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Project: Strata
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Strata-master
NOTICE.txt
.github
contributing.md
ogbot.yml
issue_template.md
src
main
javadoc
overview.html
assembly
dist.xml
.circleci
codesigning.asc.gpg
config.yml
maven-settings.xml
examples
src
main
resources
example-historicalscenario-marketdata
historical-fixings
usd-libor-6m.csv
usd-libor-3m.csv
curves
settings.csv
groups.csv
all-curves.csv
example-portfolios
swap-portfolio.xml
term-deposit-portfolio.xml
security-portfolio.xml
fra-portfolio.xml
dsf-portfolio.xml
stir-future-portfolio.xml
fx-portfolio.xml
example-reports
fx-report-template.ini
security-report-template.ini
swap-report-template2.ini
term-deposit-report-template.ini
cds-report-template.ini
stir-future-report-template.ini
all-cashflow-report-template.ini
fra-report-template.ini
swap-report-template.ini
dsf-report-template.ini
example-marketdata
historical-fixings
quotes
quotes.csv
curves
2014-01-22.csv
settings.csv
groups.csv
2009-07-31.csv
credit
2014-10-16
singleName.creditCurves.csv
index.creditCurves.csv
singleName.staticData.csv
index.staticData.csv
cds.yieldCurves.csv
2014-01-22
singleName.creditCurves.csv
index.creditCurves.csv
singleName.staticData.csv
index.staticData.csv
cds.yieldCurves.csv
example-calibration
quotes
quotes-20160229-eur.csv
MARKET-QUOTES-GBP-20160801.csv
quotes-ccp2.csv
quotes.csv
quotes-xccy.csv
quotes-eur.csv
fx-rates-xccy.csv
curves
GBP-DSCONOIS-L6MIRS
GBP-DSCONOIS-L6MIRS-settings.csv
GBP-DSCONOIS-L6MIRS-nodes.csv
GBP-DSCONOIS-L6MIRS-group.csv
GBP-DSCONOIS-L6MIRS-FRTB
GBP-DSCONOIS-L6MIRS-FRTB-group.csv
GBP-DSCONOIS-L6MIRS-FRTB-dq-settings.csv
GBP-DSCONOIS-L6MIRS-FRTB-nodes.csv
GBP-DSCONOIS-L6MIRS-FRTB-linear-settings.csv
GBP-DSCONOIS-L6MIRS-FRTB-ncs-settings.csv
EUR-DSCONOIS-E3BS-E6IRS-group.csv
calibrations-xccy.csv
calibrations-ffs.csv
groups-eur.csv
settings-eur.csv
settings.csv
groups.csv
groups-xccy.csv
calibrations-eur.csv
settings-fwd.csv
EUR-DSCONOIS-E3BS-E6IRS-settings.csv
calibrations-ccp2.csv
EUR-DSCONOIS-E3BS-E6IRS-nodes.csv
settings-usd-cpi.csv
groups-ccp2.csv
calibrations.csv
settings-xccy.csv
calibrations-cpi.csv
settings-ccp2.csv
fixings
us-cpi-u.csv
java
com
opengamma
strata
examples
blog
multicurve1
CalibrationPV01Example.java
CalibrationPVPerformanceExample.java
multicurve2
CalibrationInterpolationExample.java
DsfPricingExample.java
FxPricingExample.java
report
TradeListParameterConverter.java
ReportRunnerTool.java
JodaBeanParameterConverter.java
ReportOutputFormatParameterConverter.java
package-info.java
ReportTemplateParameterConverter.java
LocalDateParameterConverter.java
MarketDataRootValidator.java
TradeList.java
TermDepositPricingExample.java
GenericSecurityPricingExample.java
marketdata
JarMarketDataBuilder.java
ExampleData.java
ExampleMarketData.java
package-info.java
DirectoryMarketDataBuilder.java
credit
markit
package-info.java
MarkitRedCode.java
ExampleMarketDataBuilder.java
gui
ScheduleGui.java
package-info.java
package-info.java
data
export
ExportUtils.java
FraPricingExample.java
StirFuturePricingExample.java
SwapPricingExample.java
finance
CalibrationEur3CheckExample.java
SwapPricingCcpExample.java
CalibrationUsdCpiExample.java
CurveScenarioExample.java
CalibrationCheckExample.java
SabrSwaptionCubeCalibrationExample.java
CalibrationSimpleForwardCheckExample.java
CalibrationXCcyCheckExample.java
SwapPricingWithCalibrationExample.java
package-info.java
SwapTradeExample.java
HistoricalScenarioExample.java
SabrSwaptionCubePvRiskExample.java
CalibrationUsdFfsExample.java
SwaptionCubeData.java
test
resources
test-marketdata with spaces
historical-fixings
fixings-1.csv
goldencopy
swap-report.txt
example-reports
swap-report-regression-test-template.ini
test-marketdata-complete
historical-fixings
fixings-1.csv
fixings-2.csv
curves
curves-1.csv
settings.csv
groups.csv
curves-3.csv
curves-2.csv
test-marketdata-additional
historical-fixings
fixings-1-and-2.csv
curves
settings-invalid-day-count.csv
groups-invalid-curve-type.csv
curves-invalid-duplicate-points.csv
settings-invalid-right-extrapolator.csv
groups-invalid-reference-index.csv
curves-1-and-2.csv
settings-invalid-interpolator.csv
settings-invalid-value-type.csv
settings-invalid-missing-column.csv
settings-invalid-left-extrapolator.csv
java
com
opengamma
strata
examples
ExamplesTest.java
marketdata
ExampleMarketDataBuilderTest.java
regression
TradeReportRegressionTestUtils.java
SwapReportRegressionTest.java
.gitignore
BlogsTest.java
assembly
report-tool-dist.xml
pom.xml
README.md
pom.xml
RELEASE.md
README.md
.mergify.yml
.gitignore
LICENSE.txt
modules
measure
src
main
resources
META-INF
com
opengamma
strata
config
base2
Measure.ini
java
com
opengamma
strata
measure
security
GenericSecurityTradeCalculationFunction.java
SecurityMeasureCalculations.java
SecurityPositionCalculationFunction.java
package-info.java
GenericSecurityPositionCalculationFunction.java
SecurityTradeCalculationFunction.java
rate
RatesCurveInputsMarketDataFunction.java
RatesScenarioMarketData.java
RatesMarketDataLookup.java
DefaultLookupRatesProvider.java
RatesMarketData.java
DefaultRatesMarketDataLookup.java
DefaultRatesMarketData.java
package-info.java
DefaultRatesScenarioMarketData.java
RatesCurveGroupMarketDataFunction.java
dsf
DsfTradeCalculationFunction.java
DsfTradeCalculations.java
package-info.java
DsfMeasureCalculations.java
ValuationZoneTimeDefinition.java
index
DefaultIborFutureOptionScenarioMarketData.java
IborFutureOptionMarketData.java
IborFutureOptionMeasureCalculations.java
DefaultIborFutureOptionMarketDataLookup.java
IborFutureOptionScenarioMarketData.java
IborFutureOptionTradeCalculations.java
OvernightFutureMeasureCalculations.java
IborFutureTradeCalculations.java
package-info.java
OvernightFutureTradeCalculations.java
IborFutureOptionTradeCalculationFunction.java
OvernightFutureTradeCalculationFunction.java
IborFutureTradeCalculationFunction.java
DefaultIborFutureOptionMarketData.java
IborFutureOptionMarketDataLookup.java
IborFutureMeasureCalculations.java
capfloor
IborCapFloorMarketDataLookup.java
IborCapFloorMeasureCalculations.java
IborCapFloorTradeCalculationFunction.java
package-info.java
IborCapFloorMarketData.java
IborCapFloorTradeCalculations.java
DefaultIborCapFloorMarketDataLookup.java
DefaultIborCapFloorMarketData.java
IborCapFloorScenarioMarketData.java
DefaultIborCapFloorScenarioMarketData.java
bond
DefaultBondFutureOptionMarketDataLookup.java
BondFutureOptionTradeCalculationFunction.java
LegalEntityDiscountingScenarioMarketData.java
DefaultBondFutureOptionMarketData.java
CapitalIndexedBondMeasureCalculations.java
LegalEntityDiscountingMarketData.java
CapitalIndexedBondTradeCalculationFunction.java
DefaultBondFutureOptionScenarioMarketData.java
BillTradeCalculationFunction.java
BondFutureTradeCalculations.java
FixedCouponBondTradeCalculations.java
LegalEntityDiscountingMarketDataLookup.java
BondFutureTradeCalculationFunction.java
FixedCouponBondMeasureCalculations.java
DefaultLookupLegalEntityDiscountingProvider.java
BondFutureOptionMeasureCalculations.java
BondFutureOptionTradeCalculations.java
package-info.java
FixedCouponBondTradeCalculationFunction.java
BillMeasureCalculations.java
BillTradeCalculations.java
DefaultLegalEntityDiscountingMarketDataLookup.java
DefaultLegalEntityDiscountingMarketData.java
DefaultLegalEntityDiscountingScenarioMarketData.java
BondFutureOptionMarketDataLookup.java
BondFutureOptionMarketData.java
BondFutureMeasureCalculations.java
CapitalIndexedBondTradeCalculations.java
BondFutureOptionScenarioMarketData.java
calc
TargetTypeCalculationParameter.java
TradeCounterpartyCalculationParameter.java
package-info.java
fra
FraMeasureCalculations.java
package-info.java
FraTradeCalculations.java
FraTradeCalculationFunction.java
swaption
DefaultSwaptionScenarioMarketData.java
SwaptionMarketData.java
SwaptionTradeCalculationFunction.java
SwaptionMarketDataLookup.java
DefaultSwaptionMarketDataLookup.java
SwaptionScenarioMarketData.java
DefaultSwaptionMarketData.java
SwaptionTradeCalculations.java
SwaptionMeasureCalculations.java
package-info.java
swap
SwapTradeCalculations.java
SwapMeasureCalculations.java
SwapTradeCalculationFunction.java
package-info.java
StandardMeasures.java
fx
FxRateMarketDataFunction.java
FxSwapTradeCalculationFunction.java
FxSwapTradeCalculations.java
FxRateConfig.java
FxSingleMeasureCalculations.java
FxNdfTradeCalculations.java
FxNdfTradeCalculationFunction.java
FxSingleTradeCalculations.java
FxSingleTradeCalculationFunction.java
package-info.java
FxNdfMeasureCalculations.java
FxSwapMeasureCalculations.java
package-info.java
AdvancedMeasures.java
payment
BulletPaymentTradeCalculationFunction.java
package-info.java
BulletPaymentTradeCalculations.java
BulletPaymentMeasureCalculations.java
cms
CmsSabrExtrapolationParams.java
CmsMeasureCalculations.java
CmsTradeCalculationFunction.java
package-info.java
CmsTradeCalculations.java
fxopt
FxOptionVolatilitiesDefinition.java
