com.opengamma.strata.market.sensitivity

Interface Sensitivities

All Superinterfaces:

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

All Known Implementing Classes:

CurveSensitivities

public interface Sensitivities
extends PortfolioItem, org.joda.beans.ImmutableBean, Serializable

Risk expressed as a set of sensitivities.

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.

The most common implementation is CurveSensitivities, which allows delta and gamma sensitivity to curves to be expressed.

Implementations may express the risk in any way they see fit. Where risk is grouped, such as by trade, it is intended that one instance exists for each grouping.

See Also:

CurveSensitivities

Method Summary

Modifier and Type	Method and Description
PortfolioItemInfo	getInfo() Gets the additional information.
Sensitivities	withInfo(PortfolioItemInfo info) Returns an instance with the specified info.

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

getId, summarize

Methods inherited from interface org.joda.beans.Bean

metaBean, property, propertyNames

Method Detail

getInfo

PortfolioItemInfo getInfo()

Gets the additional information.

All sensitivity instances contain this standard set of information. One use is to represent the grouping criteria for this instance.

Specified by:

getInfo in interface PortfolioItem

Returns:

the additional information

withInfo

Sensitivities withInfo(PortfolioItemInfo info)

Returns an instance with the specified info.

Specified by:

withInfo in interface PortfolioItem

Parameters:

info - the new info

Returns:

the instance with the specified info