Uses of Interface
com.opengamma.strata.market.param.ParameterPerturbation

Packages that use ParameterPerturbation

Package	Description
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.market.surface	Definitions of surfaces.
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.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.model	Common code for model pricing.
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

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

Methods in com.opengamma.strata.market.curve with parameters of type ParameterPerturbation

Modifier and Type	Method	Description
AddFixedCurve	AddFixedCurve.withPerturbation(ParameterPerturbation perturbation)
CombinedCurve	CombinedCurve.withPerturbation(ParameterPerturbation perturbation)
ConstantCurve	ConstantCurve.withPerturbation(ParameterPerturbation perturbation)
ConstantNodalCurve	ConstantNodalCurve.withPerturbation(ParameterPerturbation perturbation)
default Curve	Curve.withPerturbation(ParameterPerturbation perturbation)
HybridNodalCurve	HybridNodalCurve.withPerturbation(ParameterPerturbation perturbation)
InterpolatedNodalCurve	InterpolatedNodalCurve.withPerturbation(ParameterPerturbation perturbation)
default NodalCurve	NodalCurve.withPerturbation(ParameterPerturbation perturbation)
ParallelShiftedCurve	ParallelShiftedCurve.withPerturbation(ParameterPerturbation perturbation)
ParameterizedFunctionalCurve	ParameterizedFunctionalCurve.withPerturbation(ParameterPerturbation perturbation)

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

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

Modifier and Type	Method	Description
<R extends ParameterizedData> R	ParameterizedDataCombiner.underlyingWithPerturbation(int underlyingIndex, Class<R> underlyingType, ParameterPerturbation perturbation)	Applies a perturbation to the specified underlying.
default ParameterizedData	ParameterizedData.withPerturbation(ParameterPerturbation perturbation)	Returns a perturbed copy of the data.
<R extends ParameterizedData> List<R>	ParameterizedDataCombiner.withPerturbation(Class<R> underlyingType, ParameterPerturbation perturbation)	Applies a perturbation to each underlying.

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

Methods in com.opengamma.strata.market.surface with parameters of type ParameterPerturbation

Modifier and Type	Method	Description
ConstantSurface	ConstantSurface.withPerturbation(ParameterPerturbation perturbation)
InterpolatedNodalSurface	InterpolatedNodalSurface.withPerturbation(ParameterPerturbation perturbation)
default NodalSurface	NodalSurface.withPerturbation(ParameterPerturbation perturbation)
default Surface	Surface.withPerturbation(ParameterPerturbation perturbation)

Uses of ParameterPerturbation in com.opengamma.strata.pricer

Methods in com.opengamma.strata.pricer with parameters of type ParameterPerturbation

Modifier and Type	Method	Description
DiscountFactors	DiscountFactors.withPerturbation(ParameterPerturbation perturbation)
SimpleDiscountFactors	SimpleDiscountFactors.withPerturbation(ParameterPerturbation perturbation)
ZeroRateDiscountFactors	ZeroRateDiscountFactors.withPerturbation(ParameterPerturbation perturbation)
ZeroRatePeriodicDiscountFactors	ZeroRatePeriodicDiscountFactors.withPerturbation(ParameterPerturbation perturbation)

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

Methods in com.opengamma.strata.pricer.bond with parameters of type ParameterPerturbation

Modifier and Type	Method	Description
BlackBondFutureExpiryLogMoneynessVolatilities	BlackBondFutureExpiryLogMoneynessVolatilities.withPerturbation(ParameterPerturbation perturbation)
BlackBondFutureVolatilities	BlackBondFutureVolatilities.withPerturbation(ParameterPerturbation perturbation)
BondFutureVolatilities	BondFutureVolatilities.withPerturbation(ParameterPerturbation perturbation)
BondYieldVolatilities	BondYieldVolatilities.withPerturbation(ParameterPerturbation perturbation)
NormalBondYieldExpiryDurationVolatilities	NormalBondYieldExpiryDurationVolatilities.withPerturbation(ParameterPerturbation perturbation)

