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

Packages that use CurrencyParameterSensitivities

Package	Description
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.market.sensitivity	Entity objects for sensitivities.
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.measure.capfloor	Calculation functions for Ibor cap/floor products.
com.opengamma.strata.measure.cms	Calculation functions for constant maturity swap (CMS) products.
com.opengamma.strata.measure.deposit	Calculation functions for deposit products.
com.opengamma.strata.measure.dsf	Calculation functions for DSF products.
com.opengamma.strata.measure.fra	Calculation functions for FRA products.
com.opengamma.strata.measure.fx	Calculation functions for FX products.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.measure.index	Calculation functions for index products.
com.opengamma.strata.measure.payment	Calculation functions for payment products.
com.opengamma.strata.measure.swap	Calculation functions for swap products.
com.opengamma.strata.measure.swaption	Calculation functions for swaption products.
com.opengamma.strata.pricer	Calculators for financial instruments.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
com.opengamma.strata.pricer.fx	Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.sensitivity	Calculators for sensitivities.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.
com.opengamma.strata.report.framework.expression	Provide the ability to extract data using textual expressions.

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

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

Modifier and Type	Method	Description
CurrencyParameterSensitivities	CurrencyParameterSensitivitiesBuilder.build()	Builds the sensitivity from the provided data.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.combinedWith(CurrencyParameterSensitivities other)	Combines this parameter sensitivities with another instance.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.combinedWith(CurrencyParameterSensitivity other)	Combines this parameter sensitivities with another instance.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts the sensitivities in this instance to an equivalent in the specified currency.
CurrencyParameterSensitivities	CrossGammaParameterSensitivities.diagonal()	Returns the diagonal part of the sensitivity values.
static CurrencyParameterSensitivities	CurrencyParameterSensitivities.empty()	An empty sensitivity instance.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.mapSensitivities(DoubleUnaryOperator operator)	Returns an instance with the specified operation applied to the sensitivity values.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.mergedWith(CurrencyParameterSensitivities other)	Merges this parameter sensitivities with another instance taking the metadata into account.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.multipliedBy(double factor)	Returns an instance with the sensitivity values multiplied by the specified factor.
CurrencyParameterSensitivities	UnitParameterSensitivities.multipliedBy(Currency currency, double amount)	Converts this sensitivity to a monetary value, multiplying by the specified factor.
static CurrencyParameterSensitivities	CurrencyParameterSensitivities.of(CurrencyParameterSensitivity sensitivity)	Obtains an instance from a single sensitivity entry.
static CurrencyParameterSensitivities	CurrencyParameterSensitivities.of(CurrencyParameterSensitivity... sensitivities)	Obtains an instance from an array of sensitivity entries.
static CurrencyParameterSensitivities	CurrencyParameterSensitivities.of(List<? extends CurrencyParameterSensitivity> sensitivities)	Obtains an instance from a list of sensitivity entries.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.split()	Splits this sensitivity instance.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.withMarketDataNames(Function<MarketDataName<?>,MarketDataName<?>> nameFn)	Checks and adjusts the market data names.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.withParameterMetadatas(UnaryOperator<ParameterMetadata> mdFn)	Checks and adjusts the parameter metadata.

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

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

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

Modifier and Type	Method	Description
CurrencyParameterSensitivitiesBuilder	CurrencyParameterSensitivitiesBuilder.add(CurrencyParameterSensitivities sensitivities)	Adds sensitivities to the builder.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.combinedWith(CurrencyParameterSensitivities other)	Combines this parameter sensitivities with another instance.
boolean	CurrencyParameterSensitivities.equalWithTolerance(CurrencyParameterSensitivities other, double tolerance)	Checks if this sensitivity equals another within the specified tolerance.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.mergedWith(CurrencyParameterSensitivities other)	Merges this parameter sensitivities with another instance taking the metadata into account.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.market.sensitivity

Methods in com.opengamma.strata.market.sensitivity that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	CurveSensitivities.getTypedSensitivity(CurveSensitivitiesType type)	Gets a sensitivity instance by type, throwing an exception if not found.

