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

Packages that use CurrencyParameterSensitivity

Package	Description
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.market.sensitivity	Entity objects for sensitivities.
com.opengamma.strata.market.surface	Definitions of surfaces.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
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.
com.opengamma.strata.report.framework.format	Provide the ability to format calculated values.

Uses of CurrencyParameterSensitivity in com.opengamma.strata.loader.csv

Methods in com.opengamma.strata.loader.csv with parameters of type CurrencyParameterSensitivity

Modifier and Type	Method	Description
default List<String>	SensitivityCsvInfoSupplier.values(List<String> additionalHeaders, CurveSensitivities curveSens, CurrencyParameterSensitivity paramSens)	Gets the values associated with the headers.

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

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

Modifier and Type	Method	Description
CurrencyParameterSensitivity	CombinedCurve.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivity	ConstantNodalCurve.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
default CurrencyParameterSensitivity	Curve.createParameterSensitivity(Currency currency, DoubleArray sensitivities)	Creates a parameter sensitivity instance for this curve when the sensitivity values are known.
CurrencyParameterSensitivity	HybridNodalCurve.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivity	InterpolatedNodalCurve.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivity	ParameterizedFunctionalCurve.createParameterSensitivity(Currency currency, DoubleArray sensitivities)

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

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

Modifier and Type	Method	Description
CurrencyParameterSensitivity	CurrencyParameterSensitivity.Builder.build()
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.combine(MarketDataName<?> marketDataName, CurrencyParameterSensitivity... sensitivities)	Combines two or more instances to form a single sensitivity instance.
CurrencyParameterSensitivity	CurrencyParameterSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this sensitivity to an equivalent in the specified currency.
CurrencyParameterSensitivity	CrossGammaParameterSensitivity.diagonal()	Returns the diagonal part of the sensitivity as CurrencyParameterSensitivity.
CurrencyParameterSensitivity	CurrencyParameterSensitivities.getSensitivity(MarketDataName<?> name, Currency currency)	Gets a single sensitivity instance by name and currency.
CurrencyParameterSensitivity	CurrencyParameterSensitivity.mapSensitivity(DoubleUnaryOperator operator)	Returns an instance with the specified operation applied to the sensitivity values.
CurrencyParameterSensitivity	CurrencyParameterSensitivity.multipliedBy(double factor)	Returns an instance with the sensitivity values multiplied by the specified factor.
CurrencyParameterSensitivity	UnitParameterSensitivity.multipliedBy(Currency currency, double amount)	Returns an instance converted this sensitivity to a monetary value, multiplying by the specified factor.
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName, Currency currency, DoubleArray sensitivity)	Obtains an instance from the market data name, currency and sensitivity.
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName, Currency currency, Map<? extends ParameterMetadata,Double> sensitivityMetadataMap)	Obtains an instance from the market data name, currency and a map of metadata to sensitivity.
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleArray sensitivity)	Obtains an instance from the market data name, metadata, currency and sensitivity.
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleArray sensitivity, List<ParameterSize> parameterSplit)	Obtains an instance from the market data name, metadata, currency, sensitivity and parameter split.
CurrencyParameterSensitivity	CurrencyParameterSensitivity.plus(DoubleArray otherSensitivty)	Returns an instance with the specified sensitivity array added to the array in this instance.
CurrencyParameterSensitivity	CurrencyParameterSensitivity.plus(CurrencyParameterSensitivity otherSensitivty)	Returns an instance with the specified sensitivity array added to the array in this instance.
CurrencyParameterSensitivity	CurrencyParameterSensitivity.withSensitivity(DoubleArray sensitivity)	Returns an instance with new parameter sensitivity values.

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

Modifier and Type	Method	Description
Class<? extends CurrencyParameterSensitivity>	CurrencyParameterSensitivity.Meta.beanType()
Optional<CurrencyParameterSensitivity>	CurrencyParameterSensitivities.findSensitivity(MarketDataName<?> name, Currency currency)	Finds a single sensitivity instance by name and currency.
ImmutableList<CurrencyParameterSensitivity>	CurrencyParameterSensitivities.getSensitivities()	Gets the parameter sensitivities.
org.joda.beans.MetaProperty<ImmutableList<CurrencyParameterSensitivity>>	CurrencyParameterSensitivities.Meta.sensitivities()	The meta-property for the sensitivities property.
ImmutableList<CurrencyParameterSensitivity>	CurrencyParameterSensitivity.split()	Splits this sensitivity instance.

