Uses of Interface
com.opengamma.strata.market.sensitivity.PointSensitivity

Packages that use PointSensitivity

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.

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

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

Modifier and Type	Method	Description
default PointSensitivity	PointSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this instance to an equivalent amount in the specified currency.
PointSensitivity	PointSensitivity.withCurrency(Currency currency)	Returns an instance with the specified sensitivity currency set.
PointSensitivity	PointSensitivity.withSensitivity(double sensitivity)	Returns an instance with the new point sensitivity value.

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

Modifier and Type	Method	Description
ImmutableList<PointSensitivity>	MutablePointSensitivities.getSensitivities()	Gets the immutable list of point sensitivities.
ImmutableList<PointSensitivity>	PointSensitivities.getSensitivities()	Gets the point sensitivities.
org.joda.beans.MetaProperty<ImmutableList<PointSensitivity>>	PointSensitivities.Meta.sensitivities()	The meta-property for the sensitivities property.

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

Modifier and Type	Method	Description
MutablePointSensitivities	MutablePointSensitivities.add(PointSensitivity sensitivity)	Adds a point sensitivity, mutating the internal list.
int	PointSensitivity.compareKey(PointSensitivity other)	Compares the key of two sensitivities, excluding the point sensitivity value.
static PointSensitivities	PointSensitivities.of(PointSensitivity... sensitivity)	Obtains an instance from an array of sensitivity entries.
static PointSensitivityBuilder	PointSensitivityBuilder.of(PointSensitivity... sensitivities)	Returns a builder with the specified sensitivities.

Method parameters in com.opengamma.strata.market.sensitivity with type arguments of type PointSensitivity

Modifier and Type	Method	Description
MutablePointSensitivities	MutablePointSensitivities.addAll(List<PointSensitivity> sensitivities)	Adds a list of point sensitivities, mutating the internal list.
static PointSensitivities	PointSensitivities.of(List<? extends PointSensitivity> sensitivities)	Obtains an instance from a list of sensitivity entries.
static PointSensitivityBuilder	PointSensitivityBuilder.of(List<? extends PointSensitivity> sensitivities)	Returns a builder with the specified sensitivities.

Constructors in com.opengamma.strata.market.sensitivity with parameters of type PointSensitivity

Constructor	Description
MutablePointSensitivities(PointSensitivity sensitivity)	Creates an instance with the specified sensitivity.

Constructor parameters in com.opengamma.strata.market.sensitivity with type arguments of type PointSensitivity

Constructor	Description
MutablePointSensitivities(List<? extends PointSensitivity> sensitivities)	Creates an instance with the specified sensitivities.

Uses of PointSensitivity in com.opengamma.strata.pricer

Classes in com.opengamma.strata.pricer that implement PointSensitivity

Modifier and Type	Class	Description
class	ZeroRateSensitivity	Point sensitivity to the zero rate curve.

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

Modifier and Type	Method	Description
int	ZeroRateSensitivity.compareKey(PointSensitivity other)

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

Classes in com.opengamma.strata.pricer.bond that implement PointSensitivity

Modifier and Type	Class	Description
class	BondFutureOptionSensitivity	Point sensitivity to an implied volatility for a bond future option model.
class	BondYieldSensitivity	Point sensitivity to a bond yield implied parameter point.
class	IssuerCurveZeroRateSensitivity	Point sensitivity to the issuer curve.
class	RepoCurveZeroRateSensitivity	Point sensitivity to the repo curve.

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

Modifier and Type	Method	Description
int	BondFutureOptionSensitivity.compareKey(PointSensitivity other)
int	BondYieldSensitivity.compareKey(PointSensitivity other)
int	IssuerCurveZeroRateSensitivity.compareKey(PointSensitivity other)
int	RepoCurveZeroRateSensitivity.compareKey(PointSensitivity other)
default CurrencyParameterSensitivities	BondFutureVolatilities.parameterSensitivity(PointSensitivity... pointSensitivities)	Calculates the parameter sensitivity.
default CurrencyParameterSensitivities	BondYieldVolatilities.parameterSensitivity(PointSensitivity... pointSensitivities)	Calculates the parameter sensitivity.