Methods in com.opengamma.strata.market.sensitivity that return types with arguments of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
Optional<CurrencyParameterSensitivities>	CurveSensitivities.findTypedSensitivity(CurveSensitivitiesType type)	Finds a sensitivity instance by type, returning empty if not found.
ImmutableMap<CurveSensitivitiesType,CurrencyParameterSensitivities>	CurveSensitivities.getTypedSensitivities()	Gets the sensitivities, keyed by type.
org.joda.beans.MetaProperty<ImmutableMap<CurveSensitivitiesType,CurrencyParameterSensitivities>>	CurveSensitivities.Meta.typedSensitivities()	The meta-property for the typedSensitivities property.

Methods in com.opengamma.strata.market.sensitivity with parameters of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurveSensitivitiesBuilder	CurveSensitivitiesBuilder.add(CurveSensitivitiesType type, CurrencyParameterSensitivities sensitivities)	Adds sensitivities to the builder.
static CurveSensitivities	CurveSensitivities.of(PortfolioItemInfo info, CurveSensitivitiesType type, CurrencyParameterSensitivities sensitivities)	Obtains an instance from a single set of sensitivities.

Method parameters in com.opengamma.strata.market.sensitivity with type arguments of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurveSensitivities	CurveSensitivities.mergedWith(Map<CurveSensitivitiesType,CurrencyParameterSensitivities> other)	Merges this set of sensitivities with another set.
static CurveSensitivities	CurveSensitivities.of(PortfolioItemInfo info, Map<CurveSensitivitiesType,CurrencyParameterSensitivities> typedSensitivities)	Obtains an instance from a map of sensitivities.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.measure.bond

Methods in com.opengamma.strata.measure.bond that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	BillTradeCalculations.pv01CalibratedBucketed(ResolvedBillTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	BondFutureOptionTradeCalculations.pv01CalibratedBucketed(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	BondFutureTradeCalculations.pv01CalibratedBucketed(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	CapitalIndexedBondTradeCalculations.pv01CalibratedBucketed(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider legalEntityProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FixedCouponBondTradeCalculations.pv01CalibratedBucketed(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	BillTradeCalculations.pv01MarketQuoteBucketed(ResolvedBillTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	BondFutureTradeCalculations.pv01MarketQuoteBucketed(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FixedCouponBondTradeCalculations.pv01MarketQuoteBucketed(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Methods in com.opengamma.strata.measure.bond that return types with arguments of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
ScenarioArray<CurrencyParameterSensitivities>	BillTradeCalculations.pv01CalibratedBucketed(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	BondFutureOptionTradeCalculations.pv01CalibratedBucketed(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingMarketDataLookup legalEntityLookup, BondFutureOptionMarketDataLookup volsLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	BondFutureTradeCalculations.pv01CalibratedBucketed(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	CapitalIndexedBondTradeCalculations.pv01CalibratedBucketed(ResolvedCapitalIndexedBondTrade trade, RatesMarketDataLookup ratesLookup, LegalEntityDiscountingMarketDataLookup legalEntityLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FixedCouponBondTradeCalculations.pv01CalibratedBucketed(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	BillTradeCalculations.pv01MarketQuoteBucketed(ResolvedBillTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	BondFutureTradeCalculations.pv01MarketQuoteBucketed(ResolvedBondFutureTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FixedCouponBondTradeCalculations.pv01MarketQuoteBucketed(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.measure.capfloor

Methods in com.opengamma.strata.measure.capfloor that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	IborCapFloorTradeCalculations.pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	IborCapFloorTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.

Methods in com.opengamma.strata.measure.capfloor that return types with arguments of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
ScenarioArray<CurrencyParameterSensitivities>	IborCapFloorTradeCalculations.pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	IborCapFloorTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.measure.cms

Methods in com.opengamma.strata.measure.cms that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	CmsTradeCalculations.pv01RatesCalibratedBucketed(ResolvedCmsTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	CmsTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedCmsTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.

