Uses of Class com.opengamma.strata.collect.array.DoubleArray (OpenGamma Strata)

Packages that use DoubleArray
Package	Description
com.opengamma.strata.basics.currency	Representations of currency and money.
com.opengamma.strata.basics.value	Basic financial tools for working with values.
com.opengamma.strata.collect.array	Array data structures.
com.opengamma.strata.data.scenario	Basic types to model market data across scenarios.
com.opengamma.strata.market	Data structures for market data.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.curve.interpolator	Interpolators for interpolating in one and two dimensions.
com.opengamma.strata.market.observable	Market data for quotes.
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.market.surface	Definitions of surfaces.
com.opengamma.strata.market.surface.interpolator	Interpolators for surfaces.
com.opengamma.strata.math.impl.differentiation
com.opengamma.strata.math.impl.function
com.opengamma.strata.math.impl.interpolation
com.opengamma.strata.math.impl.linearalgebra
com.opengamma.strata.math.impl.minimization
com.opengamma.strata.math.impl.rootfinding
com.opengamma.strata.math.impl.rootfinding.newton
com.opengamma.strata.math.impl.statistics.descriptive
com.opengamma.strata.math.impl.statistics.leastsquare
com.opengamma.strata.math.impl.util
com.opengamma.strata.math.linearalgebra	Linear algebra.
com.opengamma.strata.math.rootfind	Root finding.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.pricer	Calculators for financial instruments.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.impl.rate.model	Internal implementations of analytic models.
com.opengamma.strata.pricer.impl.tree
com.opengamma.strata.pricer.impl.volatility.smile	Internal implementations of volatility smile.
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.pricer.model	Common code for model pricing.
com.opengamma.strata.pricer.option	Pricer support classes for options.
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

Uses of DoubleArray in com.opengamma.strata.basics.currency

Methods in com.opengamma.strata.basics.currency that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	CurrencyAmountArray.`getValues()`	Gets the values.
`DoubleArray`	MultiCurrencyAmountArray.`getValues(Currency currency)`	Gets the values for the specified currency, throws an exception if there are no values for the currency.

Methods in com.opengamma.strata.basics.currency that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`ImmutableSortedMap<Currency,DoubleArray>`	MultiCurrencyAmountArray.`getValues()`	Gets the currency values, keyed by currency.
`org.joda.beans.MetaProperty<DoubleArray>`	CurrencyAmountArray.Meta.`values()`	The meta-property for the `values` property.
`org.joda.beans.MetaProperty<ImmutableSortedMap<Currency,DoubleArray>>`	MultiCurrencyAmountArray.Meta.`values()`	The meta-property for the `values` property.

Methods in com.opengamma.strata.basics.currency with parameters of type DoubleArray
Modifier and Type	Method	Description
`static CurrencyAmountArray`	CurrencyAmountArray.`of(Currency currency, DoubleArray values)`	Obtains an instance from the specified currency and array of values.

Method parameters in com.opengamma.strata.basics.currency with type arguments of type DoubleArray
Modifier and Type	Method	Description
`static MultiCurrencyAmountArray`	MultiCurrencyAmountArray.`of(Map<Currency,DoubleArray> values)`	Obtains an instance from a map of amounts.

Uses of DoubleArray in com.opengamma.strata.basics.value

Methods in com.opengamma.strata.basics.value that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	ValueDerivatives.`getDerivatives()`	Gets the derivatives of the variable with respect to some inputs.
`DoubleArray`	ValueSchedule.`resolveValues(Schedule schedule)`	Resolves the value and adjustments against a specific schedule.

Methods in com.opengamma.strata.basics.value with parameters of type DoubleArray
Modifier and Type	Method	Description
`static ValueDerivatives`	ValueDerivatives.`of(double value, DoubleArray derivatives)`	Obtains an instance from a value and array of derivatives.

Uses of DoubleArray in com.opengamma.strata.collect.array

Fields in com.opengamma.strata.collect.array declared as DoubleArray
Modifier and Type	Field	Description
`static DoubleArray`	DoubleArray.`EMPTY`	An empty array.

Methods in com.opengamma.strata.collect.array that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	DoubleMatrix.`column(int column)`	Gets the column at the specified index.
`DoubleArray`	DoubleArray.`combine(DoubleArray other, DoubleBinaryOperator operator)`	Returns an instance where each element is formed by some combination of the matching values in this array and the other array.
`DoubleArray`	DoubleArray.`concat(double... arrayToConcat)`	Returns an array that combines this array and the specified array.
`DoubleArray`	DoubleArray.`concat(DoubleArray arrayToConcat)`	Returns an array that combines this array and the specified array.
`static DoubleArray`	DoubleArray.`copyOf(double[] array)`	Obtains an instance from an array of `double`.
`static DoubleArray`	DoubleArray.`copyOf(double[] array, int fromIndex)`	Obtains an instance by copying part of an array.
`static DoubleArray`	DoubleArray.`copyOf(double[] array, int fromIndexInclusive, int toIndexExclusive)`	Obtains an instance by copying part of an array.
`static DoubleArray`	DoubleArray.`copyOf(Collection<Double> collection)`	Obtains an instance from a collection of `Double`.
`DoubleArray`	DoubleArray.`dividedBy(double divisor)`	Returns an instance with each value divided by the specified divisor.
`DoubleArray`	DoubleArray.`dividedBy(DoubleArray other)`	Returns an instance where each element is calculated by dividing values in this array by values in the other array.
`static DoubleArray`	DoubleArray.`filled(int size)`	Obtains an instance with all entries equal to the zero.
`static DoubleArray`	DoubleArray.`filled(int size, double value)`	Obtains an instance with all entries equal to the same value.
`DoubleArray`	DoubleArray.`map(DoubleUnaryOperator operator)`	Returns an instance with an operation applied to each value in the array.
`DoubleArray`	DoubleArray.`mapWithIndex(IntDoubleToDoubleFunction function)`	Returns an instance with an operation applied to each indexed value in the array.
`DoubleArray`	DoubleArray.`minus(double amount)`	Returns an instance with the specified amount subtracted from each value.
`DoubleArray`	DoubleArray.`minus(DoubleArray other)`	Returns an instance where each element is equal to the difference between the matching values in this array and the other array.
`DoubleArray`	DoubleArray.`multipliedBy(double factor)`	Returns an instance with each value multiplied by the specified factor.
`DoubleArray`	DoubleArray.`multipliedBy(DoubleArray other)`	Returns an instance where each element is equal to the product of the matching values in this array and the other array.
`static DoubleArray`	DoubleArray.`of()`	Obtains an empty immutable array.
`static DoubleArray`	DoubleArray.`of(double value)`	Obtains an immutable array with a single value.
`static DoubleArray`	DoubleArray.`of(double value1, double value2)`	Obtains an immutable array with two values.
`static DoubleArray`	DoubleArray.`of(double value1, double value2, double value3)`	Obtains an immutable array with three values.
`static DoubleArray`	DoubleArray.`of(double value1, double value2, double value3, double value4)`	Obtains an immutable array with four values.
`static DoubleArray`	DoubleArray.`of(double value1, double value2, double value3, double value4, double value5)`	Obtains an immutable array with five values.
`static DoubleArray`	DoubleArray.`of(double value1, double value2, double value3, double value4, double value5, double value6)`	Obtains an immutable array with six values.
`static DoubleArray`	DoubleArray.`of(double value1, double value2, double value3, double value4, double value5, double value6, double value7)`	Obtains an immutable array with seven values.
`static DoubleArray`	DoubleArray.`of(double value1, double value2, double value3, double value4, double value5, double value6, double value7, double value8)`	Obtains an immutable array with eight values.
`static DoubleArray`	DoubleArray.`of(double value1, double value2, double value3, double value4, double value5, double value6, double value7, double value8, double... otherValues)`	Obtains an immutable array with more than eight values.
`static DoubleArray`	DoubleArray.`of(int size, IntToDoubleFunction valueFunction)`	Obtains an instance with entries filled using a function.
`static DoubleArray`	DoubleArray.`of(DoubleStream stream)`	Obtains an instance with entries filled from a stream.
`static DoubleArray`	DoubleArray.`ofUnsafe(double[] array)`	Obtains an instance by wrapping an array.
`DoubleArray`	DoubleArray.`plus(double amount)`	Returns an instance with the specified amount added to each value.
`DoubleArray`	DoubleArray.`plus(DoubleArray other)`	Returns an instance where each element is the sum of the matching values in this array and the other array.
`DoubleArray`	DoubleMatrix.`row(int row)`	Gets the row at the specified index.
`DoubleArray`	DoubleArray.`sorted()`	Returns a sorted copy of this array.
`DoubleArray`	DoubleArray.`subArray(int fromIndexInclusive)`	Returns an array holding the values from the specified index onwards.
`DoubleArray`	DoubleArray.`subArray(int fromIndexInclusive, int toIndexExclusive)`	Returns an array holding the values between the specified from and to indices.
`DoubleArray`	DoubleArray.`with(int index, double newValue)`	Returns an instance with the value at the specified index changed.

Methods in com.opengamma.strata.collect.array with parameters of type DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	DoubleArray.`combine(DoubleArray other, DoubleBinaryOperator operator)`	Returns an instance where each element is formed by some combination of the matching values in this array and the other array.
`double`	DoubleArray.`combineReduce(DoubleArray other, DoubleTernaryOperator operator)`	Combines this array and the other array returning a reduced value.
`DoubleArray`	DoubleArray.`concat(DoubleArray arrayToConcat)`	Returns an array that combines this array and the specified array.
`static DoubleMatrix`	DoubleMatrix.`diagonal(DoubleArray array)`	Obtains a diagonal matrix from the specified array.
`DoubleArray`	DoubleArray.`dividedBy(DoubleArray other)`	Returns an instance where each element is calculated by dividing values in this array by values in the other array.
`boolean`	DoubleArray.`equalWithTolerance(DoubleArray other, double tolerance)`	Checks if this array equals another within the specified tolerance.
`DoubleArray`	DoubleArray.`minus(DoubleArray other)`	Returns an instance where each element is equal to the difference between the matching values in this array and the other array.
`DoubleArray`	DoubleArray.`multipliedBy(DoubleArray other)`	Returns an instance where each element is equal to the product of the matching values in this array and the other array.
`DoubleArray`	DoubleArray.`plus(DoubleArray other)`	Returns an instance where each element is the sum of the matching values in this array and the other array.

Method parameters in com.opengamma.strata.collect.array with type arguments of type DoubleArray
Modifier and Type	Method	Description
`static DoubleMatrix`	DoubleMatrix.`ofArrayObjects(int rows, int columns, IntFunction<DoubleArray> valuesFunction)`	Obtains an instance with entries filled using a function.

Uses of DoubleArray in com.opengamma.strata.data.scenario

Methods in com.opengamma.strata.data.scenario that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	FxRateScenarioArray.`convert(DoubleArray amounts, Currency fromCurrency, Currency toCurrency)`	Converts an amount in a currency to an amount in a different currency using this rate.
`DoubleArray`	DoubleScenarioArray.`getValues()`	Gets the calculated values, one per scenario.
`DoubleArray`	MultiCurrencyScenarioArray.`getValues(Currency currency)`	Returns the values for the specified currency, throws an exception if there are no values for the currency.

Methods in com.opengamma.strata.data.scenario that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`org.joda.beans.MetaProperty<DoubleArray>`	FxRateScenarioArray.Meta.`rates()`	The meta-property for the `rates` property.
`org.joda.beans.MetaProperty<DoubleArray>`	DoubleScenarioArray.Meta.`values()`	The meta-property for the `values` property.

Methods in com.opengamma.strata.data.scenario with parameters of type DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	FxRateScenarioArray.`convert(DoubleArray amounts, Currency fromCurrency, Currency toCurrency)`	Converts an amount in a currency to an amount in a different currency using this rate.
`static CurrencyScenarioArray`	CurrencyScenarioArray.`of(Currency currency, DoubleArray values)`	Obtains an instance from the specified currency and array of values.
`static DoubleScenarioArray`	DoubleScenarioArray.`of(DoubleArray values)`	Obtains an instance from the specified array of values.
`static FxRateScenarioArray`	FxRateScenarioArray.`of(CurrencyPair currencyPair, DoubleArray rates)`	Returns an array of FX rates for a currency pair.
`static FxRateScenarioArray`	FxRateScenarioArray.`of(Currency base, Currency counter, DoubleArray rates)`	Returns an array of FX rates for a currency pair.

Method parameters in com.opengamma.strata.data.scenario with type arguments of type DoubleArray
Modifier and Type	Method	Description
`static MultiCurrencyScenarioArray`	MultiCurrencyScenarioArray.`of(Map<Currency,DoubleArray> values)`	Returns an instance containing the values from a map of amounts with the same number of elements in each array.

Uses of DoubleArray in com.opengamma.strata.market

Methods in com.opengamma.strata.market that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	FxRateShifts.`getShiftAmount()`	Gets the shifts to apply to `FxRate`.
`DoubleArray`	GenericDoubleShifts.`getShiftAmount()`	Gets the shifts to apply to a `Double` value.

Methods in com.opengamma.strata.market that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`org.joda.beans.MetaProperty<DoubleArray>`	FxRateShifts.Meta.`shiftAmount()`	The meta-property for the `shiftAmount` property.
`org.joda.beans.MetaProperty<DoubleArray>`	GenericDoubleShifts.Meta.`shiftAmount()`	The meta-property for the `shiftAmount` property.

Methods in com.opengamma.strata.market with parameters of type DoubleArray
Modifier and Type	Method	Description
`static FxRateShifts`	FxRateShifts.`of(ShiftType shiftType, DoubleArray shiftAmount, CurrencyPair currencyPair)`	Creates an instance.
`static GenericDoubleShifts`	GenericDoubleShifts.`of(ShiftType shiftType, DoubleArray shiftAmount)`	Creates an instance with zero spread.
`static GenericDoubleShifts`	GenericDoubleShifts.`of(ShiftType shiftType, DoubleArray shiftAmount, double spread)`	Creates an instance with spread.

Uses of DoubleArray in com.opengamma.strata.market.curve

Fields in com.opengamma.strata.market.curve with type parameters of type DoubleArray
Modifier and Type	Field	Description
`static CurveInfoType<DoubleArray>`	CurveInfoType.`PV_SENSITIVITY_TO_MARKET_QUOTE`	Key used to access information about the present value sensitivity to market quote, represented by a `DoubleArray`.

Methods in com.opengamma.strata.market.curve that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	ParameterizedFunctionalCurve.`getParameters()`	Gets the array of parameters for the curve function.
`DoubleArray`	InflationNodalCurve.`getSeasonality()`	Gets describes the monthly seasonal adjustments.
`DoubleArray`	SeasonalityDefinition.`getSeasonalityMonthOnMonth()`	Gets the month on month adjustment.
`DoubleArray`	CurveParallelShifts.`getShiftAmounts()`	Gets the amount by which the y-values are shifted.
`DoubleArray`	ConstantNodalCurve.`getXValues()`
`DoubleArray`	HybridNodalCurve.`getXValues()`
`DoubleArray`	InflationNodalCurve.`getXValues()`
`DoubleArray`	InterpolatedNodalCurve.`getXValues()`	Gets the array of x-values, one for each point.
`DoubleArray`	NodalCurve.`getXValues()`	Gets the known x-values of the curve.
`DoubleArray`	ConstantNodalCurve.`getYValues()`
`DoubleArray`	HybridNodalCurve.`getYValues()`
`DoubleArray`	InflationNodalCurve.`getYValues()`
`DoubleArray`	InterpolatedNodalCurve.`getYValues()`	Gets the array of y-values, one for each point.
`DoubleArray`	NodalCurve.`getYValues()`	Gets the known y-values of the curve.

