PointSensitivities (OpenGamma Strata Market)

java.lang.Object
- com.opengamma.strata.market.sensitivity.PointSensitivities

All Implemented Interfaces:

FxConvertible<PointSensitivities>, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class PointSensitivities
extends Object
implements FxConvertible<PointSensitivities>, org.joda.beans.ImmutableBean, Serializable
```
A collection of point sensitivities.
Contains a list of point sensitivity objects, each referring to a specific point on a curve that was queried. The order of the list has no specific meaning, but does allow duplicates.
For example, the point sensitivity for present value on a FRA might contain two entries, one for the Ibor forward curve and one for the discount curve. Each entry identifies the date that the curve was queried and the resulting multiplier.
When creating an instance, consider using MutablePointSensitivities.
One way of viewing this class is as a Map from a specific sensitivity key to a double sensitivity value. However, instead or being structured as a Map, the data is structured as a List, with the key and value in each entry.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

static class PointSensitivities.Meta
The meta-bean for PointSensitivities.

Nested Classes
Modifier and Type	Class and Description
`static class`	`PointSensitivities.Meta` The meta-bean for `PointSensitivities`.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`PointSensitivities`	`combinedWith(PointSensitivities other)` Combines this point sensitivities with another instance.
`PointSensitivities`	`convertedTo(Currency resultCurrency, FxRateProvider rateProvider)`
`static PointSensitivities`	`empty()` An empty sensitivity instance.
`boolean`	`equals(Object obj)`
`boolean`	`equalWithTolerance(PointSensitivities other, double tolerance)` Checks if this sensitivity equals another within the specified tolerance.
`ImmutableList<PointSensitivity>`	`getSensitivities()` Gets the point sensitivities.
`int`	`hashCode()`
`PointSensitivities`	`mapSensitivities(DoubleUnaryOperator operator)` Applies an operation to the sensitivities in this instance.
`static PointSensitivities.Meta`	`meta()` The meta-bean for `PointSensitivities`.
`PointSensitivities.Meta`	`metaBean()`
`PointSensitivities`	`multipliedBy(double factor)` Multiplies the sensitivities in this instance by the specified factor.
`PointSensitivities`	`normalized()` Normalizes the point sensitivities by sorting and merging.
`static PointSensitivities`	`of(List<? extends PointSensitivity> sensitivities)` Obtains an instance from a list of sensitivity entries.
`static PointSensitivities`	`of(PointSensitivity... sensitivity)` Obtains an instance from an array of sensitivity entries.
`int`	`size()` Gets the number of sensitivity entries.
`MutablePointSensitivities`	`toMutable()` Returns a mutable version of this object.
`String`	`toString()`

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean
property, propertyNames

- Method Detail
  - empty
```
public static PointSensitivities empty()
```
    An empty sensitivity instance.
    
    Returns:
    
    the empty instance
  - of
```
public static PointSensitivities of(PointSensitivity... sensitivity)
```
    Obtains an instance from an array of sensitivity entries.
    
    Parameters:
    
    sensitivity - the sensitivity entry
    
    Returns:
    
    the sensitivities instance
  - of
```
public static PointSensitivities of(List<? extends PointSensitivity> sensitivities)
```
    Obtains an instance from a list of sensitivity entries.
    
    Parameters:
    
    sensitivities - the list of sensitivity entries
    
    Returns:
    
    the sensitivities instance
  - size
```
public int size()
```
    Gets the number of sensitivity entries.
    
    Returns:
    
    the size of the internal list of point sensitivities
  - combinedWith
```
public PointSensitivities combinedWith(PointSensitivities other)
```
    Combines this point sensitivities with another instance.
    This returns a new sensitivity instance with a combined list of point sensitivities. This instance is immutable and unaffected by this method. The result may contain duplicate point sensitivities.
    
    Parameters:
    
    other - the other point sensitivities
    
    Returns:
    
    a PointSensitivities based on this one, with the other instance added
  - multipliedBy
```
public PointSensitivities multipliedBy(double factor)
```
    Multiplies the sensitivities in this instance by the specified factor.
    The result will consist of the same entries, but with each sensitivity value multiplied. This instance is immutable and unaffected by this method.
    
    Parameters:
    
    factor - the multiplicative factor
    
    Returns:
    
    a PointSensitivities based on this one, with each sensitivity multiplied by the factor
  - mapSensitivities
```
public PointSensitivities mapSensitivities(DoubleUnaryOperator operator)
```
    Applies an operation to the sensitivities in this instance.
    The result will consist of the same entries, but with the operator applied to each sensitivity value. This instance is immutable and unaffected by this method.
    This is used to apply a mathematical operation to the sensitivity values. For example, the operator could multiply the sensitivities by a constant, or take the inverse.
```
   inverse = base.mapSensitivities(value -> 1 / value);
 
```
    Parameters:
    
    operator - the operator to be applied to the sensitivities
    
    Returns:
    
    a PointSensitivities based on this one, with the operator applied to the sensitivity values
  - normalized
```
public PointSensitivities normalized()
```
    Normalizes the point sensitivities by sorting and merging.
    The list of sensitivities is sorted and then merged. Any two entries that represent the same curve query are merged. For example, if there are two point sensitivities that were created based on the same curve, currency and fixing date, then the entries are combined, summing the sensitivity value.
    The intention is that normalization occurs after gathering all the point sensitivities.
    This instance is immutable and unaffected by this method.
    
    Returns:
    
    a PointSensitivities based on this one, with the sensitivities normalized
  - toMutable
```
public MutablePointSensitivities toMutable()
```
    Returns a mutable version of this object.
    The result is an instance of the mutable MutablePointSensitivities. It will contain the same individual sensitivity entries.
    
    Returns:
    
    the mutable sensitivity instance, not null
  - equalWithTolerance
```
public boolean equalWithTolerance(PointSensitivities other,
                                  double tolerance)
```
    Checks if this sensitivity equals another within the specified tolerance.
    This returns true if the two instances have the list of PointSensitivity, where the sensitivity double values are compared within the specified tolerance. It is expected that this comparator will be used on the normalized version of the sensitivity.
    
    Parameters:
    
    other - the other sensitivity
    
    tolerance - the tolerance
    
    Returns:
    
    true if equal up to the tolerance
  - convertedTo
```
public PointSensitivities convertedTo(Currency resultCurrency,
                                      FxRateProvider rateProvider)
```
    Specified by:
    
    convertedTo in interface FxConvertible<PointSensitivities>
  - meta
```
public static PointSensitivities.Meta meta()
```
    The meta-bean for PointSensitivities.
    
    Returns:
    
    the meta-bean, not null
  - metaBean
```
public PointSensitivities.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getSensitivities
```
public ImmutableList<PointSensitivity> getSensitivities()
```
    Gets the point sensitivities.
    Each entry includes details of the market data query it relates to.
    
    Returns:
    
    the value of the property, not null
  - equals
```
public boolean equals(Object obj)
```
    Overrides:
    
    equals in class Object
  - hashCode
```
public int hashCode()
```
    Overrides:
    
    hashCode in class Object
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class PointSensitivities

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

empty

of

of

size

combinedWith

multipliedBy

mapSensitivities

normalized

toMutable

equalWithTolerance

convertedTo

meta

metaBean

getSensitivities

equals

hashCode

toString