Uses of Class
com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
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Packages that use ImmutableLegalEntityDiscountingProvider Package Description com.opengamma.strata.pricer.bond Calculators for bonds.com.opengamma.strata.pricer.sensitivity Calculators for sensitivities. -
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Uses of ImmutableLegalEntityDiscountingProvider in com.opengamma.strata.pricer.bond
Methods in com.opengamma.strata.pricer.bond that return ImmutableLegalEntityDiscountingProvider Modifier and Type Method Description ImmutableLegalEntityDiscountingProviderImmutableLegalEntityDiscountingProvider.Builder. build()ImmutableLegalEntityDiscountingProviderImmutableLegalEntityDiscountingProvider. toImmutableLegalEntityDiscountingProvider()ImmutableLegalEntityDiscountingProviderLegalEntityDiscountingProvider. toImmutableLegalEntityDiscountingProvider()Converts this provider to an equivalentImmutableLegalEntityDiscountingProvider.Methods in com.opengamma.strata.pricer.bond that return types with arguments of type ImmutableLegalEntityDiscountingProvider Modifier and Type Method Description Class<? extends ImmutableLegalEntityDiscountingProvider>ImmutableLegalEntityDiscountingProvider.Meta. beanType() -
Uses of ImmutableLegalEntityDiscountingProvider in com.opengamma.strata.pricer.sensitivity
Method parameters in com.opengamma.strata.pricer.sensitivity with type arguments of type ImmutableLegalEntityDiscountingProvider Modifier and Type Method Description CrossGammaParameterSensitivitiesCurveGammaCalculator. calculateCrossGammaIntraCurve(LegalEntityDiscountingProvider ratesProvider, Function<ImmutableLegalEntityDiscountingProvider,CurrencyParameterSensitivities> sensitivitiesFn)Computes intra-curve cross gamma for bond curves by applying finite difference method to curve delta.CurrencyParameterSensitivitiesRatesFiniteDifferenceSensitivityCalculator. sensitivity(LegalEntityDiscountingProvider provider, Function<ImmutableLegalEntityDiscountingProvider,CurrencyAmount> valueFn)Computes the first order sensitivities of a function of a LegalEntityDiscountingProvider to a double by finite difference.
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