public final class Explain extends Object
Modifier and Type | Field and Description |
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static com.opengamma.strata.market.explain.ExplainKey<java.time.LocalDate> |
ACT_SETT_DT |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
ACT_SETT_PX |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
ALLIN_RATE |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
AVG_LIBOR |
static com.opengamma.strata.market.explain.ExplainKey<List<com.opengamma.strata.market.explain.ExplainMap>> |
CASHFLOW |
static com.opengamma.strata.market.explain.ExplainKey<java.time.LocalDate> |
CASHFLOW_DATE |
static com.opengamma.strata.market.explain.ExplainKey<com.opengamma.strata.basics.date.DayCount> |
DAY_COUNT |
static com.opengamma.strata.market.explain.ExplainKey<Integer> |
DAYS |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
DIY |
static com.opengamma.strata.market.explain.ExplainKey<java.time.LocalDate> |
END_DATE |
static com.opengamma.strata.market.explain.ExplainKey<java.time.LocalDate> |
EXP_SETT_DT |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
EXP_SETT_PX |
static com.opengamma.strata.market.explain.ExplainKey<com.opengamma.strata.basics.StandardId> |
FEE |
static com.opengamma.strata.market.explain.ExplainKey<String> |
FORMULA |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
FREE_PIK |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
FUNDED_AMOUNT |
static com.opengamma.strata.market.explain.ExplainKey<com.opengamma.strata.basics.currency.CurrencyAmount> |
GLOBAL_AMOUNT |
static com.opengamma.strata.market.explain.ExplainKey<com.opengamma.strata.basics.currency.CurrencyAmount> |
GLOBAL_FORECAST_VALUE |
static com.opengamma.strata.market.explain.ExplainKey<com.opengamma.strata.basics.currency.CurrencyAmount> |
GLOBAL_NOTIONAL |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
PAYDOWN_CREDIT |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
PCT_SHARE |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
PRICE |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
SETT_DT_FUNDED |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
SHARE_AMOUNT |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
SHARE_NOTIONAL |
static com.opengamma.strata.market.explain.ExplainKey<java.time.LocalDate> |
START_DATE |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
TRD_DT_FUNDED |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
TRD_DT_REPAY |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
UNFUNDED_AMOUNT |
static com.opengamma.strata.market.explain.ExplainKey<Double> |
UNFUNDED_CREDIT |
Constructor and Description |
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Explain() |
Modifier and Type | Method and Description |
---|---|
protected static void |
explainAccrual(com.opengamma.strata.market.explain.ExplainMapBuilder builder,
ProratedAccrual accrual,
boolean pik)
Helper function to add explain map list for an accrual which is optionally attached to corresponding
cash flow annotation.
|
protected static Optional<com.opengamma.strata.market.explain.ExplainMap> |
mergeExplains(Optional<com.opengamma.strata.market.explain.ExplainMap> newOptExpl,
Optional<com.opengamma.strata.market.explain.ExplainMap> existingOptExpl,
boolean add,
CashFlowType cashFlowType)
Merge two cash flow explain maps.
|
protected static Optional<List<com.opengamma.strata.market.explain.ExplainMap>> |
mergeInterestExplains(com.opengamma.strata.market.explain.ExplainMap first,
com.opengamma.strata.market.explain.ExplainMap second,
boolean add)
Merge two interest cash flow explains.
