Uses of Class
com.opengamma.strata.market.sensitivity.PointSensitivities

Packages that use PointSensitivities

Package	Description
com.opengamma.strata.market.sensitivity	Entity objects for sensitivities.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.cms	Calculators for CMS.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
com.opengamma.strata.pricer.deposit	Calculators for rate deposit instruments, such as term deposit.
com.opengamma.strata.pricer.dsf	Calculators for Deliverable Swap Futures (DSFs).
com.opengamma.strata.pricer.fra	Calculators for Forward Rate Agreement (FRA) instruments.
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.payment	Calculators for payment instruments.
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.swap	Calculators for interest rate swaps.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

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

Methods in com.opengamma.strata.market.sensitivity that return PointSensitivities

Modifier and Type	Method	Description
PointSensitivities	MutablePointSensitivities.build()
default PointSensitivities	PointSensitivityBuilder.build()	Builds the resulting point sensitivity.
PointSensitivities	PointSensitivities.combinedWith(PointSensitivities other)	Combines this point sensitivities with another instance.
PointSensitivities	PointSensitivities.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
static PointSensitivities	PointSensitivities.empty()	An empty sensitivity instance.
PointSensitivities	PointSensitivities.mapSensitivities(DoubleUnaryOperator operator)	Applies an operation to the sensitivities in this instance.
PointSensitivities	PointSensitivities.multipliedBy(double factor)	Multiplies the sensitivities in this instance by the specified factor.
PointSensitivities	PointSensitivities.normalized()	Normalizes the point sensitivities by sorting and merging.
static PointSensitivities	PointSensitivities.of(PointSensitivity... sensitivity)	Obtains an instance from an array of sensitivity entries.
static PointSensitivities	PointSensitivities.of(List<? extends PointSensitivity> sensitivities)	Obtains an instance from a list of sensitivity entries.
PointSensitivities	MutablePointSensitivities.toImmutable()	Returns an immutable version of this object.

Methods in com.opengamma.strata.market.sensitivity that return types with arguments of type PointSensitivities

Modifier and Type	Method	Description
Class<? extends PointSensitivities>	PointSensitivities.Meta.beanType()
org.joda.beans.BeanBuilder<? extends PointSensitivities>	PointSensitivities.Meta.builder()

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

Modifier and Type	Method	Description
PointSensitivities	PointSensitivities.combinedWith(PointSensitivities other)	Combines this point sensitivities with another instance.
boolean	PointSensitivities.equalWithTolerance(PointSensitivities other, double tolerance)	Checks if this sensitivity equals another within the specified tolerance.