FxSingleBarrierOptionTradeCalculationFunction.java
FxSingleBarrierOptionMeasureCalculations.java
DefaultFxOptionMarketData.java
FxSingleBarrierOptionTradeCalculations.java
FxOptionVolatilitiesMarketDataFunction.java
DefaultFxOptionScenarioMarketData.java
FxVanillaOptionMeasureCalculations.java
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.java
FxOptionVolatilitiesSpecification.java
FxOptionVolatilitiesNode.java
FxOptionMarketData.java
package-info.java
DefaultFxOptionMarketDataLookup.java
FxVanillaOptionMethod.java
FxVanillaOptionTradeCalculations.java
BlackFxOptionSmileVolatilitiesSpecification.java
FxSingleBarrierOptionMethod.java
FxOptionMarketDataLookup.java
FxOptionScenarioMarketData.java
FxVanillaOptionTradeCalculationFunction.java
StandardComponents.java
credit
CreditRatesMarketDataLookup.java
DefaultCreditRatesMarketDataLookup.java
CreditRatesScenarioMarketData.java
CreditMeasures.java
CdsIndexTradeCalculationFunction.java
package-info.java
DefaultLookupCreditRatesProvider.java
StandardCreditMeasures.java
DefaultCreditRatesScenarioMarketData.java
CdsMeasureCalculations.java
DefaultCreditRatesMarketData.java
CreditRatesMarketData.java
CdsIndexMeasureCalculations.java
CdsTradeCalculationFunction.java
curve
CurveMarketDataFunction.java
package-info.java
RootFinderConfig.java
deposit
TermDepositTradeCalculationFunction.java
TermDepositTradeCalculations.java
TermDepositMeasureCalculations.java
package-info.java
Measures.java
test
java
com
opengamma
strata
measure
security
SecurityTradeCalculationFunctionTest.java
GenericSecurityTradeCalculationFunctionTest.java
SecurityPositionCalculationFunctionTest.java
GenericSecurityPositionCalculationFunctionTest.java
StandardComponentsTest.java
rate
CurveEndToEndTest.java
DefaultRatesMarketDataLookupTest.java
RatesCurveInputsMarketDataFunctionTest.java
RatesMarketDataLookupTest.java
HistoricIndicesTest.java
CurveTestUtils.java
RatesCurveGroupMarketDataFunctionTest.java
dsf
DsfTradeCalculationFunctionTest.java
DsfTradeCalculationsTest.java
index
IborFutureTradeCalculationsTest.java
OvernightFutureTradeCalculationsTest.java
IborFutureTradeCalculationFunctionTest.java
OvernightFutureTradeCalculationFunctionTest.java
IborFutureOptionTradeCalculationFunctionTest.java
IborFutureOptionMarketDataLookupTest.java
capfloor
IborCapFloorTradeCalculationFunctionTest.java
IborCapFloorMarketDataLookupTest.java
IborCapFloorTradeCalculationsTest.java
AdvancedMeasuresTest.java
bond
BillTradeCalculationsTest.java
FixedCouponBondTradeCalculationFunctionTest.java
BillTradeCalculationFunctionTest.java
CapitalIndexedBondTradeCalculationsTest.java
BondFutureTradeCalculationFunctionTest.java
BondFutureTradeCalculationsTest.java
LegalEntityDiscountingMarketDataLookupTest.java
FixedCouponBondTradeCalculationsTest.java
CapitalIndexedBondTradeCalculationFunctionTest.java
BondFutureOptionTradeCalculationFunctionTest.java
BondFutureOptionMarketDataLookupTest.java
calc
TargetTypeCalculationParameterTest.java
TradeCounterpartyCalculationParameterTest.java
fra
FraTradeCalculationsTest.java
FraTradeCalculationFunctionTest.java
swaption
SwaptionTradeCalculationFunctionTest.java
SwaptionMarketDataLookupTest.java
SwaptionTradeCalculationsTest.java
swap
SwapTradeCalculationsTest.java
SwapPricingTest.java
SwapTradeCalculationFunctionTest.java
SwapMeasureCalculationsTest.java
fx
FxRateMarketDataFunctionTest.java
FxNdfTradeCalculationsTest.java
FxSwapTradeCalculationsTest.java
FxNdfTradeCalculationFunctionTest.java
FxRateConfigTest.java
FxSingleTradeCalculationFunctionTest.java
FxSwapTradeCalculationFunctionTest.java
FxSingleTradeCalculationsTest.java
payment
BulletPaymentTradeCalculationFunctionTest.java
BulletPaymentTradeCalculationsTest.java
ValuationZoneTimeDefinitionTest.java
MeasuresTest.java
cms
CmsTradeCalculationFunctionTest.java
CmsTradeCalculationsTest.java
CmsSabrExtrapolationParamsTest.java
fxopt
FxVanillaOptionMethodTest.java
BlackFxOptionSmileVolatilitiesSpecificationTest.java
FxOptionVolatilitiesDefinitionTest.java
FxOptionVolatilitiesMarketDataFunctionTest.java
FxSingleBarrierOptionTradeCalculationsTest.java
FxVanillaOptionTradeCalculationsTest.java
FxSingleBarrierOptionTradeCalculationFunctionTest.java
FxSingleBarrierOptionMethodTest.java
FxOptionVolatilitiesNodeTest.java
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecificationTest.java
FxOptionMarketDataLookupTest.java
FxVanillaOptionTradeCalculationFunctionTest.java
credit
CreditRatesMarketDataLookupTest.java
CdsIndexTradeCalculationFunctionTest.java
CreditDataSet.java
CdsTradeCalculationFunctionTest.java
curve
TestMarketDataMap.java
CurveMarketDataFunctionTest.java
CurveParallelShiftsUsageTest.java
deposit
TermDepositTradeCalculationFunctionTest.java
TermDepositTradeCalculationsTest.java
pom.xml
README.md
report
src
main
java
com
opengamma
strata
report
ReportTemplateIniLoader.java
ReportRequirements.java
ReportRunner.java
ReportCalculationResults.java
ReportTemplate.java
MasterReportTemplateIniLoader.java
package-info.java
framework
format
ReportFormatter.java
ValueFormatters.java
UnsupportedValueFormatter.java
DoubleValueFormatter.java
ToStringValueFormatter.java
DoubleArrayValueFormatter.java
ReportOutputFormat.java
ValueFormatter.java
CurrencyAmountValueFormatter.java
AdjustableDateValueFormatter.java
package-info.java
FormatSettings.java
FormatCategory.java
CurrencyParameterSensitivityValueFormatter.java
FormatSettingsProvider.java
expression
ValuePathEvaluator.java
EvaluationResult.java
MapTokenEvaluator.java
PositionTokenEvaluator.java
ResultsRow.java
ValueRootType.java
SecurityTokenEvaluator.java
CurrencyParameterSensitivitiesTokenEvaluator.java
IterableTokenEvaluator.java
package-info.java
RootEvaluator.java
TokenEvaluator.java
BeanTokenEvaluator.java
CurrencyParameterSensitivityTokenEvaluator.java
TradeTokenEvaluator.java
CurrencyAmountTokenEvaluator.java
Report.java
cashflow
CashFlowReportFormatter.java
CashFlowReport.java
package-info.java
CashFlowReportTemplateIniLoader.java
CashFlowReportRunner.java
CashFlowReportTemplate.java
trade
TradeReportColumn.java
TradeReportRunner.java
TradeReportFormatter.java
TradeReportTemplate.java
TradeReport.java
package-info.java
TradeReportTemplateIniLoader.java
test
resources
trade-report-test-ignore-failures.ini
trade-report-test-simple.ini
trade-report-test-path.ini
java
com
opengamma
strata
report
ReportRequirementsTest.java
framework
format
CurrencyParameterSensitivityValueFormatterTest.java
AdjustableDateValueFormatterTest.java
FormatSettingsProviderTest.java
DoubleArrayValueFormatterTest.java
expression
CurrencyParameterSensitivitiesTokenEvaluatorTest.java
TradeTokenEvaluatorTest.java
BeanTokenEvaluatorTest.java
ValuePathEvaluatorTest.java
SecurityTokenEvaluatorTest.java
PositionTokenEvaluatorTest.java
trade
TradeReportTemplateIniLoaderTest.java
TradeReportFormatterTest.java
ReportCalculationResultsTest.java
pom.xml
README.md
pom.xml
calc
src
main
resources
META-INF
com
opengamma
strata
config
base
Measure.ini
org
joda
convert
Renamed.ini
java
com
opengamma
strata
calc
ColumnHeader.java
CalculationRunner.java
ImmutableMeasure.java
marketdata
MarketDataRequirements.java
IdFilter.java
DefaultMarketDataFactory.java
MarketDataRequirementsBuilder.java
EmptyTimeSeriesProvider.java
SingleTypeMarketDataConfig.java
NameFilter.java
ScenarioDefinition.java
NoTimeSeriesProvider.java
DependencyTreeBuilder.java
IdTypeFilter.java
ObservableDataProvider.java
package-info.java
MarketDataFilter.java
BuiltScenarioMarketData.java
TimeSeriesProvider.java
BuiltScenarioMarketDataBuilder.java
MarketDataFactory.java
MarketDataConfigBuilder.java
MarketDataFunction.java
MarketDataNode.java
PerturbationMapping.java
BuiltMarketData.java
MarketDataConfig.java
Measure.java
runner
CalculationParametersId.java
CalculationResults.java
DerivedCalculationFunction.java
CalculationTasks.java
DerivedCalculationFunctions.java
CalculationResult.java
ResultsListener.java
FunctionRequirements.java
MatrixFxRateLookup.java
CompositeCalculationFunctions.java
CalculationTask.java
CalculationParameter.java
FxRateLookup.java
CalculationTaskCell.java
CalculationFunctions.java
DefaultFxRateLookup.java
CalculationFunction.java
MissingConfigCalculationFunction.java
CalculationTaskRunner.java
package-info.java
FunctionUtils.java
CalculationListener.java
UnresolvableTargetCalculationFunction.java
AggregatingCalculationListener.java
AbstractDerivedCalculationFunction.java
UnresolvableTarget.java
CalculationParameters.java
LookupScenarioFxRateProvider.java
DefaultCalculationFunctions.java
DefaultCalculationTaskRunner.java
ListenerWrapper.java
DerivedCalculationFunctionWrapper.java
MeasureHelper.java
ReportingCurrency.java
package-info.java
ReportingCurrencyType.java
Column.java
ColumnName.java
Results.java
CalculationRules.java
DefaultCalculationRunner.java
test
java
com
opengamma
strata
calc
DefaultCalculationRunnerTest.java
CalculationRulesTest.java
MeasureTest.java
ColumnHeaderTest.java
marketdata
TestingName.java