Methods in com.opengamma.strata.measure.cms that return types with arguments of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
ScenarioArray<CurrencyParameterSensitivities>	CmsTradeCalculations.pv01RatesCalibratedBucketed(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	CmsTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedCmsTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.measure.deposit

Methods in com.opengamma.strata.measure.deposit that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	TermDepositTradeCalculations.pv01CalibratedBucketed(ResolvedTermDepositTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	TermDepositTradeCalculations.pv01MarketQuoteBucketed(ResolvedTermDepositTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Methods in com.opengamma.strata.measure.deposit that return types with arguments of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
ScenarioArray<CurrencyParameterSensitivities>	TermDepositTradeCalculations.pv01CalibratedBucketed(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	TermDepositTradeCalculations.pv01MarketQuoteBucketed(ResolvedTermDepositTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.measure.dsf

Methods in com.opengamma.strata.measure.dsf that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	DsfTradeCalculations.pv01CalibratedBucketed(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	DsfTradeCalculations.pv01MarketQuoteBucketed(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Methods in com.opengamma.strata.measure.dsf that return types with arguments of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
ScenarioArray<CurrencyParameterSensitivities>	DsfTradeCalculations.pv01CalibratedBucketed(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	DsfTradeCalculations.pv01MarketQuoteBucketed(ResolvedDsfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.measure.fra

Methods in com.opengamma.strata.measure.fra that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	FraTradeCalculations.pv01CalibratedBucketed(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FraTradeCalculations.pv01MarketQuoteBucketed(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Methods in com.opengamma.strata.measure.fra that return types with arguments of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
ScenarioArray<CurrencyParameterSensitivities>	FraTradeCalculations.pv01CalibratedBucketed(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FraTradeCalculations.pv01MarketQuoteBucketed(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.measure.fx

Methods in com.opengamma.strata.measure.fx that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	FxNdfTradeCalculations.pv01CalibratedBucketed(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxSingleTradeCalculations.pv01CalibratedBucketed(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxSwapTradeCalculations.pv01CalibratedBucketed(ResolvedFxSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxNdfTradeCalculations.pv01MarketQuoteBucketed(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxSingleTradeCalculations.pv01MarketQuoteBucketed(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxSwapTradeCalculations.pv01MarketQuoteBucketed(ResolvedFxSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Methods in com.opengamma.strata.measure.fx that return types with arguments of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
ScenarioArray<CurrencyParameterSensitivities>	FxNdfTradeCalculations.pv01CalibratedBucketed(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxSingleTradeCalculations.pv01CalibratedBucketed(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxSwapTradeCalculations.pv01CalibratedBucketed(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxNdfTradeCalculations.pv01MarketQuoteBucketed(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxSingleTradeCalculations.pv01MarketQuoteBucketed(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxSwapTradeCalculations.pv01MarketQuoteBucketed(ResolvedFxSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxVanillaOptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxVanillaOptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxSingleBarrierOptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value vega sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxVanillaOptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value vega sensitivity for a single set of market data.

Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
ScenarioArray<CurrencyParameterSensitivities>	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxVanillaOptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxVanillaOptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxSingleBarrierOptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value vega sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	FxVanillaOptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedFxVanillaOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxVanillaOptionMethod method)	Calculates present value vega sensitivity across one or more scenarios.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.measure.index

Methods in com.opengamma.strata.measure.index that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	IborFutureOptionTradeCalculations.pv01CalibratedBucketed(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	IborFutureTradeCalculations.pv01CalibratedBucketed(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	OvernightFutureTradeCalculations.pv01CalibratedBucketed(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	IborFutureOptionTradeCalculations.pv01MarketQuoteBucketed(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	IborFutureTradeCalculations.pv01MarketQuoteBucketed(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	OvernightFutureTradeCalculations.pv01MarketQuoteBucketed(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Methods in com.opengamma.strata.measure.index that return types with arguments of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
ScenarioArray<CurrencyParameterSensitivities>	IborFutureOptionTradeCalculations.pv01CalibratedBucketed(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	IborFutureTradeCalculations.pv01CalibratedBucketed(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	OvernightFutureTradeCalculations.pv01CalibratedBucketed(ResolvedOvernightFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	IborFutureOptionTradeCalculations.pv01MarketQuoteBucketed(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	IborFutureTradeCalculations.pv01MarketQuoteBucketed(ResolvedIborFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	OvernightFutureTradeCalculations.pv01MarketQuoteBucketed(ResolvedOvernightFutureTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.measure.payment