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

Methods in com.opengamma.strata.pricer.capfloor with parameters of type ParameterPerturbation

Modifier and Type	Method	Description
BlackIborCapletFloorletExpiryFlatVolatilities	BlackIborCapletFloorletExpiryFlatVolatilities.withPerturbation(ParameterPerturbation perturbation)
BlackIborCapletFloorletExpiryStrikeVolatilities	BlackIborCapletFloorletExpiryStrikeVolatilities.withPerturbation(ParameterPerturbation perturbation)
BlackIborCapletFloorletVolatilities	BlackIborCapletFloorletVolatilities.withPerturbation(ParameterPerturbation perturbation)
IborCapletFloorletVolatilities	IborCapletFloorletVolatilities.withPerturbation(ParameterPerturbation perturbation)
NormalIborCapletFloorletExpiryFlatVolatilities	NormalIborCapletFloorletExpiryFlatVolatilities.withPerturbation(ParameterPerturbation perturbation)
NormalIborCapletFloorletExpiryStrikeVolatilities	NormalIborCapletFloorletExpiryStrikeVolatilities.withPerturbation(ParameterPerturbation perturbation)
NormalIborCapletFloorletVolatilities	NormalIborCapletFloorletVolatilities.withPerturbation(ParameterPerturbation perturbation)
NormalSabrParametersIborCapletFloorletVolatilities	NormalSabrParametersIborCapletFloorletVolatilities.withPerturbation(ParameterPerturbation perturbation)
SabrIborCapletFloorletVolatilities	SabrIborCapletFloorletVolatilities.withPerturbation(ParameterPerturbation perturbation)
SabrParametersIborCapletFloorletVolatilities	SabrParametersIborCapletFloorletVolatilities.withPerturbation(ParameterPerturbation perturbation)
ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.withPerturbation(ParameterPerturbation perturbation)

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

Methods in com.opengamma.strata.pricer.credit with parameters of type ParameterPerturbation

Modifier and Type	Method	Description
ConstantRecoveryRates	ConstantRecoveryRates.withPerturbation(ParameterPerturbation perturbation)
CreditDiscountFactors	CreditDiscountFactors.withPerturbation(ParameterPerturbation perturbation)
IsdaCreditDiscountFactors	IsdaCreditDiscountFactors.withPerturbation(ParameterPerturbation perturbation)
RecoveryRates	RecoveryRates.withPerturbation(ParameterPerturbation perturbation)

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

Methods in com.opengamma.strata.pricer.fx with parameters of type ParameterPerturbation

Modifier and Type	Method	Description
DiscountFxForwardRates	DiscountFxForwardRates.withPerturbation(ParameterPerturbation perturbation)
ForwardFxIndexRates	ForwardFxIndexRates.withPerturbation(ParameterPerturbation perturbation)
FxForwardRates	FxForwardRates.withPerturbation(ParameterPerturbation perturbation)
FxIndexRates	FxIndexRates.withPerturbation(ParameterPerturbation perturbation)

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

Methods in com.opengamma.strata.pricer.fxopt with parameters of type ParameterPerturbation

Modifier and Type	Method	Description
BlackFxOptionFlatVolatilities	BlackFxOptionFlatVolatilities.withPerturbation(ParameterPerturbation perturbation)
BlackFxOptionSmileVolatilities	BlackFxOptionSmileVolatilities.withPerturbation(ParameterPerturbation perturbation)
BlackFxOptionSurfaceVolatilities	BlackFxOptionSurfaceVolatilities.withPerturbation(ParameterPerturbation perturbation)
BlackFxOptionVolatilities	BlackFxOptionVolatilities.withPerturbation(ParameterPerturbation perturbation)
FxOptionVolatilities	FxOptionVolatilities.withPerturbation(ParameterPerturbation perturbation)
InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.withPerturbation(ParameterPerturbation perturbation)
SmileDeltaParameters	SmileDeltaParameters.withPerturbation(ParameterPerturbation perturbation)
SmileDeltaTermStructure	SmileDeltaTermStructure.withPerturbation(ParameterPerturbation perturbation)

