com.opengamma.strata.calc.CalculationRunner Maven / Gradle / Ivy
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/*
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.calc;
import java.util.List;
import java.util.concurrent.ExecutorService;
import com.opengamma.strata.basics.CalculationTarget;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.calc.runner.CalculationListener;
import com.opengamma.strata.calc.runner.CalculationTaskRunner;
import com.opengamma.strata.data.MarketData;
import com.opengamma.strata.data.scenario.ScenarioMarketData;
/**
* Component that provides the ability to perform calculations on multiple targets, measures and scenarios.
*
* The strata-pricer module provides the ability to calculate results for a single trade,
* single measure and single set of market data. {@code CalculationRunner} provides the ability
* to calculate results for many trades, many measures and many sets of market data.
*
* Once obtained, the {@code CalculationRunner} instance may be used to calculate results.
* The four "calculate" methods handle the combination of single versus scenario market data,
* and synchronous versus asynchronous.
*
* A calculation runner is typically obtained using the static methods on this interface.
* The instance contains an executor thread-pool, thus care should be taken to ensure
* the thread-pool is correctly managed. For example, try-with-resources could be used:
*
* try (CalculationRunner runner = CalculationRunner.ofMultiThreaded()) {
* // use the runner
* }
*
*/
public interface CalculationRunner extends AutoCloseable {
/**
* Creates a standard multi-threaded calculation runner capable of performing calculations.
*
* This factory creates an executor basing the number of threads on the number of available processors.
* It is recommended to use try-with-resources to manage the runner:
*
* try (CalculationRunner runner = CalculationRunner.ofMultiThreaded()) {
* // use the runner
* }
*
*
* @return the calculation runner
*/
public static CalculationRunner ofMultiThreaded() {
return DefaultCalculationRunner.ofMultiThreaded();
}
/**
* Creates a calculation runner capable of performing calculations, specifying the executor.
*
* It is the callers responsibility to manage the life-cycle of the executor.
*
* @param executor the executor to use
* @return the calculation runner
*/
public static CalculationRunner of(ExecutorService executor) {
return DefaultCalculationRunner.of(executor);
}
//-------------------------------------------------------------------------
/**
* Performs calculations for a single set of market data.
*
* This returns a grid of results based on the specified targets, columns, rules and market data.
* The grid will contain a row for each target and a column for each measure.
*
* @param calculationRules the rules defining how the calculation is performed
* @param targets the targets for which values of the measures will be calculated
* @param columns the configuration for the columns that will be calculated,
* including the measure and any column-specific overrides
* @param marketData the market data to be used in the calculations
* @param refData the reference data to be used in the calculations
* @return the grid of calculation results, based on the targets and columns
*/
public abstract Results calculate(
CalculationRules calculationRules,
List targets,
List columns,
MarketData marketData,
ReferenceData refData);
/**
* Performs calculations asynchronously for a single set of market data,
* invoking a listener as each calculation completes.
*
* This method requires the listener to assemble the results, but it can be much more memory efficient when
* calculating aggregate results. If the individual results are discarded after they are incorporated into
* the aggregate they can be garbage collected.
*
* @param calculationRules the rules defining how the calculation is performed
* @param targets the targets for which values of the measures will be calculated
* @param columns the configuration for the columns that will be calculated,
* including the measure and any column-specific overrides
* @param marketData the market data to be used in the calculations
* @param refData the reference data to be used in the calculations
* @param listener listener that is invoked when individual results are calculated
*/
public abstract void calculateAsync(
CalculationRules calculationRules,
List targets,
List columns,
MarketData marketData,
ReferenceData refData,
CalculationListener listener);
//-------------------------------------------------------------------------
/**
* Performs calculations for multiple scenarios, each with a different set of market data.
*
* This returns a grid of results based on the specified targets, columns, rules and market data.
* The grid will contain a row for each target and a column for each measure.
*
* @param calculationRules the rules defining how the calculation is performed
* @param targets the targets for which values of the measures will be calculated
* @param columns the configuration for the columns that will be calculated,
* including the measure and any column-specific overrides
* @param marketData the market data to be used in the calculations
* @param refData the reference data to be used in the calculations
* @return the grid of calculation results, based on the targets and columns
*/
public abstract Results calculateMultiScenario(
CalculationRules calculationRules,
List targets,
List columns,
ScenarioMarketData marketData,
ReferenceData refData);
/**
* Performs calculations asynchronously for a multiple scenarios, each with a different set of market data,
* invoking a listener as each calculation completes.
*
* This method requires the listener to assemble the results, but it can be much more memory efficient when
* calculating aggregate results. If the individual results are discarded after they are incorporated into
* the aggregate they can be garbage collected.
*
* @param calculationRules the rules defining how the calculation is performed
* @param targets the targets for which values of the measures will be calculated
* @param columns the configuration for the columns that will be calculated,
* including the measure and any column-specific overrides
* @param marketData the market data to be used in the calculations
* @param refData the reference data to be used in the calculations
* @param listener listener that is invoked when individual results are calculated
*/
public abstract void calculateMultiScenarioAsync(
CalculationRules calculationRules,
List targets,
List columns,
ScenarioMarketData marketData,
ReferenceData refData,
CalculationListener listener);
//-------------------------------------------------------------------------
/**
* Gets the underlying task runner.
*
* In most cases, this runner will be implemented using an instance of {@link CalculationTaskRunner}.
* That interface provides a lower-level API, with the ability optimize if similar calculations
* are being made repeatedly.
*
* @return the underlying task runner
* @throws UnsupportedOperationException if access to the task runner is not provided
*/
public abstract CalculationTaskRunner getTaskRunner();
//-------------------------------------------------------------------------
/**
* Closes any resources held by the component.
*
* If the component holds an {@link ExecutorService}, this method will typically
* call {@link ExecutorService#shutdown()}.
*/
@Override
public abstract void close();
}