Methods in com.opengamma.strata.measure.payment that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	BulletPaymentTradeCalculations.pv01CalibratedBucketed(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	BulletPaymentTradeCalculations.pv01MarketQuoteBucketed(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Methods in com.opengamma.strata.measure.payment that return types with arguments of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
ScenarioArray<CurrencyParameterSensitivities>	BulletPaymentTradeCalculations.pv01CalibratedBucketed(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	BulletPaymentTradeCalculations.pv01MarketQuoteBucketed(ResolvedBulletPaymentTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.measure.swap

Methods in com.opengamma.strata.measure.swap that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	SwapTradeCalculations.pv01CalibratedBucketed(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	SwapTradeCalculations.pv01MarketQuoteBucketed(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Methods in com.opengamma.strata.measure.swap that return types with arguments of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
ScenarioArray<CurrencyParameterSensitivities>	SwapTradeCalculations.pv01CalibratedBucketed(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	SwapTradeCalculations.pv01MarketQuoteBucketed(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.measure.swaption

Methods in com.opengamma.strata.measure.swaption that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	SwaptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	SwaptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	SwaptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value vega sensitivity for a single set of market data.

Methods in com.opengamma.strata.measure.swaption that return types with arguments of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
ScenarioArray<CurrencyParameterSensitivities>	SwaptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	SwaptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	SwaptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value vega sensitivity across one or more scenarios.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.pricer

Methods in com.opengamma.strata.pricer that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	DiscountFactors.createParameterSensitivity(Currency currency, DoubleArray sensitivities)	Creates the parameter sensitivity when the sensitivity values are known.
CurrencyParameterSensitivities	SimpleDiscountFactors.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	ZeroRateDiscountFactors.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	ZeroRatePeriodicDiscountFactors.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	DiscountFactors.parameterSensitivity(ZeroRateSensitivity pointSensitivity)	Calculates the parameter sensitivity from the point sensitivity.
CurrencyParameterSensitivities	SimpleDiscountFactors.parameterSensitivity(ZeroRateSensitivity pointSens)
CurrencyParameterSensitivities	ZeroRateDiscountFactors.parameterSensitivity(ZeroRateSensitivity pointSens)
CurrencyParameterSensitivities	ZeroRatePeriodicDiscountFactors.parameterSensitivity(ZeroRateSensitivity pointSens)

Uses of CurrencyParameterSensitivities in com.opengamma.strata.pricer.bond

Methods in com.opengamma.strata.pricer.bond that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	BlackBondFutureExpiryLogMoneynessVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	BondFutureVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)	Calculates the parameter sensitivity.
default CurrencyParameterSensitivities	BondFutureVolatilities.parameterSensitivity(PointSensitivity... pointSensitivities)	Calculates the parameter sensitivity.
CurrencyParameterSensitivities	BondYieldVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)	Calculates the parameter sensitivity.
default CurrencyParameterSensitivities	BondYieldVolatilities.parameterSensitivity(PointSensitivity... pointSensitivities)	Calculates the parameter sensitivity.
CurrencyParameterSensitivities	ImmutableLegalEntityDiscountingProvider.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	IssuerCurveDiscountFactors.parameterSensitivity(IssuerCurveZeroRateSensitivity pointSensitivity)	Calculates the curve parameter sensitivity from the point sensitivity.
CurrencyParameterSensitivities	LegalEntityDiscountingProvider.parameterSensitivity(PointSensitivities pointSensitivities)	Computes the parameter sensitivity.
CurrencyParameterSensitivities	NormalBondYieldExpiryDurationVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	RepoCurveDiscountFactors.parameterSensitivity(RepoCurveZeroRateSensitivity pointSensitivity)	Calculates the curve parameter sensitivity from the point sensitivity.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	BlackIborCapletFloorletExpiryFlatVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	BlackIborCapletFloorletExpiryStrikeVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	IborCapletFloorletVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)	Calculates the parameter sensitivity.
default CurrencyParameterSensitivities	IborCapletFloorletVolatilities.parameterSensitivity(PointSensitivity... pointSensitivities)	Calculates the parameter sensitivity.
CurrencyParameterSensitivities	NormalIborCapletFloorletExpiryFlatVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	NormalIborCapletFloorletExpiryStrikeVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	NormalSabrParametersIborCapletFloorletVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	SabrParametersIborCapletFloorletVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)

