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Strata-Measure

This directory contains the strata-measure module.

Overview

This module provides the main API for the calculation of pricing measures. It provides the ability to calculate measures, such as present value or par rate, on one scenario or many scenarios. It also provides the functions that integrate with the CalculationRunner of strata-calc, allowing measure calculations to be performed across a mixed portfolio.

Source code

This module is released as Open Source Software using the Apache v2.0 license.
Commercial support is available from the authors.

Code in this module will be maintained with backwards compatibility in mind.

OpenGamma