Uses of Class
com.opengamma.strata.collect.tuple.DoublesPair
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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 -
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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 DoublesPairDoublesPair. of(double first, double second)Obtains an instance from twodoubleelements.static DoublesPairDoublesPair. ofPair(Pair<Double,Double> pair)Obtains an instance from aPair.static DoublesPairDoublesPair. parse(String pairStr)Parses aDoublesPairfrom 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 intDoublesPair. 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 DoublesPairCsvLoaderUtils. 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 thedeformationFunctionproperty.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 doubleSurface. zValue(DoublesPair xyPair)Computes the z-value for the specified pair of x-value and y-value.default UnitParameterSensitivitySurface. 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.BuilderDeformedSurface.Builder. deformationFunction(Function<DoublesPair,ValueDerivatives> deformationFunction)Sets the deformation function.static DeformedSurfaceDeformedSurface. 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 RecombiningTrinomialTreeDataImpliedTrinomialTreeLocalVolatilityCalculator. calibrateImpliedVolatility(Function<DoublesPair,Double> impliedVolatilitySurface, double spot, Function<Double,Double> interestRate, Function<Double,Double> dividendRate)Calibrate trinomial tree to implied volatility surface.
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