| Package | Description |
|---|---|
| com.opengamma.strata.market.cube | |
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| com.opengamma.strata.market.param |
Market data based on parameters.
|
| com.opengamma.strata.market.surface |
Definitions of surfaces.
|
| Modifier and Type | Method and Description |
|---|---|
default NodalCube |
NodalCube.withPerturbation(ParameterPerturbation perturbation) |
InterpolatedNodalCube |
InterpolatedNodalCube.withPerturbation(ParameterPerturbation perturbation) |
default Cube |
Cube.withPerturbation(ParameterPerturbation perturbation) |
| Modifier and Type | Method and Description |
|---|---|
<R extends ParameterizedData> |
ParameterizedDataCombiner.underlyingWithPerturbation(int underlyingIndex,
Class<R> underlyingType,
ParameterPerturbation perturbation)
Applies a perturbation to the specified underlying.
|
<R extends ParameterizedData> |
ParameterizedDataCombiner.withPerturbation(Class<R> underlyingType,
ParameterPerturbation perturbation)
Applies a perturbation to each underlying.
|
default ParameterizedData |
ParameterizedData.withPerturbation(ParameterPerturbation perturbation)
Returns a perturbed copy of the data.
|
| Modifier and Type | Method and Description |
|---|---|
default Surface |
Surface.withPerturbation(ParameterPerturbation perturbation) |
default NodalSurface |
NodalSurface.withPerturbation(ParameterPerturbation perturbation) |
InterpolatedNodalSurface |
InterpolatedNodalSurface.withPerturbation(ParameterPerturbation perturbation) |
ConstantSurface |
ConstantSurface.withPerturbation(ParameterPerturbation perturbation) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.