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

Modifier and Type	Method	Description
CurrencyParameterSensitivitiesBuilder	CurrencyParameterSensitivitiesBuilder.add(CurrencyParameterSensitivity sensToAdd)	Adds a sensitivity to the builder.
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.combine(MarketDataName<?> marketDataName, CurrencyParameterSensitivity... sensitivities)	Combines two or more instances to form a single sensitivity instance.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.combinedWith(CurrencyParameterSensitivity other)	Combines this parameter sensitivities with another instance.
int	CurrencyParameterSensitivity.compareKey(CurrencyParameterSensitivity other)	Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
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.
CurrencyParameterSensitivity	CurrencyParameterSensitivity.plus(CurrencyParameterSensitivity otherSensitivty)	Returns an instance with the specified sensitivity array added to the array in this instance.

Method parameters in com.opengamma.strata.market.param with type arguments of type CurrencyParameterSensitivity

Modifier and Type	Method	Description
CurrencyParameterSensitivitiesBuilder	CurrencyParameterSensitivitiesBuilder.add(List<CurrencyParameterSensitivity> sensitivities)	Adds sensitivities to the builder.
static CurrencyParameterSensitivities	CurrencyParameterSensitivities.of(List<? extends CurrencyParameterSensitivity> sensitivities)	Obtains an instance from a list of sensitivity entries.

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

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

Modifier and Type	Method	Description
CurveSensitivitiesBuilder	CurveSensitivitiesBuilder.add(CurveSensitivitiesType type, CurrencyParameterSensitivity sensitivity)	Adds a sensitivity to the builder.

Uses of CurrencyParameterSensitivity in com.opengamma.strata.market.surface

Methods in com.opengamma.strata.market.surface that return CurrencyParameterSensitivity

Modifier and Type	Method	Description
CurrencyParameterSensitivity	InterpolatedNodalSurface.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
default CurrencyParameterSensitivity	Surface.createParameterSensitivity(Currency currency, DoubleArray sensitivities)	Creates a parameter sensitivity instance for this surface when the sensitivity values are known.

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

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

Modifier and Type	Method	Description
CurrencyParameterSensitivity	SpreadSensitivityCalculator.bucketedCs01(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes bucketed CS01 for CDS index using a single credit curve.
CurrencyParameterSensitivity	SpreadSensitivityCalculator.bucketedCs01(ResolvedCdsIndexTrade trade, List<ResolvedCdsIndexTrade> bucketCdsIndex, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes bucketed CS01 for CDS index using a single credit curve.
CurrencyParameterSensitivity	SpreadSensitivityCalculator.bucketedCs01(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes bucketed CS01 for CDS.
CurrencyParameterSensitivity	SpreadSensitivityCalculator.bucketedCs01(ResolvedCdsTrade trade, List<ResolvedCdsTrade> bucketCds, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes bucketed CS01 for CDS.
CurrencyParameterSensitivity	CreditRatesProvider.singleCreditCurveParameterSensitivity(PointSensitivities pointSensitivities, StandardId legalEntityId, Currency currency)	Computes the parameter sensitivity for a specific credit curve.
CurrencyParameterSensitivity	ImmutableCreditRatesProvider.singleCreditCurveParameterSensitivity(PointSensitivities pointSensitivities, StandardId legalEntityId, Currency currency)
CurrencyParameterSensitivity	CreditRatesProvider.singleDiscountCurveParameterSensitivity(PointSensitivities pointSensitivities, Currency currency)	Computes the parameter sensitivity for a specific discount curve.
CurrencyParameterSensitivity	ImmutableCreditRatesProvider.singleDiscountCurveParameterSensitivity(PointSensitivities pointSensitivities, Currency currency)

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

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

Modifier and Type	Method	Description
CurrencyParameterSensitivity	CurveGammaCalculator.calculateSemiParallelGamma(Curve curve, Currency curveCurrency, Function<Curve,CurrencyParameterSensitivity> sensitivitiesFn)	Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.

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

Modifier and Type	Method	Description
CurrencyParameterSensitivity	CurveGammaCalculator.calculateSemiParallelGamma(Curve curve, Currency curveCurrency, Function<Curve,CurrencyParameterSensitivity> sensitivitiesFn)	Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.

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

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

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

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

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

Modifier and Type	Method	Description
EvaluationResult	CurrencyParameterSensitivityTokenEvaluator.evaluate(CurrencyParameterSensitivity sensitivity, CalculationFunctions functions, String firstToken, List<String> remainingTokens)
Set<String>	CurrencyParameterSensitivityTokenEvaluator.tokens(CurrencyParameterSensitivity sensitivity)

Uses of CurrencyParameterSensitivity in com.opengamma.strata.report.framework.format

Fields in com.opengamma.strata.report.framework.format with type parameters of type CurrencyParameterSensitivity

Modifier and Type	Field	Description
static ValueFormatter<CurrencyParameterSensitivity>	ValueFormatters.CURRENCY_PARAMETER_SENSITIVITY	The formatter to be used for CurrencyParameterSensitivity.