Interface Sensitivities

  • All Superinterfaces:
    org.joda.beans.Bean, CalculationTarget, org.joda.beans.ImmutableBean, PortfolioItem, Serializable
    All Known Implementing Classes:
    CurveSensitivities

    public interface Sensitivities
    extends PortfolioItem, org.joda.beans.ImmutableBean, Serializable
    Risk expressed as a set of sensitivities.

    Sometimes it is useful to pass in a representation of risk rather than explicitly listing the current portfolio of trades and/or positions. This target is designed to allow this.

    The most common implementation is CurveSensitivities, which allows delta and gamma sensitivity to curves to be expressed.

    Implementations may express the risk in any way they see fit. Where risk is grouped, such as by trade, it is intended that one instance exists for each grouping.

    See Also:
    CurveSensitivities
    • Method Detail

      • getInfo

        PortfolioItemInfo getInfo()
        Gets the additional information.

        All sensitivity instances contain this standard set of information. One use is to represent the grouping criteria for this instance.

        Specified by:
        getInfo in interface PortfolioItem
        Returns:
        the additional information