| Package | Description |
|---|---|
| com.opengamma.strata.market.cube | |
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| com.opengamma.strata.market.param |
Market data based on parameters.
|
| com.opengamma.strata.market.sensitivity |
Entity objects for sensitivities.
|
| com.opengamma.strata.market.surface |
Definitions of surfaces.
|
| Modifier and Type | Method and Description |
|---|---|
CurrencyParameterSensitivity |
InterpolatedNodalCube.createParameterSensitivity(Currency currency,
DoubleArray sensitivities) |
default CurrencyParameterSensitivity |
Cube.createParameterSensitivity(Currency currency,
DoubleArray sensitivities)
Creates a parameter sensitivity instance for this cube when the sensitivity values are known.
|
| Modifier and Type | Method and Description |
|---|---|
default CurrencyParameterSensitivity |
Curve.createParameterSensitivity(Currency currency,
DoubleArray sensitivities)
Creates a parameter sensitivity instance for this curve when the sensitivity values are known.
|
CurrencyParameterSensitivity |
ConstantNodalCurve.createParameterSensitivity(Currency currency,
DoubleArray sensitivities) |
CurrencyParameterSensitivity |
CombinedCurve.createParameterSensitivity(Currency currency,
DoubleArray sensitivities) |
CurrencyParameterSensitivity |
ParameterizedFunctionalCurve.createParameterSensitivity(Currency currency,
DoubleArray sensitivities) |
CurrencyParameterSensitivity |
InterpolatedNodalCurve.createParameterSensitivity(Currency currency,
DoubleArray sensitivities) |
CurrencyParameterSensitivity |
HybridNodalCurve.createParameterSensitivity(Currency currency,
DoubleArray sensitivities) |
| Modifier and Type | Method and Description |
|---|---|
CurrencyParameterSensitivity |
CurrencyParameterSensitivity.Builder.build() |
static CurrencyParameterSensitivity |
CurrencyParameterSensitivity.combine(MarketDataName<?> marketDataName,
CurrencyParameterSensitivity... sensitivities)
Combines two or more instances to form a single sensitivity instance.
|
CurrencyParameterSensitivity |
CurrencyParameterSensitivity.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider)
Converts this sensitivity to an equivalent in the specified currency.
|
CurrencyParameterSensitivity |
CrossGammaParameterSensitivity.diagonal()
Returns the diagonal part of the sensitivity as
CurrencyParameterSensitivity. |
CurrencyParameterSensitivity |
CurrencyParameterSensitivities.getSensitivity(MarketDataName<?> name,
Currency currency)
Gets a single sensitivity instance by name and currency.
|
CurrencyParameterSensitivity |
CurrencyParameterSensitivity.mapSensitivity(DoubleUnaryOperator operator)
Returns an instance with the specified operation applied to the sensitivity values.
|
CurrencyParameterSensitivity |
CurrencyParameterSensitivity.mapSensitivityWithIndex(IntDoubleToDoubleFunction function)
Returns an instance with an operation applied to each indexed value in the sensitivity values.
|
CurrencyParameterSensitivity |
UnitParameterSensitivity.multipliedBy(Currency currency,
double amount)
Returns an instance converted this sensitivity to a monetary value, multiplying by the specified factor.
|
CurrencyParameterSensitivity |
CurrencyParameterSensitivity.multipliedBy(double factor)
Returns an instance with the sensitivity values multiplied by the specified factor.
|
static CurrencyParameterSensitivity |
CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName,
Currency currency,
DoubleArray sensitivity)
Obtains an instance from the market data name, currency and sensitivity.
|
static CurrencyParameterSensitivity |
CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName,
Currency currency,
Map<? extends ParameterMetadata,Double> sensitivityMetadataMap)
Obtains an instance from the market data name, currency and a map of metadata to sensitivity.
|
static CurrencyParameterSensitivity |
CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName,
List<? extends ParameterMetadata> parameterMetadata,
Currency currency,
DoubleArray sensitivity)
Obtains an instance from the market data name, metadata, currency and sensitivity.
