Uses of Class
com.opengamma.strata.market.curve.CurveParameterSize

Packages that use CurveParameterSize

Package	Description
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
com.opengamma.strata.pricer.sensitivity	Calculators for sensitivities.

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

Methods in com.opengamma.strata.market.curve that return CurveParameterSize

Modifier and Type	Method	Description
static CurveParameterSize	CurveParameterSize.of(CurveName name, int parameterCount)	Obtains an instance, specifying the name and parameter count.
default CurveParameterSize	CurveDefinition.toCurveParameterSize()	Converts this definition to the summary form.

Methods in com.opengamma.strata.market.curve that return types with arguments of type CurveParameterSize

Modifier and Type	Method	Description
Class<? extends CurveParameterSize>	CurveParameterSize.Meta.beanType()
org.joda.beans.BeanBuilder<? extends CurveParameterSize>	CurveParameterSize.Meta.builder()
ImmutableList<CurveParameterSize>	JacobianCalibrationMatrix.getOrder()	Gets the curve order.
org.joda.beans.MetaProperty<ImmutableList<CurveParameterSize>>	JacobianCalibrationMatrix.Meta.order()	The meta-property for the order property.

Method parameters in com.opengamma.strata.market.curve with type arguments of type CurveParameterSize

Modifier and Type	Method	Description
static JacobianCalibrationMatrix	JacobianCalibrationMatrix.of(List<CurveParameterSize> order, DoubleMatrix jacobianMatrix)	Obtains an instance from the curve order and Jacobian matrix.

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

Method parameters in com.opengamma.strata.pricer.curve with type arguments of type CurveParameterSize

Modifier and Type	Method	Description
DoubleArray	CalibrationMeasures.derivative(ResolvedTrade trade, RatesProvider provider, List<CurveParameterSize> curveOrder)	Calculates the sensitivity with respect to the rates provider.

Uses of CurveParameterSize in com.opengamma.strata.pricer.sensitivity

Method parameters in com.opengamma.strata.pricer.sensitivity with type arguments of type CurveParameterSize

Modifier and Type	Method	Description
static DoubleMatrix	CurveSensitivityUtils.jacobianFromMarketQuoteSensitivities(List<CurveParameterSize> curveOrder, List<CurrencyParameterSensitivities> marketQuoteSensitivities)	Construct the inverse Jacobian matrix from the sensitivities of the trades market quotes to the curve parameters.
static DoubleMatrix	CurveSensitivityUtils.jacobianFromMarketQuoteSensitivities(List<CurveParameterSize> curveOrder, List<ResolvedTrade> trades, Function<ResolvedTrade,CurrencyParameterSensitivities> sensitivityFunction)	Construct the inverse Jacobian matrix from the trades and a function used to compute the sensitivities of the market quotes to the curve parameters.