BuiltMarketDataTest.java
MarketDataFilterTest.java
BuiltScenarioMarketDataTest.java
TestId.java
ScenarioDefinitionTest.java
TestSimpleId.java
DefaultMarketDataFactoryTest.java
TestingNamedId.java
MarketDataNodeTest.java
TestObservableId.java
SingleTypeMarketDataConfigTest.java
runner
FxRateLookupTest.java
DerivedCalculationFunctionsTest.java
TestParameter2.java
CalculationTasksTest.java
DefaultCalculationFunctionsTest.java
CalculationTaskCellTest.java
CalculationTaskTest.java
CalculationFunctionsTest.java
CompositeCalculationFunctionsTest.java
CalculationParametersTest.java
TestInterfaceParameter.java
TestParameter.java
CalculationResultsTest.java
FunctionUtilsTest.java
CalculationParametersIdTest.java
DefaultCalculationTaskRunnerTest.java
ListenerWrapperTest.java
CalculationResultTest.java
DerivedCalculationFunctionTest.java
ColumnTest.java
ColumnNameTest.java
TestingMeasures.java
ResultsTest.java
ReportingCurrencyTest.java
ImmutableMeasureTest.java
pom.xml
README.md
product
src
main
resources
META-INF
com
opengamma
strata
config
base
SwapIndex.ini
CdsConvention.ini
FraConvention.ini
IborIborSwapConvention.ini
FixedOvernightSwapConvention.ini
ThreeLegBasisSwapConvention.ini
TermDepositConvention.ini
FixedInflationSwapConvention.ini
IsdaYieldCurveConvention.ini
OvernightIborSwapConvention.ini
IborFixingDepositConvention.ini
SwapIndexData.csv
FxSwapConvention.ini
XCcyIborIborSwapConvention.ini
FixedIborSwapConvention.ini
IborFutureConvention.ini
base1
Index.ini
org
joda
beans
JodaBeans.ini
convert
Renamed.ini
java
com
opengamma
strata
product
TradeInfo.java
ResolvableSecurityPosition.java
rate
FixedOvernightCompoundedAnnualRateComputation.java
IborInterpolatedRateComputation.java
OvernightRateComputation.java
InflationEndMonthRateComputation.java
FixedRateComputation.java
IborAveragedRateComputation.java
OvernightAveragedRateComputation.java
IborRateComputation.java
package-info.java
OvernightCompoundedAnnualRateComputation.java
InflationMonthlyRateComputation.java
InflationInterpolatedRateComputation.java
OvernightCompoundedRateComputation.java
IborAveragedFixing.java
RateComputation.java
InflationEndInterpolatedRateComputation.java
OvernightAveragedDailyRateComputation.java
Product.java
SecuritizedProduct.java
etd
EtdType.java
EtdOptionType.java
EtdIdUtils.java
EtdPosition.java
EtdContractCode.java
EtdExpiryType.java
EtdContractGroupCode.java
EtdOptionTrade.java
EtdSecurity.java
EtdSettlementType.java
EtdContractGroupId.java
EtdFuturePosition.java
EtdContractSpecBuilder.java
package-info.java
EtdContractSpecId.java
EtdVariant.java
EtdFutureTrade.java
EtdOptionPosition.java
EtdOptionSecurity.java
EtdFutureSecurity.java
EtdContractSpec.java
ProductType.java
dsf
Dsf.java
DsfTrade.java
package-info.java
ResolvedDsfTrade.java
ResolvedDsf.java
DsfSecurity.java
DsfPosition.java
index
ResolvedIborFutureTrade.java
IborFuture.java
RateIndexSecurity.java
OvernightFutureTrade.java
ResolvedIborFutureOption.java
OvernightFuturePosition.java
ResolvedOvernightFuture.java
type
ImmutableIborFutureConvention.java
IborFutureConvention.java
package-info.java
RelativeIborFutureTemplate.java
IborFutureTemplate.java
IborFutureConventions.java
StandardIborFutureConventions.java
AbsoluteIborFutureTemplate.java
IborFutureOptionSecurity.java
package-info.java
IborFuturePosition.java
IborFutureSecurity.java
IborFutureOptionPosition.java
ResolvedOvernightFutureTrade.java
OvernightFuture.java
ResolvedIborFutureOptionTrade.java
IborFutureOptionTrade.java
OvernightFutureSecurity.java
ResolvedIborFuture.java
IborFutureTrade.java
IborFutureOption.java
SecurityTrade.java
capfloor
ResolvedIborCapFloor.java
IborCapletFloorletPeriod.java
ResolvedIborCapFloorTrade.java
ResolvedIborCapFloorLeg.java
IborCapFloorLeg.java
IborCapFloor.java
IborCapFloorTrade.java
package-info.java
PortfolioItemInfoBuilder.java
ResolvedTrade.java
Trade.java
AttributeType.java
PositionInfoBuilder.java
SimpleLegalEntity.java
SecurityPosition.java
bond
BondFutureOptionSecurity.java
ResolvedFixedCouponBondSettlement.java
ResolvedBillTrade.java
ResolvedBondFutureOption.java
BondPaymentPeriod.java
BillSecurity.java
CapitalIndexedBondYieldConvention.java
KnownAmountBondPaymentPeriod.java
FixedCouponBondPaymentPeriod.java
BillPosition.java
BondFutureOption.java
ResolvedCapitalIndexedBond.java
CapitalIndexedBondTrade.java
FixedCouponBondSecurity.java
CapitalIndexedBondPosition.java
CapitalIndexedBondPaymentPeriod.java
BondFutureOptionPosition.java
BillTrade.java
ResolvedFixedCouponBond.java
CapitalIndexedBond.java
BillYieldConvention.java
ResolvedBondFutureOptionTrade.java
ResolvedCapitalIndexedBondTrade.java
package-info.java
ResolvedBondFutureTrade.java
BondFuturePosition.java
FixedCouponBondTrade.java
CapitalIndexedBondSecurity.java
ResolvedFixedCouponBondTrade.java
ResolvedBondFuture.java
BondFutureSecurity.java
FixedCouponBondPosition.java
Bill.java
BondFuture.java
LegalEntitySecurity.java
BondFutureOptionTrade.java
FixedCouponBond.java
ResolvedCapitalIndexedBondSettlement.java
FixedCouponBondYieldConvention.java
BondFutureTrade.java
ResolvedBill.java
Attributes.java
TradedPrice.java
PortfolioItemInfo.java
SecurityQuantity.java
fra
Fra.java
ResolvedFraTrade.java
FraDiscountingMethod.java
type
FraConvention.java
FraConventions.java
FraTemplate.java
package-info.java
ImmutableFraConvention.java
FraConventionLookup.java
package-info.java
ResolvedFra.java
FraTrade.java
swaption
Swaption.java
SwaptionSettlement.java
CashSwaptionSettlementMethod.java
SwaptionTrade.java
package-info.java
ResolvedSwaption.java
CashSwaptionSettlement.java
PhysicalSwaptionSettlement.java
ResolvedSwaptionTrade.java
LegalEntityId.java
GenericSecurity.java
TradeConvention.java
SecurityInfoBuilder.java
swap
FixedRateStubCalculation.java
SwapPaymentEvent.java
KnownAmountRateComputation.java
IborRateCalculation.java
OvernightRateCalculation.java
SwapLegType.java
SwapLeg.java
Swap.java
FxResetNotionalExchange.java
CompoundingMethod.java
NegativeRateMethod.java
SwapTrade.java
KnownAmountSwapPaymentPeriod.java
SwapIndices.java
ResolvedSwapTrade.java
IborRateResetMethod.java
NotionalExchange.java
ImmutableSwapIndex.java
KnownAmountSwapLeg.java
ResetSchedule.java
PriceIndexCalculationMethod.java
FxResetCalculation.java
IborRateStubCalculation.java
type
FixedIborSwapConvention.java
OvernightRateSwapLegConvention.java
FixedInflationSwapTemplate.java
FixedInflationSwapConvention.java
StandardXCcyIborIborSwapConventions.java
FixedIborSwapTemplate.java
ThreeLegBasisSwapTemplate.java
FixedInflationSwapConventions.java
ImmutableXCcyIborIborSwapConvention.java
XCcyIborIborSwapTemplate.java
ImmutableOvernightIborSwapConvention.java
ImmutableIborIborSwapConvention.java
FixedRateSwapLegConvention.java
ThreeLegBasisSwapConventions.java
ImmutableThreeLegBasisSwapConvention.java
ImmutableFixedIborSwapConvention.java
StandardOvernightIborSwapConventions.java
IborIborSwapConvention.java
FixedOvernightSwapTemplate.java
FixedOvernightSwapConvention.java
ThreeLegBasisSwapConvention.java
ImmutableFixedInflationSwapConvention.java
FixedIborSwapConventions.java
ImmutableFixedOvernightSwapConvention.java
StandardFixedIborSwapConventions.java
package-info.java
IborRateSwapLegConvention.java
StandardFixedInflationSwapConventions.java
FixedOvernightSwapConventions.java
StandardFixedOvernightSwapConventions.java
InflationRateSwapLegConvention.java
XCcyIborIborSwapConventions.java
StandardIborIborSwapConventions.java
OvernightIborSwapTemplate.java
IborIborSwapConventions.java
SingleCurrencySwapConvention.java
IborIborSwapTemplate.java
SwapLegConvention.java
StandardThreeLegBasisSwapConventions.java
OvernightIborSwapConventions.java
OvernightIborSwapConvention.java
XCcyIborIborSwapConvention.java
PaymentSchedule.java
RatePeriodSwapLeg.java
RateCalculation.java
FxReset.java
NotionalSchedule.java
ResolvedSwap.java
PaymentRelativeTo.java
FixedAccrualMethod.java
FxResetFixingRelativeTo.java
package-info.java
ResolvedSwapLeg.java
RatePaymentPeriod.java
SwapIndexCsvLookup.java
FixedRateCalculation.java
FutureValueNotional.java
SwapIndex.java
SwapPaymentPeriod.java
KnownAmountNotionalSwapPaymentPeriod.java
InflationRateCalculation.java
FixingRelativeTo.java
RateAccrualPeriod.java
NotionalPaymentPeriod.java
RateCalculationSwapLeg.java
ScheduledSwapLeg.java
OvernightAccrualMethod.java
GenericSecurityPosition.java
GenericSecurityTrade.java
common
SummarizerUtils.java
PayReceive.java
PutCall.java
BuySell.java
ExchangeId.java
package-info.java
CcpId.java
SettlementType.java
CcpIds.java
LongShort.java
ExchangeIds.java
SecurityPriceInfo.java
ResolvableSecurityTrade.java
SecuritizedProductPosition.java
ProductTrade.java
TradeTemplate.java
fx
ResolvedFxNdf.java
FxNdf.java
FxSwap.java
FxProduct.java
ResolvedFxSwap.java
ResolvedFxSwapTrade.java
FxSingle.java
type
StandardFxSwapConventions.java
FxSwapConvention.java
FxSwapTemplate.java
FxSwapConventions.java
package-info.java
ImmutableFxSwapConvention.java
FxSingleTrade.java
FxTrade.java
package-info.java
