| Package | Description |
|---|---|
| com.opengamma.strata.market.explain |
Support for explaining results.
|
| Modifier and Type | Field and Description |
|---|---|
static ExplainKey<DayCount> |
ExplainKey.ACCRUAL_DAY_COUNT
The day count used to calculate the year fraction.
|
static ExplainKey<Integer> |
ExplainKey.ACCRUAL_DAYS
The number of accrual days between the start and end dates.
|
static ExplainKey<List<ExplainMap>> |
ExplainKey.ACCRUAL_PERIODS
The list of accrual periods.
|
static ExplainKey<Double> |
ExplainKey.ACCRUAL_YEAR_FRACTION
The year fraction between the start and end dates.
|
static ExplainKey<Double> |
ExplainKey.COMBINED_RATE
The combined rate, including weighting.
|
static ExplainKey<Boolean> |
ExplainKey.COMPLETED
The flag to indicate that the period has completed.
|
static ExplainKey<CompoundingMethod> |
ExplainKey.COMPOUNDING
The method of compounding.
|
static ExplainKey<Double> |
ExplainKey.CONVEXITY_ADJUSTED_RATE
The convexity adjusted rate.
|
static ExplainKey<Integer> |
ExplainKey.DAYS
The actual number of days between the start and end dates.
|
static ExplainKey<Double> |
ExplainKey.DISCOUNT_FACTOR
The discount factor, typically derived from a curve.
|
static ExplainKey<LocalDate> |
ExplainKey.END_DATE
The accrual end date, adjusted to be a valid business day if necessary.
|
static ExplainKey<Integer> |
ExplainKey.ENTRY_INDEX
The index of this entry within the parent.
|
static ExplainKey<String> |
ExplainKey.ENTRY_TYPE
The type of this entry.
|
static ExplainKey<Double> |
ExplainKey.FIXED_RATE
The fixed rate, as defined in the contract.
|
static ExplainKey<LocalDate> |
ExplainKey.FIXING_DATE
The fixing date.
|
static ExplainKey<CurrencyAmount> |
ExplainKey.FORECAST_VALUE
The forecast value.
|
static ExplainKey<Double> |
ExplainKey.FORWARD_RATE
The forward rate.
|
static ExplainKey<LocalDate> |
ExplainKey.FORWARD_RATE_END_DATE
The end date used to calculate the forward rate.
|
static ExplainKey<LocalDate> |
ExplainKey.FORWARD_RATE_START_DATE
The start date used to calculate the forward rate.
|
static ExplainKey<Boolean> |
ExplainKey.FROM_FIXING_SERIES
The flag to indicate that the that the observed value is from a fixing time-series.
|
static ExplainKey<Double> |
ExplainKey.GEARING
The gearing, that the rate is multiplied by.
|
static ExplainKey<Index> |
ExplainKey.INDEX
The observed index, such as an Ibor or Overnight index.
|
static ExplainKey<Double> |
ExplainKey.INDEX_VALUE
The observed index value, typically derived from a curve.
|
static ExplainKey<String> |
ExplainKey.LEG_TYPE
An indication of the pay-off formula that applies to the leg.
|
static ExplainKey<List<ExplainMap>> |
ExplainKey.LEGS
The list of legs.
|
static ExplainKey<CurrencyAmount> |
ExplainKey.NOTIONAL
The effective notional, which may be converted from the contract notional in the case of FX reset.
|
static ExplainKey<List<ExplainMap>> |
ExplainKey.OBSERVATIONS
The list of rate observations.
|
static ExplainKey<Double> |
ExplainKey.PAY_OFF_RATE
The pay-off rate, which includes adjustments like weighting, spread and gearing.
|
static ExplainKey<PayReceive> |
ExplainKey.PAY_RECEIVE
Whether the entry is being paid or received.
|
static ExplainKey<Currency> |
ExplainKey.PAYMENT_CURRENCY
The currency of the payment.
|
static ExplainKey<LocalDate> |
ExplainKey.PAYMENT_DATE
The payment date, adjusted to be a valid business day if necessary.
|
static ExplainKey<List<ExplainMap>> |
ExplainKey.PAYMENT_EVENTS
The list of payment events.
|
static ExplainKey<List<ExplainMap>> |
ExplainKey.PAYMENT_PERIODS
The list of payment periods.
|
static ExplainKey<CurrencyAmount> |
ExplainKey.PRESENT_VALUE
The present value.
|
static ExplainKey<List<ExplainMap>> |
ExplainKey.RESET_PERIODS
The list of reset periods.
|
static ExplainKey<Double> |
ExplainKey.SPREAD
The spread, added to the forward rate.
|
static ExplainKey<LocalDate> |
ExplainKey.START_DATE
The accrual start date, adjusted to be a valid business day if necessary.
|
static ExplainKey<Double> |
ExplainKey.STRIKE_VALUE
The strike value.
|
static ExplainKey<CurrencyAmount> |
ExplainKey.TRADE_NOTIONAL
The notional, as defined in the trade.
|
static ExplainKey<LocalDate> |
ExplainKey.UNADJUSTED_END_DATE
The accrual end date, before any business day adjustment.
|
static ExplainKey<LocalDate> |
ExplainKey.UNADJUSTED_PAYMENT_DATE
The payment date, before any business day adjustment.
|
static ExplainKey<LocalDate> |
ExplainKey.UNADJUSTED_START_DATE
The accrual start date, before any business day adjustment.
|
static ExplainKey<Double> |
ExplainKey.UNIT_AMOUNT
The unit amount.
|
static ExplainKey<Double> |
ExplainKey.WEIGHT
The weight of this observation.
|
| Modifier and Type | Method and Description |
|---|---|
static <R> ExplainKey<R> |
ExplainKey.of(String name)
Obtains an instance from the specified name.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableMap<ExplainKey<?>,Object> |
ExplainMap.getMap()
Gets the map of explanatory values.
|
org.joda.beans.MetaProperty<ImmutableMap<ExplainKey<?>,Object>> |
ExplainMap.Meta.map()
The meta-property for the
map property. |
| Modifier and Type | Method and Description |
|---|---|
<R extends List<?>> |
ExplainMapBuilder.addListEntry(ExplainKey<R> key,
Consumer<ExplainMapBuilder> consumer)
Adds a list entry using a consumer callback function.
|
<R extends List<?>> |
ExplainMapBuilder.addListEntryWithIndex(ExplainKey<R> key,
Consumer<ExplainMapBuilder> consumer)
Adds a list entry using a consumer callback function, including the list index.
|
<R extends List<?>> |
ExplainMapBuilder.closeListEntry(ExplainKey<R> key)
Closes the currently open list.
|
<R> Optional<R> |
ExplainMap.get(ExplainKey<R> key)
Gets a value by key.
|
<R extends List<?>> |
ExplainMapBuilder.openListEntry(ExplainKey<R> key)
Opens a list entry to be populated.
|
<R> ExplainMapBuilder |
ExplainMapBuilder.put(ExplainKey<R> key,
R value)
Puts a single value into the map.
|
| Modifier and Type | Method and Description |
|---|---|
static ExplainMap |
ExplainMap.of(Map<ExplainKey<?>,Object> map)
Creates an instance from a populated map.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.