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

Methods in com.opengamma.strata.pricer.bond that return PointSensitivities

Modifier and Type	Method	Description
PointSensitivities	DiscountingBondFutureTradePricer.parSpreadSensitivity(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider)	Calculates the par spread sensitivity of the bond future trade.
PointSensitivities	DiscountingBondFutureTradePricer.parSpreadSensitivityWithZSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the par spread sensitivity of the bond future trade with z-spread.
PointSensitivities	DiscountingBillProductPricer.presentValueSensitivity(ResolvedBill bill, LegalEntityDiscountingProvider provider)	Calculates the present value sensitivity of the bill product.
PointSensitivities	DiscountingBillTradePricer.presentValueSensitivity(ResolvedBillTrade trade, LegalEntityDiscountingProvider provider)	Calculates the present value sensitivity of a bill trade.
PointSensitivities	DiscountingBondFutureTradePricer.presentValueSensitivity(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider)	Calculates the present value sensitivity of the bond future trade.
PointSensitivities	DiscountingCapitalIndexedBondTradePricer.presentValueSensitivity(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)	Calculates the present value sensitivity of the bond trade.
PointSensitivities	DiscountingFixedCouponBondTradePricer.presentValueSensitivity(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider)	Calculates the present value sensitivity of the fixed coupon bond trade.
PointSensitivities	DiscountingCapitalIndexedBondTradePricer.presentValueSensitivityFromCleanPrice(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice)	Calculates the present value sensitivity of the settlement of the bond trade from the real clean price.
PointSensitivities	DiscountingCapitalIndexedBondTradePricer.presentValueSensitivityFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the settlement of the bond trade from the real clean price with z-spread.
PointSensitivities	BlackBondFutureOptionMarginedTradePricer.presentValueSensitivityRates(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates the present value sensitivity of the bond future option trade.
PointSensitivities	BlackFixedCouponBondOptionPricer.presentValueSensitivityRatesStickyStrike(ResolvedFixedCouponBondOption bondOption, LegalEntityDiscountingProvider legalEntityProvider, BondYieldVolatilities volatilities)	Returns the present value sensitivity to the underlying curves.
PointSensitivities	DiscountingBillProductPricer.presentValueSensitivityWithZSpread(ResolvedBill bill, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the bill product with z-spread.
PointSensitivities	DiscountingBillTradePricer.presentValueSensitivityWithZSpread(ResolvedBillTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of a bill trade with z-spread.
PointSensitivities	DiscountingBondFutureTradePricer.presentValueSensitivityWithZSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the present value sensitivity of the bond future trade with z-spread.
PointSensitivities	DiscountingCapitalIndexedBondTradePricer.presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the bond trade with z-spread.
PointSensitivities	DiscountingFixedCouponBondTradePricer.presentValueSensitivityWithZSpread(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the fixed coupon bond trade with z-spread.
PointSensitivities	DiscountingBondFutureProductPricer.priceSensitivity(ResolvedBondFuture future, LegalEntityDiscountingProvider discountingProvider)	Calculates the price sensitivity of the bond future product.
PointSensitivities	BlackBondFutureOptionMarginedProductPricer.priceSensitivityRatesStickyStrike(ResolvedBondFutureOption futureOption, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities)	Calculates the price sensitivity of the bond future option product based on curves.
PointSensitivities	BlackBondFutureOptionMarginedProductPricer.priceSensitivityRatesStickyStrike(ResolvedBondFutureOption futureOption, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities, double futurePrice)	Calculates the price sensitivity of the bond future option product based on the price of the underlying future.
PointSensitivities	DiscountingBondFutureProductPricer.priceSensitivityWithZSpread(ResolvedBondFuture future, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the price sensitivity of the bond future product with z-spread.

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

Modifier and Type	Method	Description
CurrencyParameterSensitivities	BlackBondFutureExpiryLogMoneynessVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	BondFutureVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)	Calculates the parameter sensitivity.
CurrencyParameterSensitivities	BondYieldVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)	Calculates the parameter sensitivity.
CurrencyParameterSensitivities	ImmutableLegalEntityDiscountingProvider.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	LegalEntityDiscountingProvider.parameterSensitivity(PointSensitivities pointSensitivities)	Computes the parameter sensitivity.
CurrencyParameterSensitivities	NormalBondYieldExpiryDurationVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)

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

Methods in com.opengamma.strata.pricer.capfloor that return PointSensitivities

Modifier and Type	Method	Description
PointSensitivities	VolatilityIborCapFloorTradePricer.presentValueSensitivityRates(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the Ibor cap/floor trade.
PointSensitivities	SabrIborCapFloorTradePricer.presentValueSensitivityRatesStickyModel(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the Ibor cap/floor trade.

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

Modifier and Type	Method	Description
CurrencyParameterSensitivities	BlackIborCapletFloorletExpiryFlatVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	BlackIborCapletFloorletExpiryStrikeVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	IborCapletFloorletVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)	Calculates the parameter sensitivity.
CurrencyParameterSensitivities	NormalIborCapletFloorletExpiryFlatVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	NormalIborCapletFloorletExpiryStrikeVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	NormalSabrParametersIborCapletFloorletVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	SabrParametersIborCapletFloorletVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)

Uses of PointSensitivities in com.opengamma.strata.pricer.cms

Methods in com.opengamma.strata.pricer.cms that return PointSensitivities

Modifier and Type	Method	Description
PointSensitivities	DiscountingCmsTradePricer.presentValueSensitivity(ResolvedCmsTrade trade, RatesProvider ratesProvider)	Calculates the present value curve sensitivity of the CMS trade by simple forward estimation.
PointSensitivities	SabrExtrapolationReplicationCmsTradePricer.presentValueSensitivityModelParamsSabr(ResolvedCmsTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters.
PointSensitivities	SabrExtrapolationReplicationCmsTradePricer.presentValueSensitivityRates(ResolvedCmsTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value curve sensitivity of the CMS trade.