Methods in com.opengamma.strata.market.curve that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`org.joda.beans.MetaProperty<BiFunction<DoubleArray,Double,Double>>`	ParameterizedFunctionalCurve.Meta.`derivativeFunction()`	The meta-property for the `derivativeFunction` property.
`org.joda.beans.MetaProperty<BiFunction<DoubleArray,Double,Double>>`	ParameterizedFunctionalCurveDefinition.Meta.`derivativeFunction()`	The meta-property for the `derivativeFunction` property.
`BiFunction<DoubleArray,Double,Double>`	ParameterizedFunctionalCurve.`getDerivativeFunction()`	Gets the derivative function.
`BiFunction<DoubleArray,Double,Double>`	ParameterizedFunctionalCurveDefinition.`getDerivativeFunction()`	Gets the derivative function.
`BiFunction<DoubleArray,Double,DoubleArray>`	ParameterizedFunctionalCurve.`getSensitivityFunction()`	Gets the parameter sensitivity function.
`BiFunction<DoubleArray,Double,DoubleArray>`	ParameterizedFunctionalCurve.`getSensitivityFunction()`	Gets the parameter sensitivity function.
`BiFunction<DoubleArray,Double,DoubleArray>`	ParameterizedFunctionalCurveDefinition.`getSensitivityFunction()`	Gets the parameter sensitivity function.
`BiFunction<DoubleArray,Double,DoubleArray>`	ParameterizedFunctionalCurveDefinition.`getSensitivityFunction()`	Gets the parameter sensitivity function.
`BiFunction<DoubleArray,Double,Double>`	ParameterizedFunctionalCurve.`getValueFunction()`	Gets the y-value function.
`BiFunction<DoubleArray,Double,Double>`	ParameterizedFunctionalCurveDefinition.`getValueFunction()`	Gets the y-value function.
`org.joda.beans.MetaProperty<DoubleArray>`	ParameterizedFunctionalCurve.Meta.`parameters()`	The meta-property for the `parameters` property.
`org.joda.beans.MetaProperty<DoubleArray>`	InflationNodalCurve.Meta.`seasonality()`	The meta-property for the `seasonality` property.
`org.joda.beans.MetaProperty<DoubleArray>`	SeasonalityDefinition.Meta.`seasonalityMonthOnMonth()`	The meta-property for the `seasonalityMonthOnMonth` property.
`org.joda.beans.MetaProperty<BiFunction<DoubleArray,Double,DoubleArray>>`	ParameterizedFunctionalCurve.Meta.`sensitivityFunction()`	The meta-property for the `sensitivityFunction` property.
`org.joda.beans.MetaProperty<BiFunction<DoubleArray,Double,DoubleArray>>`	ParameterizedFunctionalCurve.Meta.`sensitivityFunction()`	The meta-property for the `sensitivityFunction` property.
`org.joda.beans.MetaProperty<BiFunction<DoubleArray,Double,DoubleArray>>`	ParameterizedFunctionalCurveDefinition.Meta.`sensitivityFunction()`	The meta-property for the `sensitivityFunction` property.
`org.joda.beans.MetaProperty<BiFunction<DoubleArray,Double,DoubleArray>>`	ParameterizedFunctionalCurveDefinition.Meta.`sensitivityFunction()`	The meta-property for the `sensitivityFunction` property.
`org.joda.beans.MetaProperty<DoubleArray>`	CurveParallelShifts.Meta.`shiftAmounts()`	The meta-property for the `shiftAmounts` property.
`Map<CurveName,DoubleArray>`	JacobianCalibrationMatrix.`splitValues(DoubleArray array)`	Splits the array according to the curve order.
`org.joda.beans.MetaProperty<BiFunction<DoubleArray,Double,Double>>`	ParameterizedFunctionalCurve.Meta.`valueFunction()`	The meta-property for the `valueFunction` property.
`org.joda.beans.MetaProperty<BiFunction<DoubleArray,Double,Double>>`	ParameterizedFunctionalCurveDefinition.Meta.`valueFunction()`	The meta-property for the `valueFunction` property.
`org.joda.beans.MetaProperty<DoubleArray>`	InterpolatedNodalCurve.Meta.`xValues()`	The meta-property for the `xValues` property.
`org.joda.beans.MetaProperty<DoubleArray>`	InterpolatedNodalCurve.Meta.`yValues()`	The meta-property for the `yValues` property.

Methods in com.opengamma.strata.market.curve with parameters of type DoubleArray
Modifier and Type	Method	Description
`CurrencyParameterSensitivity`	CombinedCurve.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`
`UnitParameterSensitivity`	CombinedCurve.`createParameterSensitivity(DoubleArray sensitivities)`
`CurrencyParameterSensitivity`	ConstantNodalCurve.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`
`UnitParameterSensitivity`	ConstantNodalCurve.`createParameterSensitivity(DoubleArray sensitivities)`
`default CurrencyParameterSensitivity`	Curve.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`	Creates a parameter sensitivity instance for this curve when the sensitivity values are known.
`default UnitParameterSensitivity`	Curve.`createParameterSensitivity(DoubleArray sensitivities)`	Creates a parameter sensitivity instance for this curve when the sensitivity values are known.
`CurrencyParameterSensitivity`	HybridNodalCurve.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`
`UnitParameterSensitivity`	HybridNodalCurve.`createParameterSensitivity(DoubleArray sensitivities)`
`CurrencyParameterSensitivity`	InterpolatedNodalCurve.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`
`UnitParameterSensitivity`	InterpolatedNodalCurve.`createParameterSensitivity(DoubleArray sensitivities)`
`CurrencyParameterSensitivity`	ParameterizedFunctionalCurve.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`
`UnitParameterSensitivity`	ParameterizedFunctionalCurve.`createParameterSensitivity(DoubleArray sensitivities)`
`Curve`	CurveDefinition.`curve(LocalDate valuationDate, CurveMetadata metadata, DoubleArray parameters)`	Creates the curve from an array of parameter values.
`NodalCurve`	InterpolatedNodalCurveDefinition.`curve(LocalDate valuationDate, CurveMetadata metadata, DoubleArray parameters)`
`InterpolatedNodalCurve`	IsdaCreditCurveDefinition.`curve(DoubleArray yearFractions, DoubleArray zeroRates)`	Creates the ISDA compliant curve.
`NodalCurve`	NodalCurveDefinition.`curve(LocalDate valuationDate, CurveMetadata metadata, DoubleArray parameters)`
`ParameterizedFunctionalCurve`	ParameterizedFunctionalCurveDefinition.`curve(LocalDate valuationDate, CurveMetadata metadata, DoubleArray parameters)`
`static HybridNodalCurve`	HybridNodalCurve.`of(CurveMetadata metadata, DoubleArray xValues, DoubleArray yValues, int spliceIndex, CurveInterpolator interpolatorLeft, CurveInterpolator interpolatorRight, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight)`	Create a new hybrid nodal curve.
`static InflationNodalCurve`	InflationNodalCurve.`of(NodalCurve curve, DoubleArray seasonality, ShiftType adjustmentType)`	Obtains an instance of the curve.
`static InterpolatedNodalCurve`	InterpolatedNodalCurve.`of(CurveMetadata metadata, DoubleArray xValues, DoubleArray yValues, CurveInterpolator interpolator)`	Creates an interpolated curve with metadata.
`static InterpolatedNodalCurve`	InterpolatedNodalCurve.`of(CurveMetadata metadata, DoubleArray xValues, DoubleArray yValues, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight)`	Creates an interpolated curve with metadata.
`static ParameterizedFunctionalCurve`	ParameterizedFunctionalCurve.`of(CurveMetadata metadata, DoubleArray parameters, BiFunction<DoubleArray,Double,Double> valueFunction, BiFunction<DoubleArray,Double,Double> derivativeFunction, BiFunction<DoubleArray,Double,DoubleArray> sensitivityFunction)`	Obtains an instance.
`static SeasonalityDefinition`	SeasonalityDefinition.`of(DoubleArray seasonalityMonthOnMonth, ShiftType adjustmentType)`	Obtains an instance of the seasonality.
`ParameterizedFunctionalCurve.Builder`	ParameterizedFunctionalCurve.Builder.`parameters(DoubleArray parameters)`	Sets the array of parameters for the curve function.
`Map<CurveName,DoubleArray>`	JacobianCalibrationMatrix.`splitValues(DoubleArray array)`	Splits the array according to the curve order.
`ParameterizedFunctionalCurve`	ParameterizedFunctionalCurve.`withParameters(DoubleArray parameters)`	Returns a copy of the curve with all of the parameters altered.
`ConstantNodalCurve`	ConstantNodalCurve.`withValues(DoubleArray xValues, DoubleArray yValues)`
`HybridNodalCurve`	HybridNodalCurve.`withValues(DoubleArray xValues, DoubleArray yValues)`
`InflationNodalCurve`	InflationNodalCurve.`withValues(DoubleArray xValues, DoubleArray yValues)`
`InterpolatedNodalCurve`	InterpolatedNodalCurve.`withValues(DoubleArray xValues, DoubleArray yValues)`
`NodalCurve`	NodalCurve.`withValues(DoubleArray xValues, DoubleArray yValues)`	Returns a new curve with the specified x-values and y-values.
`ConstantNodalCurve`	ConstantNodalCurve.`withYValues(DoubleArray yValues)`
`HybridNodalCurve`	HybridNodalCurve.`withYValues(DoubleArray yValues)`
`InflationNodalCurve`	InflationNodalCurve.`withYValues(DoubleArray values)`
`InterpolatedNodalCurve`	InterpolatedNodalCurve.`withYValues(DoubleArray yValues)`
`NodalCurve`	NodalCurve.`withYValues(DoubleArray values)`	Returns a new curve with the specified values.
`InterpolatedNodalCurve.Builder`	InterpolatedNodalCurve.Builder.`xValues(DoubleArray xValues)`	Sets the array of x-values, one for each point.
`InterpolatedNodalCurve.Builder`	InterpolatedNodalCurve.Builder.`yValues(DoubleArray yValues)`	Sets the array of y-values, one for each point.

Method parameters in com.opengamma.strata.market.curve with type arguments of type DoubleArray
Modifier and Type	Method	Description
`ParameterizedFunctionalCurve.Builder`	ParameterizedFunctionalCurve.Builder.`derivativeFunction(BiFunction<DoubleArray,Double,Double> derivativeFunction)`	Sets the derivative function.
`ParameterizedFunctionalCurveDefinition.Builder`	ParameterizedFunctionalCurveDefinition.Builder.`derivativeFunction(BiFunction<DoubleArray,Double,Double> derivativeFunction)`	Sets the derivative function.
`static ParameterizedFunctionalCurve`	ParameterizedFunctionalCurve.`of(CurveMetadata metadata, DoubleArray parameters, BiFunction<DoubleArray,Double,Double> valueFunction, BiFunction<DoubleArray,Double,Double> derivativeFunction, BiFunction<DoubleArray,Double,DoubleArray> sensitivityFunction)`	Obtains an instance.
`ParameterizedFunctionalCurve.Builder`	ParameterizedFunctionalCurve.Builder.`sensitivityFunction(BiFunction<DoubleArray,Double,DoubleArray> sensitivityFunction)`	Sets the parameter sensitivity function.
`ParameterizedFunctionalCurve.Builder`	ParameterizedFunctionalCurve.Builder.`sensitivityFunction(BiFunction<DoubleArray,Double,DoubleArray> sensitivityFunction)`	Sets the parameter sensitivity function.
`ParameterizedFunctionalCurveDefinition.Builder`	ParameterizedFunctionalCurveDefinition.Builder.`sensitivityFunction(BiFunction<DoubleArray,Double,DoubleArray> sensitivityFunction)`	Sets the parameter sensitivity function.
`ParameterizedFunctionalCurveDefinition.Builder`	ParameterizedFunctionalCurveDefinition.Builder.`sensitivityFunction(BiFunction<DoubleArray,Double,DoubleArray> sensitivityFunction)`	Sets the parameter sensitivity function.
`ParameterizedFunctionalCurve.Builder`	ParameterizedFunctionalCurve.Builder.`valueFunction(BiFunction<DoubleArray,Double,Double> valueFunction)`	Sets the y-value function.
`ParameterizedFunctionalCurveDefinition.Builder`	ParameterizedFunctionalCurveDefinition.Builder.`valueFunction(BiFunction<DoubleArray,Double,Double> valueFunction)`	Sets the y-value function.

Uses of DoubleArray in com.opengamma.strata.market.curve.interpolator

Methods in com.opengamma.strata.market.curve.interpolator that return DoubleArray
Modifier and Type	Method	Description
`protected abstract DoubleArray`	AbstractBoundCurveInterpolator.`doParameterSensitivity(double xValue)`	Method for subclasses to calculate parameter sensitivity.
`DoubleArray`	BoundCurveExtrapolator.`leftExtrapolateParameterSensitivity(double xValue)`	Calculates the parameter sensitivities of the left extrapolated y-value at the specified x-value.
`DoubleArray`	AbstractBoundCurveInterpolator.`parameterSensitivity(double xValue)`
`DoubleArray`	BoundCurveInterpolator.`parameterSensitivity(double x)`	Computes the sensitivity of the y-value with respect to the curve parameters.
`DoubleArray`	BoundCurveExtrapolator.`rightExtrapolateParameterSensitivity(double xValue)`	Calculates the parameter sensitivities of the right extrapolated y-value at the specified x-value.

Methods in com.opengamma.strata.market.curve.interpolator with parameters of type DoubleArray
Modifier and Type	Method	Description
`BoundCurveExtrapolator`	CurveExtrapolator.`bind(DoubleArray xValues, DoubleArray yValues, BoundCurveInterpolator interpolator)`	Binds this extrapolator to a curve.
`BoundCurveInterpolator`	CurveInterpolator.`bind(DoubleArray xValues, DoubleArray yValues)`	Binds this interpolator to a curve where no extrapolation is permitted.
`default BoundCurveInterpolator`	CurveInterpolator.`bind(DoubleArray xValues, DoubleArray yValues, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight)`	Binds this interpolator to a curve specifying the extrapolators to use.

Constructors in com.opengamma.strata.market.curve.interpolator with parameters of type DoubleArray
Constructor	Description
`AbstractBoundCurveInterpolator(DoubleArray xValues, DoubleArray yValues)`	Creates an instance.

Uses of DoubleArray in com.opengamma.strata.market.observable

Methods in com.opengamma.strata.market.observable that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	QuoteScenarioArray.`getQuotes()`	Gets the values of the quotes.

Methods in com.opengamma.strata.market.observable that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`org.joda.beans.MetaProperty<DoubleArray>`	QuoteScenarioArray.Meta.`quotes()`	The meta-property for the `quotes` property.

Methods in com.opengamma.strata.market.observable with parameters of type DoubleArray
Modifier and Type	Method	Description
`static QuoteScenarioArray`	QuoteScenarioArray.`of(DoubleArray quotes)`	Obtains an instance wrapping a set of quotes.

Uses of DoubleArray in com.opengamma.strata.market.param

Methods in com.opengamma.strata.market.param that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	CurrencyParameterSensitivity.`getSensitivity()`	Gets the parameter sensitivity values.
`DoubleArray`	UnitParameterSensitivity.`getSensitivity()`	Gets the parameter sensitivity values.

Methods in com.opengamma.strata.market.param that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`org.joda.beans.MetaProperty<DoubleArray>`	CurrencyParameterSensitivity.Meta.`sensitivity()`	The meta-property for the `sensitivity` property.
`org.joda.beans.MetaProperty<DoubleArray>`	UnitParameterSensitivity.Meta.`sensitivity()`	The meta-property for the `sensitivity` property.

Methods in com.opengamma.strata.market.param with parameters of type DoubleArray
Modifier and Type	Method	Description
`static CurrencyParameterSensitivity`	CurrencyParameterSensitivity.`of(MarketDataName<?> marketDataName, Currency currency, DoubleArray sensitivity)`	Obtains an instance from the market data name, currency and sensitivity.
`static CurrencyParameterSensitivity`	CurrencyParameterSensitivity.`of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleArray sensitivity)`	Obtains an instance from the market data name, metadata, currency and sensitivity.
`static CurrencyParameterSensitivity`	CurrencyParameterSensitivity.`of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleArray sensitivity, List<ParameterSize> parameterSplit)`	Obtains an instance from the market data name, metadata, currency, sensitivity and parameter split.
`static UnitParameterSensitivity`	UnitParameterSensitivity.`of(MarketDataName<?> marketDataName, DoubleArray sensitivity)`	Obtains an instance from the market data name and sensitivity.
`static UnitParameterSensitivity`	UnitParameterSensitivity.`of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, DoubleArray sensitivity)`	Obtains an instance from the market data name, metadata and sensitivity.
`static UnitParameterSensitivity`	UnitParameterSensitivity.`of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, DoubleArray sensitivity, List<ParameterSize> parameterSplit)`	Obtains an instance from the market data name, metadata, sensitivity and parameter split.
`CurrencyParameterSensitivity`	CurrencyParameterSensitivity.`plus(DoubleArray otherSensitivty)`	Returns an instance with the specified sensitivity array added to the array in this instance.
`UnitParameterSensitivity`	UnitParameterSensitivity.`plus(DoubleArray otherSensitivty)`	Returns an instance with the specified sensitivity array added to the array in this instance.
`CurrencyParameterSensitivity.Builder`	CurrencyParameterSensitivity.Builder.`sensitivity(DoubleArray sensitivity)`	Sets the parameter sensitivity values.
`CurrencyParameterSensitivity`	CurrencyParameterSensitivity.`withSensitivity(DoubleArray sensitivity)`	Returns an instance with new parameter sensitivity values.
`UnitParameterSensitivity`	UnitParameterSensitivity.`withSensitivity(DoubleArray sensitivity)`	Returns an instance with new parameter sensitivity values.