Uses of CurrencyParameterSensitivities in com.opengamma.strata.pricer.credit

Methods in com.opengamma.strata.pricer.credit that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	CreditDiscountFactors.createParameterSensitivity(Currency currency, DoubleArray sensitivities)	Creates the parameter sensitivity when the sensitivity values are known.
CurrencyParameterSensitivities	IsdaCreditDiscountFactors.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	CreditDiscountFactors.parameterSensitivity(ZeroRateSensitivity pointSensitivity)	Calculates the parameter sensitivity from the point sensitivity.
CurrencyParameterSensitivities	CreditRatesProvider.parameterSensitivity(PointSensitivities pointSensitivities)	Computes the parameter sensitivity.
CurrencyParameterSensitivities	ImmutableCreditRatesProvider.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	IsdaCreditDiscountFactors.parameterSensitivity(ZeroRateSensitivity pointSensitivity)
CurrencyParameterSensitivities	LegalEntitySurvivalProbabilities.parameterSensitivity(CreditCurveZeroRateSensitivity pointSensitivity)	Calculates the parameter sensitivity from the point sensitivity.

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

Methods in com.opengamma.strata.pricer.curve that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	CalibrationMeasure.sensitivities(T trade, RatesProvider provider)	Calculates the parameter sensitivities that relate to the value.
CurrencyParameterSensitivities	MarketQuoteMeasure.sensitivities(T trade, RatesProvider provider)
CurrencyParameterSensitivities	PresentValueCalibrationMeasure.sensitivities(T trade, RatesProvider provider)
CurrencyParameterSensitivities	TradeCalibrationMeasure.sensitivities(T trade, RatesProvider provider)

Uses of CurrencyParameterSensitivities in com.opengamma.strata.pricer.fx

Methods in com.opengamma.strata.pricer.fx that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	DiscountFxForwardRates.parameterSensitivity(FxForwardSensitivity pointSensitivity)
CurrencyParameterSensitivities	ForwardFxIndexRates.parameterSensitivity(FxIndexSensitivity pointSensitivity)
CurrencyParameterSensitivities	FxForwardRates.parameterSensitivity(FxForwardSensitivity pointSensitivity)	Calculates the parameter sensitivity from the point sensitivity.
CurrencyParameterSensitivities	FxIndexRates.parameterSensitivity(FxIndexSensitivity pointSensitivity)	Calculates the parameter sensitivity from the point sensitivity.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.pricer.fxopt

Methods in com.opengamma.strata.pricer.fxopt that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	BlackFxOptionFlatVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	BlackFxOptionSmileVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	BlackFxOptionSurfaceVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	FxOptionVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)	Calculates the parameter sensitivity.
default CurrencyParameterSensitivities	FxOptionVolatilities.parameterSensitivity(PointSensitivity... pointSensitivities)	Calculates the parameter sensitivity.
CurrencyParameterSensitivities	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.presentValueSensitivityRates(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the FX barrier option product.
CurrencyParameterSensitivities	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.presentValueSensitivityRates(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities, RecombiningTrinomialTreeData baseTreeData)	Calculates the present value sensitivity of the FX barrier option product.
CurrencyParameterSensitivities	ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer.presentValueSensitivityRates(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the FX barrier option trade.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.pricer.index

Methods in com.opengamma.strata.pricer.index that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	IborFutureOptionVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)	Calculates the parameter sensitivity.
default CurrencyParameterSensitivities	IborFutureOptionVolatilities.parameterSensitivity(PointSensitivity... pointSensitivities)	Calculates the parameter sensitivity.
CurrencyParameterSensitivities	NormalIborFutureOptionExpirySimpleMoneynessVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)