|
static CurrencyParameterSensitivity |
CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName,
List<? extends ParameterMetadata> parameterMetadata,
Currency currency,
DoubleArray sensitivity,
List<ParameterSize> parameterSplit)
Obtains an instance from the market data name, metadata, currency, sensitivity and parameter split.
|
CurrencyParameterSensitivity |
CurrencyParameterSensitivity.plus(CurrencyParameterSensitivity otherSensitivty)
Returns an instance with the specified sensitivity array added to the array in this instance.
|
CurrencyParameterSensitivity |
CurrencyParameterSensitivity.plus(DoubleArray otherSensitivty)
Returns an instance with the specified sensitivity array added to the array in this instance.
|
CurrencyParameterSensitivity |
CurrencyParameterSensitivity.withSensitivity(DoubleArray sensitivity)
Returns an instance with new parameter sensitivity values.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends CurrencyParameterSensitivity> |
CurrencyParameterSensitivity.Meta.beanType() |
Optional<CurrencyParameterSensitivity> |
CurrencyParameterSensitivities.findSensitivity(MarketDataName<?> name,
Currency currency)
Finds a single sensitivity instance by name and currency.
|
ImmutableList<CurrencyParameterSensitivity> |
CurrencyParameterSensitivities.getSensitivities()
Gets the parameter sensitivities.
|
org.joda.beans.MetaProperty<ImmutableList<CurrencyParameterSensitivity>> |
CurrencyParameterSensitivities.Meta.sensitivities()
The meta-property for the
sensitivities property. |
ImmutableList<CurrencyParameterSensitivity> |
CurrencyParameterSensitivity.split()
Splits this sensitivity instance.
|
| Modifier and Type | Method and Description |
|---|---|
CurrencyParameterSensitivitiesBuilder |
CurrencyParameterSensitivitiesBuilder.add(CurrencyParameterSensitivity sensToAdd)
Adds a sensitivity to the builder.
|
static CurrencyParameterSensitivity |
CurrencyParameterSensitivity.combine(MarketDataName<?> marketDataName,
CurrencyParameterSensitivity... sensitivities)
Combines two or more instances to form a single sensitivity instance.
|
CurrencyParameterSensitivities |
CurrencyParameterSensitivities.combinedWith(CurrencyParameterSensitivity other)
Combines this parameter sensitivities with another instance.
|
int |
CurrencyParameterSensitivity.compareKey(CurrencyParameterSensitivity other)
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
|
static CurrencyParameterSensitivities |
CurrencyParameterSensitivities.of(CurrencyParameterSensitivity... sensitivities)
Obtains an instance from an array of sensitivity entries.
|
static CurrencyParameterSensitivities |
CurrencyParameterSensitivities.of(CurrencyParameterSensitivity sensitivity)
Obtains an instance from a single sensitivity entry.
|
CurrencyParameterSensitivity |
CurrencyParameterSensitivity.plus(CurrencyParameterSensitivity otherSensitivty)
Returns an instance with the specified sensitivity array added to the array in this instance.
|
| Modifier and Type | Method and Description |
|---|---|
CurrencyParameterSensitivitiesBuilder |
CurrencyParameterSensitivitiesBuilder.add(List<CurrencyParameterSensitivity> sensitivities)
Adds sensitivities to the builder.
|
static CurrencyParameterSensitivities |
CurrencyParameterSensitivities.of(List<? extends CurrencyParameterSensitivity> sensitivities)
Obtains an instance from a list of sensitivity entries.
|
| Modifier and Type | Method and Description |
|---|---|
CurveSensitivitiesBuilder |
CurveSensitivitiesBuilder.add(CurveSensitivitiesType type,
CurrencyParameterSensitivity sensitivity)
Adds a sensitivity to the builder.
|
| Modifier and Type | Method and Description |
|---|---|
default CurrencyParameterSensitivity |
Surface.createParameterSensitivity(Currency currency,
DoubleArray sensitivities)
Creates a parameter sensitivity instance for this surface when the sensitivity values are known.
|
CurrencyParameterSensitivity |
InterpolatedNodalSurface.createParameterSensitivity(Currency currency,
DoubleArray sensitivities) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.