UnitParameterSensitivities (OpenGamma Strata Market)

java.lang.Object
- com.opengamma.strata.market.param.UnitParameterSensitivities

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class UnitParameterSensitivities
extends Object
implements org.joda.beans.ImmutableBean, Serializable
```
Unit parameter sensitivity for parameterized market data, such as curves.
Parameter sensitivity is the sensitivity of a value to the parameters of parameterized market data objects that are used to determine the value. Common ParameterizedData implementations include Curve and Surface.
For example, par rate sensitivity to an underlying curve would be expressed using this class as there is no associated currency.
The sensitivity is expressed as a single entry for piece of parameterized market data. The sensitivity has no associated currency. The order of the list has no specific meaning.
One way of viewing this class is as a Map from a specific sensitivity key to DoubleArray sensitivity values. However, instead of being structured as a Map, the data is structured as a List, with the key and value in each entry.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

static class UnitParameterSensitivities.Meta
The meta-bean for UnitParameterSensitivities.

Nested Classes
Modifier and Type	Class and Description
`static class`	`UnitParameterSensitivities.Meta` The meta-bean for `UnitParameterSensitivities`.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`UnitParameterSensitivities`	`combinedWith(UnitParameterSensitivities other)` Combines this parameter sensitivities with another instance.
`UnitParameterSensitivities`	`combinedWith(UnitParameterSensitivity other)` Combines this parameter sensitivities with another instance.
`static UnitParameterSensitivities`	`empty()` An empty sensitivity instance.
`boolean`	`equals(Object obj)`
`boolean`	`equalWithTolerance(UnitParameterSensitivities other, double tolerance)` Checks if this sensitivity equals another within the specified tolerance.
`Optional<UnitParameterSensitivity>`	`findSensitivity(MarketDataName<?> name)` Finds a single sensitivity instance by name.
`ImmutableList<UnitParameterSensitivity>`	`getSensitivities()` Gets the parameter sensitivities.
`UnitParameterSensitivity`	`getSensitivity(MarketDataName<?> name)` Gets a single sensitivity instance by name.
`int`	`hashCode()`
`UnitParameterSensitivities`	`mapSensitivities(DoubleUnaryOperator operator)` Returns an instance with the specified operation applied to the sensitivity values.
`static UnitParameterSensitivities.Meta`	`meta()` The meta-bean for `UnitParameterSensitivities`.
`UnitParameterSensitivities.Meta`	`metaBean()`
`CurrencyParameterSensitivities`	`multipliedBy(Currency currency, double amount)` Converts this sensitivity to a monetary value, multiplying by the specified factor.
`UnitParameterSensitivities`	`multipliedBy(double factor)` Returns an instance with the sensitivity values multiplied by the specified factor.
`static UnitParameterSensitivities`	`of(List<? extends UnitParameterSensitivity> sensitivities)` Obtains an instance from a list of sensitivity entries.
`static UnitParameterSensitivities`	`of(UnitParameterSensitivity... sensitivities)` Obtains an instance from an array of sensitivity entries.
`static UnitParameterSensitivities`	`of(UnitParameterSensitivity sensitivity)` Obtains an instance from a single sensitivity entry.
`int`	`size()` Gets the number of sensitivity entries.
`UnitParameterSensitivities`	`split()` Splits this sensitivity instance.
`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
  - empty
```
public static UnitParameterSensitivities empty()
```
    An empty sensitivity instance.
    
    Returns:
    
    the empty instance
  - of
```
public static UnitParameterSensitivities of(UnitParameterSensitivity sensitivity)
```
    Obtains an instance from a single sensitivity entry.
    
    Parameters:
    
    sensitivity - the sensitivity entry
    
    Returns:
    
    the sensitivities instance
  - of
```
public static UnitParameterSensitivities of(UnitParameterSensitivity... sensitivities)
```
    Obtains an instance from an array of sensitivity entries.
    The order of sensitivities is typically unimportant, however it is retained and exposed in equals(Object).
    
    Parameters:
    
    sensitivities - the sensitivities
    
    Returns:
    
    the sensitivities instance
  - of
```
public static UnitParameterSensitivities of(List<? extends UnitParameterSensitivity> sensitivities)
```
    Obtains an instance from a list of sensitivity entries.
    The order of sensitivities is typically unimportant, however it is retained and exposed in equals(Object).
    
    Parameters:
    
    sensitivities - the list of sensitivity entries
    
    Returns:
    
    the sensitivities instance
  - size
```
public int size()
```
    Gets the number of sensitivity entries.
    
    Returns:
    
    the size of the internal list of point sensitivities
  - getSensitivity
```
public UnitParameterSensitivity getSensitivity(MarketDataName<?> name)
```
    Gets a single sensitivity instance by name.
    
    Parameters:
    
    name - the curve name to find
    
    Returns:
    
