Package com.opengamma.strata.market.param

Market data based on parameters.

See: Description

Interface Summary

Interface	Description
DatedParameterMetadata	Parameter metadata that specifies a date.
ParameterizedData	An abstraction of market data in terms of a number of arbitrary double parameters.
ParameterMetadata	Information about a single parameter.
ParameterPerturbation	A function interface that allows a single parameter to be perturbed.
TenoredParameterMetadata	Parameter metadata that specifies a tenor.

Class Summary

Class	Description
CrossGammaParameterSensitivities	The second order parameter sensitivity for parameterized market data.
CrossGammaParameterSensitivities.Meta	The meta-bean for CrossGammaParameterSensitivities.
CrossGammaParameterSensitivity	The second order parameter sensitivity for parameterized market data.
CrossGammaParameterSensitivity.Meta	The meta-bean for CrossGammaParameterSensitivity.
CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.
CurrencyParameterSensitivities.Meta	The meta-bean for CurrencyParameterSensitivities.
CurrencyParameterSensitivitiesBuilder	Builder for CurrencyParameterSensitivities.
CurrencyParameterSensitivity	Currency-based parameter sensitivity for parameterized market data, such as a curve.
CurrencyParameterSensitivity.Builder	The bean-builder for CurrencyParameterSensitivity.
CurrencyParameterSensitivity.Meta	The meta-bean for CurrencyParameterSensitivity.
LabelDateParameterMetadata	Parameter metadata based on a date and label.
LabelDateParameterMetadata.Meta	The meta-bean for LabelDateParameterMetadata.
LabelParameterMetadata	Parameter metadata based on a label.
LabelParameterMetadata.Meta	The meta-bean for LabelParameterMetadata.
ParameterizedDataCombiner	Helper that can be used to combine two or more underlying instances of ParameterizedData.
ParameterSize	The market data name and the associated number of parameters.
ParameterSize.Meta	The meta-bean for ParameterSize.
PointShifts	A perturbation that applies different shifts to specific points in a parameterized data.
PointShifts.Meta	The meta-bean for PointShifts.
PointShiftsBuilder	Mutable builder for building instances of PointShifts.
ResolvedTradeParameterMetadata	Parameter metadata based on a resolved trade and label.
ResolvedTradeParameterMetadata.Builder	The bean-builder for ResolvedTradeParameterMetadata.
ResolvedTradeParameterMetadata.Meta	The meta-bean for ResolvedTradeParameterMetadata.
TenorDateParameterMetadata	Parameter metadata based on a date and tenor.
TenorDateParameterMetadata.Meta	The meta-bean for TenorDateParameterMetadata.
TenorParameterMetadata	Parameter metadata based on a tenor.
TenorParameterMetadata.Meta	The meta-bean for TenorParameterMetadata.
TenorTenorParameterMetadata	Parameter metadata based on an expiry tenor, an underlying tenor and their respective year fractions.
TenorTenorParameterMetadata.Meta	The meta-bean for TenorTenorParameterMetadata.
TenorTenorStrikeParameterMetadata	Parameter metadata based on an expiry tenor, an underlying tenor and strike value.
TenorTenorStrikeParameterMetadata.Meta	The meta-bean for TenorTenorStrikeParameterMetadata.
UnitParameterSensitivities	Unit parameter sensitivity for parameterized market data, such as curves.
UnitParameterSensitivities.Meta	The meta-bean for UnitParameterSensitivities.
UnitParameterSensitivity	Unit parameter sensitivity for parameterized market data, such as a curve.
UnitParameterSensitivity.Meta	The meta-bean for UnitParameterSensitivity.
YearMonthDateParameterMetadata	Parameter metadata based on a date and year-month.
YearMonthDateParameterMetadata.Meta	The meta-bean for YearMonthDateParameterMetadata.

Package com.opengamma.strata.market.param Description

Market data based on parameters.

Parameters are the fundamental abstraction for market data. They allow the data to be expressed and manipulated without directly specifying the form.

For example, a curve is typically formed from a number of curve nodes which describe the shape of the curve. Each curve node is considered to be a parameter.