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

Classes in com.opengamma.strata.pricer.capfloor that implement PointSensitivity

Modifier and Type	Class	Description
class	IborCapletFloorletSabrSensitivity	Sensitivity of a caplet/floorlet to SABR model parameters.
class	IborCapletFloorletSensitivity	Point sensitivity to Ibor caplet/floorlet implied parameter point.

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

Modifier and Type	Method	Description
int	IborCapletFloorletSabrSensitivity.compareKey(PointSensitivity other)
int	IborCapletFloorletSensitivity.compareKey(PointSensitivity other)
default CurrencyParameterSensitivities	IborCapletFloorletVolatilities.parameterSensitivity(PointSensitivity... pointSensitivities)	Calculates the parameter sensitivity.

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

Classes in com.opengamma.strata.pricer.credit that implement PointSensitivity

Modifier and Type	Class	Description
class	CreditCurveZeroRateSensitivity	Point sensitivity to the zero hazard rate curve.

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

Modifier and Type	Method	Description
int	CreditCurveZeroRateSensitivity.compareKey(PointSensitivity other)

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

Classes in com.opengamma.strata.pricer.fx that implement PointSensitivity

Modifier and Type	Class	Description
class	FxForwardSensitivity	Point sensitivity to a forward rate of an FX rate for a currency pair.
class	FxIndexSensitivity	Point sensitivity to a forward rate of an FX rate for an FX index.

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

Modifier and Type	Method	Description
int	FxForwardSensitivity.compareKey(PointSensitivity other)
int	FxIndexSensitivity.compareKey(PointSensitivity other)

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

Classes in com.opengamma.strata.pricer.fxopt that implement PointSensitivity

Modifier and Type	Class	Description
class	FxOptionSensitivity	Point sensitivity to an implied volatility for a FX option model.

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

Modifier and Type	Method	Description
int	FxOptionSensitivity.compareKey(PointSensitivity other)
default CurrencyParameterSensitivities	FxOptionVolatilities.parameterSensitivity(PointSensitivity... pointSensitivities)	Calculates the parameter sensitivity.

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

Classes in com.opengamma.strata.pricer.index that implement PointSensitivity

Modifier and Type	Class	Description
class	IborFutureOptionSensitivity	Point sensitivity to an implied volatility for a Ibor future option model.

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

Modifier and Type	Method	Description
int	IborFutureOptionSensitivity.compareKey(PointSensitivity other)
default CurrencyParameterSensitivities	IborFutureOptionVolatilities.parameterSensitivity(PointSensitivity... pointSensitivities)	Calculates the parameter sensitivity.

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

Classes in com.opengamma.strata.pricer.rate that implement PointSensitivity

Modifier and Type	Class	Description
class	IborRateSensitivity	Point sensitivity to a rate from an Ibor index curve.
class	InflationRateSensitivity	Point sensitivity to a rate from a price index curve.
class	OvernightRateSensitivity	Point sensitivity to a rate from an Overnight index curve.

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

Modifier and Type	Method	Description
int	IborRateSensitivity.compareKey(PointSensitivity other)
int	InflationRateSensitivity.compareKey(PointSensitivity other)
int	OvernightRateSensitivity.compareKey(PointSensitivity other)

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

Classes in com.opengamma.strata.pricer.swaption that implement PointSensitivity

Modifier and Type	Class	Description
class	SwaptionSabrSensitivity	Sensitivity of a swaption to SABR model parameters.
class	SwaptionSensitivity	Point sensitivity to a swaption implied parameter point.

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

Modifier and Type	Method	Description
int	SwaptionSabrSensitivity.compareKey(PointSensitivity other)
int	SwaptionSensitivity.compareKey(PointSensitivity other)
default CurrencyParameterSensitivities	SwaptionVolatilities.parameterSensitivity(PointSensitivity... pointSensitivities)	Calculates the parameter sensitivity.