| Interface | Description |
|---|---|
| CalculationFunction<T extends CalculationTarget> |
Primary interface for all calculation functions that calculate measures.
|
| CalculationFunctions |
The calculation functions.
|
| CalculationListener |
Listener that is notified when calculations are performed by a
CalculationRunner. |
| CalculationParameter |
The base interface for calculation parameters.
|
| CalculationTaskRunner |
Component that provides the ability to run calculation tasks.
|
| DerivedCalculationFunction<T extends CalculationTarget,R> |
A derived calculation function calculates one measure using the measures calculated by another function.
|
| FxRateLookup |
The lookup that provides access to FX rates in market data.
|
| Class | Description |
|---|---|
| AbstractDerivedCalculationFunction<T extends CalculationTarget,R> |
Abstract derived calculation function with fields for the target type, measure and required measures.
|
| 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.
|
| CalculationParameters |
The calculation parameters.
|
| CalculationParametersId |
An identifier used to access calculation parameters by name.
|
| CalculationResult |
The result of a single calculation.
|
| CalculationResults |
A set of related calculation results for a single calculation target.
|
| CalculationTask |
A single task that will be used to perform a calculation.
|
| CalculationTaskCell |
A single cell within a calculation task.
|
| CalculationTasks |
The tasks that will be used to perform the calculations.
|
| FunctionRequirements |
Specifies the market data required for a function to perform a calculation.
|
| FunctionRequirements.Builder |
The bean-builder for
FunctionRequirements. |
| FunctionRequirements.Meta |
The meta-bean for
FunctionRequirements. |
| FunctionUtils |
Static utility methods useful when writing calculation functions.
|
| ResultsListener |
Calculation listener that receives the results of individual calculations and builds a set of
Results. |
This package includes the implementation of the calculation runner, which allows
a grid of results to be calculated for a list of trades and columns.
The primary classes for interacting with the calculation runner are in the
com.opengamma.strata.calc package.
The calculations are performed by implementations of
CalculationFunction.
Each calculation may be customized and controlled by an implementation of
CalculationParameter.
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.