Uses of Class
com.opengamma.strata.collect.tuple.DoublesPair
-
Packages that use DoublesPair Package Description com.opengamma.strata.collect.tuple Tuple data structures.com.opengamma.strata.loader.csv Loader that reads market data from CSV files.com.opengamma.strata.market.surface Definitions of surfaces.com.opengamma.strata.math.impl.function com.opengamma.strata.pricer.impl.volatility.local -
-
Uses of DoublesPair in com.opengamma.strata.collect.tuple
Methods in com.opengamma.strata.collect.tuple that return DoublesPair Modifier and Type Method Description static DoublesPair
DoublesPair. of(double first, double second)
Obtains an instance from twodouble
elements.static DoublesPair
DoublesPair. ofPair(Pair<Double,Double> pair)
Obtains an instance from aPair
.static DoublesPair
DoublesPair. parse(String pairStr)
Parses aDoublesPair
from the standard string format.Methods in com.opengamma.strata.collect.tuple that return types with arguments of type DoublesPair Modifier and Type Method Description Class<? extends DoublesPair>
DoublesPair.Meta. beanType()
org.joda.beans.BeanBuilder<? extends DoublesPair>
DoublesPair.Meta. builder()
Methods in com.opengamma.strata.collect.tuple with parameters of type DoublesPair Modifier and Type Method Description int
DoublesPair. compareTo(DoublesPair other)
Compares the pair based on the first element followed by the second element. -
Uses of DoublesPair in com.opengamma.strata.loader.csv
Methods in com.opengamma.strata.loader.csv that return DoublesPair Modifier and Type Method Description static DoublesPair
CsvLoaderUtils. parseQuantity(CsvRow row)
Parses the quantity. -
Uses of DoublesPair in com.opengamma.strata.market.surface
Methods in com.opengamma.strata.market.surface that return types with arguments of type DoublesPair Modifier and Type Method Description org.joda.beans.MetaProperty<Function<DoublesPair,ValueDerivatives>>
DeformedSurface.Meta. deformationFunction()
The meta-property for thedeformationFunction
property.Function<DoublesPair,ValueDerivatives>
DeformedSurface. getDeformationFunction()
Gets the deformation function.Methods in com.opengamma.strata.market.surface with parameters of type DoublesPair Modifier and Type Method Description default double
Surface. zValue(DoublesPair xyPair)
Computes the z-value for the specified pair of x-value and y-value.default UnitParameterSensitivity
Surface. zValueParameterSensitivity(DoublesPair xyPair)
Computes the sensitivity of the z-value with respect to the surface parameters.Method parameters in com.opengamma.strata.market.surface with type arguments of type DoublesPair Modifier and Type Method Description DeformedSurface.Builder
DeformedSurface.Builder. deformationFunction(Function<DoublesPair,ValueDerivatives> deformationFunction)
Sets the deformation function.static DeformedSurface
DeformedSurface. of(SurfaceMetadata metadata, Surface originalSurface, Function<DoublesPair,ValueDerivatives> deformationFunction)
Obtains an instance. -
Uses of DoublesPair in com.opengamma.strata.math.impl.function
Methods in com.opengamma.strata.math.impl.function that return types with arguments of type DoublesPair Modifier and Type Method Description 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 DoublesPair in com.opengamma.strata.pricer.impl.volatility.local
Method parameters in com.opengamma.strata.pricer.impl.volatility.local with type arguments of type DoublesPair Modifier and Type Method Description RecombiningTrinomialTreeData
ImpliedTrinomialTreeLocalVolatilityCalculator. calibrateImpliedVolatility(Function<DoublesPair,Double> impliedVolatilitySurface, double spot, Function<Double,Double> interestRate, Function<Double,Double> dividendRate)
Calibrate trinomial tree to implied volatility surface.
-