SXSD-9063: Updated java docs, intendation and imports

modules/measure/src/main/java/com/opengamma/strata/measure/fxopt/FxCollarMeasureCalculations.java

@@ -1,9 +1,12 @@
+/*
+ * Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
+ *
+ * Please see distribution for license.
+ */
 package com.opengamma.strata.measure.fxopt;
 
 import static com.opengamma.strata.measure.fxopt.FxCalculationUtils.checkBlackVolatilities;
 
-import java.time.LocalDate;
-
 import com.opengamma.strata.basics.currency.CurrencyAmount;
 import com.opengamma.strata.basics.currency.CurrencyPair;
 import com.opengamma.strata.basics.currency.MultiCurrencyAmount;
@@ -20,6 +23,7 @@
 import com.opengamma.strata.pricer.rate.RatesProvider;
 import com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator;
 import com.opengamma.strata.product.fxopt.ResolvedFxCollarTrade;
+import java.time.LocalDate;
 
 /**
  * Multi-scenario measure calculations for FX collar trades.
@@ -61,6 +65,7 @@ MultiCurrencyScenarioArray presentValue(
       ResolvedFxCollarTrade trade,
       RatesScenarioMarketData ratesMarketData,
       FxOptionScenarioMarketData optionMarketData) {
+
     CurrencyPair currencyPair = trade.getProduct().getOption1().getCurrencyPair();
     return MultiCurrencyScenarioArray.of(
         ratesMarketData.getScenarioCount(),
@@ -75,6 +80,7 @@ MultiCurrencyAmount presentValue(
       ResolvedFxCollarTrade trade,
       RatesProvider ratesProvider,
       FxOptionVolatilities volatilities) {
+
     return tradePricer.presentValue(trade, ratesProvider, checkBlackVolatilities(volatilities));
   }
 
@@ -108,6 +114,7 @@ ScenarioArray<CurrencyParameterSensitivities> pv01RatesCalibratedBucketed(
       ResolvedFxCollarTrade trade,
       RatesScenarioMarketData ratesMarketData,
       FxOptionScenarioMarketData optionMarketData) {
+
     CurrencyPair currencyPair = trade.getProduct().getOption1().getCurrencyPair();
     return ScenarioArray.of(
         ratesMarketData.getScenarioCount(),
@@ -181,6 +188,7 @@ private CurrencyParameterSensitivities pointSensitivity(
       ResolvedFxCollarTrade trade,
       RatesProvider ratesProvider,
       FxOptionVolatilities volatilities) {
+
     PointSensitivities pointSens = tradePricer.presentValueSensitivityRatesStickyStrike(
         trade, ratesProvider, checkBlackVolatilities(volatilities));
     return ratesProvider.parameterSensitivity(pointSens);
@@ -207,10 +215,10 @@ CurrencyParameterSensitivities vegaMarketQuoteBucketed(
       RatesProvider ratesProvider,
       FxOptionVolatilities volatilities) {
 
-      BlackFxOptionVolatilities blackVols = checkBlackVolatilities(volatilities);
-      PointSensitivities pointSens =
-          tradePricer.presentValueSensitivityModelParamsVolatility(trade, ratesProvider, blackVols);
-      return blackVols.parameterSensitivity(pointSens);
+    BlackFxOptionVolatilities blackVols = checkBlackVolatilities(volatilities);
+    PointSensitivities pointSens =
+        tradePricer.presentValueSensitivityModelParamsVolatility(trade, ratesProvider, blackVols);
+    return blackVols.parameterSensitivity(pointSens);
   }
 
   // calculates currency exposure for all scenarios
@@ -233,7 +241,8 @@ MultiCurrencyAmount currencyExposure(
       ResolvedFxCollarTrade trade,
       RatesProvider ratesProvider,
       FxOptionVolatilities volatilities) {
-      return tradePricer.currencyExposure(trade, ratesProvider, checkBlackVolatilities(volatilities));
+
+    return tradePricer.currencyExposure(trade, ratesProvider, checkBlackVolatilities(volatilities));
   }
 