ResolvedFxSingleTrade.java
FxSingleDeserializer.java
FxSwapTrade.java
FxNdfTrade.java
ResolvedFxSingle.java
ResolvedFxNdfTrade.java
Position.java
package-info.java
PortfolioItem.java
payment
BulletPaymentTrade.java
BulletPayment.java
ResolvedBulletPaymentTrade.java
package-info.java
ResolvedBulletPayment.java
SimpleAttributes.java
ResolvedProduct.java
PortfolioItemType.java
ResolvableTrade.java
SecurityQuantityTrade.java
PortfolioItemSummary.java
cms
CmsTrade.java
CmsLeg.java
package-info.java
ResolvedCms.java
Cms.java
ResolvedCmsLeg.java
CmsPeriodType.java
CmsPeriod.java
ResolvedCmsTrade.java
option
Barrier.java
BarrierType.java
FutureOptionPremiumStyle.java
package-info.java
KnockType.java
SimpleConstantContinuousBarrier.java
ItemInfo.java
TradeInfoBuilder.java
SecuritizedProductPortfolioItem.java
PositionInfo.java
SecuritizedProductTrade.java
fxopt
FxSingleBarrierOptionTrade.java
ResolvedFxVanillaOption.java
ResolvedFxSingleBarrierOptionTrade.java
ResolvedFxVanillaOptionTrade.java
FxSingleBarrierOption.java
package-info.java
FxVanillaOption.java
ResolvedFxSingleBarrierOption.java
FxVanillaOptionTrade.java
LegalEntity.java
SecurityInfo.java
credit
CreditCouponPaymentPeriod.java
CdsIndexTrade.java
PaymentOnDefault.java
ProtectionStartOfDay.java
CdsIndex.java
type
CdsImmDateLogic.java
CdsConvention.java
DatesCdsTemplate.java
AccrualStart.java
TenorCdsTemplate.java
package-info.java
CdsQuoteConvention.java
ImmutableCdsConvention.java
CdsTemplate.java
CdsConventions.java
StandardCdsConventions.java
CdsCalibrationTrade.java
ResolvedCdsTrade.java
CdsIndexCalibrationTrade.java
package-info.java
CdsQuote.java
ResolvedCdsIndexTrade.java
ResolvedCds.java
Cds.java
CdsTrade.java
ResolvedCdsIndex.java
Security.java
deposit
TermDepositTrade.java
ResolvedIborFixingDeposit.java
ResolvedTermDepositTrade.java
IborFixingDeposit.java
IborFixingDepositTrade.java
type
ImmutableTermDepositConvention.java
IborFixingDepositConvention.java
IborFixingDepositConventions.java
IborFixingDepositTemplate.java
TermDepositConvention.java
TermDepositConventions.java
StandardTermDepositConventions.java
ImmutableIborFixingDepositConvention.java
package-info.java
IborFixingDepositConventionLookup.java
TermDepositTemplate.java
ResolvedIborFixingDepositTrade.java
package-info.java
TermDeposit.java
ResolvedTermDeposit.java
SecurityId.java
test
java
com
opengamma
strata
product
SecurityPriceInfoTest.java
rate
InflationMonthlyRateComputationTest.java
InflationEndMonthRateComputationTest.java
OvernightCompoundedAnnualRateComputationTest.java
OvernightAveragedDailyRateComputationTest.java
OvernightCompoundedRateComputationTest.java
FixedOvernightCompoundedAnnualRateComputationTest.java
OvernightAveragedRateComputationTest.java
FixedRateComputationTest.java
IborRateComputationTest.java
IborAveragedFixingTest.java
InflationEndInterpolatedRateComputationTest.java
IborAveragedRateComputationTest.java
IborInterpolatedRateComputationTest.java
InflationInterpolatedRateComputationTest.java
LegalEntityIdTest.java
etd
EtdContractCodeTest.java
EtdFutureTradeTest.java
EtdOptionSecurityTest.java
EtdContractSpecTest.java
EtdFuturePositionTest.java
EtdIdUtilsTest.java
EtdOptionTradeTest.java
EtdContractGroupIdTest.java
EtdTypeTest.java
EtdContractSpecIdTest.java
EtdOptionPositionTest.java
EtdOptionTypeTest.java
EtdStyleTypeTest.java
EtdSettlementTypeTest.java
EtdPositionTest.java
EtdContractGroupCodeTest.java
EtdVariantTest.java
EtdFutureSecurityTest.java
dsf
DsfPositionTest.java
ResolvedDsfTest.java
ResolvedDsfTradeTest.java
DsfTest.java
DsfSecurityTest.java
DsfTradeTest.java
ProductTypeTest.java
index
ResolvedIborFutureTest.java
IborFutureOptionTest.java
ResolvedIborFutureTradeTest.java
IborFutureOptionTradeTest.java
ResolvedIborFutureOptionTradeTest.java
IborFutureSecurityTest.java
IborFutureTradeTest.java
OvernightFutureTest.java
type
IborFutureConventionTest.java
AbsoluteIborFutureTemplateTest.java
RelativeIborFutureTemplateTest.java
ResolvedIborFutureOptionTest.java
OvernightFutureSecurityTest.java
OvernightFutureTradeTest.java
ResolvedOvernightFutureTradeTest.java
IborFuturePositionTest.java
OvernightFuturePositionTest.java
IborFutureTest.java
IborFutureOptionSecurityTest.java
IborFutureOptionPositionTest.java
ResolvedOvernightFutureTest.java
SimpleLegalEntityTest.java
capfloor
IborCapletFloorletPeriodTest.java
IborCapFloorTradeTest.java
ResolvedIborCapFloorTradeTest.java
ResolvedIborCapFloorLegTest.java
IborCapFloorLegTest.java
ResolvedIborCapFloorTest.java
IborCapFloorTest.java
SecurityIdTest.java
SimpleAttributesTest.java
bond
CapitalIndexedBondPositionTest.java
FixedCouponBondSecurityTest.java
ResolvedBillTradeTest.java
FixedCouponBondPositionTest.java
BondFutureOptionTest.java
BondFutureTradeTest.java
ResolvedBondFutureTest.java
BillSecurityTest.java
ResolvedBillTest.java
ResolvedFixedCouponBondTest.java
ResolvedCapitalIndexedBondTest.java
FixedCouponBondTradeTest.java
FixedCouponBondPaymentPeriodTest.java
BondFutureOptionPositionTest.java
BondFutureSecurityTest.java
BondFutureOptionTradeTest.java
ResolvedBondFutureOptionTest.java
CapitalIndexedBondSecurityTest.java
FixedCouponBondYieldConventionTest.java
CapitalIndexedBondTradeTest.java
FixedCouponBondTest.java
BillTradeTest.java
ResolvedBondFutureTradeTest.java
BillYieldConventionTest.java
BondFuturePositionTest.java
CapitalIndexedBondTest.java
CapitalIndexedBondPaymentPeriodTest.java
BillPositionTest.java
ResolvedBondFutureOptionTradeTest.java
BondFutureOptionSecurityTest.java
KnownAmountBondPaymentPeriodTest.java
CapitalIndexedBondYieldConventionTest.java
BondFutureTest.java
ResolvedCapitalIndexedBondTradeTest.java
ResolvedCapitalIndexedBondSettlementTest.java
ResolvedFixedCouponBondTradeTest.java
BillTest.java
ResolvedFixedCouponBondSettlementTest.java
fra
FraTest.java
FraDiscountingMethodTest.java
ResolvedFraTradeTest.java
ResolvedFraTest.java
type
FraTemplateTest.java
FraConventionTest.java
FraTradeTest.java
swaption
SwaptionTradeTest.java
PhysicalSwaptionSettlementTest.java
CashSwaptionSettlementTest.java
SwaptionTest.java
ResolvedSwaptionTest.java
ResolvedSwaptionTradeTest.java
SecurityTradeTest.java
swap
InflationRateCalculationTest.java
KnownAmountSwapLegTest.java
SwapIndexTest.java
SwapLegTypeTest.java
FixedRateCalculationTest.java
KnownAmountRateComputationTest.java
PaymentRelativeToTest.java
MockSwapLeg.java
IborRateResetMethodTest.java
NegativeRateMethodTest.java
FixingRelativeToTest.java
FutureValueNotionalTest.java
IborRateCalculationTest.java
FixedRateStubCalculationTest.java
RateCalculationSwapLegTest.java
FxResetNotionalExchangeTest.java
FxResetFixingRelativeToTest.java
ResolvedSwapTest.java
ResolvedSwapLegTest.java
RatePeriodSwapLegTest.java
OvernightAccrualMethodTest.java
type
FixedRateSwapLegConventionTest.java
FixedInflationSwapConventionTest.java
OvernightRateSwapLegConventionTest.java
IborIborSwapTemplateTest.java
FixedIborSwapConventionTest.java
ThreeLegBasisSwapTemplateTest.java
OvernightIborSwapTemplateTest.java
ThreeLegBasisSwapConventionTest.java
IborIborSwapConventionTest.java
FixedInflationSwapConventionsTest.java
ThreeLegBasisSwapConventionsTest.java
FixedOvernightSwapTemplateTest.java
IborRateSwapLegConventionTest.java
OvernightIborSwapConventionsTest.java
FixedOvernightSwapConventionTest.java
FixedIborSwapConventionsTest.java
OvernightIborSwapConventionTest.java
IborIborSwapConventionsTest.java
XCcyIborIborSwapConventionTest.java
InflationRateSwapLegConventionTest.java
XCcyIborIborSwapTemplateTest.java
FixedOvernightSwapConventionsTest.java
FixedIborSwapTemplateTest.java
XCcyIborIborSwapConventionsTest.java
FixedInflationSwapTemplateTest.java
FxResetTest.java
ResetScheduleTest.java
SwapTradeTest.java
OvernightRateCalculationTest.java
PaymentScheduleTest.java
PriceIndexCalculationMethodTest.java
NotionalExchangeTest.java
KnownAmountNotionalSwapPaymentPeriodTest.java
NotionalScheduleTest.java
CompoundingMethodTest.java
KnownAmountSwapPaymentPeriodTest.java
ResolvedSwapTradeTest.java
SwapTest.java
FxResetCalculationTest.java
RatePaymentPeriodTest.java
RateAccrualPeriodTest.java
IborRateStubCalculationTest.java
FixedAccrualMethodTest.java
common
LongShortTest.java
BuySellTest.java
ExchangeIdTest.java
PayReceiveTest.java
SettlementTypeTest.java
CcpIdTest.java
SummarizerUtilsTest.java
PutCallTest.java
PositionInfoTest.java
PortfolioItemInfoTest.java
TradeTest.java
GenericSecurityTradeTest.java
fx
FxSwapTradeTest.java
ResolvedFxSwapTest.java
FxSingleTest.java
ResolvedFxNdfTradeTest.java
ResolvedFxSingleTradeTest.java
type
ImmutableFxSwapConventionTest.java
FxSwapTemplateTest.java
FxSwapConventionsTest.java
ResolvedFxNdfTest.java
FxSingleTradeTest.java
ResolvedFxSingleTest.java
FxSwapTest.java
ResolvedFxSwapTradeTest.java
FxNdfTest.java
FxNdfTradeTest.java
SecurityPositionTest.java
AttributesTest.java
PortfolioItemTypeTest.java
payment
BulletPaymentTest.java
BulletPaymentTradeTest.java
ResolvedBulletPaymentTradeTest.java
ResolvedBulletPaymentTest.java
AttributeTypeTest.java
