| 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 |
|---|---|
UnitParameterSensitivity |
InterpolatedNodalCube.createParameterSensitivity(DoubleArray sensitivities) |
default UnitParameterSensitivity |
Cube.createParameterSensitivity(DoubleArray sensitivities)
Creates a parameter sensitivity instance for this cube when the sensitivity values are known.
|
UnitParameterSensitivity |
InterpolatedNodalCube.wValueParameterSensitivity(double x,
double y,
double z) |
UnitParameterSensitivity |
Cube.wValueParameterSensitivity(double x,
double y,
double z)
Computes the sensitivity of the w-value with respect to the cube parameters.
|
| Modifier and Type | Method and Description |
|---|---|
static UnitParameterSensitivity |
UnitParameterSensitivity.combine(MarketDataName<?> marketDataName,
UnitParameterSensitivity... sensitivities)
Combines two or more instances to form a single sensitivity instance.
|
UnitParameterSensitivity |
UnitParameterSensitivities.getSensitivity(MarketDataName<?> name)
Gets a single sensitivity instance by name.
|
UnitParameterSensitivity |
UnitParameterSensitivity.mapSensitivity(DoubleUnaryOperator operator)
Returns an instance with the specified operation applied to the sensitivity values.
|
UnitParameterSensitivity |
UnitParameterSensitivity.multipliedBy(double factor)
Returns an instance with the sensitivity values multiplied by the specified factor.
|
static UnitParameterSensitivity |
UnitParameterSensitivity.of(MarketDataName<?> marketDataName,
DoubleArray sensitivity)
Obtains an instance from the market data name and sensitivity.
|
static UnitParameterSensitivity |
UnitParameterSensitivity.of(MarketDataName<?> marketDataName,
List<? extends ParameterMetadata> parameterMetadata,
DoubleArray sensitivity)
Obtains an instance from the market data name, metadata and sensitivity.
|
static UnitParameterSensitivity |
UnitParameterSensitivity.of(MarketDataName<?> marketDataName,
List<? extends ParameterMetadata> parameterMetadata,
DoubleArray sensitivity,
List<ParameterSize> parameterSplit)
Obtains an instance from the market data name, metadata, sensitivity and parameter split.
|
UnitParameterSensitivity |
UnitParameterSensitivity.plus(DoubleArray otherSensitivty)
Returns an instance with the specified sensitivity array added to the array in this instance.
|
UnitParameterSensitivity |
UnitParameterSensitivity.plus(UnitParameterSensitivity otherSensitivty)
Returns an instance with the specified sensitivity array added to the array in this instance.
|
UnitParameterSensitivity |
CurrencyParameterSensitivity.toUnitParameterSensitivity()
Converts this instance to the equivalent unit sensitivity.
|
UnitParameterSensitivity |
UnitParameterSensitivity.withSensitivity(DoubleArray sensitivity)
Returns an instance with new parameter sensitivity values.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends UnitParameterSensitivity> |
UnitParameterSensitivity.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends UnitParameterSensitivity> |
UnitParameterSensitivity.Meta.builder() |
Optional<UnitParameterSensitivity> |
UnitParameterSensitivities.findSensitivity(MarketDataName<?> name)
Finds a single sensitivity instance by name.
|
ImmutableList<UnitParameterSensitivity> |
UnitParameterSensitivities.getSensitivities()
Gets the parameter sensitivities.
|
org.joda.beans.MetaProperty<ImmutableList<UnitParameterSensitivity>> |
UnitParameterSensitivities.Meta.sensitivities()
The meta-property for the
sensitivities property. |
ImmutableList<UnitParameterSensitivity> |
UnitParameterSensitivity.split()
Splits this sensitivity instance.
|
| Modifier and Type | Method and Description |
|---|---|
static UnitParameterSensitivity |
UnitParameterSensitivity.combine(MarketDataName<?> marketDataName,
UnitParameterSensitivity... sensitivities)
Combines two or more instances to form a single sensitivity instance.
|
UnitParameterSensitivities |
UnitParameterSensitivities.combinedWith(UnitParameterSensitivity other)
Combines this parameter sensitivities with another instance.
|
int |
UnitParameterSensitivity.compareKey(UnitParameterSensitivity other)
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
|
static UnitParameterSensitivities |
UnitParameterSensitivities.of(UnitParameterSensitivity... sensitivities)
Obtains an instance from an array of sensitivity entries.
|
static UnitParameterSensitivities |
UnitParameterSensitivities.of(UnitParameterSensitivity sensitivity)
Obtains an instance from a single sensitivity entry.
|
UnitParameterSensitivity |
UnitParameterSensitivity.plus(UnitParameterSensitivity otherSensitivty)
Returns an instance with the specified sensitivity array added to the array in this instance.
|
| Modifier and Type | Method and Description |
|---|---|
static UnitParameterSensitivities |
UnitParameterSensitivities.of(List<? extends UnitParameterSensitivity> sensitivities)
Obtains an instance from a list of sensitivity entries.
|
| Modifier and Type | Method and Description |
|---|---|
default UnitParameterSensitivity |
Surface.createParameterSensitivity(DoubleArray sensitivities)
Creates a parameter sensitivity instance for this surface when the sensitivity values are known.
|
UnitParameterSensitivity |
InterpolatedNodalSurface.createParameterSensitivity(DoubleArray sensitivities) |
UnitParameterSensitivity |
Surface.zValueParameterSensitivity(double x,
double y)
Computes the sensitivity of the z-value with respect to the surface parameters.
|
UnitParameterSensitivity |
InterpolatedNodalSurface.zValueParameterSensitivity(double x,
double y) |
UnitParameterSensitivity |
DeformedSurface.zValueParameterSensitivity(double x,
double y) |
UnitParameterSensitivity |
ConstantSurface.zValueParameterSensitivity(double x,
double y) |
default UnitParameterSensitivity |
Surface.zValueParameterSensitivity(DoublesPair xyPair)
Computes the sensitivity of the z-value with respect to the surface parameters.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.