Uses of DoubleArray in com.opengamma.strata.market.surface

Methods in com.opengamma.strata.market.surface that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	InterpolatedNodalSurface.`getXValues()`	Gets the array of x-values, one for each point.
`DoubleArray`	NodalSurface.`getXValues()`	Gets the known x-values of the surface.
`DoubleArray`	InterpolatedNodalSurface.`getYValues()`	Gets the array of y-values, one for each point.
`DoubleArray`	NodalSurface.`getYValues()`	Gets the known y-values of the surface.
`DoubleArray`	InterpolatedNodalSurface.`getZValues()`	Gets the array of z-values, one for each point.
`DoubleArray`	NodalSurface.`getZValues()`	Gets the known z-values of the surface.

Methods in com.opengamma.strata.market.surface that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`org.joda.beans.MetaProperty<DoubleArray>`	InterpolatedNodalSurface.Meta.`xValues()`	The meta-property for the `xValues` property.
`org.joda.beans.MetaProperty<DoubleArray>`	InterpolatedNodalSurface.Meta.`yValues()`	The meta-property for the `yValues` property.
`org.joda.beans.MetaProperty<DoubleArray>`	InterpolatedNodalSurface.Meta.`zValues()`	The meta-property for the `zValues` property.

Methods in com.opengamma.strata.market.surface with parameters of type DoubleArray
Modifier and Type	Method	Description
`CurrencyParameterSensitivity`	InterpolatedNodalSurface.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`
`UnitParameterSensitivity`	InterpolatedNodalSurface.`createParameterSensitivity(DoubleArray sensitivities)`
`default CurrencyParameterSensitivity`	Surface.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`	Creates a parameter sensitivity instance for this surface when the sensitivity values are known.
`default UnitParameterSensitivity`	Surface.`createParameterSensitivity(DoubleArray sensitivities)`	Creates a parameter sensitivity instance for this surface when the sensitivity values are known.
`static InterpolatedNodalSurface`	InterpolatedNodalSurface.`of(SurfaceMetadata metadata, DoubleArray xValues, DoubleArray yValues, DoubleArray zValues, SurfaceInterpolator interpolator)`	Creates an interpolated surface with metadata.
`static InterpolatedNodalSurface`	InterpolatedNodalSurface.`ofUnsorted(SurfaceMetadata metadata, DoubleArray xValues, DoubleArray yValues, DoubleArray zValues, SurfaceInterpolator interpolator)`	Creates an interpolated surface with metadata, where the values are not sorted.
`InterpolatedNodalSurface`	InterpolatedNodalSurface.`withZValues(DoubleArray zValues)`
`NodalSurface`	NodalSurface.`withZValues(DoubleArray values)`	Returns a new surface with the specified values.
`InterpolatedNodalSurface.Builder`	InterpolatedNodalSurface.Builder.`xValues(DoubleArray xValues)`	Sets the array of x-values, one for each point.
`InterpolatedNodalSurface.Builder`	InterpolatedNodalSurface.Builder.`yValues(DoubleArray yValues)`	Sets the array of y-values, one for each point.
`InterpolatedNodalSurface.Builder`	InterpolatedNodalSurface.Builder.`zValues(DoubleArray zValues)`	Sets the array of z-values, one for each point.

Uses of DoubleArray in com.opengamma.strata.market.surface.interpolator

Methods in com.opengamma.strata.market.surface.interpolator that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	BoundSurfaceInterpolator.`parameterSensitivity(double x, double y)`	Computes the sensitivity of the x-y-value with respect to the surface parameters.

Methods in com.opengamma.strata.market.surface.interpolator with parameters of type DoubleArray
Modifier and Type	Method	Description
`BoundSurfaceInterpolator`	GridSurfaceInterpolator.`bind(DoubleArray xValues, DoubleArray yValues, DoubleArray zValues)`
`BoundSurfaceInterpolator`	SurfaceInterpolator.`bind(DoubleArray xValues, DoubleArray yValues, DoubleArray zValues)`	Binds this interpolator to a surface.

Uses of DoubleArray in com.opengamma.strata.math.impl.differentiation

Methods in com.opengamma.strata.math.impl.differentiation that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`Function<DoubleArray,DoubleMatrix[]>`	MatrixFieldFirstOrderDifferentiator.`differentiate(Function<DoubleArray,DoubleMatrix> function)`
`Function<DoubleArray,DoubleMatrix[]>`	MatrixFieldFirstOrderDifferentiator.`differentiate(Function<DoubleArray,DoubleMatrix> function, Function<DoubleArray,Boolean> domain)`
`Function<DoubleArray,DoubleArray>`	ScalarFieldFirstOrderDifferentiator.`differentiate(Function<DoubleArray,Double> function)`
`Function<DoubleArray,DoubleArray>`	ScalarFieldFirstOrderDifferentiator.`differentiate(Function<DoubleArray,Double> function)`
`Function<DoubleArray,DoubleArray>`	ScalarFieldFirstOrderDifferentiator.`differentiate(Function<DoubleArray,Double> function, Function<DoubleArray,Boolean> domain)`
`Function<DoubleArray,DoubleArray>`	ScalarFieldFirstOrderDifferentiator.`differentiate(Function<DoubleArray,Double> function, Function<DoubleArray,Boolean> domain)`
`Function<DoubleArray,DoubleMatrix>`	VectorFieldFirstOrderDifferentiator.`differentiate(Function<DoubleArray,DoubleArray> function)`
`Function<DoubleArray,DoubleMatrix>`	VectorFieldFirstOrderDifferentiator.`differentiate(Function<DoubleArray,DoubleArray> function, Function<DoubleArray,Boolean> domain)`
`Function<DoubleArray,DoubleMatrix[]>`	VectorFieldSecondOrderDifferentiator.`differentiate(Function<DoubleArray,DoubleArray> function)`	This computes the second derivative of a vector field, which is a rank 3 tensor field.
`Function<DoubleArray,DoubleMatrix[]>`	VectorFieldSecondOrderDifferentiator.`differentiate(Function<DoubleArray,DoubleArray> function, Function<DoubleArray,Boolean> domain)`
`Function<DoubleArray,DoubleMatrix[]>`	VectorFieldSecondOrderDifferentiator.`differentiateFull(Function<DoubleArray,DoubleArray> function)`	Differentiate.
`Function<DoubleArray,DoubleMatrix>`	VectorFieldSecondOrderDifferentiator.`differentiateNoCross(Function<DoubleArray,DoubleArray> function)`	Computes the second derivative of a vector field, without cross derivatives.

Method parameters in com.opengamma.strata.math.impl.differentiation with type arguments of type DoubleArray
Modifier and Type	Method	Description
`Function<DoubleArray,DoubleMatrix[]>`	MatrixFieldFirstOrderDifferentiator.`differentiate(Function<DoubleArray,DoubleMatrix> function)`
`Function<DoubleArray,DoubleMatrix[]>`	MatrixFieldFirstOrderDifferentiator.`differentiate(Function<DoubleArray,DoubleMatrix> function, Function<DoubleArray,Boolean> domain)`
`Function<DoubleArray,DoubleArray>`	ScalarFieldFirstOrderDifferentiator.`differentiate(Function<DoubleArray,Double> function)`
`Function<DoubleArray,DoubleArray>`	ScalarFieldFirstOrderDifferentiator.`differentiate(Function<DoubleArray,Double> function, Function<DoubleArray,Boolean> domain)`
`Function<DoubleArray,DoubleMatrix>`	VectorFieldFirstOrderDifferentiator.`differentiate(Function<DoubleArray,DoubleArray> function)`
`Function<DoubleArray,DoubleMatrix>`	VectorFieldFirstOrderDifferentiator.`differentiate(Function<DoubleArray,DoubleArray> function)`
`Function<DoubleArray,DoubleMatrix>`	VectorFieldFirstOrderDifferentiator.`differentiate(Function<DoubleArray,DoubleArray> function, Function<DoubleArray,Boolean> domain)`
`Function<DoubleArray,DoubleMatrix>`	VectorFieldFirstOrderDifferentiator.`differentiate(Function<DoubleArray,DoubleArray> function, Function<DoubleArray,Boolean> domain)`
`Function<DoubleArray,DoubleMatrix[]>`	VectorFieldSecondOrderDifferentiator.`differentiate(Function<DoubleArray,DoubleArray> function)`	This computes the second derivative of a vector field, which is a rank 3 tensor field.
`Function<DoubleArray,DoubleMatrix[]>`	VectorFieldSecondOrderDifferentiator.`differentiate(Function<DoubleArray,DoubleArray> function)`	This computes the second derivative of a vector field, which is a rank 3 tensor field.
`Function<DoubleArray,DoubleMatrix[]>`	VectorFieldSecondOrderDifferentiator.`differentiate(Function<DoubleArray,DoubleArray> function, Function<DoubleArray,Boolean> domain)`
`Function<DoubleArray,DoubleMatrix[]>`	VectorFieldSecondOrderDifferentiator.`differentiate(Function<DoubleArray,DoubleArray> function, Function<DoubleArray,Boolean> domain)`
`Function<DoubleArray,DoubleMatrix[]>`	VectorFieldSecondOrderDifferentiator.`differentiateFull(Function<DoubleArray,DoubleArray> function)`	Differentiate.
`Function<DoubleArray,DoubleMatrix[]>`	VectorFieldSecondOrderDifferentiator.`differentiateFull(Function<DoubleArray,DoubleArray> function)`	Differentiate.
`Function<DoubleArray,DoubleMatrix>`	VectorFieldSecondOrderDifferentiator.`differentiateNoCross(Function<DoubleArray,DoubleArray> function)`	Computes the second derivative of a vector field, without cross derivatives.
`Function<DoubleArray,DoubleMatrix>`	VectorFieldSecondOrderDifferentiator.`differentiateNoCross(Function<DoubleArray,DoubleArray> function)`	Computes the second derivative of a vector field, without cross derivatives.

Uses of DoubleArray in com.opengamma.strata.math.impl.function

Methods in com.opengamma.strata.math.impl.function that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	ConcatenatedVectorFunction.`apply(DoubleArray x)`
`DoubleArray`	ParameterizedCurveVectorFunction.`apply(DoubleArray curveParameters)`	Build a curve given the parameters, then return its value at the sample points.
`DoubleArray`	PiecewisePolynomialFunction1D.`differentiate(PiecewisePolynomialResult pp, double xKey)`	Finds the first derivatives.
`DoubleArray`	PiecewisePolynomialWithSensitivityFunction1D.`differentiateNodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp, double xKey)`	Differentiates the node sensitivity.
`DoubleArray[]`	PiecewisePolynomialWithSensitivityFunction1D.`differentiateNodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp, double[] xKeys)`	Differentiates the node sensitivity.
`DoubleArray`	PiecewisePolynomialFunction1D.`differentiateTwice(PiecewisePolynomialResult pp, double xKey)`	Finds the second derivatives.
`DoubleArray`	PiecewisePolynomialWithSensitivityFunction1D.`differentiateTwiceNodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp, double xKey)`	Differentiates the node sensitivity.
`DoubleArray[]`	PiecewisePolynomialWithSensitivityFunction1D.`differentiateTwiceNodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp, double[] xKeys)`	Differentiates the node sensitivity.
`DoubleArray`	PiecewisePolynomialFunction1D.`evaluate(PiecewisePolynomialResult pp, double xKey)`	Evaluates the function.
`DoubleArray`	PiecewisePolynomialFunction1D.`integrate(PiecewisePolynomialResult pp, double initialKey, double[] xKeys)`	Integration.
`DoubleArray`	PiecewisePolynomialWithSensitivityFunction1D.`nodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp, double xKey)`	Finds the node sensitivity.
`DoubleArray[]`	PiecewisePolynomialWithSensitivityFunction1D.`nodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp, double[] xKeys)`	Finds the node sensitivity.

Methods in com.opengamma.strata.math.impl.function that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`Function<Double,DoubleArray>`	ParameterizedCurve.`getYParameterSensitivity(DoubleArray params)`	For a scalar function (curve) that can be written as $y=f(x;\boldsymbol{\theta})$ where x & y are scalars and $\boldsymbol{\theta})$ is a vector of parameters (i.e.
`Function<DoublesPair,DoubleArray>`	ParameterizedSurface.`getZParameterSensitivity(DoubleArray params)`	For a function of two variables (surface) that can be written as $z=f(x, y;\boldsymbol{\theta})$ where x, y & z are scalars and $\boldsymbol{\theta})$ is a vector of parameters (i.e.

Methods in com.opengamma.strata.math.impl.function with parameters of type DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	ConcatenatedVectorFunction.`apply(DoubleArray x)`
`DoubleArray`	ParameterizedCurveVectorFunction.`apply(DoubleArray curveParameters)`	Build a curve given the parameters, then return its value at the sample points.
`DoubleMatrix`	ConcatenatedVectorFunction.`calculateJacobian(DoubleArray x)`
`DoubleMatrix`	ParameterizedCurveVectorFunction.`calculateJacobian(DoubleArray x)`
`abstract DoubleMatrix`	VectorFunction.`calculateJacobian(DoubleArray x)`	Calculate the Jacobian at a point $\mathbf{x}$.
`protected double`	PiecewisePolynomialFunction1D.`getValue(DoubleArray coefs, double x, double leftknot)`
`Function<Double,DoubleArray>`	ParameterizedCurve.`getYParameterSensitivity(DoubleArray params)`	For a scalar function (curve) that can be written as $y=f(x;\boldsymbol{\theta})$ where x & y are scalars and $\boldsymbol{\theta})$ is a vector of parameters (i.e.
`Function<DoublesPair,DoubleArray>`	ParameterizedSurface.`getZParameterSensitivity(DoubleArray params)`	For a function of two variables (surface) that can be written as $z=f(x, y;\boldsymbol{\theta})$ where x, y & z are scalars and $\boldsymbol{\theta})$ is a vector of parameters (i.e.

Uses of DoubleArray in com.opengamma.strata.math.impl.interpolation

Methods in com.opengamma.strata.math.impl.interpolation that return DoubleArray
Modifier and Type	Method	Description
`protected DoubleArray[]`	LogCubicSplineNaturalSolver.`combinedMatrixEqnSolver(double[][] doubMat1, double[] doubVec, double[][] doubMat2)`
`static DoubleArray`	PenaltyMatrixGenerator.`flattenMatrix(DoubleMatrix aMatrix)`	for a matrix {{A_{0,0}, A_{0,1},...._A_{0,m},{A_{1,0}, A_{1,1},...._A_{1,m},...,{A_{n,0}, A_{n,1},...._A_{n,m}} flattened to a vector {A_{0,0}, A_{0,1},...._A_{0,m}, A_{1,0}, A_{1,1},...._A_{1,m},...,A_{n,0}, A_{n,1},...._A_{n,m}}.
`DoubleArray`	PiecewisePolynomialResult.`getKnots()`	Access _knots.
`DoubleArray`	PiecewisePolynomialResult2D.`getKnots0()`	Access _knots0.
`DoubleArray`	PiecewisePolynomialResult2D.`getKnots1()`	Access _knots1.
`DoubleArray`	CubicSplineNakSolver.`getKnotsMat1D(double[] xValues)`
`DoubleArray`	PiecewisePolynomialInterpolator.`interpolate(double[] xValues, double[][] yValuesMatrix, double x)`	Interpolate.
`DoubleArray`	PiecewisePolynomialInterpolator.`interpolate(double[] xValues, double[] yValues, double[] xKeys)`	Interpolate.
`DoubleArray`	SmithWilsonCurveFunction.`parameterSensitivity(double x, double alpha, DoubleArray nodes)`	Computes the sensitivity of the Smith-Wilson curve function to weights parameters at a x value.
`DoubleArray`	BasisFunctionAggregation.`weightSensitivity(T x)`	The sensitivity of the value at a point x to the weights of the basis functions.

Methods in com.opengamma.strata.math.impl.interpolation that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`ArrayList<DoubleArray>`	PiecewisePolynomialResult2D.`getKnots2D()`	Access _knots0 and _knots1.
`Pair<Double,DoubleArray>`	BasisFunctionAggregation.`valueAndWeightSensitivity(T x)`	The value of the function at the given point and its sensitivity to the weights of the basis functions.