   // calculates current cash for all scenarios
@@ -253,6 +262,7 @@ CurrencyScenarioArray currentCash(
   CurrencyAmount currentCash(
       ResolvedFxCollarTrade trade,
       LocalDate valuationDate) {
-      return tradePricer.currentCash(trade, valuationDate);
+
+    return tradePricer.currentCash(trade, valuationDate);
   }
 }

modules/measure/src/main/java/com/opengamma/strata/measure/fxopt/FxCollarTradeCalculationFunction.java

@@ -5,11 +5,6 @@
  */
 package com.opengamma.strata.measure.fxopt;
 
-import java.util.HashMap;
-import java.util.Map;
-import java.util.Optional;
-import java.util.Set;
-
 import com.google.common.collect.ImmutableMap;
 import com.google.common.collect.ImmutableSet;
 import com.opengamma.strata.basics.ReferenceData;
@@ -28,7 +23,32 @@
 import com.opengamma.strata.product.fxopt.FxCollar;
 import com.opengamma.strata.product.fxopt.FxCollarTrade;
 import com.opengamma.strata.product.fxopt.ResolvedFxCollarTrade;
+import java.util.HashMap;
+import java.util.Map;
+import java.util.Optional;
+import java.util.Set;
 
+/**
+ * Perform calculations on an FX collar trade for each of a set of scenarios.
+ * <p>
+ * This uses Black FX option volatilities, which must be specified using {@link FxOptionMarketDataLookup}.
+ * An instance of {@link RatesMarketDataLookup} must also be specified.
+ * <p>
+ * The supported built-in measures are:
+ * <ul>
+ *   <li>{@linkplain Measures#PRESENT_VALUE Present value}
+ *   <li>{@linkplain Measures#PV01_CALIBRATED_SUM PV01 calibrated sum on rate curves}
+ *   <li>{@linkplain Measures#PV01_CALIBRATED_BUCKETED PV01 calibrated bucketed on rate curves}
+ *   <li>{@linkplain Measures#PV01_MARKET_QUOTE_SUM PV01 market quote sum on rate curves}
+ *   <li>{@linkplain Measures#PV01_MARKET_QUOTE_BUCKETED PV01 market quote bucketed on rate curves}
+ *   <li>{@linkplain Measures#CURRENCY_EXPOSURE Currency exposure}
+ *   <li>{@linkplain Measures#CURRENT_CASH Current cash}
+ *   <li>{@linkplain Measures#VEGA_MARKET_QUOTE_BUCKETED Vega market quote bucketed on volatility curves/surfaces}
+ *   <li>{@linkplain Measures#RESOLVED_TARGET Resolved trade}
+ * </ul>
+ * <p>
+ * The "natural" currency is the market convention base currency of the underlying FX.
+ */
 public class FxCollarTradeCalculationFunction implements CalculationFunction<FxCollarTrade> {
 
   /**

modules/measure/src/main/java/com/opengamma/strata/measure/fxopt/FxCollarTradeCalculations.java

@@ -1,3 +1,8 @@
+/*
+ * Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
+ *
+ * Please see distribution for license.
+ */
 package com.opengamma.strata.measure.fxopt;
 
 import com.opengamma.strata.basics.currency.CurrencyAmount;
@@ -13,6 +18,19 @@
 import com.opengamma.strata.pricer.rate.RatesProvider;
 import com.opengamma.strata.product.fxopt.ResolvedFxCollarTrade;
 
+/**
+ * Calculates pricing and risk measures for FX collar trades.
+ * <p>
+ * This provides a high-level entry point for FX collar pricing and risk measures.
+ * Pricing is performed using the Black method.
+ * <p>
+ * Each method takes a {@link ResolvedFxCollarTrade}, whereas application code will
+ * typically work with {@link com.opengamma.strata.product.fxopt.FxCollarTrade}
+ * . Call
+ * {@link com.opengamma.strata.product.fxopt.FxCollarTrade
+ * #resolve(com.opengamma.strata.basics.ReferenceData) FxVanillaOptionTrade::resolve(ReferenceData)}
+ * to convert {@code FxVanillaOptionTrade} to {@code ResolvedFxVanillaOptionTrade}.
+ */
 public class FxCollarTradeCalculations {
 
