Overview
Strata consists of a number of modules:
- Measure - High-level API producing market risk measures for trades and securities
- Calc - Calculation framework, allowing measures to be calculated on a mixed portfolio of trades and securities
- Pricer - Low-level API for pricing trades and securities
- Loader - Provides the ability to load trades from FpML and market data from CSV
- Market - Market data structures, such as curves and surfaces
- Data - General-purpose market data containers
- Product - Domain model beans for different types of trade and security
- Basics - Common utilities for finance, such as day counts, holidays and indices
- Collect - Common data structures, such as time-series, immutable arrays and tuples