Package com.opengamma.strata.market.sensitivity

Entity objects for sensitivities.

See: Description

Interface Summary

Interface	Description
PointSensitivity	Point sensitivity.
PointSensitivityBuilder	Builder used to create point sensitivities.
Sensitivities	Risk expressed as a set of sensitivities.

Class Summary

Class	Description
CurveSensitivities	Sensitivity to a set of curves, used to pass risk into calculations.
CurveSensitivities.Meta	The meta-bean for CurveSensitivities.
CurveSensitivitiesBuilder	Builder for CurveSensitivities.
CurveSensitivitiesType	The type of curve sensitivities.
MutablePointSensitivities	Mutable builder for sensitivity to a group of curves.
PointSensitivities	A collection of point sensitivities.
PointSensitivities.Meta	The meta-bean for PointSensitivities.

Package com.opengamma.strata.market.sensitivity Description

Entity objects for sensitivities.

These objects are used to represent the sensitivity of an output value to the input data. For example, present value sensitivity relates to the calculated present value and measures the reaction to changes in underlying factors, such as the forward rate curve.