|
protected static Optional<com.opengamma.strata.market.explain.ExplainMap> |
reverseExplains(Optional<com.opengamma.strata.market.explain.ExplainMap> expl,
CashFlowType cashFlowType) |
public static final com.opengamma.strata.market.explain.ExplainKey<List<com.opengamma.strata.market.explain.ExplainMap>> CASHFLOW
public static final com.opengamma.strata.market.explain.ExplainKey<com.opengamma.strata.basics.StandardId> FEE
public static final com.opengamma.strata.market.explain.ExplainKey<com.opengamma.strata.basics.currency.CurrencyAmount> GLOBAL_FORECAST_VALUE
public static final com.opengamma.strata.market.explain.ExplainKey<com.opengamma.strata.basics.currency.CurrencyAmount> GLOBAL_NOTIONAL
public static final com.opengamma.strata.market.explain.ExplainKey<Double> SHARE_AMOUNT
public static final com.opengamma.strata.market.explain.ExplainKey<com.opengamma.strata.basics.currency.CurrencyAmount> GLOBAL_AMOUNT
public static final com.opengamma.strata.market.explain.ExplainKey<com.opengamma.strata.basics.date.DayCount> DAY_COUNT
public static final com.opengamma.strata.market.explain.ExplainKey<Integer> DAYS
public static final com.opengamma.strata.market.explain.ExplainKey<Double> DIY
public static final com.opengamma.strata.market.explain.ExplainKey<java.time.LocalDate> START_DATE
public static final com.opengamma.strata.market.explain.ExplainKey<java.time.LocalDate> END_DATE
public static final com.opengamma.strata.market.explain.ExplainKey<java.time.LocalDate> CASHFLOW_DATE
public static final com.opengamma.strata.market.explain.ExplainKey<Double> SHARE_NOTIONAL
public static final com.opengamma.strata.market.explain.ExplainKey<Double> ALLIN_RATE
public static final com.opengamma.strata.market.explain.ExplainKey<Double> PCT_SHARE
public static final com.opengamma.strata.market.explain.ExplainKey<Double> AVG_LIBOR
public static final com.opengamma.strata.market.explain.ExplainKey<Double> PRICE
public static final com.opengamma.strata.market.explain.ExplainKey<String> FORMULA
public static final com.opengamma.strata.market.explain.ExplainKey<Double> FREE_PIK
public static final com.opengamma.strata.market.explain.ExplainKey<Double> EXP_SETT_PX
public static final com.opengamma.strata.market.explain.ExplainKey<Double> ACT_SETT_PX
public static final com.opengamma.strata.market.explain.ExplainKey<java.time.LocalDate> EXP_SETT_DT
public static final com.opengamma.strata.market.explain.ExplainKey<java.time.LocalDate> ACT_SETT_DT
public static final com.opengamma.strata.market.explain.ExplainKey<Double> TRD_DT_FUNDED
public static final com.opengamma.strata.market.explain.ExplainKey<Double> SETT_DT_FUNDED
public static final com.opengamma.strata.market.explain.ExplainKey<Double> TRD_DT_REPAY
public static final com.opengamma.strata.market.explain.ExplainKey<Double> FUNDED_AMOUNT
public static final com.opengamma.strata.market.explain.ExplainKey<Double> UNFUNDED_AMOUNT
public static final com.opengamma.strata.market.explain.ExplainKey<Double> PAYDOWN_CREDIT
public static final com.opengamma.strata.market.explain.ExplainKey<Double> UNFUNDED_CREDIT
protected static void explainAccrual(com.opengamma.strata.market.explain.ExplainMapBuilder builder, ProratedAccrual accrual, boolean pik)
builder
- ExplainMap builderaccrual
- interest, fee, PIK, etc. accrual to be explainedpik
- true if PIK accrualprotected static Optional<com.opengamma.strata.market.explain.ExplainMap> mergeExplains(Optional<com.opengamma.strata.market.explain.ExplainMap> newOptExpl, Optional<com.opengamma.strata.market.explain.ExplainMap> existingOptExpl, boolean add, CashFlowType cashFlowType)
newOptExpl
- existingOptExpl
- add
- cashFlowType
- protected static Optional<List<com.opengamma.strata.market.explain.ExplainMap>> mergeInterestExplains(com.opengamma.strata.market.explain.ExplainMap first, com.opengamma.strata.market.explain.ExplainMap second, boolean add)
first
- second
- add
- protected static Optional<com.opengamma.strata.market.explain.ExplainMap> reverseExplains(Optional<com.opengamma.strata.market.explain.ExplainMap> expl, CashFlowType cashFlowType)
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