Uses of Class
com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Packages that use CrossGammaParameterSensitivities

Package	Description
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.pricer.sensitivity	Calculators for sensitivities.

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

Methods in com.opengamma.strata.market.param that return CrossGammaParameterSensitivities

Modifier and Type	Method	Description
CrossGammaParameterSensitivities	CrossGammaParameterSensitivities.combinedWith(CrossGammaParameterSensitivities other)	Combines this parameter sensitivities with another instance.
CrossGammaParameterSensitivities	CrossGammaParameterSensitivities.combinedWith(CrossGammaParameterSensitivity other)	Combines this parameter sensitivities with another instance.
CrossGammaParameterSensitivities	CrossGammaParameterSensitivities.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts the sensitivities in this instance to an equivalent in the specified currency.
static CrossGammaParameterSensitivities	CrossGammaParameterSensitivities.empty()	An empty sensitivity instance.
CrossGammaParameterSensitivities	CrossGammaParameterSensitivities.mapSensitivities(DoubleUnaryOperator operator)	Returns an instance with the specified operation applied to the sensitivity values.
CrossGammaParameterSensitivities	CrossGammaParameterSensitivities.multipliedBy(double factor)	Returns an instance with the sensitivity values multiplied by the specified factor.
static CrossGammaParameterSensitivities	CrossGammaParameterSensitivities.of(CrossGammaParameterSensitivity sensitivity)	Obtains an instance from a single sensitivity entry.
static CrossGammaParameterSensitivities	CrossGammaParameterSensitivities.of(CrossGammaParameterSensitivity... sensitivities)	Obtains an instance from an array of sensitivity entries.
static CrossGammaParameterSensitivities	CrossGammaParameterSensitivities.of(List<? extends CrossGammaParameterSensitivity> sensitivities)	Obtains an instance from a list of sensitivity entries.

Methods in com.opengamma.strata.market.param that return types with arguments of type CrossGammaParameterSensitivities

Modifier and Type	Method	Description
Class<? extends CrossGammaParameterSensitivities>	CrossGammaParameterSensitivities.Meta.beanType()
org.joda.beans.BeanBuilder<? extends CrossGammaParameterSensitivities>	CrossGammaParameterSensitivities.Meta.builder()

Methods in com.opengamma.strata.market.param with parameters of type CrossGammaParameterSensitivities

Modifier and Type	Method	Description
CrossGammaParameterSensitivities	CrossGammaParameterSensitivities.combinedWith(CrossGammaParameterSensitivities other)	Combines this parameter sensitivities with another instance.
boolean	CrossGammaParameterSensitivities.equalWithTolerance(CrossGammaParameterSensitivities other, double tolerance)	Checks if this sensitivity equals another within the specified tolerance.

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

Methods in com.opengamma.strata.pricer.sensitivity that return CrossGammaParameterSensitivities

Modifier and Type	Method	Description
CrossGammaParameterSensitivities	CurveGammaCalculator.calculateCrossGammaCrossCurve(RatesProvider ratesProvider, Function<ImmutableRatesProvider,CurrencyParameterSensitivities> sensitivitiesFn)	Computes cross-curve gamma by applying finite difference method to curve delta.
CrossGammaParameterSensitivities	CurveGammaCalculator.calculateCrossGammaIntraCurve(LegalEntityDiscountingProvider ratesProvider, Function<ImmutableLegalEntityDiscountingProvider,CurrencyParameterSensitivities> sensitivitiesFn)	Computes intra-curve cross gamma for bond curves by applying finite difference method to curve delta.
CrossGammaParameterSensitivities	CurveGammaCalculator.calculateCrossGammaIntraCurve(RatesProvider ratesProvider, Function<ImmutableRatesProvider,CurrencyParameterSensitivities> sensitivitiesFn)	Computes intra-curve cross gamma by applying finite difference method to curve delta.