Uses of CurrencyParameterSensitivities in com.opengamma.strata.pricer.rate

Methods in com.opengamma.strata.pricer.rate that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	DiscountIborIndexRates.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	DiscountOvernightIndexRates.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	HistoricIborIndexRates.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	HistoricOvernightIndexRates.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	HistoricPriceIndexValues.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	IborIndexRates.createParameterSensitivity(Currency currency, DoubleArray sensitivities)	Creates the parameter sensitivity when the sensitivity values are known.
CurrencyParameterSensitivities	OvernightIndexRates.createParameterSensitivity(Currency currency, DoubleArray sensitivities)	Creates the parameter sensitivity when the sensitivity values are known.
CurrencyParameterSensitivities	PriceIndexValues.createParameterSensitivity(Currency currency, DoubleArray sensitivities)	Creates the parameter sensitivity when the sensitivity values are known.
CurrencyParameterSensitivities	SimpleIborIndexRates.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	SimplePriceIndexValues.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	DiscountIborIndexRates.parameterSensitivity(IborRateSensitivity pointSensitivity)
CurrencyParameterSensitivities	DiscountOvernightIndexRates.parameterSensitivity(OvernightRateSensitivity pointSensitivity)
CurrencyParameterSensitivities	HistoricIborIndexRates.parameterSensitivity(IborRateSensitivity pointSensitivity)
CurrencyParameterSensitivities	HistoricOvernightIndexRates.parameterSensitivity(OvernightRateSensitivity pointSensitivity)
CurrencyParameterSensitivities	HistoricPriceIndexValues.parameterSensitivity(InflationRateSensitivity pointSensitivity)
CurrencyParameterSensitivities	IborIndexRates.parameterSensitivity(IborRateSensitivity pointSensitivity)	Calculates the parameter sensitivity from the point sensitivity.
CurrencyParameterSensitivities	OvernightIndexRates.parameterSensitivity(OvernightRateSensitivity pointSensitivity)	Calculates the parameter sensitivity from the point sensitivity.
CurrencyParameterSensitivities	PriceIndexValues.parameterSensitivity(InflationRateSensitivity pointSensitivity)	Calculates the parameter sensitivity from the point sensitivity.
default CurrencyParameterSensitivities	RatesProvider.parameterSensitivity(PointSensitivities pointSensitivities)	Computes the parameter sensitivity.
CurrencyParameterSensitivities	SimpleIborIndexRates.parameterSensitivity(IborRateSensitivity pointSensitivity)
CurrencyParameterSensitivities	SimplePriceIndexValues.parameterSensitivity(InflationRateSensitivity pointSensitivity)

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

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

Modifier and Type	Method	Description
static CurrencyParameterSensitivities	CurveSensitivityUtils.linearRebucketing(CurrencyParameterSensitivities sensitivities, List<LocalDate> targetDates)	Re-buckets a CurrencyParameterSensitivities to a given set of dates.
static CurrencyParameterSensitivities	CurveSensitivityUtils.linearRebucketing(CurrencyParameterSensitivities sensitivities, List<LocalDate> targetDates, LocalDate sensitivityDate)	Re-buckets a CurrencyParameterSensitivities to a given set of dates.
CurrencyParameterSensitivities	NotionalEquivalentCalculator.notionalEquivalent(CurrencyParameterSensitivities marketQuoteSensitivities, RatesProvider provider)	Calculates the notional equivalent from the present value market quote sensitivities.
CurrencyParameterSensitivities	MarketQuoteSensitivityCalculator.sensitivity(CurrencyParameterSensitivities paramSensitivities, LegalEntityDiscountingProvider provider)	Calculates the market quote sensitivities from parameter sensitivity.
CurrencyParameterSensitivities	MarketQuoteSensitivityCalculator.sensitivity(CurrencyParameterSensitivities paramSensitivities, CreditRatesProvider provider)	Calculates the market quote sensitivities from parameter sensitivity.
CurrencyParameterSensitivities	MarketQuoteSensitivityCalculator.sensitivity(CurrencyParameterSensitivities paramSensitivities, RatesProvider provider)	Calculates the market quote sensitivities from parameter sensitivity.
CurrencyParameterSensitivities	RatesFiniteDifferenceSensitivityCalculator.sensitivity(LegalEntityDiscountingProvider provider, Function<ImmutableLegalEntityDiscountingProvider,CurrencyAmount> valueFn)	Computes the first order sensitivities of a function of a LegalEntityDiscountingProvider to a double by finite difference.
CurrencyParameterSensitivities	RatesFiniteDifferenceSensitivityCalculator.sensitivity(CreditRatesProvider provider, Function<ImmutableCreditRatesProvider,CurrencyAmount> valueFn)	Computes the first order sensitivities of a function of a CreditRatesProvider to a double by finite difference.
CurrencyParameterSensitivities	RatesFiniteDifferenceSensitivityCalculator.sensitivity(RatesProvider provider, Function<ImmutableRatesProvider,CurrencyAmount> valueFn)	Computes the first order sensitivities of a function of a RatesProvider to a double by finite difference.