    the matching sensitivity
    
    Throws:
    
    IllegalArgumentException - if the name and currency do not match an entry
  - findSensitivity
```
public Optional<UnitParameterSensitivity> findSensitivity(MarketDataName<?> name)
```
    Finds a single sensitivity instance by name.
    If the sensitivity is not found, optional empty is returned.
    
    Parameters:
    
    name - the curve name to find
    
    Returns:
    
    the matching sensitivity
  - combinedWith
```
public UnitParameterSensitivities combinedWith(UnitParameterSensitivity other)
```
    Combines this parameter sensitivities with another instance.
    This returns a new sensitivity instance with the specified sensitivity added. This instance is immutable and unaffected by this method. The result may contain duplicate parameter sensitivities.
    
    Parameters:
    
    other - the other parameter sensitivity
    
    Returns:
    
    an instance based on this one, with the other instance added
  - combinedWith
```
public UnitParameterSensitivities combinedWith(UnitParameterSensitivities other)
```
    Combines this parameter sensitivities with another instance.
    This returns a new sensitivity instance with a combined list of parameter sensitivities. This instance is immutable and unaffected by this method. The result may contain duplicate parameter sensitivities.
    
    Parameters:
    
    other - the other parameter sensitivities
    
    Returns:
    
    an instance based on this one, with the other instance added
  - multipliedBy
```
public CurrencyParameterSensitivities multipliedBy(Currency currency,
                                                   double amount)
```
    Converts this sensitivity to a monetary value, multiplying by the specified factor.
    The result will consist of the entries based on the entries of this instance. Each entry in the result will be in the specified currency and multiplied by the specified amount.
    
    Parameters:
    
    currency - the currency of the amount
    
    amount - the amount to multiply by
    
    Returns:
    
    the resulting sensitivity object
  - multipliedBy
```
public UnitParameterSensitivities multipliedBy(double factor)
```
    Returns an instance with the sensitivity values multiplied by the specified factor.
    The result will consist of the same entries, but with each sensitivity value multiplied. This instance is immutable and unaffected by this method.
    
    Parameters:
    
    factor - the multiplicative factor
    
    Returns:
    
    an instance based on this one, with each sensitivity multiplied by the factor
  - mapSensitivities
```
public UnitParameterSensitivities mapSensitivities(DoubleUnaryOperator operator)
```
    Returns an instance with the specified operation applied to the sensitivity values.
    The result will consist of the same entries, but with the operator applied to each sensitivity value. This instance is immutable and unaffected by this method.
    This is used to apply a mathematical operation to the sensitivity values. For example, the operator could multiply the sensitivities by a constant, or take the inverse.
```
   inverse = base.mapSensitivities(value -> 1 / value);
 
```
    Parameters:
    
    operator - the operator to be applied to the sensitivities
    
    Returns:
    
    an instance based on this one, with the operator applied to the sensitivity values
  - split
```
public UnitParameterSensitivities split()
```
    Splits this sensitivity instance.
    This examines each individual sensitivity to see if it can be split. If any can be split, the result will contain the combination of the split sensitivities.
    
    Returns:
    
    this sensitivity, with any combined sensitivities split
  - equalWithTolerance
```
public boolean equalWithTolerance(UnitParameterSensitivities other,
                                  double tolerance)
```
    Checks if this sensitivity equals another within the specified tolerance.
    This returns true if the two instances have the same keys, with arrays of the same length, where the double values are equal within the specified tolerance.
    
    Parameters:
    
    other - the other sensitivity
    
    tolerance - the tolerance
    
    Returns:
    
    true if equal up to the tolerance
  - meta
```
public static UnitParameterSensitivities.Meta meta()
```
    The meta-bean for UnitParameterSensitivities.
    
    Returns:
    
    the meta-bean, not null
  - metaBean
```
public UnitParameterSensitivities.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getSensitivities
```
public ImmutableList<UnitParameterSensitivity> getSensitivities()
```
    Gets the parameter sensitivities.
    Each entry includes details of the ParameterizedData it relates to.
    
    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

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class UnitParameterSensitivities

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

empty

of

of

of

size

getSensitivity

findSensitivity

combinedWith

combinedWith

multipliedBy

multipliedBy

mapSensitivities

split

equalWithTolerance

meta

metaBean

getSensitivities

equals

hashCode

toString