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.
Interface Summary Interface Description PointSensitivityPoint sensitivity. PointSensitivityBuilderBuilder used to create point sensitivities. SensitivitiesRisk expressed as a set of sensitivities.
Class Summary Class Description CurveSensitivitiesSensitivity to a set of curves, used to pass risk into calculations. CurveSensitivities.MetaThe meta-bean for
CurveSensitivitiesTypeThe type of curve sensitivities. MutablePointSensitivitiesMutable builder for sensitivity to a group of curves. PointSensitivitiesA collection of point sensitivities. PointSensitivities.MetaThe meta-bean for