Methods in com.opengamma.strata.pricer.sensitivity with parameters of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
static CurrencyParameterSensitivities	CurveSensitivityUtils.linearRebucketing(CurrencyParameterSensitivities sensitivities, List<LocalDate> targetDates)	Re-buckets a CurrencyParameterSensitivities to a given set of dates.
static CurrencyParameterSensitivities	CurveSensitivityUtils.linearRebucketing(CurrencyParameterSensitivities sensitivities, List<LocalDate> targetDates, LocalDate sensitivityDate)	Re-buckets a CurrencyParameterSensitivities to a given set of dates.
CurrencyParameterSensitivities	NotionalEquivalentCalculator.notionalEquivalent(CurrencyParameterSensitivities marketQuoteSensitivities, RatesProvider provider)	Calculates the notional equivalent from the present value market quote sensitivities.
CurrencyParameterSensitivities	MarketQuoteSensitivityCalculator.sensitivity(CurrencyParameterSensitivities paramSensitivities, LegalEntityDiscountingProvider provider)	Calculates the market quote sensitivities from parameter sensitivity.
CurrencyParameterSensitivities	MarketQuoteSensitivityCalculator.sensitivity(CurrencyParameterSensitivities paramSensitivities, CreditRatesProvider provider)	Calculates the market quote sensitivities from parameter sensitivity.
CurrencyParameterSensitivities	MarketQuoteSensitivityCalculator.sensitivity(CurrencyParameterSensitivities paramSensitivities, RatesProvider provider)	Calculates the market quote sensitivities from parameter sensitivity.

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

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.
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.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption that return CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivities	BlackSwaptionExpiryTenorVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	NormalSwaptionExpirySimpleMoneynessVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	NormalSwaptionExpiryStrikeVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	NormalSwaptionExpiryTenorVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	SabrParametersSwaptionVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	SwaptionVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)	Calculates the parameter sensitivity.
default CurrencyParameterSensitivities	SwaptionVolatilities.parameterSensitivity(PointSensitivity... pointSensitivities)	Calculates the parameter sensitivity.

Methods in com.opengamma.strata.pricer.swaption with parameters of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
CurrencyParameterSensitivity	SabrSwaptionRawDataSensitivityCalculator.parallelSensitivity(CurrencyParameterSensitivities paramSensitivities, SabrParametersSwaptionVolatilities volatilities)	Calculates the raw data sensitivities from SABR parameter sensitivity.

Uses of CurrencyParameterSensitivities in com.opengamma.strata.report.framework.expression

Methods in com.opengamma.strata.report.framework.expression with parameters of type CurrencyParameterSensitivities

Modifier and Type	Method	Description
EvaluationResult	CurrencyParameterSensitivitiesTokenEvaluator.evaluate(CurrencyParameterSensitivities sensitivities, CalculationFunctions functions, String firstToken, List<String> remainingTokens)
Set<String>	CurrencyParameterSensitivitiesTokenEvaluator.tokens(CurrencyParameterSensitivities sensitivities)