## Uses of Classcom.opengamma.strata.pricer.ZeroRateSensitivity

• Packages that use ZeroRateSensitivity
Package Description
com.opengamma.strata.pricer
Calculators for financial instruments.
com.opengamma.strata.pricer.bond
Calculators for bonds.
com.opengamma.strata.pricer.credit
Calculators for credit instruments, such as Credit Default Swap (CDS).
• ### Uses of ZeroRateSensitivity in com.opengamma.strata.pricer

Methods in com.opengamma.strata.pricer that return ZeroRateSensitivity
Modifier and Type Method Description
ZeroRateSensitivity ZeroRateSensitivity.cloned()
ZeroRateSensitivity ZeroRateSensitivity.convertedTo​(Currency resultCurrency, FxRateProvider rateProvider)
ZeroRateSensitivity ZeroRateSensitivity.mapSensitivity​(DoubleUnaryOperator operator)
ZeroRateSensitivity ZeroRateSensitivity.multipliedBy​(double factor)
ZeroRateSensitivity ZeroRateSensitivity.normalize()
static ZeroRateSensitivity ZeroRateSensitivity.of​(Currency currency, double yearFraction, double sensitivity)
Obtains an instance from the curve currency, date and value.
static ZeroRateSensitivity ZeroRateSensitivity.of​(Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from the curve currency, date, sensitivity currency and value.
ZeroRateSensitivity ZeroRateSensitivity.withCurrency​(Currency currency)
ZeroRateSensitivity ZeroRateSensitivity.withSensitivity​(double sensitivity)
default ZeroRateSensitivity DiscountFactors.zeroRatePointSensitivity​(double yearFraction)
Calculates the zero rate point sensitivity at the specified year fraction.
ZeroRateSensitivity DiscountFactors.zeroRatePointSensitivity​(double yearFraction, Currency sensitivityCurrency)
Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.
default ZeroRateSensitivity DiscountFactors.zeroRatePointSensitivity​(LocalDate date)
Calculates the zero rate point sensitivity at the specified date.
default ZeroRateSensitivity DiscountFactors.zeroRatePointSensitivity​(LocalDate date, Currency sensitivityCurrency)
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
ZeroRateSensitivity SimpleDiscountFactors.zeroRatePointSensitivity​(double yearFraction, Currency sensitivityCurrency)
ZeroRateSensitivity ZeroRateDiscountFactors.zeroRatePointSensitivity​(double yearFraction, Currency sensitivityCurrency)
ZeroRateSensitivity ZeroRatePeriodicDiscountFactors.zeroRatePointSensitivity​(double yearFraction, Currency sensitivityCurrency)
default ZeroRateSensitivity DiscountFactors.zeroRatePointSensitivityWithSpread​(double yearFraction, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
Calculates the zero rate point sensitivity with z-spread at the specified year fraction.
default ZeroRateSensitivity DiscountFactors.zeroRatePointSensitivityWithSpread​(double yearFraction, Currency sensitivityCurrency, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
Calculates the zero rate point sensitivity with z-spread at the specified year fraction specifying the currency of the sensitivity.
default ZeroRateSensitivity DiscountFactors.zeroRatePointSensitivityWithSpread​(LocalDate date, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
Calculates the zero rate point sensitivity with z-spread at the specified date.
default ZeroRateSensitivity DiscountFactors.zeroRatePointSensitivityWithSpread​(LocalDate date, Currency sensitivityCurrency, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
Calculates the zero rate point sensitivity with z-spread at the specified date specifying the currency of the sensitivity.
ZeroRateSensitivity ZeroRatePeriodicDiscountFactors.zeroRatePointSensitivityWithSpread​(double yearFraction, Currency sensitivityCurrency, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)
Methods in com.opengamma.strata.pricer that return types with arguments of type ZeroRateSensitivity
Modifier and Type Method Description
Class<? extends ZeroRateSensitivity> ZeroRateSensitivity.Meta.beanType()
org.joda.beans.BeanBuilder<? extends ZeroRateSensitivity> ZeroRateSensitivity.Meta.builder()
Methods in com.opengamma.strata.pricer with parameters of type ZeroRateSensitivity
Modifier and Type Method Description
CurrencyParameterSensitivities DiscountFactors.parameterSensitivity​(ZeroRateSensitivity pointSensitivity)
Calculates the parameter sensitivity from the point sensitivity.
CurrencyParameterSensitivities SimpleDiscountFactors.parameterSensitivity​(ZeroRateSensitivity pointSens)
CurrencyParameterSensitivities ZeroRateDiscountFactors.parameterSensitivity​(ZeroRateSensitivity pointSens)
CurrencyParameterSensitivities ZeroRatePeriodicDiscountFactors.parameterSensitivity​(ZeroRateSensitivity pointSens)
• ### Uses of ZeroRateSensitivity in com.opengamma.strata.pricer.bond

