Class CurveSensitivitiesType

    • Field Detail

      • ZERO_RATE_DELTA

        public static final CurveSensitivitiesType ZERO_RATE_DELTA
        Type used when each sensitivity is a zero rate delta - 'ZeroRateDelta'. This is the first order derivative of ValueType.ZERO_RATE.
      • ZERO_RATE_GAMMA

        public static final CurveSensitivitiesType ZERO_RATE_GAMMA
        Type used when each sensitivity is a zero rate gamma - 'ZeroRateGamma'. This is the second order derivative of ValueType.ZERO_RATE.
    • Method Detail

      • of

        public static CurveSensitivitiesType of​(java.lang.String name)
        Obtains an instance from the specified name.

        Value types must only contains the characters A-Z, a-z, 0-9 and -.

        Parameters:
        name - the name of the field
        Returns:
        a field with the specified name