CurveSensitivities (OpenGamma Strata Market)

java.lang.Object
- com.opengamma.strata.market.sensitivity.CurveSensitivities

All Implemented Interfaces:

CalculationTarget, FxConvertible<CurveSensitivities>, Sensitivities, PortfolioItem, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class CurveSensitivities
extends Object
implements Sensitivities, FxConvertible<CurveSensitivities>, org.joda.beans.ImmutableBean, Serializable
```
Sensitivity to a set of curves, used to pass risk into calculations.
Sometimes it is useful to pass in a representation of risk rather than explicitly listing the current portfolio of trades and/or positions. This target is designed to allow this.
A map of sensitivities is provided, allowing both delta and gamma to be included if desired.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

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

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static CurveSensitivitiesBuilder`	`builder(PortfolioItemInfo info)` Returns a builder that can be used to create an instance of `CurveSensitivities`.
`CurveSensitivities`	`convertedTo(Currency resultCurrency, FxRateProvider rateProvider)` Converts the sensitivities in this instance to an equivalent in the specified currency.
`static CurveSensitivities`	`empty()` Obtains an empty instance.
`boolean`	`equals(Object obj)`
`Optional<CurrencyParameterSensitivities>`	`findTypedSensitivity(CurveSensitivitiesType type)` Finds a sensitivity instance by type, returning empty if not found.
`PortfolioItemInfo`	`getInfo()` Gets the additional information.
`ImmutableMap<CurveSensitivitiesType,CurrencyParameterSensitivities>`	`getTypedSensitivities()` Gets the sensitivities, keyed by type.
`CurrencyParameterSensitivities`	`getTypedSensitivity(CurveSensitivitiesType type)` Gets a sensitivity instance by type, throwing an exception if not found.
`int`	`hashCode()`
`CurveSensitivities`	`mergedWith(CurveSensitivities other)` Combines this set of sensitivities with another set.
`CurveSensitivities`	`mergedWith(Map<CurveSensitivitiesType,CurrencyParameterSensitivities> other)` Merges this set of sensitivities with another set.
`static CurveSensitivities.Meta`	`meta()` The meta-bean for `CurveSensitivities`.
`CurveSensitivities.Meta`	`metaBean()`
`static CurveSensitivities`	`of(PortfolioItemInfo info, CurveSensitivitiesType type, CurrencyParameterSensitivities sensitivities)` Obtains an instance from a single set of sensitivities.
`static CurveSensitivities`	`of(PortfolioItemInfo info, Map<CurveSensitivitiesType,CurrencyParameterSensitivities> typedSensitivities)` Obtains an instance from a map of sensitivities.
`PortfolioItemSummary`	`summarize()`
`static Collector<CurveSensitivities,?,CurveSensitivities>`	`toMergedSensitivities()` Returns a collector that merges sensitivities.
`String`	`toString()`
`CurveSensitivities`	`withInfo(PortfolioItemInfo info)` Returns an instance with the specified info.
`CurveSensitivities`	`withMarketDataNames(Function<MarketDataName<?>,MarketDataName<?>> nameFn)` Checks and adjusts the market data names.
`CurveSensitivities`	`withParameterMetadatas(UnaryOperator<ParameterMetadata> mdFn)` Checks and adjusts the parameter metadata.

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.product.PortfolioItem
getId

Methods inherited from interface org.joda.beans.Bean
property, propertyNames

- Method Detail
  - empty
```
public static CurveSensitivities empty()
```
    Obtains an empty instance.
    
    Returns:
    
    the empty sensitivities instance
  - builder
```
public static CurveSensitivitiesBuilder builder(PortfolioItemInfo info)
```
    Returns a builder that can be used to create an instance of CurveSensitivities.
    The builder takes into account the parameter metadata when creating the sensitivity map. As such, the parameter metadata added to the builder must not be empty.
    
    Parameters:
    
    info - the additional information
    
    Returns:
    
    the builder
  - of
```
public static CurveSensitivities of(PortfolioItemInfo info,
                                    CurveSensitivitiesType type,
                                    CurrencyParameterSensitivities sensitivities)
```
    Obtains an instance from a single set of sensitivities.
    
    Parameters:
    
    info - the additional information
    
    type - the type of the sensitivities
    
    sensitivities - the sensitivities
    
    Returns:
    
    the sensitivities instance
  - of
```
public static CurveSensitivities of(PortfolioItemInfo info,
                                    Map<CurveSensitivitiesType,CurrencyParameterSensitivities> typedSensitivities)
```
    Obtains an instance from a map of sensitivities.
    
    Parameters:
    
    info - the additional information
    
    typedSensitivities - the map of sensitivities by type
    
    Returns:
    
    the sensitivities instance
  - toMergedSensitivities
```
public static Collector<CurveSensitivities,?,CurveSensitivities> toMergedSensitivities()
```
    Returns a collector that merges sensitivities.
    
    Returns:
    
    a collector that can merge sensitivities
  - getTypedSensitivity
```
public CurrencyParameterSensitivities getTypedSensitivity(CurveSensitivitiesType type)
```
    Gets a sensitivity instance by type, throwing an exception if not found.
    
    Parameters:
    
    type - the type to get
    
    Returns:
    
    the sensitivity
    
    Throws:
    
    IllegalArgumentException - if the type is not found