Methods in com.opengamma.strata.math.impl.interpolation with parameters of type DoubleArray
Modifier and Type	Method	Description
`double`	SmithWilsonCurveFunction.`firstDerivative(double x, double alpha, DoubleArray nodes, DoubleArray weights)`	Computes the gradient of the Smith-Wilson curve function at a x value.
`static double`	SmithWilsonCurveFunction.`gap(double x, double alpha, DoubleArray nodes, DoubleArray weights)`	Computes the gap from the UFR at x value.
`protected double`	PiecewisePolynomialInterpolator.`getValue(DoubleArray coefs, double x, double leftknot)`
`DoubleArray`	SmithWilsonCurveFunction.`parameterSensitivity(double x, double alpha, DoubleArray nodes)`	Computes the sensitivity of the Smith-Wilson curve function to weights parameters at a x value.
`DoubleMatrix[]`	HermiteCoefficientsProvider.`solveWithSensitivity(double[] values, double[] intervals, double[] slopes, double[][] slopeSensitivity, DoubleArray[] firstWithSensitivity)`
`DoubleMatrix[]`	HermiteCoefficientsProvider.`solveWithSensitivity(double[] values, double[] intervals, double[] slopes, double[][] slopeSensitivity, DoubleArray[] firstWithSensitivity, DoubleArray[] secondWithSensitivity)`
`double`	SmithWilsonCurveFunction.`value(double x, double alpha, DoubleArray nodes, DoubleArray weights)`	Evaluates the Smith-Wilson curve function at a x value.

Constructors in com.opengamma.strata.math.impl.interpolation with parameters of type DoubleArray
Constructor	Description
`PiecewisePolynomialResult(DoubleArray knots, DoubleMatrix coefMatrix, int order, int dim)`	Creates an instance.
`PiecewisePolynomialResult2D(DoubleArray knots0, DoubleArray knots1, DoubleMatrix[][] coefMatrix, int[] order)`	Creates an instance.
`PiecewisePolynomialResultsWithSensitivity(DoubleArray knots, DoubleMatrix coefMatrix, int order, int dim, DoubleMatrix[] coeffSense)`

Uses of DoubleArray in com.opengamma.strata.math.impl.linearalgebra

Methods in com.opengamma.strata.math.impl.linearalgebra that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	CholeskyDecompositionCommonsResult.`solve(DoubleArray b)`	Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
`DoubleArray`	LUDecompositionCommonsResult.`solve(DoubleArray b)`	Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
`DoubleArray`	QRDecompositionCommonsResult.`solve(DoubleArray b)`	Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
`DoubleArray`	SVDecompositionCommonsResult.`solve(DoubleArray b)`	Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
`static DoubleArray`	TridiagonalSolver.`solvTriDag(TridiagonalMatrix aM, DoubleArray b)`	Solves the system Ax = y for the unknown vector x, where A is a tridiagonal matrix and y is a vector.

Methods in com.opengamma.strata.math.impl.linearalgebra with parameters of type DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	CholeskyDecompositionCommonsResult.`solve(DoubleArray b)`	Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
`DoubleArray`	LUDecompositionCommonsResult.`solve(DoubleArray b)`	Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
`DoubleArray`	QRDecompositionCommonsResult.`solve(DoubleArray b)`	Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
`DoubleArray`	SVDecompositionCommonsResult.`solve(DoubleArray b)`	Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
`static DoubleArray`	TridiagonalSolver.`solvTriDag(TridiagonalMatrix aM, DoubleArray b)`	Solves the system Ax = y for the unknown vector x, where A is a tridiagonal matrix and y is a vector.

Uses of DoubleArray in com.opengamma.strata.math.impl.minimization

Methods in com.opengamma.strata.math.impl.minimization that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	NonLinearParameterTransforms.`inverseTransform(DoubleArray fittingParameters)`	Transforms from a set of unconstrained fitting parameters to a (possibly larger) set of function parameters.
`DoubleArray`	SumToOne.`inverseTransform(DoubleArray modelParms)`	Inverse transform from the N "model" parameters to the N-1 "fit" parameters.
`DoubleArray`	UncoupledParameterTransforms.`inverseTransform(DoubleArray fittingParameters)`	Transforms from a set of unconstrained fitting parameters to a (possibly larger) set of function parameters (some of which may have constrained range and/or be fixed).
`DoubleArray`	NonLinearParameterTransforms.`transform(DoubleArray modelParameters)`	Transforms from a set of model parameters to a (possibly smaller) set of unconstrained fitting parameters.
`DoubleArray`	SumToOne.`transform(DoubleArray fitParms)`	Transform from the N-1 "fit" parameters to the N "model" parameters.
`DoubleArray`	UncoupledParameterTransforms.`transform(DoubleArray functionParameters)`	Transforms from a set of function parameters (some of which may have constrained range and/or be fixed) to a (possibly smaller) set of unconstrained fitting parameters.

Methods in com.opengamma.strata.math.impl.minimization that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`Function<DoubleArray,DoubleArray>`	NonLinearTransformFunction.`getFittingFunction()`
`Function<DoubleArray,DoubleArray>`	NonLinearTransformFunction.`getFittingFunction()`
`Function<DoubleArray,DoubleMatrix>`	NonLinearTransformFunction.`getFittingJacobian()`

Methods in com.opengamma.strata.math.impl.minimization with parameters of type DoubleArray
Modifier and Type	Method	Description
`Boolean`	PositiveOrZero.`apply(DoubleArray x)`
`DoubleMatrix`	NonLinearParameterTransforms.`inverseJacobian(DoubleArray fittingParameters)`	Calculates the inverse Jacobian - the rate of change of the model parameters WRT the fitting parameters.
`DoubleMatrix`	UncoupledParameterTransforms.`inverseJacobian(DoubleArray fittingParameters)`	Calculates the Jacobian of the transform from fitting parameters to function parameters - the i,j element will be the partial derivative of i^th function parameter with respect.
`DoubleArray`	NonLinearParameterTransforms.`inverseTransform(DoubleArray fittingParameters)`	Transforms from a set of unconstrained fitting parameters to a (possibly larger) set of function parameters.
`DoubleArray`	SumToOne.`inverseTransform(DoubleArray modelParms)`	Inverse transform from the N "model" parameters to the N-1 "fit" parameters.
`DoubleArray`	UncoupledParameterTransforms.`inverseTransform(DoubleArray fittingParameters)`	Transforms from a set of unconstrained fitting parameters to a (possibly larger) set of function parameters (some of which may have constrained range and/or be fixed).
`DoubleMatrix`	NonLinearParameterTransforms.`jacobian(DoubleArray modelParameters)`	Calculates the Jacobian - the rate of change of the fitting parameters WRT the model parameters.
`DoubleMatrix`	SumToOne.`jacobian(DoubleArray fitParms)`	The N by N-1 Jacobian matrix between the N "model" parameters (that sum to one) and the N-1 "fit" parameters.
`DoubleMatrix`	UncoupledParameterTransforms.`jacobian(DoubleArray functionParameters)`	Calculates the Jacobian of the transform from function parameters to fitting parameters - the i,j element will be the partial derivative of i^th fitting parameter with respect.
`DoubleArray`	NonLinearParameterTransforms.`transform(DoubleArray modelParameters)`	Transforms from a set of model parameters to a (possibly smaller) set of unconstrained fitting parameters.
`DoubleArray`	SumToOne.`transform(DoubleArray fitParms)`	Transform from the N-1 "fit" parameters to the N "model" parameters.
`DoubleArray`	UncoupledParameterTransforms.`transform(DoubleArray functionParameters)`	Transforms from a set of function parameters (some of which may have constrained range and/or be fixed) to a (possibly smaller) set of unconstrained fitting parameters.

Constructors in com.opengamma.strata.math.impl.minimization with parameters of type DoubleArray
Constructor	Description
`UncoupledParameterTransforms(DoubleArray startValues, ParameterLimitsTransform[] transforms, BitSet fixed)`

Constructor parameters in com.opengamma.strata.math.impl.minimization with type arguments of type DoubleArray
Constructor	Description
`NonLinearTransformFunction(Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, NonLinearParameterTransforms transform)`
`NonLinearTransformFunction(Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, NonLinearParameterTransforms transform)`

Uses of DoubleArray in com.opengamma.strata.math.impl.rootfinding

Methods in com.opengamma.strata.math.impl.rootfinding that return DoubleArray
Modifier and Type	Method	Description
`protected DoubleArray`	VectorRootFinder.`checkInputsAndApplyFunction(Function<DoubleArray,DoubleArray> function, DoubleArray x0)`
`abstract DoubleArray`	VectorRootFinder.`getRoot(Function<DoubleArray,DoubleArray> function, DoubleArray x0)`
`DoubleArray`	VectorRootFinder.`getRoot(Function<DoubleArray,DoubleArray> function, DoubleArray... startingPoint)`	Finds the root.

Methods in com.opengamma.strata.math.impl.rootfinding with parameters of type DoubleArray
Modifier and Type	Method	Description
`protected DoubleArray`	VectorRootFinder.`checkInputsAndApplyFunction(Function<DoubleArray,DoubleArray> function, DoubleArray x0)`
`abstract DoubleArray`	VectorRootFinder.`getRoot(Function<DoubleArray,DoubleArray> function, DoubleArray x0)`
`DoubleArray`	VectorRootFinder.`getRoot(Function<DoubleArray,DoubleArray> function, DoubleArray... startingPoint)`	Finds the root.

Method parameters in com.opengamma.strata.math.impl.rootfinding with type arguments of type DoubleArray
Modifier and Type	Method	Description
`protected DoubleArray`	VectorRootFinder.`checkInputsAndApplyFunction(Function<DoubleArray,DoubleArray> function, DoubleArray x0)`
`protected DoubleArray`	VectorRootFinder.`checkInputsAndApplyFunction(Function<DoubleArray,DoubleArray> function, DoubleArray x0)`
`abstract DoubleArray`	VectorRootFinder.`getRoot(Function<DoubleArray,DoubleArray> function, DoubleArray x0)`
`abstract DoubleArray`	VectorRootFinder.`getRoot(Function<DoubleArray,DoubleArray> function, DoubleArray x0)`
`DoubleArray`	VectorRootFinder.`getRoot(Function<DoubleArray,DoubleArray> function, DoubleArray... startingPoint)`	Finds the root.
`DoubleArray`	VectorRootFinder.`getRoot(Function<DoubleArray,DoubleArray> function, DoubleArray... startingPoint)`	Finds the root.

Uses of DoubleArray in com.opengamma.strata.math.impl.rootfinding.newton

Methods in com.opengamma.strata.math.impl.rootfinding.newton that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	BaseNewtonVectorRootFinder.`findRoot(Function<DoubleArray,DoubleArray> function, DoubleArray startPosition)`
`DoubleArray`	BaseNewtonVectorRootFinder.`findRoot(Function<DoubleArray,DoubleArray> function, Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray startPosition)`
`DoubleArray`	InverseJacobianDirectionFunction.`getDirection(DoubleMatrix estimate, DoubleArray y)`
`DoubleArray`	JacobianDirectionFunction.`getDirection(DoubleMatrix estimate, DoubleArray y)`
`DoubleArray`	NewtonRootFinderDirectionFunction.`getDirection(DoubleMatrix estimate, DoubleArray y)`
`DoubleArray`	BaseNewtonVectorRootFinder.`getRoot(Function<DoubleArray,DoubleArray> function, DoubleArray startPosition)`

Methods in com.opengamma.strata.math.impl.rootfinding.newton with parameters of type DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	BaseNewtonVectorRootFinder.`findRoot(Function<DoubleArray,DoubleArray> function, DoubleArray startPosition)`
`DoubleArray`	BaseNewtonVectorRootFinder.`findRoot(Function<DoubleArray,DoubleArray> function, Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray startPosition)`
`DoubleArray`	InverseJacobianDirectionFunction.`getDirection(DoubleMatrix estimate, DoubleArray y)`
`DoubleArray`	JacobianDirectionFunction.`getDirection(DoubleMatrix estimate, DoubleArray y)`
`DoubleArray`	NewtonRootFinderDirectionFunction.`getDirection(DoubleMatrix estimate, DoubleArray y)`
`DoubleMatrix`	InverseJacobianEstimateInitializationFunction.`getInitializedMatrix(Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray x)`
`DoubleMatrix`	JacobianEstimateInitializationFunction.`getInitializedMatrix(Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray x)`
`DoubleMatrix`	NewtonRootFinderMatrixInitializationFunction.`getInitializedMatrix(Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray x)`
`DoubleArray`	BaseNewtonVectorRootFinder.`getRoot(Function<DoubleArray,DoubleArray> function, DoubleArray startPosition)`
`DoubleMatrix`	BroydenMatrixUpdateFunction.`getUpdatedMatrix(Function<DoubleArray,DoubleMatrix> j, DoubleArray x, DoubleArray deltaX, DoubleArray deltaY, DoubleMatrix matrix)`
`DoubleMatrix`	NewtonDefaultUpdateFunction.`getUpdatedMatrix(Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray x, DoubleArray deltaX, DoubleArray deltaY, DoubleMatrix matrix)`
`DoubleMatrix`	NewtonRootFinderMatrixUpdateFunction.`getUpdatedMatrix(Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray x, DoubleArray deltaX, DoubleArray deltaY, DoubleMatrix matrix)`
`DoubleMatrix`	ShermanMorrisonMatrixUpdateFunction.`getUpdatedMatrix(Function<DoubleArray,DoubleMatrix> g, DoubleArray x, DoubleArray deltaX, DoubleArray deltaY, DoubleMatrix matrix)`
`protected void`	BaseNewtonVectorRootFinder.`updatePosition(DoubleArray p, Function<DoubleArray,DoubleArray> function, com.opengamma.strata.math.impl.rootfinding.newton.BaseNewtonVectorRootFinder.DataBundle data)`

Method parameters in com.opengamma.strata.math.impl.rootfinding.newton with type arguments of type DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	BaseNewtonVectorRootFinder.`findRoot(Function<DoubleArray,DoubleArray> function, DoubleArray startPosition)`
`DoubleArray`	BaseNewtonVectorRootFinder.`findRoot(Function<DoubleArray,DoubleArray> function, DoubleArray startPosition)`
`DoubleArray`	BaseNewtonVectorRootFinder.`findRoot(Function<DoubleArray,DoubleArray> function, Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray startPosition)`
`DoubleArray`	BaseNewtonVectorRootFinder.`findRoot(Function<DoubleArray,DoubleArray> function, Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray startPosition)`
`DoubleMatrix`	InverseJacobianEstimateInitializationFunction.`getInitializedMatrix(Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray x)`
`DoubleMatrix`	JacobianEstimateInitializationFunction.`getInitializedMatrix(Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray x)`
`DoubleMatrix`	NewtonRootFinderMatrixInitializationFunction.`getInitializedMatrix(Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray x)`
`DoubleArray`	BaseNewtonVectorRootFinder.`getRoot(Function<DoubleArray,DoubleArray> function, DoubleArray startPosition)`
`DoubleArray`	BaseNewtonVectorRootFinder.`getRoot(Function<DoubleArray,DoubleArray> function, DoubleArray startPosition)`
`DoubleMatrix`	BroydenMatrixUpdateFunction.`getUpdatedMatrix(Function<DoubleArray,DoubleMatrix> j, DoubleArray x, DoubleArray deltaX, DoubleArray deltaY, DoubleMatrix matrix)`
`DoubleMatrix`	NewtonDefaultUpdateFunction.`getUpdatedMatrix(Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray x, DoubleArray deltaX, DoubleArray deltaY, DoubleMatrix matrix)`
`DoubleMatrix`	NewtonRootFinderMatrixUpdateFunction.`getUpdatedMatrix(Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray x, DoubleArray deltaX, DoubleArray deltaY, DoubleMatrix matrix)`
`DoubleMatrix`	ShermanMorrisonMatrixUpdateFunction.`getUpdatedMatrix(Function<DoubleArray,DoubleMatrix> g, DoubleArray x, DoubleArray deltaX, DoubleArray deltaY, DoubleMatrix matrix)`
`protected void`	BaseNewtonVectorRootFinder.`updatePosition(DoubleArray p, Function<DoubleArray,DoubleArray> function, com.opengamma.strata.math.impl.rootfinding.newton.BaseNewtonVectorRootFinder.DataBundle data)`
`protected void`	BaseNewtonVectorRootFinder.`updatePosition(DoubleArray p, Function<DoubleArray,DoubleArray> function, com.opengamma.strata.math.impl.rootfinding.newton.BaseNewtonVectorRootFinder.DataBundle data)`

Uses of DoubleArray in com.opengamma.strata.math.impl.statistics.descriptive

Methods in com.opengamma.strata.math.impl.statistics.descriptive that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	QuantileResult.`getWeights()`	Gets the weights.

Methods in com.opengamma.strata.math.impl.statistics.descriptive that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`org.joda.beans.MetaProperty<DoubleArray>`	QuantileResult.Meta.`weights()`	The meta-property for the `weights` property.

