| 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 |
|---|---|
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,
Currency reportingCurrency,
CalculationParameter... parameters)
Obtains an instance specifying the functions, reporting currency and additional parameters.
|
static Column |
Column.of(Measure measure,
CalculationParameter... parameters)
Obtains an instance that will calculate the specified measure, defining additional parameters.
|
static Column |
Column.of(Measure measure,
Currency currency,
CalculationParameter... parameters)
Obtains an instance that will calculate the specified measure, converting to the specified currency,
defining additional parameters.
|
static Column |
Column.of(Measure measure,
String columnName,
CalculationParameter... parameters)
Obtains an instance that will calculate the specified measure, defining the column name and parameters.
|
static Column |
Column.of(Measure measure,
String columnName,
Currency currency,
CalculationParameter... parameters)
Obtains an instance that will calculate the specified measure, converting to the specified currency,
defining the column name and parameters.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
FxRateLookup
The lookup that provides access to FX rates in market data.
|
| Modifier and Type | Method and Description |
|---|---|
<T extends CalculationParameter> |
CalculationParameters.findParameter(Class<T> type)
Finds the parameter that matches the specified query type.
|
<T extends CalculationParameter> |
CalculationParameters.getParameter(Class<T> type)
Returns the parameter that matches the specified query type throwing an exception if not available.
|
| Modifier and Type | Method and Description |
|---|---|
default Optional<CalculationParameter> |
CalculationParameter.filter(CalculationTarget target,
Measure measure)
Filters this parameter to the specified target and measure.
|
ImmutableMap<Class<? extends CalculationParameter>,CalculationParameter> |
CalculationParameters.getParameters()
Gets the parameters, keyed by query type.
|
ImmutableMap<Class<? extends CalculationParameter>,CalculationParameter> |
CalculationParameters.getParameters()
Gets the parameters, keyed by query type.
|
default Class<? extends CalculationParameter> |
FxRateLookup.queryType() |
default Class<? extends CalculationParameter> |
CalculationParameter.queryType()
Gets the type that the parameter will be queried by.
|
| Modifier and Type | Method and Description |
|---|---|
static CalculationParameters |
CalculationParameters.of(CalculationParameter... parameters)
Obtains an instance from the specified parameters.
|
CalculationParameters |
CalculationParameters.with(CalculationParameter parameter)
Returns a copy of this instance with the specified parameter added.
|
| Modifier and Type | Method and Description |
|---|---|
static CalculationParameters |
CalculationParameters.of(List<? extends CalculationParameter> parameters)
Obtains an instance from the specified parameters.
|
CalculationParameters |
CalculationParameters.without(Class<? extends CalculationParameter> type)
Filters the parameters, returning a set without the specified type.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.