PortfolioItemSummaryTest.java
PositionTest.java
GenericSecurityPositionTest.java
GenericSecurityTest.java
cms
ResolvedCmsTest.java
CmsTest.java
ResolvedCmsTradeTest.java
CmsTradeTest.java
CmsPeriodTypeTest.java
CmsPeriodTest.java
ResolvedCmsLegTest.java
CmsLegTest.java
TradedPriceTest.java
option
FutureOptionPremiumStyleTest.java
KnockTypeTest.java
SimpleConstantContinuousBarrierTest.java
BarrierTypeTest.java
SecurityInfoTest.java
TradeInfoTest.java
fxopt
FxSingleBarrierOptionTradeTest.java
FxVanillaOptionTest.java
ResolvedFxSingleBarrierOptionTradeTest.java
FxVanillaOptionTradeTest.java
ResolvedFxVanillaOptionTest.java
ResolvedFxVanillaOptionTradeTest.java
FxSingleBarrierOptionTest.java
ResolvedFxSingleBarrierOptionTest.java
credit
ResolvedCdsIndexTradeTest.java
ResolvedCdsIndexTest.java
ResolvedCdsTest.java
CdsIndexTradeTest.java
CdsIndexTest.java
ResolvedCdsTradeTest.java
type
TenorCdsTemplateTest.java
DatesCdsTemplateTest.java
CdsImmDateLogicTest.java
CdsConventionsTest.java
CdsQuoteConventionTest.java
CdsConventionTest.java
AccrualStartTest.java
CreditCouponPaymentPeriodTest.java
CdsCalibrationTradeTest.java
CdsTradeTest.java
PaymentOnDefaultTest.java
CdsIndexCalibrationTradeTest.java
CdsTest.java
ProtectionStartOfDayTest.java
deposit
ResolvedIborFixingDepositTest.java
ResolvedTermDepositTradeTest.java
IborFixingDepositTest.java
ResolvedTermDepositTest.java
ResolvedIborFixingDepositTradeTest.java
type
IborFixingDepositConventionTest.java
TermDepositTemplateTest.java
IborFixingDepositTemplateTest.java
TermDepositConventionTest.java
IborFixingDepositTradeTest.java
TermDepositTest.java
TermDepositTradeTest.java
pom.xml
README.md
market
src
main
resources
META-INF
com
opengamma
strata
config
base
CurveInterpolator.ini
CurveExtrapolator.ini
org
joda
convert
Renamed.ini
java
com
opengamma
strata
market
observable
QuoteScenarioArray.java
Quote.java
LegalEntityInformation.java
IndexQuoteId.java
package-info.java
QuoteId.java
LegalEntityInformationId.java
QuoteScenarioArrayId.java
MarketDataView.java
explain
ExplainMapBuilder.java
ExplainKey.java
ExplainMap.java
package-info.java
ShiftType.java
ValueType.java
GenericDoubleShifts.java
package-info.java
FxRateShifts.java
param
LabelParameterMetadata.java
TenorParameterMetadata.java
CurrencyParameterSensitivity.java
CurrencyParameterSensitivities.java
EmptyParameterMetadata.java
YearMonthDateParameterMetadata.java
ParameterizedDataCombiner.java
ParameterMetadata.java
PointShifts.java
ParameterPerturbation.java
CrossGammaParameterSensitivity.java
CurrencyParameterSensitivitiesBuilder.java
ParameterizedData.java
DatedParameterMetadata.java
LabelDateParameterMetadata.java
PointShiftsBuilder.java
TenoredParameterMetadata.java
CrossGammaParameterSensitivities.java
package-info.java
ParameterSize.java
UnitParameterSensitivity.java
ResolvedTradeParameterMetadata.java
TenorDateParameterMetadata.java
CurrencyParameterSensitivityBuilder.java
UnitParameterSensitivities.java
TenorTenorParameterMetadata.java
surface
SimpleSurfaceParameterMetadata.java
Surfaces.java
SurfaceInfoType.java
InterpolatedNodalSurface.java
Surface.java
SurfaceName.java
DeformedSurface.java
DefaultSurfaceMetadataBuilder.java
package-info.java
ConstantSurface.java
SurfaceMetadata.java
DefaultSurfaceMetadata.java
interpolator
BoundSurfaceInterpolator.java
package-info.java
GridSurfaceInterpolator.java
SurfaceInterpolator.java
NodalSurface.java
model
SabrParameterType.java
package-info.java
MoneynessType.java
amount
CashFlows.java
LegAmount.java
package-info.java
CashFlow.java
SwapLegAmount.java
LegAmounts.java
option
DeltaStrike.java
MoneynessStrike.java
Strike.java
SimpleStrike.java
package-info.java
LogMoneynessStrike.java
StrikeType.java
sensitivity
PointSensitivity.java
PointSensitivityBuilder.java
CurveSensitivitiesBuilder.java
Sensitivities.java
CurveSensitivities.java
PointSensitivities.java
MutablePointSensitivities.java
package-info.java
NoPointSensitivity.java
CurveSensitivitiesType.java
curve
CurveGroup.java
Curves.java
IsdaCreditCurveDefinition.java
CombinedCurve.java
RatesCurveGroupDefinitionBuilder.java
CurveNodeDateOrder.java
ParameterizedFunctionalCurve.java
InterpolatedNodalCurveDefinition.java
ConstantNodalCurve.java
LegalEntityGroup.java
InflationNodalCurve.java
CurveNodeDateType.java
ParallelShiftedCurve.java
RepoGroup.java
CurveId.java
CurveNode.java
ParameterizedFunctionalCurveDefinition.java
CurveNodeDate.java
DepositIsdaCreditCurveNode.java
CurveParameterSize.java
RatesCurveGroup.java
CurveMetadata.java
node
OvernightIborSwapCurveNode.java
TermDepositCurveNode.java
ThreeLegBasisSwapCurveNode.java
IborFixingDepositCurveNode.java
FxSwapCurveNode.java
FixedIborSwapCurveNode.java
IborFutureCurveNode.java
XCcyIborIborSwapCurveNode.java
FixedInflationSwapCurveNode.java
package-info.java
CdsIndexIsdaCreditCurveNode.java
IborIborSwapCurveNode.java
CdsIsdaCreditCurveNode.java
FixedOvernightSwapCurveNode.java
FraCurveNode.java
Curve.java
InflationNodalCurveDefinition.java
ConstantCurve.java
CurveDefinition.java
package-info.java
CurveParallelShifts.java
NodalCurveDefinition.java
CurveInfoType.java
CurveGroupDefinition.java
RepoCurveInputsId.java
SimpleCurveParameterMetadata.java
RatesCurveGroupEntry.java
DefaultCurveMetadataBuilder.java
IsdaCreditCurveNode.java
AddFixedCurve.java
RatesCurveGroupDefinition.java
LegalEntityCurveGroupId.java
CurveName.java
DefaultCurveMetadata.java
RatesCurveInputsId.java
NodalCurve.java
SwapIsdaCreditCurveNode.java
interpolator
LinearCurveInterpolator.java
DiscountFactorQuadraticLeftZeroRateCurveExtrapolator.java
SquareLinearCurveInterpolator.java
InterpolatorCurveExtrapolator.java
ProductLinearCurveInterpolator.java
BoundCurveExtrapolator.java
CurveInterpolator.java
CurveExtrapolator.java
TimeSquareCurveInterpolator.java
NaturalCubicSplineCurveInterpolator.java
CurveInterpolators.java
DoubleQuadraticCurveInterpolator.java
ProductNaturalSplineCurveInterpolator.java
AbstractBoundCurveInterpolator.java
NaturalSplineCurveInterpolator.java
FlatCurveExtrapolator.java
ExceptionCurveExtrapolator.java
DiscountFactorLinearRightZeroRateCurveExtrapolator.java
package-info.java
ProductLinearCurveExtrapolator.java
ExponentialCurveExtrapolator.java
ProductNaturalSplineMonotoneCubicInterpolator.java
LogLinearCurveExtrapolator.java
PiecewiseCubicHermiteMonotonicityCurveInterpolator.java
NaturalSplineNonnegativityCubicCurveInterpolator.java
StandardCurveExtrapolators.java
CurveExtrapolators.java
LogNaturalSplineDiscountFactorCurveInterpolator.java
StandardCurveInterpolators.java
LogNaturalSplineMonotoneCubicInterpolator.java
LogLinearCurveInterpolator.java
StepUpperCurveInterpolator.java
LinearCurveExtrapolator.java
QuadraticLeftCurveExtrapolator.java
BoundCurveInterpolator.java
SeasonalityDefinition.java
CurveNodeClashAction.java
LegalEntityCurveGroup.java
JacobianCalibrationMatrix.java
CurveGroupName.java
RatesCurveInputs.java
IssuerCurveInputsId.java
InterpolatedNodalCurve.java
RatesCurveGroupId.java
test
java
com
opengamma
strata
market
ShiftTypeTest.java
observable
QuoteScenarioArrayIdTest.java
IndexQuoteIdTest.java
QuoteScenarioArrayTest.java
QuoteTest.java
QuoteIdTest.java
explain
ExplainKeyTest.java
ExplainMapTest.java
FxRateShiftsTest.java
ValueTypeTest.java
GenericDoubleShiftsTest.java
param
CrossGammaParameterSensitivitiesTest.java
ParameterizedDataCombinerTest.java
CrossGammaParameterSensitivityTest.java
CurrencyParameterSensitivitiesTest.java
LabelParameterMetadataTest.java
TenorDateParameterMetadataTest.java
CurrencyParameterSensitivityTest.java
LabelDateParameterMetadataTest.java
TestingParameterizedData.java
UnitParameterSensitivityTest.java
TestingParameterizedData2.java
ResolvedTradeParameterMetadataTest.java
TenorTenorParameterMetadataTest.java
ParameterSizeTest.java
ParameterizedDataTest.java
ParameterMetadataTest.java
YearMonthDateParameterMetadataTest.java
TenorParameterMetadataTest.java
PointShiftsTest.java
UnitParameterSensitivitiesTest.java
surface
DefaultSurfaceMetadataTest.java
SimpleSurfaceParameterMetadataTest.java
InterpolatedNodalSurfaceTest.java
DeformedSurfaceTest.java
SurfaceInfoTypeTest.java
SurfacesTest.java
SurfaceNameTest.java
ConstantSurfaceTest.java
SurfaceTest.java
interpolator
GridSurfaceInterpolatorTest.java
model
MoneynessTypeTest.java
SabrParameterTypeTest.java
amount
CashFlowsTest.java
SwapLegAmountTest.java
CashFlowTest.java
LegAmountsTest.java
option
MoneynessStrikeTest.java
DeltaStrikeTest.java
LogMoneynessStrikeTest.java
SimpleStrikeTest.java
sensitivity
NoPointSensitivityTest.java
PointSensitivitiesTest.java
CurveSensitivitiesTest.java
DummyPointSensitivity.java
MutablePointSensitivitiesTest.java
PointSensitivityBuilderTest.java
curve
CurveGroupNameTest.java
RatesCurveGroupDefinitionTest.java
CurveNameTest.java
IssuerCurveInputsIdTest.java
ConstantNodalCurveTest.java
LegalEntityCurveGroupTest.java
InterpolatedNodalCurveDefinitionTest.java
RepoCurveInputsIdTest.java
InflationNodalCurveTest.java
RatesCurveInputsIdTest.java