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

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

Modifier and Type	Method	Description
PointSensitivities	IsdaCdsTradePricer.parSpreadSensitivity(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the par spread sensitivity of the underling product.
PointSensitivities	IsdaHomogenousCdsIndexTradePricer.parSpreadSensitivity(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the par spread sensitivity of the underling product.
PointSensitivities	IsdaCdsTradePricer.presentValueOnSettleSensitivity(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the present value sensitivity of the underlying product.
PointSensitivities	IsdaHomogenousCdsIndexTradePricer.presentValueOnSettleSensitivity(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the present value sensitivity of the underlying product.
PointSensitivities	IsdaCdsTradePricer.presentValueSensitivity(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the present value sensitivity of the trade.
PointSensitivities	IsdaHomogenousCdsIndexTradePricer.presentValueSensitivity(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the present value sensitivity of the trade.
PointSensitivities	IsdaCdsTradePricer.priceSensitivity(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the price sensitivity of the underlying product.
PointSensitivities	IsdaHomogenousCdsIndexTradePricer.priceSensitivity(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the price sensitivity of the underlying product.

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

Modifier and Type	Method	Description
CurrencyParameterSensitivities	CreditRatesProvider.parameterSensitivity(PointSensitivities pointSensitivities)	Computes the parameter sensitivity.
CurrencyParameterSensitivities	ImmutableCreditRatesProvider.parameterSensitivity(PointSensitivities pointSensitivities)
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 PointSensitivities in com.opengamma.strata.pricer.curve

Method parameters in com.opengamma.strata.pricer.curve with type arguments of type PointSensitivities

Modifier and Type	Method	Description
static <R extends ResolvedTrade> MarketQuoteMeasure<R>	MarketQuoteMeasure.of(String name, Class<R> tradeType, ToDoubleBiFunction<R,RatesProvider> valueFn, BiFunction<R,RatesProvider,PointSensitivities> sensitivityFn)	Obtains a calibrator for a specific type of trade.
static <R extends ResolvedTrade> PresentValueCalibrationMeasure<R>	PresentValueCalibrationMeasure.of(String name, Class<R> tradeType, ToDoubleBiFunction<R,RatesProvider> valueFn, BiFunction<R,RatesProvider,PointSensitivities> sensitivityFn)	Obtains a calibrator for a specific type of trade.
static <R extends ResolvedTrade> TradeCalibrationMeasure<R>	TradeCalibrationMeasure.of(String name, Class<R> tradeType, ToDoubleBiFunction<R,RatesProvider> valueFn, BiFunction<R,RatesProvider,PointSensitivities> sensitivityFn)	Obtains a calibrator for a specific type of trade.

