## Uses of Classcom.opengamma.strata.pricer.rate.OvernightRateSensitivity

• Packages that use OvernightRateSensitivity
Package Description
com.opengamma.strata.pricer.rate
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
• ### Uses of OvernightRateSensitivity in com.opengamma.strata.pricer.rate

Methods in com.opengamma.strata.pricer.rate that return OvernightRateSensitivity
Modifier and Type Method Description
OvernightRateSensitivity OvernightRateSensitivity.cloned()
OvernightRateSensitivity OvernightRateSensitivity.convertedTo​(Currency resultCurrency, FxRateProvider rateProvider)
OvernightRateSensitivity OvernightRateSensitivity.mapSensitivity​(DoubleUnaryOperator operator)
OvernightRateSensitivity OvernightRateSensitivity.multipliedBy​(double factor)
OvernightRateSensitivity OvernightRateSensitivity.normalize()
static OvernightRateSensitivity OvernightRateSensitivity.of​(OvernightIndexObservation observation, double sensitivity)
Obtains an instance from the observation and sensitivity value.
static OvernightRateSensitivity OvernightRateSensitivity.of​(OvernightIndexObservation observation, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.
static OvernightRateSensitivity OvernightRateSensitivity.ofPeriod​(OvernightIndexObservation observation, LocalDate endDate, double sensitivity)
Obtains an instance for a period observation of the index from the observation and sensitivity value.
static OvernightRateSensitivity OvernightRateSensitivity.ofPeriod​(OvernightIndexObservation observation, LocalDate endDate, Currency sensitivityCurrency, double sensitivity)
Obtains an instance for a period observation of the index from the observation and sensitivity value, specifying the currency of the value.
OvernightRateSensitivity OvernightRateSensitivity.withCurrency​(Currency currency)
OvernightRateSensitivity OvernightRateSensitivity.withSensitivity​(double sensitivity)
Methods in com.opengamma.strata.pricer.rate that return types with arguments of type OvernightRateSensitivity
Modifier and Type Method Description
Class<? extends OvernightRateSensitivity> OvernightRateSensitivity.Meta.beanType()
org.joda.beans.BeanBuilder<? extends OvernightRateSensitivity> OvernightRateSensitivity.Meta.builder()
Methods in com.opengamma.strata.pricer.rate with parameters of type OvernightRateSensitivity
Modifier and Type Method Description
CurrencyParameterSensitivities DiscountOvernightIndexRates.parameterSensitivity​(OvernightRateSensitivity pointSensitivity)
CurrencyParameterSensitivities HistoricOvernightIndexRates.parameterSensitivity​(OvernightRateSensitivity pointSensitivity)
CurrencyParameterSensitivities OvernightIndexRates.parameterSensitivity​(OvernightRateSensitivity pointSensitivity)
Calculates the parameter sensitivity from the point sensitivity.