Interface Sensitivities
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- 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
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description PortfolioItemInfo
getInfo()
Gets the additional information.Sensitivities
withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.-
Methods inherited from interface com.opengamma.strata.product.PortfolioItem
getId, summarize
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Method Detail
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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 interfacePortfolioItem
- Returns:
- the additional information
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withInfo
Sensitivities withInfo(PortfolioItemInfo info)
Returns an instance with the specified info.- Specified by:
withInfo
in interfacePortfolioItem
- Parameters:
info
- the new info- Returns:
- the instance with the specified info
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