Uses of PointSensitivities in com.opengamma.strata.pricer.deposit

Methods in com.opengamma.strata.pricer.deposit that return PointSensitivities

Modifier and Type	Method	Description
PointSensitivities	DiscountingIborFixingDepositProductPricer.parRateSensitivity(ResolvedIborFixingDeposit deposit, RatesProvider provider)	Calculates the deposit fair rate sensitivity to the curves.
PointSensitivities	DiscountingIborFixingDepositTradePricer.parRateSensitivity(ResolvedIborFixingDepositTrade trade, RatesProvider provider)	Calculates the deposit fair rate sensitivity to the curves.
PointSensitivities	DiscountingTermDepositProductPricer.parRateSensitivity(ResolvedTermDeposit deposit, RatesProvider provider)	Calculates the par rate curve sensitivity.
PointSensitivities	DiscountingTermDepositTradePricer.parRateSensitivity(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the par rate curve sensitivity.
PointSensitivities	DiscountingIborFixingDepositProductPricer.parSpreadSensitivity(ResolvedIborFixingDeposit deposit, RatesProvider provider)	Calculates the par spread curve sensitivity.
PointSensitivities	DiscountingIborFixingDepositTradePricer.parSpreadSensitivity(ResolvedIborFixingDepositTrade trade, RatesProvider provider)	Calculates the par spread curve sensitivity.
PointSensitivities	DiscountingTermDepositProductPricer.parSpreadSensitivity(ResolvedTermDeposit deposit, RatesProvider provider)	Calculates the par spread curve sensitivity.
PointSensitivities	DiscountingTermDepositTradePricer.parSpreadSensitivity(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the par spread curve sensitivity.
PointSensitivities	DiscountingIborFixingDepositProductPricer.presentValueSensitivity(ResolvedIborFixingDeposit deposit, RatesProvider provider)	Calculates the present value sensitivity of the Ibor fixing product.
PointSensitivities	DiscountingIborFixingDepositTradePricer.presentValueSensitivity(ResolvedIborFixingDepositTrade trade, RatesProvider provider)	Calculates the present value sensitivity of the Ibor fixing deposit trade.
PointSensitivities	DiscountingTermDepositProductPricer.presentValueSensitivity(ResolvedTermDeposit deposit, RatesProvider provider)	Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
PointSensitivities	DiscountingTermDepositTradePricer.presentValueSensitivity(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).

Uses of PointSensitivities in com.opengamma.strata.pricer.dsf

Methods in com.opengamma.strata.pricer.dsf that return PointSensitivities

Modifier and Type	Method	Description
PointSensitivities	DiscountingDsfTradePricer.presentValueSensitivity(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates the present value sensitivity of the deliverable swap futures trade.
PointSensitivities	DiscountingDsfProductPricer.priceSensitivity(ResolvedDsf future, RatesProvider ratesProvider)	Calculates the price sensitivity of the deliverable swap futures product.
PointSensitivities	DiscountingDsfTradePricer.priceSensitivity(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates the price sensitivity of the deliverable swap futures product.

Uses of PointSensitivities in com.opengamma.strata.pricer.fra

Methods in com.opengamma.strata.pricer.fra that return PointSensitivities

Modifier and Type	Method	Description
PointSensitivities	DiscountingFraProductPricer.forecastValueSensitivity(ResolvedFra fra, RatesProvider provider)	Calculates the forecast value sensitivity of the FRA product.
PointSensitivities	DiscountingFraTradePricer.forecastValueSensitivity(ResolvedFraTrade trade, RatesProvider provider)	Calculates the forecast value sensitivity of the FRA trade.
PointSensitivities	DiscountingFraProductPricer.parRateSensitivity(ResolvedFra fra, RatesProvider provider)	Calculates the par rate curve sensitivity of the FRA product.
PointSensitivities	DiscountingFraTradePricer.parRateSensitivity(ResolvedFraTrade trade, RatesProvider provider)	Calculates the par rate curve sensitivity of the FRA trade.
PointSensitivities	DiscountingFraProductPricer.parSpreadSensitivity(ResolvedFra fra, RatesProvider provider)	Calculates the par spread curve sensitivity of the FRA product.
PointSensitivities	DiscountingFraTradePricer.parSpreadSensitivity(ResolvedFraTrade trade, RatesProvider provider)	Calculates the par spread curve sensitivity of the FRA trade.
PointSensitivities	DiscountingFraProductPricer.presentValueSensitivity(ResolvedFra fra, RatesProvider provider)	Calculates the present value sensitivity of the FRA product.
PointSensitivities	DiscountingFraTradePricer.presentValueSensitivity(ResolvedFraTrade trade, RatesProvider provider)	Calculates the present value sensitivity of the FRA trade.

