com.opengamma.strata.market.sensitivity

Class CurveSensitivitiesBuilder

java.lang.Object

com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder

public final class CurveSensitivitiesBuilder
extends Object

Builder for CurveSensitivities.

Method Summary

Modifier and Type	Method and Description
CurveSensitivitiesBuilder	add(CurveSensitivities other) Adds another set of sensitivities to the builder.
CurveSensitivitiesBuilder	add(CurveSensitivitiesType type, CurrencyParameterSensitivities sensitivities) Adds sensitivities to the builder.
CurveSensitivitiesBuilder	add(CurveSensitivitiesType type, CurrencyParameterSensitivity sensitivity) Adds a sensitivity to the builder.
CurveSensitivitiesBuilder	add(CurveSensitivitiesType type, CurveName curveName, Currency currency, ParameterMetadata metadata, double sensitivityValue) Adds a single sensitivity to the builder.
CurveSensitivities	build() Builds the sensitivity from the provided data.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

add

public CurveSensitivitiesBuilder add(CurveSensitivities other)

Adds another set of sensitivities to the builder.

Values with the same market data name and currency will be merged.

Parameters:

other - the other sensitivities

Returns:

this, for chaining

add

public CurveSensitivitiesBuilder add(CurveSensitivitiesType type,
                                     CurrencyParameterSensitivities sensitivities)

Adds sensitivities to the builder.

Values with the same market data name and currency will be merged.

Parameters:

type - the sensitivity type

sensitivities - the sensitivities to add

Returns:

this, for chaining

add

public CurveSensitivitiesBuilder add(CurveSensitivitiesType type,
                                     CurrencyParameterSensitivity sensitivity)

Adds a sensitivity to the builder.

Values with the same market data name and currency will be merged.

Parameters:

type - the sensitivity type

sensitivity - the sensitivity to add

Returns:

this, for chaining

add

public CurveSensitivitiesBuilder add(CurveSensitivitiesType type,
                                     CurveName curveName,
                                     Currency currency,
                                     ParameterMetadata metadata,
                                     double sensitivityValue)

Adds a single sensitivity to the builder.

Values with the same market data name and currency will be merged.

Parameters:

type - the sensitivity type

curveName - the curve name

currency - the currency of the sensitivity

metadata - the sensitivity metadata, not empty

sensitivityValue - the sensitivity value

Returns:

this, for chaining

build

public CurveSensitivities build()

Builds the sensitivity from the provided data.

If all the values for a single sensitivity are tenor-based, or all are date-based, then the resulting sensitivity will have the tenors sorted.

Returns:

the sensitivities instance