- All Superinterfaces:
- All Known Implementing Classes:
public interface Sensitivities extends PortfolioItem, org.joda.beans.ImmutableBean, SerializableRisk expressed as a set of sensitivities.
Sometimes it is useful to pass in a representation of risk rather than explicitly listing the current portfolio of trades and/or positions. This target is designed to allow this.
The most common implementation is
CurveSensitivities, which allows delta and gamma sensitivity to curves to be expressed.
Implementations may express the risk in any way they see fit. Where risk is grouped, such as by trade, it is intended that one instance exists for each grouping.
- See Also:
All Methods Instance Methods Abstract Methods Modifier and Type Method Description
getInfo()Gets the additional information.
withInfo(PortfolioItemInfo info)Returns an instance with the specified info.
PortfolioItemInfo getInfo()Gets the additional information.
All sensitivity instances contain this standard set of information. One use is to represent the grouping criteria for this instance.