| Package | Description |
|---|---|
| com.opengamma.strata.market.sensitivity |
Entity objects for sensitivities.
|
| Modifier and Type | Method and Description |
|---|---|
CurveSensitivities |
CurveSensitivitiesBuilder.build()
Builds the sensitivity from the provided data.
|
CurveSensitivities |
CurveSensitivities.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider)
Converts the sensitivities in this instance to an equivalent in the specified currency.
|
static CurveSensitivities |
CurveSensitivities.empty()
Obtains an empty instance.
|
CurveSensitivities |
CurveSensitivities.mergedWith(CurveSensitivities other)
Combines this set of sensitivities with another set.
|
CurveSensitivities |
CurveSensitivities.mergedWith(Map<CurveSensitivitiesType,CurrencyParameterSensitivities> other)
Merges this set of sensitivities with another set.
|
static CurveSensitivities |
CurveSensitivities.of(PortfolioItemInfo info,
CurveSensitivitiesType type,
CurrencyParameterSensitivities sensitivities)
Obtains an instance from a single set of sensitivities.
|
static CurveSensitivities |
CurveSensitivities.of(PortfolioItemInfo info,
Map<CurveSensitivitiesType,CurrencyParameterSensitivities> typedSensitivities)
Obtains an instance from a map of sensitivities.
|
CurveSensitivities |
CurveSensitivities.withInfo(PortfolioItemInfo info) |
CurveSensitivities |
CurveSensitivities.withMarketDataNames(Function<MarketDataName<?>,MarketDataName<?>> nameFn)
Checks and adjusts the market data names.
|
CurveSensitivities |
CurveSensitivities.withParameterMetadatas(UnaryOperator<ParameterMetadata> mdFn)
Checks and adjusts the parameter metadata.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends CurveSensitivities> |
CurveSensitivities.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends CurveSensitivities> |
CurveSensitivities.Meta.builder() |
static Collector<CurveSensitivities,?,CurveSensitivities> |
CurveSensitivities.toMergedSensitivities()
Returns a collector that merges sensitivities.
|
static Collector<CurveSensitivities,?,CurveSensitivities> |
CurveSensitivities.toMergedSensitivities()
Returns a collector that merges sensitivities.
|
| Modifier and Type | Method and Description |
|---|---|
CurveSensitivitiesBuilder |
CurveSensitivitiesBuilder.add(CurveSensitivities other)
Adds another set of sensitivities to the builder.
|
CurveSensitivities |
CurveSensitivities.mergedWith(CurveSensitivities other)
Combines this set of sensitivities with another set.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.