Package com.opengamma.strata.data.scenario

Basic types to model market data across scenarios.

See: Description

Interface Summary

Interface	Description
MarketDataBox<T>	A box which can provide values for an item of market data used in scenarios.
ScenarioArray<T>	An array of values, one for each scenario.
ScenarioFxConvertible<R>	Provides the ability for objects to be automatically currency converted.
ScenarioFxRateProvider	A provider of FX rates for scenarios.
ScenarioMarketData	Provides access to market data across one or more scenarios.
ScenarioMarketDataId<T,U extends ScenarioArray<T>>	Market data identifier used by functions that need access to objects containing market data for multiple scenarios.
ScenarioPerturbation<T>	A perturbation that can be applied to a market data box to create market data for use in one or more scenarios.

Class Summary

Class	Description
CurrencyScenarioArray	A currency-convertible scenario array for a single currency, holding one amount for each scenario.
CurrencyScenarioArray.Meta	The meta-bean for CurrencyScenarioArray.
DoubleScenarioArray	A scenario array holding one double value for each scenario.
DoubleScenarioArray.Meta	The meta-bean for DoubleScenarioArray.
FxRateScenarioArray	A set of FX rates between two currencies containing rates for multiple scenarios.
FxRateScenarioArray.Meta	The meta-bean for FxRateScenarioArray.
ImmutableScenarioMarketData	An immutable set of market data across one or more scenarios.
ImmutableScenarioMarketData.Meta	The meta-bean for ImmutableScenarioMarketData.
ImmutableScenarioMarketDataBuilder	A mutable builder for market data.
MultiCurrencyScenarioArray	A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
MultiCurrencyScenarioArray.Meta	The meta-bean for MultiCurrencyScenarioArray.

Package com.opengamma.strata.data.scenario Description

Basic types to model market data across scenarios.

Scenario market data captures the current market, such as quotes, FX rates, discount curves, forward curves and volatilities, with values "bumped" to create scenarios. The main market data interface is ScenarioMarketData which is keyed by MarketDataId.