CurveNodeDateOrderTest.java
ConstantCurveTest.java
RatesCurveInputsTest.java
RatesCurveGroupEntryTest.java
CurveTest.java
AddFixedCurveTest.java
node
XCcyIborIborSwapCurveNodeTest.java
CdsIndexIsdaCreditCurveNodeTest.java
OvernightIborSwapCurveNodeTest.java
IsdaCreditCurveDefinitionTest.java
FixedIborSwapCurveNodeTest.java
IborFixingDepositCurveNodeTest.java
FixedOvernightSwapCurveNodeTest.java
FixedInflationSwapCurveNodeTest.java
FxSwapCurveNodeTest.java
SwapIsdaCreditCurveNodeTest.java
FraCurveNodeTest.java
IborIborSwapCurveNodeTest.java
CdsIsdaCreditCurveNodeTest.java
DepositIsdaCreditCurveNodeTest.java
TermDepositCurveNodeTest.java
IborFutureCurveNodeTest.java
ThreeLegBasisSwapCurveNodeTest.java
CombinedCurveTest.java
ParameterizedFunctionalCurveTest.java
DummyFraCurveNode.java
RatesCurveGroupTest.java
DummyFraTrade.java
CurveParallelShiftsTest.java
CurveParameterSizeTest.java
ParameterizedFunctionalCurveDefinitionTest.java
CurvesTest.java
RepoGroupTest.java
SimpleCurveParameterMetadataTest.java
LegalEntityGroupTest.java
CurveNodeClashActionTest.java
InterpolatedNodalCurveTest.java
JacobianCalibrationMatrixTest.java
ParallelShiftedCurveTest.java
InflationNodalCurveDefinitionTest.java
SeasonalityDefinitionTest.java
CurveNodeDateTest.java
DefaultCurveMetadataTest.java
interpolator
PiecewiseCubicHermiteMonotonicityCurveInterpolatorTest.java
ExceptionCurveExtrapolatorTest.java
ProductNaturalSplineMonotoneCubicInterpolatorTest.java
NaturalCubicSplineCurveInterpolatorTest.java
CurveExtrapolatorTest.java
LinearCurveInterpolatorTest.java
SquareLinearCurveInterpolatorTest.java
StepUpperCurveInterpolatorTest.java
CurveInterpolatorTest.java
ProductLinearCurveInterpolatorTest.java
LinearCurveExtrapolatorTest.java
TimeSquareCurveInterpolatorTest.java
DoubleQuadraticCurveInterpolatorTest.java
DiscountFactorLinearRightZeroRateCurveExtrapolatorTest.java
LogNaturalSplineDiscountFactorCurveInterpolatorTest.java
ProductNaturalSplineCurveInterpolatorTest.java
InterpolatorCurveExtrapolatorTest.java
NaturalSplineNonnegativityCubicCurveInterpolatorTest.java
ExponentialCurveExtrapolatorTest.java
DiscountFactorQuadraticLeftZeroRateCurveExtrapolatorTest.java
LogNaturalSplineMonotoneCubicTest.java
QuadraticLeftCurveExtrapolatorTest.java
LogLinearCurveInterpolatorTest.java
ProductLinearCurveExtrapolatorTest.java
NaturalSplineCurveInterpolatorTest.java
FlatCurveExtrapolatorTest.java
LogLinearCurveExtrapolatorTest.java
CurveIdTest.java
LegalEntityCurveGroupIdTest.java
CurveInfoTypeTest.java
RatesCurveGroupIdTest.java
pom.xml
README.md
data
src
main
java
com
opengamma
strata
data
FxMatrixId.java
ImmutableMarketDataBuilder.java
MarketData.java
MarketDataName.java
CombinedMarketData.java
MarketDataFxRateProvider.java
MarketDataId.java
FxRateId.java
package-info.java
ObservableId.java
ImmutableMarketData.java
ExtendedMarketData.java
ObservableSource.java
FieldName.java
scenario
ScenarioMarketData.java
ScenarioFxConvertible.java
ScenarioFxRateProvider.java
SingleScenarioMarketData.java
SingleScenarioArray.java
CurrencyScenarioArray.java
DefaultScenarioArray.java
CombinedScenarioMarketData.java
EmptyMarketDataBox.java
ScenarioPerturbation.java
MarketDataBox.java
DefaultScenarioFxRateProvider.java
ScenarioArray.java
SingleMarketDataBox.java
ExtendedScenarioMarketData.java
ScenarioMarketDataId.java
RepeatedScenarioMarketData.java
MultiCurrencyScenarioArray.java
package-info.java
FxRateScenarioArray.java
ImmutableScenarioMarketData.java
ScenarioMarketDataBox.java
ImmutableScenarioMarketDataBuilder.java
DoubleScenarioArray.java
NoOpScenarioPerturbation.java
MarketDataNotFoundException.java
NamedMarketDataId.java
test
java
com
opengamma
strata
data
TestingName.java
ExtendedMarketDataTest.java
MarketDataNameTest.java
MarketDataTest.java
FxMatrixIdTest.java
TestingNamedId.java
TestingObservableId.java
FieldNameTest.java
ObservableSourceTest.java
MarketDataFxRateProviderTest.java
CombinedMarketDataTest.java
TestingName2.java
scenario
MultiCurrencyScenarioArrayTest.java
ScenarioArrayTest.java
ScenarioFxRateProviderTest.java
DoubleScenarioArrayTest.java
FxRateScenarioArrayTest.java
RepeatedScenarioMarketDataTest.java
TestScenarioFxRateProvider.java
ExtendedScenarioMarketDataTest.java
DefaultScenarioArrayTest.java
ScenarioMarketDataBoxTest.java
SingleMarketDataBoxTest.java
CombinedScenarioMarketDataTest.java
CurrencyScenarioArrayTest.java
TestObservableId.java
SingleScenarioArrayTest.java
ScenarioPerturbationTest.java
ImmutableScenarioMarketDataBuilderTest.java
ScenarioMarketDataTest.java
FxRateIdTest.java
pom.xml
README.md
loader
src
main
resources
META-INF
com
opengamma
strata
config
base
FpmlParserPlugin.ini
java
com
opengamma
strata
loader
impl
fpml
CdsFpmlParserPlugin.java
FraFpmlParserPlugin.java
SwapFpmlParserPlugin.java
FxSingleLegFpmlParserPlugin.java
SwaptionFpmlParserPlugin.java
BulletPaymentFpmlParserPlugin.java
TermDepositFpmlParserPlugin.java
FxSwapFpmlParserPlugin.java
csv
FxSingleTradeCsvPlugin.java
LightweightCsvInfoImpl.java
TradeTypeCsvWriter.java
FixingSeriesCsvLoader.java
CsvLoaderUtils.java
LegalEntityRatesCurvesCsvLoader.java
TermDepositTradeCsvPlugin.java
PositionCsvInfoResolver.java
SecurityCsvPlugin.java
FraTradeCsvPlugin.java
LightweightPositionCsvInfoResolver.java
LoadedCurveNode.java
TradeCsvInfoSupplier.java
PositionCsvLoader.java
SensitivityCsvLoader.java
TradeCsvWriter.java
BulletPaymentTradeCsvPlugin.java
FullSwapTradeCsvPlugin.java
SensitivityCsvWriter.java
RatesCalibrationCsvLoader.java
FxVanillaOptionTradeCsvPlugin.java
SensitivityCsvInfoSupplier.java
package-info.java
LoadedCurveSettings.java
SwaptionTradeCsvPlugin.java
StandardCsvInfoImpl.java
TradeCsvLoader.java
SwapTradeCsvPlugin.java
QuotesCsvLoader.java
CdsTradeCsvPlugin.java
SensitivityCsvInfoResolver.java
RatesCurvesCsvLoader.java
RatesCurveGroupDefinitionCsvLoader.java
SeasonalityDefinitionCsvLoader.java
LoadedCurveKey.java
FxRatesCsvLoader.java
TradeCsvInfoResolver.java
FxSwapTradeCsvPlugin.java
fpml
FpmlDocumentParser.java
FpmlPartySelector.java
FpmlParseException.java
package-info.java
FpmlTradeInfoParserPlugin.java
FpmlParserPlugin.java
FpmlDocument.java
package-info.java
LoaderUtils.java
test
resources
com
opengamma
strata
loader
csv
settings-invalid-day-count.csv
legal-entity-curves-2-missing-repo.csv
sensitivity-standard-full.csv
fixings-1-and-2.csv
fixings-price2.csv
legal-entity-curves-2-missing-issuer.csv
fx-rates-1.csv
fx-rates-invalid-date.csv
groups-invalid-curve-type.csv
curves-invalid-duplicate-points.csv
sensitivity-grid-full.csv
fixings-price-invalid.csv
legal-entity-curves-2.csv
legal-entity-curves-1.csv
settings-invalid-right-extrapolator.csv
quotes-1.csv
sensitivity-list-full.csv
legal-entity-curves-1-duplicate-points.csv
legal-entity-settings-invalid-curve-type.csv
sensitivity-standard.csv
legal-entity-settings-invalid-interpolator.csv
trades.csv
fxtrades.csv
fxtrades2.csv
fx-rates-2.csv
legal-entity-settings-invalid-left-extrapolator.csv
fixings-price1.csv
groups-invalid-reference-index.csv
curves-1.csv
settings-empty.csv
positions.csv
fixings-1.csv
quotes-2.csv
sensitivity-grid.csv
curves-1-and-2.csv
legal-entity-settings-invalid-day-count.csv
settings.csv
trades-cpty.csv
fxtrades_legs_same_direction.csv
legal-entity-groups.csv
groups.csv
curves-3.csv
settings-invalid-interpolator.csv
quotes-invalid-duplicate.csv
legal-entity-settings-invalid-right-extrapolator.csv
calibration-1.csv
sensitivity-list.csv
fixings-2.csv
fx-rates-invalid-duplicate.csv
quotes-invalid-date.csv
legal-entity-settings.csv
legal-entity-groups-invalid-curve-type.csv
settings-invalid-value-type.csv
seasonality.csv
settings-invalid-missing-column.csv
fixings-invalid-date.csv
settings-invalid-left-extrapolator.csv
legal-entity-settings-missing-header.csv
calibration-invalid-type.csv
trades-cpty2.csv
curves-2.csv
fpml
cd-ex03-long-aussie-corp-fixreg.xml
cd-ex02-short-asia-corp-fixreg.xml
ird-ex06-xccy-swap.xml
ird-ibor-no-reset-dates.xml
ird-ex01-vanilla-swap.xml
cd-ex07-2003-long-euro-corp-fixreg.xml
bullet-payment-weird.xml
fx-ex07-non-deliverable-forward.xml
fx-ex04-fx-fwd-w-settlement.xml
ird-ex32-zero-coupon-swap.xml
ird-ex25-fxnotional-swap.xml
brl-future-value-notional.xml
cdindex-ex01-cdx.xml
ird-ex04-arrears-stepup-fee-swap.xml
ird-ex03-compound-swap.xml
fx-ex06-fx-fwd-w-splits.xml
ird-ex08-fra-namespace.xml
ird-ex08-fra-interpolated.xml
ird-ex08-fra-wrapper2.xml
ird-ex35-inverse-floater-inverse-vs-floating.xml
td-ex01-simple-term-deposit.xml
cd-ex15-long-emlatin-sov-fixreg.xml
inflation-swap-ex01-yoy.xml
ird-ex02-stub-amort-swap2.xml
ird-ex28-bullet-payments.xml
fx-ex05-fx-fwd-w-ssi.xml
ird-ex08-fra-wrapper-clearing-status.xml
cd-ex04-short-aussie-corp-fixreg.xml
ird-ex30-swap-comp-avg-relative-date.xml
cd-ex17-short-us-corp-portfolio-compression.xml
cd-ex13-long-asia-sov-fixreg.xml
ird-ex02-stub-amort-swap.xml
cd-ex10-long-us-corp-fixreg.xml
cd-ex08-2003-short-euro-corp-fixreg.xml
cd-ex16-short-us-corp-fixreg-recovery-factor.xml
cd-ex08-short-euro-corp-fixreg.xml
