| 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 |
|---|---|
CalculationParameters |
Column.getParameters()
Gets the calculation parameters that apply to this column, used to control the how the calculation is performed.
|
CalculationParameters |
CalculationRules.getParameters()
Gets the calculation parameters, used to control the how the calculation is performed.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<CalculationParameters> |
Column.Meta.parameters()
The meta-property for the
parameters property. |
org.joda.beans.MetaProperty<CalculationParameters> |
CalculationRules.Meta.parameters()
The meta-property for the
parameters property. |
| Modifier and Type | Method and Description |
|---|---|
Column |
Column.combineWithDefaults(ReportingCurrency reportingCurrency,
CalculationParameters defaultParameters)
Combines the parameters with another reporting currency and set of 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,
ReportingCurrency reportingCurrency,
CalculationParameters parameters)
Obtains an instance specifying the functions, reporting currency and additional parameters.
|
Column.Builder |
Column.Builder.parameters(CalculationParameters parameters)
Sets the calculation parameters that apply to this column, used to control the how the calculation is performed.
|
| Modifier and Type | Method and Description |
|---|---|
CalculationParameters |
CalculationParameters.combinedWith(CalculationParameters other)
Combines this set of parameters with the specified set.
|
static CalculationParameters |
CalculationParameters.empty()
Obtains an empty instance with no parameters.
|
CalculationParameters |
CalculationParameters.filter(CalculationTarget target,
Measure measure)
Filters the parameters, matching only those that are applicable for the target and measure.
|
CalculationParameters |
CalculationTask.getParameters()
Gets the additional parameters.
|
static CalculationParameters |
CalculationParameters.of(CalculationParameter... parameters)
Obtains an instance from the specified parameters.
|
static CalculationParameters |
CalculationParameters.of(List<? extends 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.
|
CalculationParameters |
CalculationParameters.without(Class<? extends CalculationParameter> type)
Filters the parameters, returning a set without the specified type.
|
| Modifier and Type | Method and Description |
|---|---|
Class<CalculationParameters> |
CalculationParametersId.getMarketDataType() |
static org.joda.beans.TypedMetaBean<CalculationParameters> |
CalculationParameters.meta()
The meta-bean for
CalculationParameters. |
org.joda.beans.TypedMetaBean<CalculationParameters> |
CalculationParameters.metaBean() |
| Modifier and Type | Method and Description |
|---|---|
R |
DerivedCalculationFunction.calculate(T target,
Map<Measure,Object> requiredMeasures,
CalculationParameters parameters,
ScenarioMarketData marketData,
ReferenceData refData)
Calculates the measure.
|
Map<Measure,Result<?>> |
CalculationFunction.calculate(T target,
Set<Measure> measures,
CalculationParameters parameters,
ScenarioMarketData marketData,
ReferenceData refData)
Calculates values of multiple measures for the target using multiple sets of market data.
|
CalculationParameters |
CalculationParameters.combinedWith(CalculationParameters other)
Combines this set of parameters with the specified set.
|
static CalculationTask |
CalculationTask.of(CalculationTarget target,
CalculationFunction<? extends CalculationTarget> function,
CalculationParameters parameters,
List<CalculationTaskCell> cells)
Obtains an instance that will calculate the specified cells.
|
FunctionRequirements |
DerivedCalculationFunction.requirements(T target,
CalculationParameters parameters,
ReferenceData refData)
Returns requirements for the market data required by this function to calculate its measure.
|
FunctionRequirements |
AbstractDerivedCalculationFunction.requirements(T target,
CalculationParameters parameters,
ReferenceData refData) |
FunctionRequirements |
CalculationFunction.requirements(T target,
Set<Measure> measures,
CalculationParameters parameters,
ReferenceData refData)
Determines the market data required by this function to perform its calculations.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.