com.opengamma.strata.basics.value

Class ValueDerivatives

java.lang.Object

com.opengamma.strata.basics.value.ValueDerivatives

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ValueDerivatives
extends Object
implements org.joda.beans.ImmutableBean, Serializable

A value and its derivatives.

This defines a standard way to return a value and its derivatives to certain inputs. It is in particular used as a return object for Algorithmic Differentiation versions of some functions.

See Also:

Serialized Form

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object obj)
double	getDerivative(int index) Gets the derivative of the variable with respect to an input.
DoubleArray	getDerivatives() Gets the derivatives of the variable with respect to some inputs.
double	getValue() Gets the value of the variable.
int	hashCode()
static org.joda.beans.TypedMetaBean<ValueDerivatives>	meta() The meta-bean for ValueDerivatives.
org.joda.beans.TypedMetaBean<ValueDerivatives>	metaBean()
static ValueDerivatives	of(double value, DoubleArray derivatives) Obtains an instance from a value and array of derivatives.
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static ValueDerivatives of(double value,
                                  DoubleArray derivatives)

Obtains an instance from a value and array of derivatives.

Parameters:

value - the value

derivatives - the derivatives of the value

Returns:

the object

getDerivative

public double getDerivative(int index)

Gets the derivative of the variable with respect to an input.

Parameters:

index - the zero-based derivative to obtain

Returns:

the derivative

Throws:

IndexOutOfBoundsException - if the index is invalid

meta

public static org.joda.beans.TypedMetaBean<ValueDerivatives> meta()

The meta-bean for ValueDerivatives.

Returns:

the meta-bean, not null

metaBean

public org.joda.beans.TypedMetaBean<ValueDerivatives> metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getValue

public double getValue()

Gets the value of the variable.

Returns:

the value of the property

getDerivatives

public DoubleArray getDerivatives()

Gets the derivatives of the variable with respect to some inputs.

Returns:

the value of the property, not null

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object