| Package | Description |
|---|---|
| com.opengamma.strata.market.param |
Market data based on parameters.
|
| com.opengamma.strata.market.sensitivity |
Entity objects for sensitivities.
|
| Modifier and Type | Method and Description |
|---|---|
CurrencyParameterSensitivities |
CurrencyParameterSensitivitiesBuilder.build()
Builds the sensitivity from the provided data.
|
CurrencyParameterSensitivities |
CurrencyParameterSensitivities.combinedWith(CurrencyParameterSensitivities other)
Combines this parameter sensitivities with another instance.
|
CurrencyParameterSensitivities |
CurrencyParameterSensitivities.combinedWith(CurrencyParameterSensitivity other)
Combines this parameter sensitivities with another instance.
|
CurrencyParameterSensitivities |
CurrencyParameterSensitivities.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider)
Converts the sensitivities in this instance to an equivalent in the specified currency.
|
CurrencyParameterSensitivities |
CrossGammaParameterSensitivities.diagonal()
Returns the diagonal part of the sensitivity values.
|
static CurrencyParameterSensitivities |
CurrencyParameterSensitivities.empty()
An empty sensitivity instance.
|
CurrencyParameterSensitivities |
CurrencyParameterSensitivities.mapSensitivities(DoubleUnaryOperator operator)
Returns an instance with the specified operation applied to the sensitivity values.
|
CurrencyParameterSensitivities |
CurrencyParameterSensitivities.mapSensitivitiesWithIndex(IntDoubleToDoubleFunction function)
Returns an instance with an operation applied to each indexed value in the sensitivity values.
|
CurrencyParameterSensitivities |
CurrencyParameterSensitivities.mergedWith(CurrencyParameterSensitivities other)
Merges this parameter sensitivities with another instance taking the metadata into account.
|
CurrencyParameterSensitivities |
UnitParameterSensitivities.multipliedBy(Currency currency,
double amount)
Converts this sensitivity to a monetary value, multiplying by the specified factor.
|
CurrencyParameterSensitivities |
CurrencyParameterSensitivities.multipliedBy(double factor)
Returns an instance with the sensitivity values multiplied by the specified factor.
|
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.
|
static CurrencyParameterSensitivities |
CurrencyParameterSensitivities.of(List<? extends CurrencyParameterSensitivity> sensitivities)
Obtains an instance from a list of sensitivity entries.
|
CurrencyParameterSensitivities |
CurrencyParameterSensitivities.split()
Splits this sensitivity instance.
|
CurrencyParameterSensitivities |
CurrencyParameterSensitivities.withMarketDataNames(Function<MarketDataName<?>,MarketDataName<?>> nameFn)
Checks and adjusts the market data names.
|
CurrencyParameterSensitivities |
CurrencyParameterSensitivities.withParameterMetadatas(UnaryOperator<ParameterMetadata> mdFn)
Checks and adjusts the parameter metadata.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends CurrencyParameterSensitivities> |
CurrencyParameterSensitivities.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends CurrencyParameterSensitivities> |
CurrencyParameterSensitivities.Meta.builder() |
| Modifier and Type | Method and Description |
|---|---|
CurrencyParameterSensitivitiesBuilder |
CurrencyParameterSensitivitiesBuilder.add(CurrencyParameterSensitivities sensitivities)
Adds sensitivities to the builder.
|
CurrencyParameterSensitivities |
CurrencyParameterSensitivities.combinedWith(CurrencyParameterSensitivities other)
Combines this parameter sensitivities with another instance.
|
boolean |
CurrencyParameterSensitivities.equalWithTolerance(CurrencyParameterSensitivities other,
double tolerance)
Checks if this sensitivity equals another within the specified tolerance.
|
CurrencyParameterSensitivities |
CurrencyParameterSensitivities.mergedWith(CurrencyParameterSensitivities other)
Merges this parameter sensitivities with another instance taking the metadata into account.
|
| Modifier and Type | Method and Description |
|---|---|
CurrencyParameterSensitivities |
CurveSensitivities.getTypedSensitivity(CurveSensitivitiesType type)
Gets a sensitivity instance by type, throwing an exception if not found.
|
| Modifier and Type | Method and Description |
|---|---|
Optional<CurrencyParameterSensitivities> |
CurveSensitivities.findTypedSensitivity(CurveSensitivitiesType type)
Finds a sensitivity instance by type, returning empty if not found.
|
ImmutableMap<CurveSensitivitiesType,CurrencyParameterSensitivities> |
CurveSensitivities.getTypedSensitivities()
Gets the sensitivities, keyed by type.
|
org.joda.beans.MetaProperty<ImmutableMap<CurveSensitivitiesType,CurrencyParameterSensitivities>> |
CurveSensitivities.Meta.typedSensitivities()
The meta-property for the
typedSensitivities property. |
| Modifier and Type | Method and Description |
|---|---|
CurveSensitivitiesBuilder |
CurveSensitivitiesBuilder.add(CurveSensitivitiesType type,
CurrencyParameterSensitivities sensitivities)
Adds sensitivities to the builder.
|
static CurveSensitivities |
CurveSensitivities.of(PortfolioItemInfo info,
CurveSensitivitiesType type,
CurrencyParameterSensitivities sensitivities)
Obtains an instance from a single set of sensitivities.
|
| Modifier and Type | Method and Description |
|---|---|
CurveSensitivities |
CurveSensitivities.mergedWith(Map<CurveSensitivitiesType,CurrencyParameterSensitivities> other)
Merges this set of sensitivities with another set.
|
static CurveSensitivities |
CurveSensitivities.of(PortfolioItemInfo info,
Map<CurveSensitivitiesType,CurrencyParameterSensitivities> typedSensitivities)
Obtains an instance from a map of sensitivities.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.