cd-ex02-2003-short-asia-corp-fixreg.xml
fx-ex01-fx-spot.xml
cd-ex05-long-emasia-corp-fixreg.xml
cd-ex09-long-euro-sov-fixreg.xml
ird-ex05-long-stub-swap.xml
cd-ex01-long-asia-corp-fixreg.xml
fx-ex02-spot-cross-w-side-rates.xml
ird-ex01-vanilla-swap-with-unsupported-element.xml
ird-ex07-ois-swap.xml
ird-ex10-euro-swaption-relative.xml
fx-ex08-fx-swap.xml
ird-ex08-fra.xml
cd-ex11-short-us-corp-fixreg.xml
cd-ex10-2003-long-us-corp-fixreg.xml
ird-ex26-fxnotional-swap-with-cfs.xml
cd-ex07-long-euro-corp-fixreg.xml
fx-ex03-fx-fwd-split-date.xml
cd-ex06-long-emeur-sov-fixreg.xml
fx-ex03-fx-fwd.xml
cd-ex14-long-emlatin-corp-fixreg.xml
cd-ex12-long-emasia-sov-fixreg.xml
cd-ex18-standard-north-american-corp.xml
ird-ex08-fra-wrapper1.xml
ird-ois-no-reset-dates.xml
cd-ex11-2003-short-us-corp-fixreg.xml
java
com
opengamma
strata
loader
csv
TradeCsvLoaderTest.java
RatesCalibrationCsvLoaderTest.java
SensitivityCsvWriterTest.java
LegalEntityRatesCurvesCsvLoaderTest.java
PositionCsvLoaderTest.java
QuotesCsvLoaderTest.java
FixingSeriesCsvLoaderTest.java
RatesCurveGroupDefinitionCsvLoaderTest.java
CsvLoaderUtilsTest.java
RatesCurvesCsvLoaderTest.java
SeasonalityDefinitionCsvLoaderTest.java
FxRatesCsvLoaderTest.java
SensitivityCsvLoaderTest.java
LoaderUtilsTest.java
fpml
FpmlPartySelectorTest.java
FpmlDocumentParserTest.java
pom.xml
README.md
collect
src
main
resources
com
opengamma
strata
collect
version.properties
java
com
opengamma
strata
collect
result
FailureItem.java
Result.java
Failure.java
FailureReason.java
ValueWithFailures.java
package-info.java
FailureItemsBuilder.java
FailureException.java
FailureItems.java
UncheckedReflectiveOperationException.java
function
CheckedBiPredicate.java
IntIntDoubleConsumer.java
CheckedRunnable.java
IntDoubleToDoubleFunction.java
CheckedFunction.java
CheckedPredicate.java
IntIntDoubleToDoubleFunction.java
CheckedBinaryOperator.java
DoubleTernaryOperator.java
IntIntDoublePredicate.java
CheckedBiConsumer.java
ObjDoubleFunction.java
ObjDoublePredicate.java
CheckedConsumer.java
TriConsumer.java
LongTernaryOperator.java
ObjLongPredicate.java
CheckedUnaryOperator.java
TriPredicate.java
IntLongConsumer.java
IntDoubleConsumer.java
ObjLongFunction.java
package-info.java
IntIntToDoubleFunction.java
IntLongToLongFunction.java
ObjIntFunction.java
IntDoublePredicate.java
ObjDoubleToDoubleFunction.java
CheckedBiFunction.java
ObjIntPredicate.java
TriFunction.java
IntIntConsumer.java
CheckedSupplier.java
IntTernaryOperator.java
Guavate.java
MapStream.java
timeseries
DenseLocalDateDoubleTimeSeries.java
LocalDateDoublePoint.java
LocalDateDoubleTimeSeriesBuilder.java
SparseLocalDateDoubleTimeSeries.java
package-info.java
LocalDateDoubleTimeSeries.java
array
IntArray.java
DoubleArray.java
DoubleMatrix.java
Matrix.java
package-info.java
LongArray.java
named
ExtendedEnum.java
CombinedExtendedEnum.java
NamedLookup.java
EnumNames.java
Named.java
package-info.java
NamedEnum.java
Unchecked.java
package-info.java
Messages.java
Version.java
TypedString.java
tuple
DoublesPair.java
Tuple.java
ObjDoublePair.java
ObjIntPair.java
package-info.java
Triple.java
IntDoublePair.java
LongDoublePair.java
Pair.java
io
PropertySet.java
PropertiesFile.java
AsciiTable.java
AsciiTableAlignment.java
ResourceLocator.java
IniFile.java
FileByteSource.java
XmlElement.java
CharSources.java
CsvIterator.java
CsvFile.java
UriByteSource.java
ResourceConfig.java
package-info.java
CsvRow.java
BeanByteSource.java
ZipDecryptInputStream.java
XmlFile.java
ZipUtils.java
ArrayByteSource.java
CsvOutput.java
SafeFiles.java
UnicodeBom.java
IniFileOutput.java
concurrent
CloseableExecutor.java
DoubleArrayMath.java
NumberFormatter.java
ArgChecker.java
test
resources
META-INF
com
opengamma
strata
config
application
TestChain5.ini
TestChain4.ini
TestChain2.ini
TestChain1.ini
base
SampleInvalid3.ini
SampleInvalid1.ini
TestFile.txt
SampleInvalid4.ini
TestChain3.ini
TestChain5.ini
TestChain4.ini
SampleOther.ini
SampleNamed.ini
SampleInvalid2.ini
TestChain2.ini
UberNamed.ini
SampleInvalid6.ini
TestChain1.ini
SampleInvalid5.ini
SampleInvalid7.ini
base1
TestChain5.ini
com
opengamma
strata
collect
io
TestFile.txt
utf16le.txt
java
com
opengamma
strata
collect
result
FailureItemTest.java
ResultTest.java
FailureItemsTest.java
FailureExceptionTest.java
ValueWithFailuresTest.java
FailureReasonTest.java
CollectProjectAssertions.java
MessagesTest.java
VersionTest.java
TestHelper.java
TestHelperTest.java
NumberFormatterTest.java
function
ObjIntPredicateTest.java
ObjDoubleFunctionTest.java
TriConsumerTest.java
ObjLongFunctionTest.java
TriPredicateTest.java
ObjIntFunctionTest.java
ObjLongPredicateTest.java
TriFunctionTest.java
ObjDoublePredicateTest.java
ObjDoubleToDoubleFunctionTest.java
SampleType.java
DoubleArrayMathTest.java
ResultAssert.java
timeseries
LocalDateDoubleTimeSeriesBuilderTest.java
LocalDateDoublePointTest.java
SparseLocalDateDoubleTimeSeriesTest.java
DenseLocalDateDoubleTimeSeriesTest.java
GuavateTest.java
array
DoubleMatrixTest.java
DoubleArrayTest.java
LongArrayTest.java
IntArrayTest.java
AssertRunnable.java
named
SampleNamedLookupFunction.java
CombinedExtendedEnumTest.java
SampleInvalid5.java
SampleNamedInstanceLookup2.java
SampleInvalid2LookupFunction.java
SampleNamed.java
SampleInvalid7.java
SampleInvalid1.java
SampleNamedInstanceLookup1.java
SampleNameds.java
MoreSampleNameds.java
OtherSampleNameds.java
NamedTest.java
SampleOther.java
ExtendedEnumTest.java
SampleInvalid2.java
UberNamed.java
EnumNamesTest.java
SampleInvalid6.java
SampleInvalid3.java
SampleInvalid4.java
TypedStringTest.java
ArgCheckerTest.java
SampleValidatedType.java
UncheckedTest.java
MapStreamTest.java
tuple
ObjIntPairTest.java
IntDoublePairTest.java
TripleTest.java
PairTest.java
LongDoublePairTest.java
ObjDoublePairTest.java
DoublesPairTest.java
io
ZipUtilsTest.java
XmlFileTest.java
CsvOutputTest.java
IniFileTest.java
IniFileOutputTest.java
ResourceLocatorTest.java
CsvIteratorTest.java
SafeFilesTest.java
UnicodeBomTest.java
FileByteSourceTest.java
ResourceConfigTest.java
UriByteSourceTest.java
AsciiTableTest.java
PropertiesFileTest.java
PropertySetTest.java
XmlElementTest.java
CsvRowTest.java
ArrayByteSourceTest.java
CharSourcesTest.java
CsvFileTest.java
concurrent
CloseableExecutorTest.java
pom.xml
README.md
README.md
math
src
main
java
com
opengamma
strata
math
impl
statistics
leastsquare
LeastSquareWithPenaltyResults.java
GeneralizedLeastSquareResults.java
LeastSquareResults.java
NonLinearLeastSquare.java
NonLinearLeastSquareWithPenalty.java
LeastSquareResultsWithTransform.java
GeneralizedLeastSquare.java
descriptive
PopulationStandardDeviationCalculator.java
SampleStandardDeviationCalculator.java
ExponentiallyWeightedInterpolationQuantileMethod.java
MeanCalculator.java
MidwayInterpolationQuantileMethod.java
InterpolationQuantileMethod.java
SampleSkewnessCalculator.java
PercentileCalculator.java
SampleVarianceCalculator.java
SampleInterpolationQuantileMethod.java
LognormalSkewnessFromVolatilityCalculator.java
LognormalFisherKurtosisFromVolatilityCalculator.java
QuantileCalculationMethod.java
QuantileResult.java
MedianCalculator.java
DiscreteQuantileMethod.java
SamplePlusOneInterpolationQuantileMethod.java
GeometricMeanCalculator.java
PopulationVarianceCalculator.java
NearestIndexQuantileMethod.java
IndexAboveQuantileMethod.java
SamplePlusOneNearestIndexQuantileMethod.java
SampleFisherKurtosisCalculator.java
ExcelInterpolationQuantileMethod.java
ModeCalculator.java
distribution
D1MACH.java
GeneralizedExtremeValueDistribution.java
ChiSquareDistribution.java
StudentTTwoTailedCriticalValueCalculator.java
DCSEVL.java
ProbabilityDistribution.java
StudentTDistribution.java
GeneralizedParetoDistribution.java
StudentTOneTailedCriticalValueCalculator.java
DERFC.java
NormalDistribution.java
NonCentralChiSquaredDistribution.java
INITDS.java
BivariateNormalDistribution.java
LaplaceDistribution.java
GammaDistribution.java
rootfinding
EigenvaluePolynomialRootFinder.java
RidderSingleRootFinder.java
BrentSingleRootFinder.java
LaguerrePolynomialRealRootFinder.java
SingleRootFinder.java
QuadraticRealRootFinder.java
newton
ShermanMorrisonVectorRootFinder.java
NewtonRootFinderMatrixUpdateFunction.java
InverseJacobianEstimateInitializationFunction.java
BaseNewtonVectorRootFinder.java
NewtonDefaultVectorRootFinder.java
BroydenVectorRootFinder.java
JacobianDirectionFunction.java
NewtonRootFinderMatrixInitializationFunction.java
ShermanMorrisonMatrixUpdateFunction.java
NewtonRootFinderDirectionFunction.java
JacobianEstimateInitializationFunction.java
InverseJacobianDirectionFunction.java
NewtonDefaultUpdateFunction.java
BroydenMatrixUpdateFunction.java
BracketRoot.java
CubicRootFinder.java
BisectionSingleRootFinder.java
RealSingleRootFinder.java
CubicRealRootFinder.java
Polynomial1DRootFinder.java
VectorRootFinder.java
NewtonRaphsonSingleRootFinder.java
function
PiecewisePolynomialFunction1D.java
DoublesVectorFunctionProvider.java
ParameterizedCurveVectorFunctionProvider.java