   /**
@@ -52,6 +70,7 @@ public MultiCurrencyScenarioArray presentValue(
       RatesMarketDataLookup ratesLookup,
       FxOptionMarketDataLookup fxLookup,
       ScenarioMarketData marketData) {
+
     return calc.presentValue(
         trade,
         ratesLookup.marketDataView(marketData),
@@ -70,6 +89,7 @@ public MultiCurrencyAmount presentValue(
       ResolvedFxCollarTrade trade,
       RatesProvider ratesProvider,
       FxOptionVolatilities volatilities) {
+
     return calc.presentValue(trade, ratesProvider, volatilities);
   }
 
@@ -90,6 +110,7 @@ public MultiCurrencyScenarioArray pv01RatesCalibratedSum(
       RatesMarketDataLookup ratesLookup,
       FxOptionMarketDataLookup fxLookup,
       ScenarioMarketData marketData) {
+
     return calc.pv01RatesCalibratedSum(
         trade,
         ratesLookup.marketDataView(marketData),
@@ -111,6 +132,7 @@ public MultiCurrencyAmount pv01RatesCalibratedSum(
       ResolvedFxCollarTrade trade,
       RatesProvider ratesProvider,
       FxOptionVolatilities volatilities) {
+
     return calc.pv01RatesCalibratedSum(trade, ratesProvider, volatilities);
   }
 
@@ -131,6 +153,7 @@ public ScenarioArray<CurrencyParameterSensitivities> pv01RatesCalibratedBucketed
       RatesMarketDataLookup ratesLookup,
       FxOptionMarketDataLookup fxLookup,
       ScenarioMarketData marketData) {
+
     return calc.pv01RatesCalibratedBucketed(
         trade,
         ratesLookup.marketDataView(marketData),
@@ -152,6 +175,7 @@ public CurrencyParameterSensitivities pv01RatesCalibratedBucketed(
       ResolvedFxCollarTrade trade,
       RatesProvider ratesProvider,
       FxOptionVolatilities volatilities) {
+
     return calc.pv01RatesCalibratedBucketed(trade, ratesProvider, volatilities);
   }
 
@@ -173,6 +197,7 @@ public MultiCurrencyScenarioArray pv01RatesMarketQuoteSum(
       RatesMarketDataLookup ratesLookup,
       FxOptionMarketDataLookup fxLookup,
       ScenarioMarketData marketData) {
+
     return calc.pv01RatesMarketQuoteSum(
         trade,
         ratesLookup.marketDataView(marketData),
@@ -195,6 +220,7 @@ public MultiCurrencyAmount pv01RatesMarketQuoteSum(
       ResolvedFxCollarTrade trade,
       RatesProvider ratesProvider,
       FxOptionVolatilities volatilities) {
+
     return calc.pv01RatesMarketQuoteSum(trade, ratesProvider, volatilities);
   }
 
@@ -216,6 +242,7 @@ public ScenarioArray<CurrencyParameterSensitivities> pv01RatesMarketQuoteBuckete
       RatesMarketDataLookup ratesLookup,
       FxOptionMarketDataLookup fxLookup,
       ScenarioMarketData marketData) {
+
     return calc.pv01RatesMarketQuoteBucketed(
         trade,
         ratesLookup.marketDataView(marketData),
@@ -238,6 +265,7 @@ public CurrencyParameterSensitivities pv01RatesMarketQuoteBucketed(
       ResolvedFxCollarTrade trade,
       RatesProvider ratesProvider,
       FxOptionVolatilities volatilities) {
+
     return calc.pv01RatesMarketQuoteBucketed(trade, ratesProvider, volatilities);
   }
 
@@ -258,6 +286,7 @@ public ScenarioArray<CurrencyParameterSensitivities> vegaMarketQuoteBucketed(
       RatesMarketDataLookup ratesLookup,
       FxOptionMarketDataLookup fxLookup,
       ScenarioMarketData marketData) {
+
     return calc.vegaMarketQuoteBucketed(
         trade,
         ratesLookup.marketDataView(marketData),
@@ -279,6 +308,7 @@ public CurrencyParameterSensitivities vegaMarketQuoteBucketed(
       ResolvedFxCollarTrade trade,
       RatesProvider ratesProvider,
       FxOptionVolatilities volatilities) {
+
     return calc.vegaMarketQuoteBucketed(trade, ratesProvider, volatilities);
   }
 
