| Package | Description |
|---|---|
| com.opengamma.strata.calc |
Calculates risk measures on trades, applies scenarios and manages market data.
|
| com.opengamma.strata.calc.runner |
The calculation runner.
|
| Modifier and Type | Method and Description |
|---|---|
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.
|
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 | Class and Description |
|---|---|
class |
AggregatingCalculationListener<T>
Superclass for mutable calculation listeners that collect the results of individual calculations and
create a single aggregate result when the calculations are complete.
|
class |
ResultsListener
Calculation listener that receives the results of individual calculations and builds a set of
Results. |
| Modifier and Type | Method and Description |
|---|---|
void |
CalculationTaskRunner.calculateAsync(CalculationTasks tasks,
MarketData marketData,
ReferenceData refData,
CalculationListener listener)
Performs calculations asynchronously for a single set of market data,
invoking a listener as each calculation completes.
|
void |
CalculationTaskRunner.calculateMultiScenarioAsync(CalculationTasks tasks,
ScenarioMarketData marketData,
ReferenceData refData,
CalculationListener listener)
Performs calculations asynchronously for multiple scenarios, each with a different set of market data,
invoking a listener as each calculation completes.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.