Uses of Class
com.opengamma.strata.market.sensitivity.MutablePointSensitivities
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Packages that use MutablePointSensitivities Package Description com.opengamma.strata.market.sensitivity Entity objects for sensitivities.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.rate Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.com.opengamma.strata.pricer.swaption Calculators for swaptions. -
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Uses of MutablePointSensitivities in com.opengamma.strata.market.sensitivity
Methods in com.opengamma.strata.market.sensitivity that return MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
MutablePointSensitivities. add(PointSensitivity sensitivity)
Adds a point sensitivity, mutating the internal list.MutablePointSensitivities
MutablePointSensitivities. addAll(MutablePointSensitivities other)
Merges the list of point sensitivities from another instance, mutating the internal list.MutablePointSensitivities
MutablePointSensitivities. addAll(List<PointSensitivity> sensitivities)
Adds a list of point sensitivities, mutating the internal list.MutablePointSensitivities
MutablePointSensitivities. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
PointSensitivityBuilder. buildInto(MutablePointSensitivities combination)
Builds the point sensitivity, adding to the specified mutable instance.MutablePointSensitivities
MutablePointSensitivities. cloned()
MutablePointSensitivities
MutablePointSensitivities. combinedWith(PointSensitivityBuilder other)
MutablePointSensitivities
MutablePointSensitivities. mapSensitivity(DoubleUnaryOperator operator)
MutablePointSensitivities
MutablePointSensitivities. multipliedBy(double factor)
MutablePointSensitivities
MutablePointSensitivities. normalize()
Normalizes the point sensitivities by sorting and merging, mutating the internal list.MutablePointSensitivities
MutablePointSensitivities. sort()
Sorts the mutable list of point sensitivities.MutablePointSensitivities
PointSensitivities. toMutable()
Returns a mutable version of this object.MutablePointSensitivities
MutablePointSensitivities. withCurrency(Currency currency)
Methods in com.opengamma.strata.market.sensitivity with parameters of type MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
MutablePointSensitivities. addAll(MutablePointSensitivities other)
Merges the list of point sensitivities from another instance, mutating the internal list.MutablePointSensitivities
MutablePointSensitivities. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
PointSensitivityBuilder. buildInto(MutablePointSensitivities combination)
Builds the point sensitivity, adding to the specified mutable instance. -
Uses of MutablePointSensitivities in com.opengamma.strata.pricer
Methods in com.opengamma.strata.pricer that return MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
ZeroRateSensitivity. buildInto(MutablePointSensitivities combination)
Methods in com.opengamma.strata.pricer with parameters of type MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
ZeroRateSensitivity. buildInto(MutablePointSensitivities combination)
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Uses of MutablePointSensitivities in com.opengamma.strata.pricer.bond
Methods in com.opengamma.strata.pricer.bond that return MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
BondFutureOptionSensitivity. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
BondYieldSensitivity. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
IssuerCurveZeroRateSensitivity. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
RepoCurveZeroRateSensitivity. buildInto(MutablePointSensitivities combination)
Methods in com.opengamma.strata.pricer.bond with parameters of type MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
BondFutureOptionSensitivity. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
BondYieldSensitivity. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
IssuerCurveZeroRateSensitivity. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
RepoCurveZeroRateSensitivity. buildInto(MutablePointSensitivities combination)
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Uses of MutablePointSensitivities in com.opengamma.strata.pricer.capfloor
Methods in com.opengamma.strata.pricer.capfloor that return MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
IborCapletFloorletSabrSensitivity. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
IborCapletFloorletSensitivity. buildInto(MutablePointSensitivities combination)
Methods in com.opengamma.strata.pricer.capfloor with parameters of type MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
IborCapletFloorletSabrSensitivity. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
IborCapletFloorletSensitivity. buildInto(MutablePointSensitivities combination)
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Uses of MutablePointSensitivities in com.opengamma.strata.pricer.credit
Methods in com.opengamma.strata.pricer.credit that return MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
CreditCurveZeroRateSensitivity. buildInto(MutablePointSensitivities combination)
Methods in com.opengamma.strata.pricer.credit with parameters of type MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
CreditCurveZeroRateSensitivity. buildInto(MutablePointSensitivities combination)
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Uses of MutablePointSensitivities in com.opengamma.strata.pricer.fx
Methods in com.opengamma.strata.pricer.fx that return MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
FxForwardSensitivity. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
FxIndexSensitivity. buildInto(MutablePointSensitivities combination)
Methods in com.opengamma.strata.pricer.fx with parameters of type MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
FxForwardSensitivity. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
FxIndexSensitivity. buildInto(MutablePointSensitivities combination)
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Uses of MutablePointSensitivities in com.opengamma.strata.pricer.fxopt
Methods in com.opengamma.strata.pricer.fxopt that return MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
FxOptionSensitivity. buildInto(MutablePointSensitivities combination)
Methods in com.opengamma.strata.pricer.fxopt with parameters of type MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
FxOptionSensitivity. buildInto(MutablePointSensitivities combination)
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Uses of MutablePointSensitivities in com.opengamma.strata.pricer.index
Methods in com.opengamma.strata.pricer.index that return MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
IborFutureOptionSensitivity. buildInto(MutablePointSensitivities combination)
Methods in com.opengamma.strata.pricer.index with parameters of type MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
IborFutureOptionSensitivity. buildInto(MutablePointSensitivities combination)
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Uses of MutablePointSensitivities in com.opengamma.strata.pricer.rate
Methods in com.opengamma.strata.pricer.rate that return MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
IborRateSensitivity. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
InflationRateSensitivity. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
OvernightRateSensitivity. buildInto(MutablePointSensitivities combination)
Methods in com.opengamma.strata.pricer.rate with parameters of type MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
IborRateSensitivity. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
InflationRateSensitivity. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
OvernightRateSensitivity. buildInto(MutablePointSensitivities combination)
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Uses of MutablePointSensitivities in com.opengamma.strata.pricer.swaption
Methods in com.opengamma.strata.pricer.swaption that return MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
SwaptionSabrSensitivity. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
SwaptionSensitivity. buildInto(MutablePointSensitivities combination)
Methods in com.opengamma.strata.pricer.swaption with parameters of type MutablePointSensitivities Modifier and Type Method Description MutablePointSensitivities
SwaptionSabrSensitivity. buildInto(MutablePointSensitivities combination)
MutablePointSensitivities
SwaptionSensitivity. buildInto(MutablePointSensitivities combination)
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