This directory contains the strata-measure
module.
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.
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.