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

Methods in com.opengamma.strata.pricer.fx that return PointSensitivities

Modifier and Type	Method	Description
PointSensitivities	DiscountingFxSingleTradePricer.forwardFxRatePointSensitivity(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the forward exchange rate point sensitivity.
PointSensitivities	DiscountingFxSwapProductPricer.parSpreadSensitivity(ResolvedFxSwap swap, RatesProvider provider)	Calculates the par spread sensitivity to the curves.
PointSensitivities	DiscountingFxSwapTradePricer.parSpreadSensitivity(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the par spread sensitivity to the curves.
PointSensitivities	DiscountingFxNdfProductPricer.presentValueSensitivity(ResolvedFxNdf ndf, RatesProvider provider)	Calculates the present value curve sensitivity of the NDF product.
PointSensitivities	DiscountingFxNdfTradePricer.presentValueSensitivity(ResolvedFxNdfTrade trade, RatesProvider provider)	Calculates the present value curve sensitivity of the trade.
PointSensitivities	DiscountingFxSingleProductPricer.presentValueSensitivity(ResolvedFxSingle fx, RatesProvider provider)	Calculates the present value curve sensitivity of the FX product.
PointSensitivities	DiscountingFxSingleTradePricer.presentValueSensitivity(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the present value curve sensitivity of the trade.
PointSensitivities	DiscountingFxSwapProductPricer.presentValueSensitivity(ResolvedFxSwap swap, RatesProvider provider)	Calculates the present value sensitivity of the FX swap product.
PointSensitivities	DiscountingFxSwapTradePricer.presentValueSensitivity(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the present value curve sensitivity of the trade.

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

Methods in com.opengamma.strata.pricer.fxopt that return PointSensitivities

Modifier and Type	Method	Description
PointSensitivities	BlackFxSingleBarrierOptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Computes the present value sensitivity to the black volatility used in the pricing.
PointSensitivities	BlackFxVanillaOptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Computes the present value sensitivity to the black volatility used in the pricing.
PointSensitivities	VannaVolgaFxVanillaOptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Computes the present value sensitivity to the black volatility used in the pricing.
PointSensitivities	BlackFxSingleBarrierOptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the FX barrier option trade.
PointSensitivities	BlackFxVanillaOptionProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the foreign exchange vanilla option product.
PointSensitivities	BlackFxVanillaOptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the FX vanilla option trade.
PointSensitivities	VannaVolgaFxVanillaOptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the present value sensitivity of the FX vanilla option trade.

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

Modifier and Type	Method	Description
CurrencyParameterSensitivities	BlackFxOptionFlatVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	BlackFxOptionSmileVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	BlackFxOptionSurfaceVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	FxOptionVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)	Calculates the parameter sensitivity.

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

Methods in com.opengamma.strata.pricer.index that return PointSensitivities

Modifier and Type	Method	Description
PointSensitivities	DiscountingIborFutureTradePricer.parSpreadSensitivity(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates the par spread sensitivity of the Ibor future trade.
PointSensitivities	DiscountingOvernightFutureTradePricer.parSpreadSensitivity(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates the par spread sensitivity of the Overnight rate future trade.
PointSensitivities	HullWhiteIborFutureTradePricer.parSpreadSensitivityRates(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the par spread sensitivity of the Ibor future trade.
PointSensitivities	DiscountingIborFutureTradePricer.presentValueSensitivity(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates the present value sensitivity of the Ibor future trade.
PointSensitivities	DiscountingOvernightFutureTradePricer.presentValueSensitivity(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates the present value sensitivity of the Overnight rate future trade.
PointSensitivities	HullWhiteIborFutureTradePricer.presentValueSensitivityRates(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value sensitivity of the Ibor future trade.
PointSensitivities	NormalIborFutureOptionMarginedTradePricer.presentValueSensitivityRates(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities)	Calculates the present value sensitivity of the Ibor future option trade.
PointSensitivities	DiscountingIborFutureProductPricer.priceSensitivity(ResolvedIborFuture future, RatesProvider ratesProvider)	Calculates the price sensitivity of the Ibor future product.
PointSensitivities	DiscountingIborFutureTradePricer.priceSensitivity(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates the price sensitivity of the Ibor future product.
PointSensitivities	DiscountingOvernightFutureProductPricer.priceSensitivity(ResolvedOvernightFuture future, RatesProvider ratesProvider)	Calculates the price sensitivity of the Overnight rate future product.
PointSensitivities	DiscountingOvernightFutureTradePricer.priceSensitivity(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates the price sensitivity of the Overnight rate future product.
PointSensitivities	HullWhiteIborFutureProductPricer.priceSensitivityRates(ResolvedIborFuture future, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the price sensitivity of the Ibor future product.
PointSensitivities	HullWhiteIborFutureTradePricer.priceSensitivityRates(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the price sensitivity of the Ibor future product.
PointSensitivities	NormalIborFutureOptionMarginedProductPricer.priceSensitivityRatesStickyStrike(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities)	Calculates the price sensitivity of the Ibor future option product based on curves.
PointSensitivities	NormalIborFutureOptionMarginedProductPricer.priceSensitivityRatesStickyStrike(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities, double futurePrice)	Calculates the price sensitivity of the Ibor future option product based on the price of the underlying future.

