| Package | Description |
|---|---|
| com.opengamma.strata.pricer |
Calculators for financial instruments.
|
| com.opengamma.strata.pricer.payment |
Calculators for payment instruments.
|
| com.opengamma.strata.pricer.rate |
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
|
| Modifier and Type | Method and Description |
|---|---|
CashFlows |
DiscountingPaymentPricer.cashFlows(Payment payment,
BaseProvider provider)
Calculates the future cash flow of the payment.
|
MultiCurrencyAmount |
DiscountingPaymentPricer.currencyExposure(Payment payment,
BaseProvider provider)
Calculates the currency exposure.
|
CurrencyAmount |
DiscountingPaymentPricer.currentCash(Payment payment,
BaseProvider provider)
Calculates the current cash.
|
ExplainMap |
DiscountingPaymentPricer.explainPresentValue(Payment payment,
BaseProvider provider)
Explains the present value of the payment.
|
CurrencyAmount |
DiscountingPaymentPricer.forecastValue(Payment payment,
BaseProvider provider)
Computes the forecast value of the payment.
|
double |
DiscountingPaymentPricer.forecastValueAmount(Payment payment,
BaseProvider provider)
Computes the forecast value of the payment.
|
CurrencyAmount |
DiscountingPaymentPricer.presentValue(Payment payment,
BaseProvider provider)
Computes the present value of the payment by discounting.
|
double |
DiscountingPaymentPricer.presentValueAmount(Payment payment,
BaseProvider provider)
Computes the present value of the payment by discounting.
|
PointSensitivityBuilder |
DiscountingPaymentPricer.presentValueSensitivity(Payment payment,
BaseProvider provider)
Compute the present value curve sensitivity of the payment.
|
| Modifier and Type | Method and Description |
|---|---|
CashFlows |
DiscountingBulletPaymentTradePricer.cashFlows(ResolvedBulletPaymentTrade trade,
BaseProvider provider)
Calculates the future cash flow of the bullet payment trade.
|
CurrencyAmount |
DiscountingBulletPaymentTradePricer.currencyExposure(ResolvedBulletPaymentTrade trade,
BaseProvider provider)
Calculates the currency exposure of the bullet payment trade.
|
CurrencyAmount |
DiscountingBulletPaymentTradePricer.currentCash(ResolvedBulletPaymentTrade trade,
BaseProvider provider)
Calculates the current cash of the bullet payment trade.
|
ExplainMap |
DiscountingBulletPaymentTradePricer.explainPresentValue(ResolvedBulletPaymentTrade trade,
BaseProvider provider)
Explains the present value of the bullet payment product.
|
CurrencyAmount |
DiscountingBulletPaymentTradePricer.presentValue(ResolvedBulletPaymentTrade trade,
BaseProvider provider)
Calculates the present value of the bullet payment trade.
|
PointSensitivities |
DiscountingBulletPaymentTradePricer.presentValueSensitivity(ResolvedBulletPaymentTrade trade,
BaseProvider provider)
Calculates the present value sensitivity of the bullet payment trade.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
RatesProvider
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableRatesProvider
The default immutable rates provider, used to calculate analytic measures.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.