Methods in com.opengamma.strata.pricer.bond that return ZeroRateSensitivity
Modifier and Type Method Description
ZeroRateSensitivity IssuerCurveZeroRateSensitivity.createZeroRateSensitivity()
Obtains the underlying ZeroRateSensitivity.
ZeroRateSensitivity RepoCurveZeroRateSensitivity.createZeroRateSensitivity()
Obtains the underlying ZeroRateSensitivity.
Methods in com.opengamma.strata.pricer.bond with parameters of type ZeroRateSensitivity
Modifier and Type Method Description
static IssuerCurveZeroRateSensitivity IssuerCurveZeroRateSensitivity.of​(ZeroRateSensitivity zeroRateSensitivity, LegalEntityGroup legalEntityGroup)
Obtains an instance from zero rate sensitivity and legal entity group.
static RepoCurveZeroRateSensitivity RepoCurveZeroRateSensitivity.of​(ZeroRateSensitivity zeroRateSensitivity, RepoGroup repoGroup)
Obtains an instance from zero rate sensitivity and group.
• ### Uses of ZeroRateSensitivity in com.opengamma.strata.pricer.credit

Methods in com.opengamma.strata.pricer.credit that return ZeroRateSensitivity
Modifier and Type Method Description
ZeroRateSensitivity CreditCurveZeroRateSensitivity.getZeroRateSensitivity()
Gets the zero rate sensitivity.
ZeroRateSensitivity CreditCurveZeroRateSensitivity.toZeroRateSensitivity()
Obtains the underlying ZeroRateSensitivity.
default ZeroRateSensitivity CreditDiscountFactors.zeroRatePointSensitivity​(double yearFraction)
Calculates the zero rate point sensitivity at the specified year fraction.
ZeroRateSensitivity CreditDiscountFactors.zeroRatePointSensitivity​(double yearFraction, Currency sensitivityCurrency)
Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.
default ZeroRateSensitivity CreditDiscountFactors.zeroRatePointSensitivity​(LocalDate date)
Calculates the zero rate point sensitivity at the specified date.
default ZeroRateSensitivity CreditDiscountFactors.zeroRatePointSensitivity​(LocalDate date, Currency sensitivityCurrency)
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
ZeroRateSensitivity IsdaCreditDiscountFactors.zeroRatePointSensitivity​(double yearFraction, Currency sensitivityCurrency)
Methods in com.opengamma.strata.pricer.credit that return types with arguments of type ZeroRateSensitivity
Modifier and Type Method Description
org.joda.beans.MetaProperty<ZeroRateSensitivity> CreditCurveZeroRateSensitivity.Meta.zeroRateSensitivity()
The meta-property for the zeroRateSensitivity property.
Methods in com.opengamma.strata.pricer.credit with parameters of type ZeroRateSensitivity
Modifier and Type Method Description
static CreditCurveZeroRateSensitivity CreditCurveZeroRateSensitivity.of​(StandardId legalEntityId, ZeroRateSensitivity zeroRateSensitivity)
Obtains an instance from ZeroRateSensitivity and StandardId.
CurrencyParameterSensitivities CreditDiscountFactors.parameterSensitivity​(ZeroRateSensitivity pointSensitivity)
Calculates the parameter sensitivity from the point sensitivity.
CurrencyParameterSensitivities IsdaCreditDiscountFactors.parameterSensitivity​(ZeroRateSensitivity pointSensitivity)