PiecewisePolynomialFunction2D.java
RealPolynomialFunction1D.java
VectorFunctionProvider.java
ConcatenatedVectorFunction.java
DoubleFunction1D.java
ParameterizedFunction.java
VectorFunction.java
ParameterizedCurve.java
special
InverseIncompleteGammaFunction.java
InverseIncompleteBetaFunction.java
HermitePolynomialFunction.java
LegendrePolynomialFunction.java
OrthogonalPolynomialFunctionGenerator.java
OrthonormalHermitePolynomialFunction.java
GammaFunction.java
NaturalLogGammaFunction.java
IncompleteGammaFunction.java
IncompleteBetaFunction.java
LaguerrePolynomialFunction.java
JacobiPolynomialFunction.java
TopHatFunction.java
ParameterizedSurface.java
ParameterizedCurveVectorFunction.java
PiecewisePolynomialWithSensitivityFunction1D.java
integration
GaussianQuadratureIntegrator1D.java
GaussJacobiQuadratureIntegrator1D.java
GaussJacobiWeightAndAbscissaFunction.java
GaussianQuadratureData.java
GaussLegendreWeightAndAbscissaFunction.java
GaussLegendreQuadratureIntegrator1D.java
ExtendedTrapezoidIntegrator1D.java
RungeKuttaIntegrator1D.java
SimpsonIntegrator1D.java
QuadratureWeightAndAbscissaFunction.java
IntegratorRepeated2D.java
RombergIntegrator1D.java
RealFunctionIntegrator1DFactory.java
Integrator.java
GaussLaguerreWeightAndAbscissaFunction.java
AdaptiveCompositeIntegrator1D.java
Integrator1D.java
GaussHermiteQuadratureIntegrator1D.java
Integrator2D.java
GaussLaguerreQuadratureIntegrator1D.java
GaussHermiteWeightAndAbscissaFunction.java
interpolation
LogNaturalSplineHelper.java
WeightingFunction.java
BasisFunctionKnots.java
LinearWeightingFunction.java
LinearInterpolator.java
PiecewisePolynomialResult2D.java
BicubicSplineInterpolator.java
CubicSplineInterpolator.java
NaturalSplineInterpolator.java
ProductPiecewisePolynomialInterpolator.java
SineWeightingFunction.java
PiecewisePolynomialInterpolator.java
NonnegativityPreservingCubicSplineInterpolator.java
PolynomialsLeastSquaresFitterResult.java
HermiteCoefficientsProvider.java
PiecewisePolynomialResult.java
PiecewiseCubicHermiteSplineInterpolatorWithSensitivity.java
PiecewisePolynomialInterpolator2D.java
MonotonicityPreservingCubicSplineInterpolator.java
PolynomialsLeastSquaresFitter.java
BasisFunctionAggregation.java
PenaltyMatrixGenerator.java
SmithWilsonCurveFunction.java
WeightingFunctions.java
PSplineFitter.java
ConstrainedCubicSplineInterpolator.java
PiecewisePolynomialResultsWithSensitivity.java
CubicSplineNakSolver.java
ClampedPiecewisePolynomialInterpolator.java
CubicSplineClampedSolver.java
BasisFunctionGenerator.java
PiecewiseCubicHermiteSplineInterpolator.java
CubicSplineSolver.java
SemiLocalCubicSplineInterpolator.java
LogCubicSplineNaturalSolver.java
CubicSplineNaturalSolver.java
util
Epsilon.java
Diff.java
CommonsMathWrapper.java
minimization
UncoupledParameterTransforms.java
ScalarMinimizer.java
PositiveOrZero.java
DoubleRangeLimitTransform.java
Minimizer.java
MinimumBracketer.java
MinimizerWithGradient.java
ParabolicMinimumBracketer.java
GoldenSectionMinimizer1D.java
SumToOne.java
ParameterLimitsTransform.java
NonLinearTransformFunction.java
SingleRangeLimitTransform.java
NullTransform.java
NonLinearParameterTransforms.java
ComplexMathUtils.java
linearalgebra
QRDecompositionResult.java
DecompositionFactory.java
SVDecompositionCommons.java
CholeskyDecompositionCommonsResult.java
SVDecompositionCommonsResult.java
CholeskyDecompositionResult.java
CholeskyDecompositionOpenGamma.java
MatrixValidate.java
CholeskyDecompositionCommons.java
InverseTridiagonalMatrixCalculator.java
TridiagonalSolver.java
TridiagonalMatrix.java
LUDecompositionCommonsResult.java
SVDecompositionResult.java
CholeskyDecompositionOpenGammaResult.java
LUDecompositionResult.java
LUDecompositionCommons.java
QRDecompositionCommons.java
QRDecompositionCommonsResult.java
ComplexNumber.java
FunctionUtils.java
regression
OrdinaryLeastSquaresRegression.java
WeightedLeastSquaresRegression.java
GeneralizedLeastSquaresRegression.java
WeightedLeastSquaresRegressionResult.java
LeastSquaresRegression.java
LeastSquaresRegressionResult.java
NamedVariableLeastSquaresRegressionResult.java
random
NormalRandomNumberGenerator.java
RandomNumberGenerator.java
matrix
OGMatrixAlgebra.java
MatrixAlgebra.java
CommonsMatrixAlgebra.java
MatrixAlgebraFactory.java
TrigonometricFunctionUtils.java
differentiation
VectorFieldSecondOrderDifferentiator.java
ScalarSecondOrderDifferentiator.java
FiniteDifferenceType.java
VectorFieldFirstOrderDifferentiator.java
Differentiator.java
ScalarFirstOrderDifferentiator.java
MatrixFieldFirstOrderDifferentiator.java
ScalarFieldFirstOrderDifferentiator.java
cern
AbstractContinousDistribution.java
RandomEngine.java
Polynomial.java
MersenneTwister.java
Constants.java
StudentT.java
Arithmetic.java
GammaFunctions.java
Bessel.java
Fun.java
MersenneTwister64.java
AbstractDistribution.java
Gamma.java
ChiSquare.java
PersistentObject.java
Normal.java
Probability.java
linearalgebra
Decomposition.java
package-info.java
DecompositionResult.java
MathException.java
package-info.java
MathUtils.java
rootfind
NewtonVectorRootFinder.java
package-info.java
test
java
com
opengamma
strata
math
impl
ComplexNumberTest.java
FuzzyEqualsTest.java
statistics
leastsquare
LeastSquareWithPenaltyResultTest.java
LeastSquareResultsTest.java
NonLinearLeastSquareTest.java
GeneralizedLeastSquareTest.java
NonLinearLeastSquareWithPenaltyTest.java
descriptive
ExponentiallyWeightedInterpolationQuantileMethodTest.java
AverageCalculatorTest.java
QuantileCalculationMethodTest.java
LognormalSkewnessFromVolatilityCalculatorTest.java
MomentCalculatorTest.java
LognormalFisherKurtosisFromVolatilityCalculatorTest.java
PercentileCalculatorTest.java
GeometricMeanCalculatorTest.java
distribution
ChiSquareDistributionTest.java
NormalDistributionTest.java
GammaDistributionTest.java
StudentTOneTailedCriticalValueCalculatorTest.java
NonCentralChiSquaredDistributionTest.java
StudentTDistributionTest.java
GeneralizedParetoDistributionTest.java
LaplaceDistributionTest.java
ProbabilityDistributionTestCase.java
BivariateNormalDistributionTest.java
StudentTTwoTailedCriticalValueCalculatorTest.java
GeneralizedExtremeValueDistributionTest.java
rootfinding
LaguerrePolynomialRealRootFinderTest.java
RealSingleRootFinderTestCase.java
QuadraticRealRootFinderTest.java
EigenvaluePolynomialRootFinderTest.java
CubicRootFindingTest.java
RidderSingleRootFinderTest.java
NewtonRaphsonSingleRootFinderTest.java
newton
InverseJacobianEstimateInitializationFunctionTest.java
NewtonDefaultVectorRootFinderTest.java
ShermanMorrisonMatrixUpdateFunctionTest.java
JacobianDirectionFunctionTest.java
VectorRootFinderTest.java
JacobianEstimateInitializationFunctionTest.java
BroydenMatrixUpdateFunctionTest.java
ShermanMorrisonVectorRootFinderTest.java
BroydenVectorRootFinderTest.java
InverseJacobianDirectionFunctionTest.java
NewtonDefaultUpdateFunctionTest.java
VanWijngaardenDekkerBrentSingleRootFinderTest.java
BisectionSingleRootFinderTest.java
function
PiecewisePolynomialFunction1DTest.java
PiecewisePolynomialWithSensitivityFunction1DTest.java
ParameterizedCurveTest.java
DoublesVectorFunctionProviderTest.java
RealPolynomialFunction1DTest.java
ParameterizedFunctionTest.java
DoubleFunction1DTest.java
ParameterizedSurfaceTest.java
special
OrthonormalHermitePolynomialFunctionTest.java
JacobiPolynomialFunctionTest.java
HermitePolynomialFunctionTest.java
IncompleteGammaFunctionTest.java
TopHatFunctionTest.java
LegendrePolynomialFunctionTest.java
LaguerrePolynomialFunctionTest.java
IncompleteBetaFunctionTest.java
GammaFunctionTest.java
NaturalLogGammaFunctionTest.java
ConcatenatedVectorFunctionTest.java
ParameterizedCurveVectorFunctionTest.java
PiecewisePolynomialFunction2DTest.java
integration
SimpsonIntegrator1DTest.java
GaussianQuadratureIntegrator1DTest.java
GaussLaguerreWeightAndAbscissaFunctionTest.java
IntegratorRepeated2DTest.java
GaussianQuadratureDataTest.java
Integrator1DTestCase.java
RungeKuttaIntegrator1DTest.java
ExtendedTrapezoidIntegrator1DTest.java
AdaptiveCompositeIntegrator1DTest.java
Integrator1DTest.java
GaussLegendreWeightAndAbscissaFunctionTest.java
RealFunctionIntegrator1DFactoryTest.java
RombergIntegrator1DTest.java
GaussJacobiWeightAndAbscissaFunctionTest.java
WeightAndAbscissaFunctionTestCase.java
GaussHermiteWeightAndAbscissaFunctionTest.java
interpolation
LinearWeightingFunctionTest.java
WeightingFunctionTestCase.java
CubicSplineInterpolatorTest.java
ConstrainedCubicSplineInterpolatorTest.java
NaturalSplineInterpolatorTest.java
BasisFunctionKnotsTest.java
BicubicSplineInterpolatorTest.java
BasisFunctionGeneratorTest.java
PiecewiseCubicHermiteSplineInterpolatorWithSensitivityTest.java
LinearInterpolatorTest.java
ClampedPiecewisePolynomialInterpolatorTest.java
InterpolatorTestUtil.java
WeightingFunctionsTest.java
PolynomialsLeastSquaresFitterTest.java
PenaltyMatrixGeneratorTest.java
ProductPiecewisePolynomialInterpolatorTest.java
NonnegativityPreservingCubicSplineInterpolatorTest.java
SemiLocalCubicSplineInterpolatorTest.java
SmithWilsonCurveFunctionTest.java