Methods in com.opengamma.strata.math.impl.statistics.descriptive with parameters of type DoubleArray
Modifier and Type	Method	Description
`protected QuantileResult`	DiscreteQuantileMethod.`expectedShortfall(double level, DoubleArray sample)`
`protected QuantileResult`	ExponentiallyWeightedInterpolationQuantileMethod.`expectedShortfall(double level, DoubleArray sortedSample)`
`protected QuantileResult`	InterpolationQuantileMethod.`expectedShortfall(double level, DoubleArray sample)`
`protected abstract QuantileResult`	QuantileCalculationMethod.`expectedShortfall(double level, DoubleArray sample)`	Computed the expected shortfall.
`QuantileResult`	ExponentiallyWeightedInterpolationQuantileMethod.`expectedShortfallDetailsFromUnsorted(double level, DoubleArray sample)`	Compute the expected shortfall and the details used in the result.
`double`	QuantileCalculationMethod.`expectedShortfallFromSorted(double level, DoubleArray sortedSample)`	Compute the expected shortfall.
`double`	ExponentiallyWeightedInterpolationQuantileMethod.`expectedShortfallFromUnsorted(double level, DoubleArray sample)`
`double`	QuantileCalculationMethod.`expectedShortfallFromUnsorted(double level, DoubleArray sample)`	Compute the expected shortfall.
`QuantileResult`	ExponentiallyWeightedInterpolationQuantileMethod.`expectedShortfallResultFromUnsorted(double level, DoubleArray sample)`
`QuantileResult`	QuantileCalculationMethod.`expectedShortfallResultFromUnsorted(double level, DoubleArray sample)`	Compute the expected shortfall.
`static QuantileResult`	QuantileResult.`of(double value, int[] indices, DoubleArray weights)`	Creates an `QuantileResult` from the value, the indices and the weights.
`protected QuantileResult`	DiscreteQuantileMethod.`quantile(double level, DoubleArray sample, boolean isExtrapolated)`
`protected QuantileResult`	ExponentiallyWeightedInterpolationQuantileMethod.`quantile(double level, DoubleArray sortedSample, boolean isExtrapolated)`
`protected QuantileResult`	InterpolationQuantileMethod.`quantile(double level, DoubleArray sample, boolean isExtrapolated)`
`protected abstract QuantileResult`	QuantileCalculationMethod.`quantile(double level, DoubleArray sample, boolean isExtrapolated)`	Computed the quantile.
`QuantileResult`	ExponentiallyWeightedInterpolationQuantileMethod.`quantileDetailsFromUnsorted(double level, DoubleArray sample)`	Compute the quantile estimation and the details used in the result.
`double`	QuantileCalculationMethod.`quantileFromSorted(double level, DoubleArray sortedSample)`	Compute the quantile estimation.
`double`	ExponentiallyWeightedInterpolationQuantileMethod.`quantileFromUnsorted(double level, DoubleArray sample)`
`double`	QuantileCalculationMethod.`quantileFromUnsorted(double level, DoubleArray sample)`	Compute the quantile estimation.
`QuantileResult`	ExponentiallyWeightedInterpolationQuantileMethod.`quantileResultFromUnsorted(double level, DoubleArray sample)`
`QuantileResult`	QuantileCalculationMethod.`quantileResultFromUnsorted(double level, DoubleArray sample)`	Compute the quantile estimation.
`QuantileResult`	ExponentiallyWeightedInterpolationQuantileMethod.`quantileResultWithExtrapolationFromUnsorted(double level, DoubleArray sample)`
`QuantileResult`	QuantileCalculationMethod.`quantileResultWithExtrapolationFromUnsorted(double level, DoubleArray sample)`	Compute the quantile estimation.
`double`	QuantileCalculationMethod.`quantileWithExtrapolationFromSorted(double level, DoubleArray sortedSample)`	Compute the quantile estimation.
`double`	ExponentiallyWeightedInterpolationQuantileMethod.`quantileWithExtrapolationFromUnsorted(double level, DoubleArray sample)`
`double`	QuantileCalculationMethod.`quantileWithExtrapolationFromUnsorted(double level, DoubleArray sample)`	Compute the quantile estimation.

Uses of DoubleArray in com.opengamma.strata.math.impl.statistics.leastsquare

Fields in com.opengamma.strata.math.impl.statistics.leastsquare with type parameters of type DoubleArray
Modifier and Type	Field	Description
`static Function<DoubleArray,Boolean>`	NonLinearLeastSquareWithPenalty.`UNCONSTRAINED`	Unconstrained allowed function - always returns true

Methods in com.opengamma.strata.math.impl.statistics.leastsquare that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	LeastSquareResults.`getFitParameters()`	Gets the value of the fitting parameters, when the chi-squared is minimised.
`DoubleArray`	LeastSquareResultsWithTransform.`getModelParameters()`

Methods in com.opengamma.strata.math.impl.statistics.leastsquare with parameters of type DoubleArray
Modifier and Type	Method	Description
`DoubleMatrix`	NonLinearLeastSquare.`calInverseJacobian(DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray originalSolution)`	the inverse-Jacobian where the i-j entry is the sensitivity of the ith (fitted) parameter (a_i) to the jth data point (y_j).
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray x, DoubleArray y, double sigma, ParameterizedFunction<Double,DoubleArray,Double> func, DoubleArray startPos)`	Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity is not available but a measurement error is.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray x, DoubleArray y, double sigma, ParameterizedFunction<Double,DoubleArray,Double> func, ParameterizedFunction<Double,DoubleArray,DoubleArray> grad, DoubleArray startPos)`	Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity and a single measurement error are available.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray x, DoubleArray y, DoubleArray sigma, ParameterizedFunction<Double,DoubleArray,Double> func, DoubleArray startPos)`	Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity is not available but an array of measurements errors is.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray x, DoubleArray y, DoubleArray sigma, ParameterizedFunction<Double,DoubleArray,Double> func, ParameterizedFunction<Double,DoubleArray,DoubleArray> grad, DoubleArray startPos)`	Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity and measurement errors are available.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray x, DoubleArray y, ParameterizedFunction<Double,DoubleArray,Double> func, DoubleArray startPos)`	Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity is not available.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray x, DoubleArray y, ParameterizedFunction<Double,DoubleArray,Double> func, ParameterizedFunction<Double,DoubleArray,DoubleArray> grad, DoubleArray startPos)`	Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, DoubleArray startPos)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, DoubleArray startPos, DoubleArray maxJumps)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos, DoubleArray maxJumps)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos, Function<DoubleArray,Boolean> constraints, DoubleArray maxJumps)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, Function<DoubleArray,DoubleArray> func, DoubleArray startPos)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareWithPenaltyResults`	NonLinearLeastSquareWithPenalty.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, DoubleArray startPos, DoubleMatrix penalty)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareWithPenaltyResults`	NonLinearLeastSquareWithPenalty.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, DoubleArray startPos, DoubleMatrix penalty, Function<DoubleArray,Boolean> allowedValue)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareWithPenaltyResults`	NonLinearLeastSquareWithPenalty.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos, DoubleMatrix penalty)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareWithPenaltyResults`	NonLinearLeastSquareWithPenalty.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos, DoubleMatrix penalty, Function<DoubleArray,Boolean> allowedValue)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareWithPenaltyResults`	NonLinearLeastSquareWithPenalty.`solve(DoubleArray observedValues, Function<DoubleArray,DoubleArray> func, DoubleArray startPos, DoubleMatrix penalty)`	Use this when the model is given as a function of its parameters only (i.e.

Method parameters in com.opengamma.strata.math.impl.statistics.leastsquare with type arguments of type DoubleArray
Modifier and Type	Method	Description
`DoubleMatrix`	NonLinearLeastSquare.`calInverseJacobian(DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray originalSolution)`	the inverse-Jacobian where the i-j entry is the sensitivity of the ith (fitted) parameter (a_i) to the jth data point (y_j).
`DoubleMatrix`	NonLinearLeastSquare.`calInverseJacobian(DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray originalSolution)`	the inverse-Jacobian where the i-j entry is the sensitivity of the ith (fitted) parameter (a_i) to the jth data point (y_j).
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray x, DoubleArray y, double sigma, ParameterizedFunction<Double,DoubleArray,Double> func, DoubleArray startPos)`	Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity is not available but a measurement error is.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray x, DoubleArray y, double sigma, ParameterizedFunction<Double,DoubleArray,Double> func, ParameterizedFunction<Double,DoubleArray,DoubleArray> grad, DoubleArray startPos)`	Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity and a single measurement error are available.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray x, DoubleArray y, DoubleArray sigma, ParameterizedFunction<Double,DoubleArray,Double> func, DoubleArray startPos)`	Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity is not available but an array of measurements errors is.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray x, DoubleArray y, DoubleArray sigma, ParameterizedFunction<Double,DoubleArray,Double> func, ParameterizedFunction<Double,DoubleArray,DoubleArray> grad, DoubleArray startPos)`	Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity and measurement errors are available.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray x, DoubleArray y, ParameterizedFunction<Double,DoubleArray,Double> func, DoubleArray startPos)`	Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity is not available.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray x, DoubleArray y, ParameterizedFunction<Double,DoubleArray,Double> func, ParameterizedFunction<Double,DoubleArray,DoubleArray> grad, DoubleArray startPos)`	Use this when the model is in the ParameterizedFunction form and analytic parameter sensitivity.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, DoubleArray startPos)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, DoubleArray startPos)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, DoubleArray startPos, DoubleArray maxJumps)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, DoubleArray startPos, DoubleArray maxJumps)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos, DoubleArray maxJumps)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos, DoubleArray maxJumps)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos, Function<DoubleArray,Boolean> constraints, DoubleArray maxJumps)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos, Function<DoubleArray,Boolean> constraints, DoubleArray maxJumps)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, Function<DoubleArray,DoubleArray> func, DoubleArray startPos)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareResults`	NonLinearLeastSquare.`solve(DoubleArray observedValues, Function<DoubleArray,DoubleArray> func, DoubleArray startPos)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareWithPenaltyResults`	NonLinearLeastSquareWithPenalty.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, DoubleArray startPos, DoubleMatrix penalty)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareWithPenaltyResults`	NonLinearLeastSquareWithPenalty.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, DoubleArray startPos, DoubleMatrix penalty)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareWithPenaltyResults`	NonLinearLeastSquareWithPenalty.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, DoubleArray startPos, DoubleMatrix penalty, Function<DoubleArray,Boolean> allowedValue)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareWithPenaltyResults`	NonLinearLeastSquareWithPenalty.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, DoubleArray startPos, DoubleMatrix penalty, Function<DoubleArray,Boolean> allowedValue)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareWithPenaltyResults`	NonLinearLeastSquareWithPenalty.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos, DoubleMatrix penalty)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareWithPenaltyResults`	NonLinearLeastSquareWithPenalty.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos, DoubleMatrix penalty)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareWithPenaltyResults`	NonLinearLeastSquareWithPenalty.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos, DoubleMatrix penalty, Function<DoubleArray,Boolean> allowedValue)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareWithPenaltyResults`	NonLinearLeastSquareWithPenalty.`solve(DoubleArray observedValues, DoubleArray sigma, Function<DoubleArray,DoubleArray> func, Function<DoubleArray,DoubleMatrix> jac, DoubleArray startPos, DoubleMatrix penalty, Function<DoubleArray,Boolean> allowedValue)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareWithPenaltyResults`	NonLinearLeastSquareWithPenalty.`solve(DoubleArray observedValues, Function<DoubleArray,DoubleArray> func, DoubleArray startPos, DoubleMatrix penalty)`	Use this when the model is given as a function of its parameters only (i.e.
`LeastSquareWithPenaltyResults`	NonLinearLeastSquareWithPenalty.`solve(DoubleArray observedValues, Function<DoubleArray,DoubleArray> func, DoubleArray startPos, DoubleMatrix penalty)`	Use this when the model is given as a function of its parameters only (i.e.

Constructors in com.opengamma.strata.math.impl.statistics.leastsquare with parameters of type DoubleArray
Constructor	Description
`GeneralizedLeastSquareResults(List<Function<T,Double>> basisFunctions, double chiSq, DoubleArray parameters, DoubleMatrix covariance)`	Creates an instance.
`LeastSquareResults(double chiSq, DoubleArray parameters, DoubleMatrix covariance)`
`LeastSquareResults(double chiSq, DoubleArray parameters, DoubleMatrix covariance, DoubleMatrix inverseJacobian)`
`LeastSquareWithPenaltyResults(double chiSqr, double penalty, DoubleArray parameters, DoubleMatrix covariance)`	Holder for the results of minimising $\sum_{i=1}^N (y_i - f_i(\mathbf{x}))^2 + \mathbf{x}^T\mathbf{P}\mathbf{x}$ WRT $\mathbf{x}$ (the vector of model parameters).
`LeastSquareWithPenaltyResults(double chiSqr, double penalty, DoubleArray parameters, DoubleMatrix covariance, DoubleMatrix inverseJacobian)`	Holder for the results of minimising $\sum_{i=1}^N (y_i - f_i(\mathbf{x}))^2 + \mathbf{x}^T\mathbf{P}\mathbf{x}$ WRT $\mathbf{x}$ (the vector of model parameters).

Uses of DoubleArray in com.opengamma.strata.math.impl.util

Methods in com.opengamma.strata.math.impl.util that return DoubleArray
Modifier and Type	Method	Description
`static DoubleArray`	CommonsMathWrapper.`unwrap(org.apache.commons.math3.linear.RealVector x)`	Unwraps a vector.

Methods in com.opengamma.strata.math.impl.util with parameters of type DoubleArray
Modifier and Type	Method	Description
`static org.apache.commons.math3.linear.RealVector`	CommonsMathWrapper.`wrap(DoubleArray x)`	Wraps a vector.
`static org.apache.commons.math3.linear.RealMatrix`	CommonsMathWrapper.`wrapAsMatrix(DoubleArray x)`	Wraps a matrix.

Uses of DoubleArray in com.opengamma.strata.math.linearalgebra

Methods in com.opengamma.strata.math.linearalgebra that return DoubleArray
Modifier and Type	Method	Description
`default DoubleArray`	DecompositionResult.`solve(DoubleArray input)`	Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

Methods in com.opengamma.strata.math.linearalgebra with parameters of type DoubleArray
Modifier and Type	Method	Description
`default DoubleArray`	DecompositionResult.`solve(DoubleArray input)`	Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

Uses of DoubleArray in com.opengamma.strata.math.rootfind

Methods in com.opengamma.strata.math.rootfind that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	NewtonVectorRootFinder.`findRoot(Function<DoubleArray,DoubleArray> function, DoubleArray startPosition)`	Finds the root from the specified start position.
`DoubleArray`	NewtonVectorRootFinder.`findRoot(Function<DoubleArray,DoubleArray> function, Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray startPosition)`	Finds the root from the specified start position.

Methods in com.opengamma.strata.math.rootfind with parameters of type DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	NewtonVectorRootFinder.`findRoot(Function<DoubleArray,DoubleArray> function, DoubleArray startPosition)`	Finds the root from the specified start position.
`DoubleArray`	NewtonVectorRootFinder.`findRoot(Function<DoubleArray,DoubleArray> function, Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray startPosition)`	Finds the root from the specified start position.

Method parameters in com.opengamma.strata.math.rootfind with type arguments of type DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	NewtonVectorRootFinder.`findRoot(Function<DoubleArray,DoubleArray> function, DoubleArray startPosition)`	Finds the root from the specified start position.
`DoubleArray`	NewtonVectorRootFinder.`findRoot(Function<DoubleArray,DoubleArray> function, DoubleArray startPosition)`	Finds the root from the specified start position.
`DoubleArray`	NewtonVectorRootFinder.`findRoot(Function<DoubleArray,DoubleArray> function, Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray startPosition)`	Finds the root from the specified start position.
`DoubleArray`	NewtonVectorRootFinder.`findRoot(Function<DoubleArray,DoubleArray> function, Function<DoubleArray,DoubleMatrix> jacobianFunction, DoubleArray startPosition)`	Finds the root from the specified start position.

Uses of DoubleArray in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt with parameters of type DoubleArray
Modifier and Type	Method	Description
`BlackFxOptionSurfaceVolatilities`	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.`volatilities(ZonedDateTime valuationDateTime, DoubleArray parameters, ReferenceData refData)`
`BlackFxOptionSmileVolatilities`	BlackFxOptionSmileVolatilitiesSpecification.`volatilities(ZonedDateTime valuationDateTime, DoubleArray parameters, ReferenceData refData)`
`FxOptionVolatilities`	FxOptionVolatilitiesDefinition.`volatilities(ZonedDateTime valuationDateTime, DoubleArray parameters, ReferenceData refData)`	Creates FX option volatilities.
`FxOptionVolatilities`	FxOptionVolatilitiesSpecification.`volatilities(ZonedDateTime valuationDateTime, DoubleArray parameters, ReferenceData refData)`	Creates FX option volatilities.

