Interface PointSensitivityBuilder

    • Method Detail

      • none

        static PointSensitivityBuilder none()
        Returns a builder representing no sensitivity.

        This would be used if the rate was fixed, or if the rate was obtained from a historic time-series rather than a forward curve.

        Returns:
        the empty builder
      • of

        static PointSensitivityBuilder of​(PointSensitivity... sensitivities)
        Returns a builder with the specified sensitivities.
        Parameters:
        sensitivities - the list of sensitivities, which is copied
        Returns:
        the builder
      • of

        static PointSensitivityBuilder of​(java.util.List<? extends PointSensitivity> sensitivities)
        Returns a builder with the specified sensitivities.
        Parameters:
        sensitivities - the list of sensitivities, which is copied
        Returns:
        the builder
      • withCurrency

        PointSensitivityBuilder withCurrency​(Currency currency)
        Returns an instance with the specified currency applied to the sensitivities in this builder.

        The result will consists of the same points, but with the sensitivity currency assigned.

        Builders may be mutable. Once this method is called, this instance must not be used. Instead, the result of the method must be used.

        Parameters:
        currency - the currency to be applied to the sensitivities
        Returns:
        the resulting builder, replacing this builder
      • multipliedBy

        default PointSensitivityBuilder multipliedBy​(double factor)
        Multiplies the sensitivities in this builder by the specified factor.

        The result will consist of the same points, but with each sensitivity multiplied.

        Builders may be mutable. Once this method is called, this instance must not be used. Instead, the result of the method must be used.

        Parameters:
        factor - the multiplicative factor
        Returns:
        the resulting builder, replacing this builder
      • mapSensitivity

        PointSensitivityBuilder mapSensitivity​(java.util.function.DoubleUnaryOperator operator)
        Returns an instance with the specified operation applied to the sensitivities in this builder.

        The result will consist of the same points, but with the operator applied to each sensitivity.

        This is used to apply a mathematical operation to the sensitivities. For example, the operator could multiply the sensitivities by a constant, or take the inverse.

           inverse = base.mapSensitivities(value -> 1 / value);
         

        Builders may be mutable. Once this method is called, this instance must not be used. Instead, the result of the method must be used.

        Parameters:
        operator - the operator to be applied to the sensitivities
        Returns:
        the resulting builder, replacing this builder
      • normalize

        PointSensitivityBuilder normalize()
        Normalizes the point sensitivities by sorting and merging.

        The sensitivities in the builder are 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.

        Builders may be mutable. Once this method is called, this instance must not be used. Instead, the result of the method must be used.

        Returns:
        the resulting builder, replacing this builder
      • combinedWith

        default PointSensitivityBuilder combinedWith​(PointSensitivityBuilder other)
        Combines this sensitivity with another instance.

        This returns an instance with a combined list of point sensitivities.

        Builders may be mutable. Once this method is called, this instance must not be used. Instead, the result of the method must be used.

        Parameters:
        other - the other sensitivity builder
        Returns:
        the combined builder, replacing this builder and the specified builder
      • buildInto

        MutablePointSensitivities buildInto​(MutablePointSensitivities combination)
        Builds the point sensitivity, adding to the specified mutable instance.
        Parameters:
        combination - the combination object to add to
        Returns:
        the specified mutable point sensitivities instance is returned, for method chaining
      • build

        default PointSensitivities build()
        Builds the resulting point sensitivity.

        This returns a PointSensitivities instance.

        Builders may be mutable. Once this method is called, this instance must not be used.

        Returns:
        the built combined sensitivity
      • cloned

        PointSensitivityBuilder cloned()
        Clones the point sensitivity builder.

        This returns a PointSensitivityBuilder instance that is independent from the original. Immutable implementations may return themselves.

        Builders may be mutable. Using this method allows a copy of the original to be obtained, so both the original and the clone can be used.

        Returns:
        the built combined sensitivity