarios.
|
| Column
Defines a column in a set of calculation results.
|
| Column.Builder
The bean-builder for
Column. |
| Column.Meta
The meta-bean for
Column. |
| ColumnHeader
Provides access to the column name and measure in the grid of results.
|
| ColumnHeader.Meta
The meta-bean for
ColumnHeader. |
| ColumnName
The name of a column in the grid of calculation results.
|
| ImmutableMeasure
The default, immutable implementation of
Measure. |
| ImmutableMeasure.Meta
The meta-bean for
ImmutableMeasure. |
| Measure
Identifies a measure that can be produced by the system.
|
| ReportingCurrency
The reporting currency.
|
| ReportingCurrency.Meta
The meta-bean for
ReportingCurrency. |
| ReportingCurrencyType
The available types of reporting currency.
|
| Results
Calculation results of performing calculations for a set of targets and columns.
|
| Results.Meta
The meta-bean for
Results. |
| Class and Description |
|---|
| CalculationRules
A set of rules that define how the calculation runner should perform calculations.
|
| Column
Defines a column in a set of calculation results.
|
| Class and Description |
|---|
| CalculationRules
A set of rules that define how the calculation runner should perform calculations.
|
| Column
Defines a column in a set of calculation results.
|
| Measure
Identifies a measure that can be produced by the system.
|
| ReportingCurrency
The reporting currency.
|
| Results
Calculation results of performing calculations for a set of targets and columns.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.