| Package | Description |
|---|---|
| com.opengamma.strata.market.sensitivity |
Entity objects for sensitivities.
|
| Modifier and Type | Field and Description |
|---|---|
static CurveSensitivitiesType |
CurveSensitivitiesType.ZERO_RATE_DELTA
Type used when each sensitivity is a zero rate delta - 'ZeroRateDelta'.
|
static CurveSensitivitiesType |
CurveSensitivitiesType.ZERO_RATE_GAMMA
Type used when each sensitivity is a zero rate gamma - 'ZeroRateGamma'.
|
| Modifier and Type | Method and Description |
|---|---|
static CurveSensitivitiesType |
CurveSensitivitiesType.of(String name)
Obtains an instance from the specified name.
|
| Modifier and Type | Method and Description |
|---|---|
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.
|
CurveSensitivitiesBuilder |
CurveSensitivitiesBuilder.add(CurveSensitivitiesType type,
CurrencyParameterSensitivity sensitivity)
Adds a sensitivity to the builder.
|
CurveSensitivitiesBuilder |
CurveSensitivitiesBuilder.add(CurveSensitivitiesType type,
CurveName curveName,
Currency currency,
ParameterMetadata metadata,
double sensitivityValue)
Adds a single sensitivity to the builder.
|
Optional<CurrencyParameterSensitivities> |
CurveSensitivities.findTypedSensitivity(CurveSensitivitiesType type)
Finds a sensitivity instance by type, returning empty if not found.
|
CurrencyParameterSensitivities |
CurveSensitivities.getTypedSensitivity(CurveSensitivitiesType type)
Gets a sensitivity instance by type, throwing an exception if not found.
|
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.