Uses of DoubleArray in com.opengamma.strata.pricer

Methods in com.opengamma.strata.pricer with parameters of type DoubleArray
Modifier and Type	Method	Description
`CurrencyParameterSensitivities`	DiscountFactors.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`	Creates the parameter sensitivity when the sensitivity values are known.
`CurrencyParameterSensitivities`	SimpleDiscountFactors.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`
`CurrencyParameterSensitivities`	ZeroRateDiscountFactors.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`
`CurrencyParameterSensitivities`	ZeroRatePeriodicDiscountFactors.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`

Uses of DoubleArray in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	SabrIborCapletFloorletVolatilityCalibrationDefinition.`createFullInitialValues()`	Create initial values for all the curve parameters.
`DoubleArray`	SabrIborCapletFloorletVolatilityCalibrationDefinition.`getInitialParameters()`	Gets the initial parameter values used in calibration.

Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`org.joda.beans.MetaProperty<ImmutableList<DoubleArray>>`	NormalSabrParametersIborCapletFloorletVolatilities.Meta.`dataSensitivityAlpha()`	The meta-property for the `dataSensitivityAlpha` property.
`org.joda.beans.MetaProperty<ImmutableList<DoubleArray>>`	SabrParametersIborCapletFloorletVolatilities.Meta.`dataSensitivityAlpha()`	The meta-property for the `dataSensitivityAlpha` property.
`org.joda.beans.MetaProperty<ImmutableList<DoubleArray>>`	NormalSabrParametersIborCapletFloorletVolatilities.Meta.`dataSensitivityBeta()`	The meta-property for the `dataSensitivityBeta` property.
`org.joda.beans.MetaProperty<ImmutableList<DoubleArray>>`	SabrParametersIborCapletFloorletVolatilities.Meta.`dataSensitivityBeta()`	The meta-property for the `dataSensitivityBeta` property.
`org.joda.beans.MetaProperty<ImmutableList<DoubleArray>>`	NormalSabrParametersIborCapletFloorletVolatilities.Meta.`dataSensitivityNu()`	The meta-property for the `dataSensitivityNu` property.
`org.joda.beans.MetaProperty<ImmutableList<DoubleArray>>`	SabrParametersIborCapletFloorletVolatilities.Meta.`dataSensitivityNu()`	The meta-property for the `dataSensitivityNu` property.
`org.joda.beans.MetaProperty<ImmutableList<DoubleArray>>`	NormalSabrParametersIborCapletFloorletVolatilities.Meta.`dataSensitivityRho()`	The meta-property for the `dataSensitivityRho` property.
`org.joda.beans.MetaProperty<ImmutableList<DoubleArray>>`	SabrParametersIborCapletFloorletVolatilities.Meta.`dataSensitivityRho()`	The meta-property for the `dataSensitivityRho` property.
`Optional<ImmutableList<DoubleArray>>`	NormalSabrParametersIborCapletFloorletVolatilities.`getDataSensitivityAlpha()`	Gets the sensitivity of the Alpha parameters to the raw data used for calibration.
`Optional<ImmutableList<DoubleArray>>`	SabrParametersIborCapletFloorletVolatilities.`getDataSensitivityAlpha()`	Gets the sensitivity of the Alpha parameters to the raw data used for calibration.
`Optional<ImmutableList<DoubleArray>>`	NormalSabrParametersIborCapletFloorletVolatilities.`getDataSensitivityBeta()`	Gets the sensitivity of the Beta parameters to the raw data used for calibration.
`Optional<ImmutableList<DoubleArray>>`	SabrParametersIborCapletFloorletVolatilities.`getDataSensitivityBeta()`	Gets the sensitivity of the Beta parameters to the raw data used for calibration.
`Optional<ImmutableList<DoubleArray>>`	NormalSabrParametersIborCapletFloorletVolatilities.`getDataSensitivityNu()`	Gets the sensitivity of the Nu parameters to the raw data used for calibration.
`Optional<ImmutableList<DoubleArray>>`	SabrParametersIborCapletFloorletVolatilities.`getDataSensitivityNu()`	Gets the sensitivity of the Nu parameters to the raw data used for calibration.
`Optional<ImmutableList<DoubleArray>>`	NormalSabrParametersIborCapletFloorletVolatilities.`getDataSensitivityRho()`	Gets the sensitivity of the Rho parameters to the raw data used for calibration.
`Optional<ImmutableList<DoubleArray>>`	SabrParametersIborCapletFloorletVolatilities.`getDataSensitivityRho()`	Gets the sensitivity of the Rho parameters to the raw data used for calibration.
`ImmutableList<DoubleArray>`	SabrIborCapletFloorletVolatilityCalibrationDefinition.`getParameterCurveNodes()`	Gets the nodes of SABR parameter curves.
`org.joda.beans.MetaProperty<DoubleArray>`	SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta.`initialParameters()`	The meta-property for the `initialParameters` property.
`org.joda.beans.MetaProperty<ImmutableList<DoubleArray>>`	SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta.`parameterCurveNodes()`	The meta-property for the `parameterCurveNodes` property.

Method parameters in com.opengamma.strata.pricer.capfloor with type arguments of type DoubleArray
Modifier and Type	Method	Description
`SabrParametersIborCapletFloorletVolatilities.Builder`	SabrParametersIborCapletFloorletVolatilities.Builder.`dataSensitivityAlpha(List<DoubleArray> dataSensitivityAlpha)`	Sets the sensitivity of the Alpha parameters to the raw data used for calibration.
`SabrParametersIborCapletFloorletVolatilities.Builder`	SabrParametersIborCapletFloorletVolatilities.Builder.`dataSensitivityBeta(List<DoubleArray> dataSensitivityBeta)`	Sets the sensitivity of the Beta parameters to the raw data used for calibration.
`SabrParametersIborCapletFloorletVolatilities.Builder`	SabrParametersIborCapletFloorletVolatilities.Builder.`dataSensitivityNu(List<DoubleArray> dataSensitivityNu)`	Sets the sensitivity of the Nu parameters to the raw data used for calibration.
`SabrParametersIborCapletFloorletVolatilities.Builder`	SabrParametersIborCapletFloorletVolatilities.Builder.`dataSensitivityRho(List<DoubleArray> dataSensitivityRho)`	Sets the sensitivity of the Rho parameters to the raw data used for calibration.
`SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder`	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.`parameterCurveNodes(List<DoubleArray> parameterCurveNodes)`	Sets the nodes of SABR parameter curves.

Uses of DoubleArray in com.opengamma.strata.pricer.credit

Methods in com.opengamma.strata.pricer.credit that return DoubleArray
Modifier and Type	Method	Description
`static DoubleArray`	DoublesScheduleGenerator.`getIntegrationsPoints(double start, double end, DoubleArray discountCurveNodes, DoubleArray creditCurveNodes)`	Combines the discount curve nodes and credit curve nodes.
`DoubleArray`	CreditDiscountFactors.`getParameterKeys()`	Obtains the parameter keys of the underlying curve.
`DoubleArray`	IsdaCreditDiscountFactors.`getParameterKeys()`
`DoubleArray`	LegalEntitySurvivalProbabilities.`getParameterKeys()`	Obtains the parameter keys of the underlying curve.
`protected DoubleArray`	SpreadSensitivityCalculator.`impliedSpread(List<ResolvedCdsTrade> bucketCds, CreditRatesProvider ratesProvider, ReferenceData refData)`
`static DoubleArray`	DoublesScheduleGenerator.`truncateSetInclusive(double lower, double upper, DoubleArray set)`	Truncates an array of doubles.

Methods in com.opengamma.strata.pricer.credit with parameters of type DoubleArray
Modifier and Type	Method	Description
`NodalCurve`	FastCreditCurveCalibrator.`calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray flactionalSpreads, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)`
`abstract NodalCurve`	IsdaCompliantCreditCurveCalibrator.`calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray flactionalSpreads, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)`	Calibrate the ISDA compliant credit curve to points upfront and fractional spread.
`NodalCurve`	SimpleCreditCurveCalibrator.`calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray premiums, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)`
`CurrencyParameterSensitivities`	CreditDiscountFactors.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`	Creates the parameter sensitivity when the sensitivity values are known.
`CurrencyParameterSensitivities`	IsdaCreditDiscountFactors.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`
`static DoubleArray`	DoublesScheduleGenerator.`getIntegrationsPoints(double start, double end, DoubleArray discountCurveNodes, DoubleArray creditCurveNodes)`	Combines the discount curve nodes and credit curve nodes.
`static IsdaCreditDiscountFactors`	IsdaCreditDiscountFactors.`of(Currency currency, LocalDate valuationDate, CurveName curveName, DoubleArray yearFractions, DoubleArray zeroRates, DayCount dayCount)`	Creates an instance from year fraction and zero rate values.
`static DoubleArray`	DoublesScheduleGenerator.`truncateSetInclusive(double lower, double upper, DoubleArray set)`	Truncates an array of doubles.

Uses of DoubleArray in com.opengamma.strata.pricer.curve

Methods in com.opengamma.strata.pricer.curve that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	CalibrationMeasures.`derivative(ResolvedTrade trade, RatesProvider provider, List<CurveParameterSize> curveOrder)`	Calculates the sensitivity with respect to the rates provider.

Methods in com.opengamma.strata.pricer.curve with parameters of type DoubleArray
Modifier and Type	Method	Description
`ImmutableRatesProvider`	ImmutableRatesProviderGenerator.`generate(DoubleArray parameters, Map<CurveName,JacobianCalibrationMatrix> jacobians, Map<CurveName,DoubleArray> sensitivitiesMarketQuote)`
`default ImmutableRatesProvider`	RatesProviderGenerator.`generate(DoubleArray parameters)`	Generates a rates provider from a set of parameters.
`default ImmutableRatesProvider`	RatesProviderGenerator.`generate(DoubleArray parameters, Map<CurveName,JacobianCalibrationMatrix> jacobians)`	Generates a rates provider from a set of parameters and calibration information.
`ImmutableRatesProvider`	RatesProviderGenerator.`generate(DoubleArray parameters, Map<CurveName,JacobianCalibrationMatrix> jacobians, Map<CurveName,DoubleArray> sensitivitiesMarketQuote)`	Generates a rates provider from a set of parameters and calibration information.

Uses of DoubleArray in com.opengamma.strata.pricer.fxopt

Methods in com.opengamma.strata.pricer.fxopt that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	SmileDeltaParameters.`getDelta()`	Gets the delta of the different data points.
`default DoubleArray`	SmileDeltaTermStructure.`getDelta()`	Gets delta values.
`default DoubleArray`	SmileDeltaTermStructure.`getDeltaFull()`	Computes full delta for all strikes including put delta absolute value.
`DoubleArray`	RecombiningTrinomialTreeData.`getDiscountFactor()`	Gets the discount factor.
`DoubleArray`	InterpolatedStrikeSmileDeltaTermStructure.`getExpiries()`
`DoubleArray`	SmileDeltaTermStructure.`getExpiries()`	Gets the expiries associated with the volatility term.
`DoubleArray`	RecombiningTrinomialTreeData.`getStateValueAtLayer(int i)`	Obtains the state values at the `i`-th time layer.
`DoubleArray`	RecombiningTrinomialTreeData.`getTime()`	Gets the time.
`DoubleArray`	SmileDeltaParameters.`getVolatility()`	Gets the volatilities associated with the strikes.
`DoubleArray`	SmileDeltaParameters.`impliedStrikesDerivativeToExpiry(double forward)`	Calculates the derivatives of the implied strikes to expiry.
`DoubleArray`	SmileDeltaParameters.`impliedStrikesDerivativeToSmileVols(double forward)`	Calculates the derivatives of the implied strikes to volatility.
`DoubleArray`	SmileDeltaParameters.`strike(double forward)`	Calculates the strikes in ascending order.

Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`org.joda.beans.MetaProperty<DoubleArray>`	SmileDeltaParameters.Meta.`delta()`	The meta-property for the `delta` property.
`org.joda.beans.MetaProperty<DoubleArray>`	RecombiningTrinomialTreeData.Meta.`discountFactor()`	The meta-property for the `discountFactor` property.
`org.joda.beans.MetaProperty<DoubleArray>`	RecombiningTrinomialTreeData.Meta.`time()`	The meta-property for the `time` property.
`org.joda.beans.MetaProperty<DoubleArray>`	SmileDeltaParameters.Meta.`volatility()`	The meta-property for the `volatility` property.

Methods in com.opengamma.strata.pricer.fxopt with parameters of type DoubleArray
Modifier and Type	Method	Description
`static InterpolatedStrikeSmileDeltaTermStructure`	InterpolatedStrikeSmileDeltaTermStructure.`of(DoubleArray expiries, DoubleArray delta, DoubleArray atm, DoubleMatrix riskReversal, DoubleMatrix strangle, DayCount dayCount)`	Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures.
`static InterpolatedStrikeSmileDeltaTermStructure`	InterpolatedStrikeSmileDeltaTermStructure.`of(DoubleArray expiries, DoubleArray delta, DoubleArray atm, DoubleMatrix riskReversal, DoubleMatrix strangle, DayCount dayCount, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)`	Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with strike interpolator and extrapolators specified.
`static InterpolatedStrikeSmileDeltaTermStructure`	InterpolatedStrikeSmileDeltaTermStructure.`of(DoubleArray expiries, DoubleArray delta, DoubleArray atm, DoubleMatrix riskReversal, DoubleMatrix strangle, DayCount dayCount, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorLeft, CurveExtrapolator timeExtrapolatorRight, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)`	Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with interpolator and extrapolators fully specified.
`static InterpolatedStrikeSmileDeltaTermStructure`	InterpolatedStrikeSmileDeltaTermStructure.`of(DoubleArray expiries, DoubleArray delta, DoubleMatrix volatility, DayCount dayCount)`	Obtains volatility term structure from expiry times, delta values and volatilities.
`static InterpolatedStrikeSmileDeltaTermStructure`	InterpolatedStrikeSmileDeltaTermStructure.`of(DoubleArray expiries, DoubleArray delta, DoubleMatrix volatility, DayCount dayCount, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)`	Obtains volatility term structure from expiry times, delta values and volatilities with strike interpolator and extrapolators specified.
`static InterpolatedStrikeSmileDeltaTermStructure`	InterpolatedStrikeSmileDeltaTermStructure.`of(DoubleArray expiries, DoubleArray delta, DoubleMatrix volatility, DayCount dayCount, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorLeft, CurveExtrapolator timeExtrapolatorRight, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)`	Obtains volatility term structure from expiry times, delta values and volatilities with interpolator and extrapolators fully specified.
`static RecombiningTrinomialTreeData`	RecombiningTrinomialTreeData.`of(DoubleMatrix stateValue, List<DoubleMatrix> transitionProbability, DoubleArray discountFactor, DoubleArray time)`	Creates an instance.
`static SmileDeltaParameters`	SmileDeltaParameters.`of(double expiry, double atmVolatility, DoubleArray delta, DoubleArray riskReversal, DoubleArray strangle)`	Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.
`static SmileDeltaParameters`	SmileDeltaParameters.`of(double expiry, double atmVolatility, DoubleArray delta, DoubleArray riskReversal, DoubleArray strangle, List<ParameterMetadata> parameterMetadata)`	Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.
`static SmileDeltaParameters`	SmileDeltaParameters.`of(double expiry, Tenor expiryTenor, double atmVolatility, DoubleArray delta, DoubleArray riskReversal, DoubleArray strangle)`	Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.
`static SmileDeltaParameters`	SmileDeltaParameters.`of(double expiry, Tenor expiryTenor, DoubleArray delta, DoubleArray volatility)`	Obtains an instance from volatility.
`static SmileDeltaParameters`	SmileDeltaParameters.`of(double expiry, DoubleArray delta, DoubleArray volatility)`	Obtains an instance from volatility.
`static SmileDeltaParameters`	SmileDeltaParameters.`of(double expiry, DoubleArray delta, DoubleArray volatility, List<ParameterMetadata> parameterMetadata)`	Obtains an instance from volatility.
`SmileAndBucketedSensitivities`	InterpolatedStrikeSmileDeltaTermStructure.`smileAndSensitivitiesForExpiry(double expiry, DoubleArray volatilityAtTimeSensitivity)`
`SmileAndBucketedSensitivities`	SmileDeltaTermStructure.`smileAndSensitivitiesForExpiry(double expiry, DoubleArray volatilityAtTimeSensitivity)`	Calculates the smile at a given time and the sensitivities with respect to the volatility data points.