@@ -298,6 +328,7 @@ public MultiCurrencyScenarioArray currencyExposure(
       RatesMarketDataLookup ratesLookup,
       FxOptionMarketDataLookup fxLookup,
       ScenarioMarketData marketData) {
+
     return calc.currencyExposure(
         trade,
         ratesLookup.marketDataView(marketData),
@@ -318,6 +349,7 @@ public MultiCurrencyAmount currencyExposure(
       ResolvedFxCollarTrade trade,
       RatesProvider ratesProvider,
       FxOptionVolatilities volatilities) {
+
     return calc.currencyExposure(trade, ratesProvider, volatilities);
   }
 
@@ -329,13 +361,15 @@ public MultiCurrencyAmount currencyExposure(
    * @param trade  the trade
    * @param ratesLookup  the lookup used to query the market data
    * @param marketData  the market data
+   * @param fxLookup  the market data lookup
    * @return the current cash, one entry per scenario
    */
   public CurrencyScenarioArray currentCash(
       ResolvedFxCollarTrade trade,
       RatesMarketDataLookup ratesLookup,
       FxOptionMarketDataLookup fxLookup,
       ScenarioMarketData marketData) {
+
     return calc.currentCash(
         trade,
         ratesLookup.marketDataView(marketData),
@@ -354,6 +388,7 @@ public CurrencyScenarioArray currentCash(
   public CurrencyAmount currentCash(
       ResolvedFxCollarTrade trade,
       RatesProvider ratesProvider) {
+
     return calc.currentCash(trade, ratesProvider.getValuationDate());
   }
 }

modules/measure/src/test/java/com/opengamma/strata/measure/fxopt/FxCollarTradeCalculationFunctionTest.java

@@ -1,3 +1,8 @@
+/*
+ * Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
+ *
+ * Please see distribution for license.
+ */
 package com.opengamma.strata.measure.fxopt;
 
 import static com.opengamma.strata.basics.currency.Currency.EUR;

modules/measure/src/test/java/com/opengamma/strata/measure/fxopt/FxCollarTradeCalculationsTest.java

@@ -1,3 +1,8 @@
+/*
+ * Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
+ *
+ * Please see distribution for license.
+ */
 package com.opengamma.strata.measure.fxopt;
 
 import static org.assertj.core.api.Assertions.assertThat;

modules/pricer/src/test/java/com/opengamma/strata/pricer/fxopt/DiscountingFxCollarProductPricerTest.java

@@ -1,3 +1,8 @@
+/*
+ * Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
+ *
+ * Please see distribution for license.
+ */
 package com.opengamma.strata.pricer.fxopt;
 
 import static com.opengamma.strata.basics.currency.Currency.EUR;
@@ -34,7 +39,6 @@
  */
 public class DiscountingFxCollarProductPricerTest {
 
-
   private static final ZoneId ZONE = ZoneId.of("Z");
   private static final ZonedDateTime EXPIRY = ZonedDateTime.of(2014, 5, 9, 13, 10, 0, 0, ZONE);
   private static final LocalDate VAL_DATE = RatesProviderDataSets.VAL_DATE_2014_01_22;
@@ -55,7 +59,6 @@ public class DiscountingFxCollarProductPricerTest {
   private static final BlackFxOptionSmileVolatilities VOLS_AFTER =
       FxVolatilitySmileDataSet.createVolatilitySmileProvider6(VAL_DATETIME_AFTER);
 
-
   private static final CurrencyPair CURRENCY_PAIR = CurrencyPair.of(EUR, USD);
   private static final double NOTIONAL = 1.0e6;
   private static final LocalDate PAYMENT_DATE = LocalDate.of(2014, 5, 13);

modules/pricer/src/test/java/com/opengamma/strata/pricer/fxopt/DiscountingFxCollarTradePricerTest.java

@@ -1,3 +1,8 @@
+/*
+ * Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
+ *
+ * Please see distribution for license.
+ */
 package com.opengamma.strata.pricer.fxopt;
 
 import static com.opengamma.strata.basics.currency.Currency.EUR;