This directory contains the strata-calc module.
This module provides the classes used by Strata when performing calculations. It aims to make it easy to calculate measures, such as present value, on a list of targets, typically trades. To achieve this, the system manages market data, such as quotes, curves and surfaces. If desired, calculations can run for scenarios, where the market data is manipulated to simulate potential future changes, such as a rise or fall in interest rates.
The interface, CalculationEngine provides the main API.
This module is released as Open Source Software using the
Apache v2.0 license.
Commercial support is available from the authors.
Code in this directory is not currently released. Classes and Methods may change at any time. Once released it will be maintained with backwards compatibility in mind.