Uses of DoubleArray in com.opengamma.strata.pricer.impl.rate.model

Methods in com.opengamma.strata.pricer.impl.rate.model that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`Pair<DoubleArray,DoubleArray>`	HullWhiteOneFactorPiecewiseConstantInterestRateModel.`swapRateDx2Da1(double x, DoubleArray discountedCashFlowFixed, DoubleArray alphaFixed, DoubleArray discountedCashFlowIbor, DoubleArray alphaIbor)`	Calculates the first order derivative with respect to the alphaFixed and to the alphaIbor of the of swap rate second derivative with respect to the random variable x in the `P(*,theta)` numeraire.
`Pair<DoubleArray,DoubleArray>`	HullWhiteOneFactorPiecewiseConstantInterestRateModel.`swapRateDx2Da1(double x, DoubleArray discountedCashFlowFixed, DoubleArray alphaFixed, DoubleArray discountedCashFlowIbor, DoubleArray alphaIbor)`	Calculates the first order derivative with respect to the alphaFixed and to the alphaIbor of the of swap rate second derivative with respect to the random variable x in the `P(*,theta)` numeraire.
`Pair<DoubleArray,DoubleArray>`	HullWhiteOneFactorPiecewiseConstantInterestRateModel.`swapRateDx2Ddcf1(double x, DoubleArray discountedCashFlowFixed, DoubleArray alphaFixed, DoubleArray discountedCashFlowIbor, DoubleArray alphaIbor)`	Calculates the first order derivative with respect to the discountedCashFlowFixed and to the discountedCashFlowIbor of the of swap rate second derivative with respect to the random variable x in the `P(*,theta)` numeraire.
`Pair<DoubleArray,DoubleArray>`	HullWhiteOneFactorPiecewiseConstantInterestRateModel.`swapRateDx2Ddcf1(double x, DoubleArray discountedCashFlowFixed, DoubleArray alphaFixed, DoubleArray discountedCashFlowIbor, DoubleArray alphaIbor)`	Calculates the first order derivative with respect to the discountedCashFlowFixed and to the discountedCashFlowIbor of the of swap rate second derivative with respect to the random variable x in the `P(*,theta)` numeraire.

Methods in com.opengamma.strata.pricer.impl.rate.model with parameters of type DoubleArray
Modifier and Type	Method	Description
`double`	HullWhiteOneFactorPiecewiseConstantInterestRateModel.`kappa(DoubleArray discountedCashFlow, DoubleArray alpha)`	Calculates the exercise boundary for swaptions.
`double`	HullWhiteOneFactorPiecewiseConstantInterestRateModel.`lambda(DoubleArray discountedCashFlow, DoubleArray alpha2, DoubleArray hwH)`	Calculates the common part of the exercise boundary of European swaptions forward.
`double`	HullWhiteOneFactorPiecewiseConstantInterestRateModel.`swapRate(double x, DoubleArray discountedCashFlowFixed, DoubleArray alphaFixed, DoubleArray discountedCashFlowIbor, DoubleArray alphaIbor)`	Calculates the swap rate for a given value of the standard normal random variable in the `P(*,theta)` numeraire.
`ValueDerivatives`	HullWhiteOneFactorPiecewiseConstantInterestRateModel.`swapRateDaf1(double x, DoubleArray discountedCashFlowFixed, DoubleArray alphaFixed, DoubleArray discountedCashFlowIbor, DoubleArray alphaIbor)`	Calculates the first order derivative of the swap rate with respect to the `alphaFixed` in the `P(*,theta)` numeraire.
`ValueDerivatives`	HullWhiteOneFactorPiecewiseConstantInterestRateModel.`swapRateDai1(double x, DoubleArray discountedCashFlowFixed, DoubleArray alphaFixed, DoubleArray discountedCashFlowIbor, DoubleArray alphaIbor)`	Calculates the first order derivative of the swap rate with respect to the `alphaIbor` in the `P(*,theta)` numeraire.
`ValueDerivatives`	HullWhiteOneFactorPiecewiseConstantInterestRateModel.`swapRateDdcff1(double x, DoubleArray discountedCashFlowFixed, DoubleArray alphaFixed, DoubleArray discountedCashFlowIbor, DoubleArray alphaIbor)`	Calculates the first order derivative of the swap rate with respect to the `discountedCashFlowFixed` in the `P(*,theta)` numeraire.
`ValueDerivatives`	HullWhiteOneFactorPiecewiseConstantInterestRateModel.`swapRateDdcfi1(double x, DoubleArray discountedCashFlowFixed, DoubleArray alphaFixed, DoubleArray discountedCashFlowIbor, DoubleArray alphaIbor)`	Calculates the first order derivative of the swap rate with respect to the `discountedCashFlowIbor` in the `P(*,theta)` numeraire.
`double`	HullWhiteOneFactorPiecewiseConstantInterestRateModel.`swapRateDx1(double x, DoubleArray discountedCashFlowFixed, DoubleArray alphaFixed, DoubleArray discountedCashFlowIbor, DoubleArray alphaIbor)`	Calculates the first order derivative of the swap rate with respect to the value of the standard normal random variable in the `P(*,theta)` numeraire.
`double`	HullWhiteOneFactorPiecewiseConstantInterestRateModel.`swapRateDx2(double x, DoubleArray discountedCashFlowFixed, DoubleArray alphaFixed, DoubleArray discountedCashFlowIbor, DoubleArray alphaIbor)`	Calculates the second order derivative of the swap rate with respect to the value of the standard normal random variable in the `P(*,theta)` numeraire.
`Pair<DoubleArray,DoubleArray>`	HullWhiteOneFactorPiecewiseConstantInterestRateModel.`swapRateDx2Da1(double x, DoubleArray discountedCashFlowFixed, DoubleArray alphaFixed, DoubleArray discountedCashFlowIbor, DoubleArray alphaIbor)`	Calculates the first order derivative with respect to the alphaFixed and to the alphaIbor of the of swap rate second derivative with respect to the random variable x in the `P(*,theta)` numeraire.
`Pair<DoubleArray,DoubleArray>`	HullWhiteOneFactorPiecewiseConstantInterestRateModel.`swapRateDx2Ddcf1(double x, DoubleArray discountedCashFlowFixed, DoubleArray alphaFixed, DoubleArray discountedCashFlowIbor, DoubleArray alphaIbor)`	Calculates the first order derivative with respect to the discountedCashFlowFixed and to the discountedCashFlowIbor of the of swap rate second derivative with respect to the random variable x in the `P(*,theta)` numeraire.

Uses of DoubleArray in com.opengamma.strata.pricer.impl.tree

Methods in com.opengamma.strata.pricer.impl.tree that return DoubleArray
Modifier and Type	Method	Description
`default DoubleArray`	OptionFunction.`getNextOptionValues(double discountFactor, double upProbability, double middleProbability, double downProbability, DoubleArray value, double spot, double downFactor, double middleFactor, int i)`	Computes the option values in the intermediate nodes.
`default DoubleArray`	OptionFunction.`getNextOptionValues(double discountFactor, DoubleMatrix transitionProbability, DoubleArray stateValue, DoubleArray value, int i)`	Computes the option values in the intermediate nodes.
`DoubleArray`	CoxRossRubinsteinLatticeSpecification.`getParametersTrinomial(double volatility, double interestRate, double dt)`
`DoubleArray`	LatticeSpecification.`getParametersTrinomial(double volatility, double interestRate, double dt)`	Computes parameters for uniform trinomial tree.
`DoubleArray`	TrigeorgisLatticeSpecification.`getParametersTrinomial(double volatility, double interestRate, double dt)`
`DoubleArray`	EuropeanVanillaOptionFunction.`getPayoffAtExpiryTrinomial(DoubleArray stateValue)`
`default DoubleArray`	OptionFunction.`getPayoffAtExpiryTrinomial(double spot, double downFactor, double middleFactor)`	Computes payoff at expiry for trinomial tree.
`DoubleArray`	OptionFunction.`getPayoffAtExpiryTrinomial(DoubleArray stateValue)`	Computes payoff at expiry for trinomial tree.
`DoubleArray`	ConstantContinuousSingleBarrierKnockoutFunction.`getRebate()`	Gets the rebate.

Methods in com.opengamma.strata.pricer.impl.tree that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`org.joda.beans.MetaProperty<DoubleArray>`	ConstantContinuousSingleBarrierKnockoutFunction.Meta.`rebate()`	The meta-property for the `rebate` property.

Methods in com.opengamma.strata.pricer.impl.tree with parameters of type DoubleArray
Modifier and Type	Method	Description
`default DoubleArray`	OptionFunction.`getNextOptionValues(double discountFactor, double upProbability, double middleProbability, double downProbability, DoubleArray value, double spot, double downFactor, double middleFactor, int i)`	Computes the option values in the intermediate nodes.
`default DoubleArray`	OptionFunction.`getNextOptionValues(double discountFactor, DoubleMatrix transitionProbability, DoubleArray stateValue, DoubleArray value, int i)`	Computes the option values in the intermediate nodes.
`DoubleArray`	EuropeanVanillaOptionFunction.`getPayoffAtExpiryTrinomial(DoubleArray stateValue)`
`DoubleArray`	OptionFunction.`getPayoffAtExpiryTrinomial(DoubleArray stateValue)`	Computes payoff at expiry for trinomial tree.
`static ConstantContinuousSingleBarrierKnockoutFunction`	ConstantContinuousSingleBarrierKnockoutFunction.`of(double strike, double timeToExpiry, PutCall putCall, int numberOfSteps, BarrierType barrierType, double barrierLevel, DoubleArray rebate)`	Obtains an instance.

Uses of DoubleArray in com.opengamma.strata.pricer.impl.volatility.smile

Methods in com.opengamma.strata.pricer.impl.volatility.smile that return DoubleArray
Modifier and Type	Method	Description
`protected DoubleArray`	SabrModelFitter.`getMaximumStep()`
`protected abstract DoubleArray`	SmileModelFitter.`getMaximumStep()`	Obtains the maximum number of iterations.
`DoubleArray`	SabrFormulaData.`getParameters()`	Gets the model parameters.
`DoubleArray`	SsviFormulaData.`getParameters()`	Gets the model parameters.

Methods in com.opengamma.strata.pricer.impl.volatility.smile that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`protected Function<DoubleArray,Boolean>`	SmileModelFitter.`getConstraintFunction(NonLinearParameterTransforms t)`	Obtains the constraint function.
`protected Function<DoubleArray,DoubleMatrix>`	SmileModelFitter.`getModelJacobianFunction()`	Obtains Jacobian function of the smile model.
`protected Function<DoubleArray,DoubleArray>`	SmileModelFitter.`getModelValueFunction()`	Obtains volatility function of the smile model.
`protected Function<DoubleArray,DoubleArray>`	SmileModelFitter.`getModelValueFunction()`	Obtains volatility function of the smile model.

Methods in com.opengamma.strata.pricer.impl.volatility.smile with parameters of type DoubleArray
Modifier and Type	Method	Description
`protected NonLinearParameterTransforms`	SabrModelFitter.`getTransform(DoubleArray start)`
`protected NonLinearParameterTransforms`	SabrModelFitter.`getTransform(DoubleArray start, BitSet fixed)`
`protected abstract NonLinearParameterTransforms`	SmileModelFitter.`getTransform(DoubleArray start)`	Obtains the nonlinear transformation of parameters from the initial values.
`protected abstract NonLinearParameterTransforms`	SmileModelFitter.`getTransform(DoubleArray start, BitSet fixed)`	Obtains the nonlinear transformation of parameters from the initial values with some parameters fixed.
`LeastSquareResultsWithTransform`	SmileModelFitter.`solve(DoubleArray start)`	Solves using the default NonLinearParameterTransforms for the concrete implementation.
`LeastSquareResultsWithTransform`	SmileModelFitter.`solve(DoubleArray start, NonLinearParameterTransforms transform)`	Solve using a user supplied NonLinearParameterTransforms.
`LeastSquareResultsWithTransform`	SmileModelFitter.`solve(DoubleArray start, BitSet fixed)`	Solve using the default NonLinearParameterTransforms for the concrete implementation with some parameters fixed to their initial values (indicated by fixed).
`SabrFormulaData`	SabrModelFitter.`toSmileModelData(DoubleArray modelParameters)`
`abstract T`	SmileModelFitter.`toSmileModelData(DoubleArray modelParameters)`	Obtains `SmileModelData` instance from the model parameters.

Constructors in com.opengamma.strata.pricer.impl.volatility.smile with parameters of type DoubleArray
Constructor	Description
`SabrModelFitter(double forward, DoubleArray strikes, double timeToExpiry, DoubleArray impliedVols, DoubleArray error, VolatilityFunctionProvider<SabrFormulaData> model)`	Constructs SABR model fitter from forward, strikes, time to expiry, implied volatilities and error values.
`SabrModelFitter(double forward, DoubleArray strikes, double timeToExpiry, DoubleArray impliedVols, DoubleArray error, SabrVolatilityFormula sabrVolatilityFormula)`	Constructs SABR model fitter from forward, strikes, time to expiry, implied volatilities and error values.
`SmileModelFitter(double forward, DoubleArray strikes, double timeToExpiry, DoubleArray impliedVols, DoubleArray error, VolatilityFunctionProvider<T> model)`	Constructs smile model fitter from forward, strikes, time to expiry, implied volatilities and error values.

Uses of DoubleArray in com.opengamma.strata.pricer.index

Methods in com.opengamma.strata.pricer.index that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	HullWhiteIborFutureTradePricer.`presentValueSensitivityModelParamsHullWhite(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)`	Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
`DoubleArray`	HullWhiteIborFutureProductPricer.`priceSensitivityModelParamsHullWhite(ResolvedIborFuture future, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)`	Calculates the price sensitivity to piecewise constant volatility parameters of the Hull-White model.

Uses of DoubleArray in com.opengamma.strata.pricer.model

Methods in com.opengamma.strata.pricer.model that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	HullWhiteOneFactorPiecewiseConstantParameters.`getVolatility()`	Gets the volatility parameters.
`DoubleArray`	HullWhiteOneFactorPiecewiseConstantParameters.`getVolatilityTime()`	Gets the times separating the constant volatility periods.

Methods in com.opengamma.strata.pricer.model with parameters of type DoubleArray
Modifier and Type	Method	Description
`static HullWhiteOneFactorPiecewiseConstantParameters`	HullWhiteOneFactorPiecewiseConstantParameters.`of(double meanReversion, DoubleArray volatility, DoubleArray volatilityTime)`	Obtains an instance from the model parameters.
`HullWhiteOneFactorPiecewiseConstantParameters`	HullWhiteOneFactorPiecewiseConstantParameters.`withVolatility(DoubleArray volatility)`	Returns a copy with the volatility parameters changed.

Uses of DoubleArray in com.opengamma.strata.pricer.option

Methods in com.opengamma.strata.pricer.option that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	RawOptionData.`getStrikes()`	Gets the strike values.

Methods in com.opengamma.strata.pricer.option that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`Pair<DoubleArray,DoubleArray>`	RawOptionData.`availableSmileAtExpiry(Period expiry)`	For a given expiration returns all the data available.
`Pair<DoubleArray,DoubleArray>`	RawOptionData.`availableSmileAtExpiry(Period expiry)`	For a given expiration returns all the data available.

Methods in com.opengamma.strata.pricer.option with parameters of type DoubleArray
Modifier and Type	Method	Description
`static RawOptionData`	RawOptionData.`of(List<Period> expiries, DoubleArray strikes, ValueType strikeType, DoubleMatrix data, DoubleMatrix error, ValueType dataType)`	Obtains an instance of the raw data with error.
`static RawOptionData`	RawOptionData.`of(List<Period> expiries, DoubleArray strikes, ValueType strikeType, DoubleMatrix data, ValueType dataType)`	Obtains an instance of the raw volatility.
`static RawOptionData`	RawOptionData.`ofBlackVolatility(List<Period> expiries, DoubleArray strikes, ValueType strikeType, DoubleMatrix data, DoubleMatrix error, Double shift)`	Obtains an instance of the raw data with error for shifted Black (log-normal) volatility.
`static RawOptionData`	RawOptionData.`ofBlackVolatility(List<Period> expiries, DoubleArray strikes, ValueType strikeType, DoubleMatrix data, Double shift)`	Obtains an instance of the raw volatility for shifted Black (log-normal) volatility.

Uses of DoubleArray in com.opengamma.strata.pricer.rate

Methods in com.opengamma.strata.pricer.rate with parameters of type DoubleArray
Modifier and Type	Method	Description
`CurrencyParameterSensitivities`	DiscountIborIndexRates.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`
`CurrencyParameterSensitivities`	DiscountOvernightIndexRates.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`
`CurrencyParameterSensitivities`	HistoricIborIndexRates.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`
`CurrencyParameterSensitivities`	HistoricOvernightIndexRates.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`
`CurrencyParameterSensitivities`	HistoricPriceIndexValues.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`
`CurrencyParameterSensitivities`	IborIndexRates.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`	Creates the parameter sensitivity when the sensitivity values are known.
`CurrencyParameterSensitivities`	OvernightIndexRates.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`	Creates the parameter sensitivity when the sensitivity values are known.
`CurrencyParameterSensitivities`	PriceIndexValues.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`	Creates the parameter sensitivity when the sensitivity values are known.
`CurrencyParameterSensitivities`	SimpleIborIndexRates.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`
`CurrencyParameterSensitivities`	SimplePriceIndexValues.`createParameterSensitivity(Currency currency, DoubleArray sensitivities)`

Uses of DoubleArray in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption that return DoubleArray
Modifier and Type	Method	Description
`DoubleArray`	HullWhiteSwaptionPhysicalProductPricer.`presentValueSensitivityModelParamsHullWhite(ResolvedSwaption swaption, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)`	Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
`DoubleArray`	HullWhiteSwaptionPhysicalTradePricer.`presentValueSensitivityModelParamsHullWhite(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)`	Calculates the present value sensitivity piecewise constant volatility parameters of the Hull-White model.