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

Modifier and Type	Method	Description
CurrencyParameterSensitivities	IborFutureOptionVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)	Calculates the parameter sensitivity.
CurrencyParameterSensitivities	NormalIborFutureOptionExpirySimpleMoneynessVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)

Uses of PointSensitivities in com.opengamma.strata.pricer.payment

Methods in com.opengamma.strata.pricer.payment that return PointSensitivities

Modifier and Type	Method	Description
PointSensitivities	DiscountingBulletPaymentTradePricer.presentValueSensitivity(ResolvedBulletPaymentTrade trade, BaseProvider provider)	Calculates the present value sensitivity of the bullet payment trade.

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

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

Modifier and Type	Method	Description
default MultiCurrencyAmount	RatesProvider.currencyExposure(PointSensitivities pointSensitivities)	Computes the currency exposure.
default CurrencyParameterSensitivities	RatesProvider.parameterSensitivity(PointSensitivities pointSensitivities)	Computes the parameter sensitivity.

Uses of PointSensitivities in com.opengamma.strata.pricer.swap

Methods in com.opengamma.strata.pricer.swap that return PointSensitivities

Modifier and Type	Method	Description
PointSensitivities	DiscountingSwapTradePricer.forecastValueSensitivity(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the forecast value sensitivity of the swap trade.
PointSensitivities	DiscountingSwapTradePricer.parRateSensitivity(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the par rate curve sensitivity of the swap trade.
PointSensitivities	DiscountingSwapTradePricer.parSpreadSensitivity(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the par spread curve sensitivity of the swap trade.
PointSensitivities	DiscountingSwapTradePricer.presentValueSensitivity(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the present value sensitivity of the swap trade.

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

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

Modifier and Type	Method	Description
PointSensitivities	SabrSwaptionTradePricer.presentValueSensitivityModelParamsSabr(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters of the swaption trade.
PointSensitivities	BlackSwaptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, BlackSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption trade.
PointSensitivities	NormalSwaptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, NormalSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption trade.
PointSensitivities	SabrSwaptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption trade.
PointSensitivities	VolatilitySwaptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption trade.
PointSensitivities	HullWhiteSwaptionPhysicalTradePricer.presentValueSensitivityRates(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value sensitivity of the swaption product.
PointSensitivities	SabrSwaptionTradePricer.presentValueSensitivityRatesStickyModel(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption trade to the rate curves.
PointSensitivities	BlackSwaptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, BlackSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption trade to the rate curves.
PointSensitivities	NormalSwaptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, NormalSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption trade to the rate curves.
PointSensitivities	SabrSwaptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption trade to the rate curves.
PointSensitivities	VolatilitySwaptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption to the rate curves.

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

Modifier and Type	Method	Description
CurrencyParameterSensitivities	BlackSwaptionExpiryTenorVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	NormalSwaptionExpirySimpleMoneynessVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	NormalSwaptionExpiryStrikeVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	NormalSwaptionExpiryTenorVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	SabrParametersSwaptionVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)
CurrencyParameterSensitivities	SwaptionVolatilities.parameterSensitivity(PointSensitivities pointSensitivities)	Calculates the parameter sensitivity.