Uses of Class
com.opengamma.strata.pricer.swaption.SwaptionSensitivity
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Packages that use SwaptionSensitivity Package Description com.opengamma.strata.pricer.swaption Calculators for swaptions. -
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Uses of SwaptionSensitivity in com.opengamma.strata.pricer.swaption
Methods in com.opengamma.strata.pricer.swaption that return SwaptionSensitivity Modifier and Type Method Description SwaptionSensitivity
SwaptionSensitivity. cloned()
SwaptionSensitivity
SwaptionSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
SwaptionSensitivity
SwaptionSensitivity. mapSensitivity(java.util.function.DoubleUnaryOperator operator)
SwaptionSensitivity
SwaptionSensitivity. multipliedBy(double factor)
SwaptionSensitivity
SwaptionSensitivity. normalize()
static SwaptionSensitivity
SwaptionSensitivity. of(SwaptionVolatilitiesName volatilitiesName, double expiry, double tenor, double strike, double forward, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from the specified elements.SwaptionSensitivity
VolatilitySwaptionCashParYieldProductPricer. presentValueSensitivityModelParamsVolatility(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)
Calculates the present value sensitivity to the implied volatility of the swaption.SwaptionSensitivity
VolatilitySwaptionPhysicalProductPricer. presentValueSensitivityModelParamsVolatility(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)
Calculates the present value sensitivity to the implied volatility of the swaption.SwaptionSensitivity
VolatilitySwaptionProductPricer. presentValueSensitivityModelParamsVolatility(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)
Calculates the present value sensitivity to the implied volatility of the swaption.SwaptionSensitivity
SwaptionSensitivity. withCurrency(Currency currency)
SwaptionSensitivity
SwaptionSensitivity. withSensitivity(double value)
Methods in com.opengamma.strata.pricer.swaption that return types with arguments of type SwaptionSensitivity Modifier and Type Method Description java.lang.Class<? extends SwaptionSensitivity>
SwaptionSensitivity.Meta. beanType()
BeanBuilder<? extends SwaptionSensitivity>
SwaptionSensitivity.Meta. builder()
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