Methods in com.opengamma.strata.pricer.swaption that return types with arguments of type DoubleArray
Modifier and Type	Method	Description
`Pair<DoubleArray,DoubleArray>`	SabrSwaptionCalibrator.`blackVolatilitiesShiftedFromBlackVolatilitiesShifted(double forward, double shiftOutput, double timeToExpiry, DoubleArray strikes, DoubleArray blackVolatilities, double shiftInput)`	Creates an array of shifted Black volatilities from shifted Black volatilities with a different shift and the sensitivities of the Black volatilities outputs with respect to the normal volatilities inputs.
`Pair<DoubleArray,DoubleArray>`	SabrSwaptionCalibrator.`blackVolatilitiesShiftedFromBlackVolatilitiesShifted(double forward, double shiftOutput, double timeToExpiry, DoubleArray strikes, DoubleArray blackVolatilities, double shiftInput)`	Creates an array of shifted Black volatilities from shifted Black volatilities with a different shift and the sensitivities of the Black volatilities outputs with respect to the normal volatilities inputs.
`Pair<DoubleArray,DoubleArray>`	SabrSwaptionCalibrator.`blackVolatilitiesShiftedFromNormalVolatilities(double forward, double shiftOutput, double timeToExpiry, DoubleArray strikes, DoubleArray normalVolatilities)`	Creates an array of shifted Black volatilities from Normal volatilities and the sensitivities of the Black volatilities with respect to the normal volatilities inputs.
`Pair<DoubleArray,DoubleArray>`	SabrSwaptionCalibrator.`blackVolatilitiesShiftedFromNormalVolatilities(double forward, double shiftOutput, double timeToExpiry, DoubleArray strikes, DoubleArray normalVolatilities)`	Creates an array of shifted Black volatilities from Normal volatilities and the sensitivities of the Black volatilities with respect to the normal volatilities inputs.
`Pair<DoubleArray,DoubleArray>`	SabrSwaptionCalibrator.`blackVolatilitiesShiftedFromPrices(double forward, double shiftOutput, double timeToExpiry, DoubleArray strikes, DoubleArray prices)`	Creates an array of shifted Black volatilities from option prices and the sensitivities of the Black volatilities with respect to the price inputs.
`Pair<DoubleArray,DoubleArray>`	SabrSwaptionCalibrator.`blackVolatilitiesShiftedFromPrices(double forward, double shiftOutput, double timeToExpiry, DoubleArray strikes, DoubleArray prices)`	Creates an array of shifted Black volatilities from option prices and the sensitivities of the Black volatilities with respect to the price inputs.
`Pair<LeastSquareResultsWithTransform,DoubleArray>`	SabrSwaptionCalibrator.`calibrateLsShiftedFromBlackVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray blackVolatilitiesInput, double shiftInput, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)`	Calibrate the SABR parameters to a set of Black volatilities at given moneyness by least square.
`Pair<LeastSquareResultsWithTransform,DoubleArray>`	SabrSwaptionCalibrator.`calibrateLsShiftedFromNormalVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray normalVolatilities, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)`	Calibrate the SABR parameters to a set of normal volatilities at given moneyness.
`Pair<LeastSquareResultsWithTransform,DoubleArray>`	SabrSwaptionCalibrator.`calibrateLsShiftedFromPrices(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray prices, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)`	Calibrate the SABR parameters to a set of option prices at given moneyness.
`org.joda.beans.MetaProperty<ImmutableList<DoubleArray>>`	SabrParametersSwaptionVolatilities.Meta.`dataSensitivityAlpha()`	The meta-property for the `dataSensitivityAlpha` property.
`org.joda.beans.MetaProperty<ImmutableList<DoubleArray>>`	SabrParametersSwaptionVolatilities.Meta.`dataSensitivityBeta()`	The meta-property for the `dataSensitivityBeta` property.
`org.joda.beans.MetaProperty<ImmutableList<DoubleArray>>`	SabrParametersSwaptionVolatilities.Meta.`dataSensitivityNu()`	The meta-property for the `dataSensitivityNu` property.
`org.joda.beans.MetaProperty<ImmutableList<DoubleArray>>`	SabrParametersSwaptionVolatilities.Meta.`dataSensitivityRho()`	The meta-property for the `dataSensitivityRho` property.
`Optional<ImmutableList<DoubleArray>>`	SabrParametersSwaptionVolatilities.`getDataSensitivityAlpha()`	Gets the sensitivity of the Alpha parameters to the raw data used for calibration.
`Optional<ImmutableList<DoubleArray>>`	SabrParametersSwaptionVolatilities.`getDataSensitivityBeta()`	Gets the sensitivity of the Beta parameters to the raw data used for calibration.
`Optional<ImmutableList<DoubleArray>>`	SabrParametersSwaptionVolatilities.`getDataSensitivityNu()`	Gets the sensitivity of the Nu parameters to the raw data used for calibration.
`Optional<ImmutableList<DoubleArray>>`	SabrParametersSwaptionVolatilities.`getDataSensitivityRho()`	Gets the sensitivity of the Rho parameters to the raw data used for calibration.

Methods in com.opengamma.strata.pricer.swaption with parameters of type DoubleArray
Modifier and Type	Method	Description
`Pair<DoubleArray,DoubleArray>`	SabrSwaptionCalibrator.`blackVolatilitiesShiftedFromBlackVolatilitiesShifted(double forward, double shiftOutput, double timeToExpiry, DoubleArray strikes, DoubleArray blackVolatilities, double shiftInput)`	Creates an array of shifted Black volatilities from shifted Black volatilities with a different shift and the sensitivities of the Black volatilities outputs with respect to the normal volatilities inputs.
`Pair<DoubleArray,DoubleArray>`	SabrSwaptionCalibrator.`blackVolatilitiesShiftedFromNormalVolatilities(double forward, double shiftOutput, double timeToExpiry, DoubleArray strikes, DoubleArray normalVolatilities)`	Creates an array of shifted Black volatilities from Normal volatilities and the sensitivities of the Black volatilities with respect to the normal volatilities inputs.
`Pair<DoubleArray,DoubleArray>`	SabrSwaptionCalibrator.`blackVolatilitiesShiftedFromPrices(double forward, double shiftOutput, double timeToExpiry, DoubleArray strikes, DoubleArray prices)`	Creates an array of shifted Black volatilities from option prices and the sensitivities of the Black volatilities with respect to the price inputs.
`Pair<Double,Double>`	SabrSwaptionCalibrator.`calibrateAtmShiftedFromBlackVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, double blackVolatility, double shiftInput, DoubleArray startParameters, double shiftOutput)`	Calibrate the SABR alpha parameter to an ATM Black volatility and compute the derivative of the result with respect to the input volatility.
`Pair<Double,Double>`	SabrSwaptionCalibrator.`calibrateAtmShiftedFromNormalVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, double normalVolatility, DoubleArray startParameters, double shiftOutput)`	Calibrate the SABR alpha parameter to an ATM normal volatility and compute the derivative of the result with respect to the input volatility.
`Pair<LeastSquareResultsWithTransform,DoubleArray>`	SabrSwaptionCalibrator.`calibrateLsShiftedFromBlackVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray blackVolatilitiesInput, double shiftInput, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)`	Calibrate the SABR parameters to a set of Black volatilities at given moneyness by least square.
`Pair<LeastSquareResultsWithTransform,DoubleArray>`	SabrSwaptionCalibrator.`calibrateLsShiftedFromNormalVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray normalVolatilities, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)`	Calibrate the SABR parameters to a set of normal volatilities at given moneyness.
`Pair<LeastSquareResultsWithTransform,DoubleArray>`	SabrSwaptionCalibrator.`calibrateLsShiftedFromPrices(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray prices, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)`	Calibrate the SABR parameters to a set of option prices at given moneyness.
`SabrParametersSwaptionVolatilities.Builder`	SabrParametersSwaptionVolatilities.Builder.`dataSensitivityAlpha(DoubleArray... dataSensitivityAlpha)`	Sets the `dataSensitivityAlpha` property in the builder from an array of objects.
`SabrParametersSwaptionVolatilities.Builder`	SabrParametersSwaptionVolatilities.Builder.`dataSensitivityBeta(DoubleArray... dataSensitivityBeta)`	Sets the `dataSensitivityBeta` property in the builder from an array of objects.
`SabrParametersSwaptionVolatilities.Builder`	SabrParametersSwaptionVolatilities.Builder.`dataSensitivityNu(DoubleArray... dataSensitivityNu)`	Sets the `dataSensitivityNu` property in the builder from an array of objects.
`SabrParametersSwaptionVolatilities.Builder`	SabrParametersSwaptionVolatilities.Builder.`dataSensitivityRho(DoubleArray... dataSensitivityRho)`	Sets the `dataSensitivityRho` property in the builder from an array of objects.

Method parameters in com.opengamma.strata.pricer.swaption with type arguments of type DoubleArray
Modifier and Type	Method	Description
`SabrParametersSwaptionVolatilities.Builder`	SabrParametersSwaptionVolatilities.Builder.`dataSensitivityAlpha(List<DoubleArray> dataSensitivityAlpha)`	Sets the sensitivity of the Alpha parameters to the raw data used for calibration.
`SabrParametersSwaptionVolatilities.Builder`	SabrParametersSwaptionVolatilities.Builder.`dataSensitivityBeta(List<DoubleArray> dataSensitivityBeta)`	Sets the sensitivity of the Beta parameters to the raw data used for calibration.
`SabrParametersSwaptionVolatilities.Builder`	SabrParametersSwaptionVolatilities.Builder.`dataSensitivityNu(List<DoubleArray> dataSensitivityNu)`	Sets the sensitivity of the Nu parameters to the raw data used for calibration.
`SabrParametersSwaptionVolatilities.Builder`	SabrParametersSwaptionVolatilities.Builder.`dataSensitivityRho(List<DoubleArray> dataSensitivityRho)`	Sets the sensitivity of the Rho parameters to the raw data used for calibration.

Modifier and Type	Method	Description
`DoubleMatrix`	DirectIborCapletFloorletFlatVolatilityDefinition.`computePenaltyMatrix(DoubleArray expiries)`	Computes penalty matrix.
`DoubleMatrix`	DirectIborCapletFloorletVolatilityDefinition.`computePenaltyMatrix(DoubleArray strikes, DoubleArray expiries)`	Computes penalty matrix.
`List<Curve>`	SabrIborCapletFloorletVolatilityCalibrationDefinition.`createSabrParameterCurve(List<CurveMetadata> metadata, DoubleArray nodeValues)`	Creates the parameter curves with parameter node values.
`SabrParametersIborCapletFloorletVolatilities.Builder`	SabrParametersIborCapletFloorletVolatilities.Builder.`dataSensitivityAlpha(DoubleArray... dataSensitivityAlpha)`	Sets the `dataSensitivityAlpha` property in the builder from an array of objects.
`SabrParametersIborCapletFloorletVolatilities.Builder`	SabrParametersIborCapletFloorletVolatilities.Builder.`dataSensitivityBeta(DoubleArray... dataSensitivityBeta)`	Sets the `dataSensitivityBeta` property in the builder from an array of objects.
`SabrParametersIborCapletFloorletVolatilities.Builder`	SabrParametersIborCapletFloorletVolatilities.Builder.`dataSensitivityNu(DoubleArray... dataSensitivityNu)`	Sets the `dataSensitivityNu` property in the builder from an array of objects.
`SabrParametersIborCapletFloorletVolatilities.Builder`	SabrParametersIborCapletFloorletVolatilities.Builder.`dataSensitivityRho(DoubleArray... dataSensitivityRho)`	Sets the `dataSensitivityRho` property in the builder from an array of objects.
`SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder`	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.`initialParameters(DoubleArray initialParameters)`	Sets the initial parameter values used in calibration.
`static SabrIborCapletFloorletVolatilityCalibrationDefinition`	SabrIborCapletFloorletVolatilityCalibrationDefinition.`ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, double shift, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)`	Obtains an instance with fixed beta and nonzero shift.
`static SabrIborCapletFloorletVolatilityCalibrationDefinition`	SabrIborCapletFloorletVolatilityCalibrationDefinition.`ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double shift, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)`	Obtains an instance with fixed beta, nonzero shift and initial values.
`static SabrIborCapletFloorletVolatilityCalibrationDefinition`	SabrIborCapletFloorletVolatilityCalibrationDefinition.`ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)`	Obtains an instance with fixed beta and zero shift.
`static SabrIborCapletFloorletVolatilityCalibrationDefinition`	SabrIborCapletFloorletVolatilityCalibrationDefinition.`ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)`	Obtains an instance with fixed beta, zero shift and initial values.
`static SabrIborCapletFloorletVolatilityCalibrationDefinition`	SabrIborCapletFloorletVolatilityCalibrationDefinition.`ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, double shift, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)`	Obtains an instance with fixed rho and nonzero shift.
`static SabrIborCapletFloorletVolatilityCalibrationDefinition`	SabrIborCapletFloorletVolatilityCalibrationDefinition.`ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double shift, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)`	Obtains an instance with fixed rho, nonzero shift and initial values.
`static SabrIborCapletFloorletVolatilityCalibrationDefinition`	SabrIborCapletFloorletVolatilityCalibrationDefinition.`ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)`	Obtains an instance with fixed rho and zero shift.
`static SabrIborCapletFloorletVolatilityCalibrationDefinition`	SabrIborCapletFloorletVolatilityCalibrationDefinition.`ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)`	Obtains an instance with fixed rho, zero shift and initial values.
`SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder`	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.`parameterCurveNodes(DoubleArray... parameterCurveNodes)`	Sets the `parameterCurveNodes` property in the builder from an array of objects.

Uses of Classcom.opengamma.strata.collect.array.DoubleArray

Uses of DoubleArray in com.opengamma.strata.basics.currency

Uses of DoubleArray in com.opengamma.strata.basics.value

Uses of DoubleArray in com.opengamma.strata.collect.array

Uses of DoubleArray in com.opengamma.strata.data.scenario

Uses of DoubleArray in com.opengamma.strata.market

Uses of DoubleArray in com.opengamma.strata.market.curve

Uses of DoubleArray in com.opengamma.strata.market.curve.interpolator

Uses of DoubleArray in com.opengamma.strata.market.observable

Uses of DoubleArray in com.opengamma.strata.market.param

Uses of DoubleArray in com.opengamma.strata.market.surface

Uses of DoubleArray in com.opengamma.strata.market.surface.interpolator

Uses of DoubleArray in com.opengamma.strata.math.impl.differentiation

Uses of DoubleArray in com.opengamma.strata.math.impl.function

Uses of DoubleArray in com.opengamma.strata.math.impl.interpolation

Uses of DoubleArray in com.opengamma.strata.math.impl.linearalgebra

Uses of DoubleArray in com.opengamma.strata.math.impl.minimization

Uses of DoubleArray in com.opengamma.strata.math.impl.rootfinding

Uses of DoubleArray in com.opengamma.strata.math.impl.rootfinding.newton

Uses of DoubleArray in com.opengamma.strata.math.impl.statistics.descriptive

Uses of DoubleArray in com.opengamma.strata.math.impl.statistics.leastsquare

Uses of DoubleArray in com.opengamma.strata.math.impl.util

Uses of DoubleArray in com.opengamma.strata.math.linearalgebra

Uses of DoubleArray in com.opengamma.strata.math.rootfind

Uses of DoubleArray in com.opengamma.strata.measure.fxopt

Uses of DoubleArray in com.opengamma.strata.pricer

Uses of DoubleArray in com.opengamma.strata.pricer.capfloor

Uses of DoubleArray in com.opengamma.strata.pricer.credit

Uses of DoubleArray in com.opengamma.strata.pricer.curve

Uses of DoubleArray in com.opengamma.strata.pricer.fxopt

Uses of DoubleArray in com.opengamma.strata.pricer.impl.rate.model

Uses of DoubleArray in com.opengamma.strata.pricer.impl.tree

Uses of DoubleArray in com.opengamma.strata.pricer.impl.volatility.smile

Uses of DoubleArray in com.opengamma.strata.pricer.index

Uses of DoubleArray in com.opengamma.strata.pricer.model

Uses of DoubleArray in com.opengamma.strata.pricer.option

Uses of DoubleArray in com.opengamma.strata.pricer.rate

Uses of DoubleArray in com.opengamma.strata.pricer.swaption

Uses of Class
com.opengamma.strata.collect.array.DoubleArray