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

Methods in com.opengamma.strata.pricer.index with parameters of type ParameterPerturbation

Modifier and Type	Method	Description
IborFutureOptionVolatilities	IborFutureOptionVolatilities.withPerturbation(ParameterPerturbation perturbation)
NormalIborFutureOptionExpirySimpleMoneynessVolatilities	NormalIborFutureOptionExpirySimpleMoneynessVolatilities.withPerturbation(ParameterPerturbation perturbation)
NormalIborFutureOptionVolatilities	NormalIborFutureOptionVolatilities.withPerturbation(ParameterPerturbation perturbation)

Uses of ParameterPerturbation in com.opengamma.strata.pricer.model

Methods in com.opengamma.strata.pricer.model with parameters of type ParameterPerturbation

Modifier and Type	Method	Description
SabrInterestRateParameters	SabrInterestRateParameters.withPerturbation(ParameterPerturbation perturbation)
SabrParameters	SabrParameters.withPerturbation(ParameterPerturbation perturbation)

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

Methods in com.opengamma.strata.pricer.rate with parameters of type ParameterPerturbation

Modifier and Type	Method	Description
DiscountIborIndexRates	DiscountIborIndexRates.withPerturbation(ParameterPerturbation perturbation)
DiscountOvernightIndexRates	DiscountOvernightIndexRates.withPerturbation(ParameterPerturbation perturbation)
HistoricIborIndexRates	HistoricIborIndexRates.withPerturbation(ParameterPerturbation perturbation)
HistoricOvernightIndexRates	HistoricOvernightIndexRates.withPerturbation(ParameterPerturbation perturbation)
HistoricPriceIndexValues	HistoricPriceIndexValues.withPerturbation(ParameterPerturbation perturbation)
IborIndexRates	IborIndexRates.withPerturbation(ParameterPerturbation perturbation)
OvernightIndexRates	OvernightIndexRates.withPerturbation(ParameterPerturbation perturbation)
PriceIndexValues	PriceIndexValues.withPerturbation(ParameterPerturbation perturbation)
SimpleIborIndexRates	SimpleIborIndexRates.withPerturbation(ParameterPerturbation perturbation)
SimplePriceIndexValues	SimplePriceIndexValues.withPerturbation(ParameterPerturbation perturbation)

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

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

Modifier and Type	Method	Description
BlackSwaptionExpiryTenorVolatilities	BlackSwaptionExpiryTenorVolatilities.withPerturbation(ParameterPerturbation perturbation)
BlackSwaptionVolatilities	BlackSwaptionVolatilities.withPerturbation(ParameterPerturbation perturbation)
NormalSwaptionExpirySimpleMoneynessVolatilities	NormalSwaptionExpirySimpleMoneynessVolatilities.withPerturbation(ParameterPerturbation perturbation)
NormalSwaptionExpiryStrikeVolatilities	NormalSwaptionExpiryStrikeVolatilities.withPerturbation(ParameterPerturbation perturbation)
NormalSwaptionExpiryTenorVolatilities	NormalSwaptionExpiryTenorVolatilities.withPerturbation(ParameterPerturbation perturbation)
NormalSwaptionVolatilities	NormalSwaptionVolatilities.withPerturbation(ParameterPerturbation perturbation)
SabrParametersSwaptionVolatilities	SabrParametersSwaptionVolatilities.withPerturbation(ParameterPerturbation perturbation)
SabrSwaptionVolatilities	SabrSwaptionVolatilities.withPerturbation(ParameterPerturbation perturbation)
SwaptionVolatilities	SwaptionVolatilities.withPerturbation(ParameterPerturbation perturbation)