Uses of Interface
com.opengamma.strata.data.scenario.ScenarioPerturbation
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Packages that use ScenarioPerturbation Package Description com.opengamma.strata.calc.marketdata Provides the ability to obtain market data and perform calibrations and scenario perturbations.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.param Market data based on parameters. -
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Uses of ScenarioPerturbation in com.opengamma.strata.calc.marketdata
Methods in com.opengamma.strata.calc.marketdata that return ScenarioPerturbation Modifier and Type Method Description ScenarioPerturbation<T>
PerturbationMapping. getPerturbation()
Gets perturbation that should be applied to market data as part of a scenario.Methods in com.opengamma.strata.calc.marketdata that return types with arguments of type ScenarioPerturbation Modifier and Type Method Description org.joda.beans.MetaProperty<ScenarioPerturbation<T>>
PerturbationMapping.Meta. perturbation()
The meta-property for theperturbation
property.Methods in com.opengamma.strata.calc.marketdata with parameters of type ScenarioPerturbation Modifier and Type Method Description static <T> PerturbationMapping<T>
PerturbationMapping. of(MarketDataFilter<? extends T,?> filter, ScenarioPerturbation<T> perturbation)
Returns a mapping containing a single perturbation.PerturbationMapping.Builder<T>
PerturbationMapping.Builder. perturbation(ScenarioPerturbation<T> perturbation)
Sets perturbation that should be applied to market data as part of a scenario. -
Uses of ScenarioPerturbation in com.opengamma.strata.data.scenario
Methods in com.opengamma.strata.data.scenario that return ScenarioPerturbation Modifier and Type Method Description static <T> ScenarioPerturbation<T>
ScenarioPerturbation. none()
Returns an instance that does not perturb the input.Methods in com.opengamma.strata.data.scenario with parameters of type ScenarioPerturbation Modifier and Type Method Description default <T> ScenarioMarketData
ScenarioMarketData. withPerturbation(MarketDataId<T> id, ScenarioPerturbation<T> perturbation, ReferenceData refData)
Returns a copy of this market data with the specified value perturbed. -
Uses of ScenarioPerturbation in com.opengamma.strata.market
Classes in com.opengamma.strata.market that implement ScenarioPerturbation Modifier and Type Class Description class
FxRateShifts
A perturbation that applies different shifts to an FX rate.class
GenericDoubleShifts
A perturbation that applies different shifts to a double value. -
Uses of ScenarioPerturbation in com.opengamma.strata.market.curve
Classes in com.opengamma.strata.market.curve that implement ScenarioPerturbation Modifier and Type Class Description class
CurveParallelShifts
Perturbation which applies a parallel shift to a curve. -
Uses of ScenarioPerturbation in com.opengamma.strata.market.param
Classes in com.opengamma.strata.market.param that implement ScenarioPerturbation Modifier and Type Class Description class
PointShifts
A perturbation that applies different shifts to specific points in a parameterized data.
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