  - findTypedSensitivity
```
public Optional<CurrencyParameterSensitivities> findTypedSensitivity(CurveSensitivitiesType type)
```
    Finds a sensitivity instance by type, returning empty if not found.
    
    Parameters:
    
    type - the type to find
    
    Returns:
    
    the sensitivity, empty if not found
  - mergedWith
```
public CurveSensitivities mergedWith(Map<CurveSensitivitiesType,CurrencyParameterSensitivities> other)
```
    Merges this set of sensitivities with another set.
    This returns a new curve sensitivities with a combined map of typed sensitivities. Any sensitivities of the same type will be combined as though using CurrencyParameterSensitivities.mergedWith(CurrencyParameterSensitivities).
    
    Parameters:
    
    other - the other parameter sensitivities
    
    Returns:
    
    an instance based on this one, with the other instance added
  - mergedWith
```
public CurveSensitivities mergedWith(CurveSensitivities other)
```
    Combines this set of sensitivities with another set.
    This returns a new curve sensitivities with a combined map of typed sensitivities. Any sensitivities of the same type will be combined as though using CurrencyParameterSensitivities.mergedWith(CurrencyParameterSensitivities). The identifier and attributes of this instance will take precedence.
    
    Parameters:
    
    other - the other parameter sensitivities
    
    Returns:
    
    an instance based on this one, with the other instance added
  - withMarketDataNames
```
public CurveSensitivities withMarketDataNames(Function<MarketDataName<?>,MarketDataName<?>> nameFn)
```
    Checks and adjusts the market data names.
    The supplied function is invoked for each market data name in this sensitivities. A typical use case would be to convert index names to curve names valid for an underlying system.
    
    Parameters:
    
    nameFn - the function for checking and adjusting the name
    
    Returns:
    
    the adjusted sensitivity
    
    Throws:
    
    RuntimeException - if the function throws an exception
  - withParameterMetadatas
```
public CurveSensitivities withParameterMetadatas(UnaryOperator<ParameterMetadata> mdFn)
```
    Checks and adjusts the parameter metadata.
    The supplied function is invoked for each parameter metadata in this sensitivities. If the function returns the same metadata for two different inputs, the sensitivity value will be summed. A typical use case would be to normalize parameter metadata tenors to be valid for an underlying system.
    
    Parameters:
    
    mdFn - the function for checking and adjusting the metadata
    
    Returns:
    
    the adjusted sensitivity
    
    Throws:
    
    RuntimeException - if the function throws an exception
  - convertedTo
```
public CurveSensitivities convertedTo(Currency resultCurrency,
                                      FxRateProvider rateProvider)
```
    Converts the sensitivities in this instance to an equivalent in the specified currency.
    Any FX conversion that is required will use rates from the provider.
    
    Specified by:
    
    convertedTo in interface FxConvertible<CurveSensitivities>
    
    Parameters:
    
    resultCurrency - the currency of the result
    
    rateProvider - the provider of FX rates
    
    Returns:
    
    the sensitivity object expressed in terms of the result currency
    
    Throws:
    
    RuntimeException - if no FX rate could be found
  - summarize
```
public PortfolioItemSummary summarize()
```
    Specified by:
    
    summarize in interface PortfolioItem
  - withInfo
```
public CurveSensitivities withInfo(PortfolioItemInfo info)
```
    Description copied from interface: Sensitivities
    
    Returns an instance with the specified info.
    
    Specified by:
    
    withInfo in interface Sensitivities
    
    Specified by:
    
    withInfo in interface PortfolioItem
    
    Parameters:
    
    info - the new info
    
    Returns:
    
    the instance with the specified info
  - meta
```
public static CurveSensitivities.Meta meta()
```
    The meta-bean for CurveSensitivities.
    
    Returns:
    
    the meta-bean, not null
  - metaBean
```
public CurveSensitivities.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getInfo
```
public PortfolioItemInfo getInfo()
```
    Gets the additional information.
    This allows additional information to be attached to the sensitivities.
    
    Specified by:
    
    getInfo in interface Sensitivities
    
    Specified by:
    
    getInfo in interface PortfolioItem
    
    Returns:
    
    the value of the property, not null
  - getTypedSensitivities
```
public ImmutableMap<CurveSensitivitiesType,CurrencyParameterSensitivities> getTypedSensitivities()
```
    Gets the sensitivities, keyed by type.
    The map allows sensitivity to different types to be expressed. For example, there might be both delta and gamma sensitivity.
    
    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 CurveSensitivities

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface com.opengamma.strata.product.PortfolioItem

Methods inherited from interface org.joda.beans.Bean

Method Detail

empty

builder

of

of

toMergedSensitivities

getTypedSensitivity

findTypedSensitivity

mergedWith

mergedWith

withMarketDataNames

withParameterMetadatas

convertedTo

summarize

withInfo

meta

metaBean

getInfo

getTypedSensitivities

equals

hashCode

toString