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

Packages that use PointSensitivityBuilder

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.cms	Calculators for CMS.
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.impl.cms
com.opengamma.strata.pricer.impl.rate	Internal implementations of rate calculations.
com.opengamma.strata.pricer.impl.rate.swap
com.opengamma.strata.pricer.impl.swap	Internal implementations of rate swap calculations.
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.swap	Calculators for interest rate swaps.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

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

Classes in com.opengamma.strata.market.sensitivity that implement PointSensitivityBuilder

Modifier and Type	Class	Description
class	MutablePointSensitivities	Mutable builder for sensitivity to a group of curves.

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

Modifier and Type	Method	Description
PointSensitivityBuilder	PointSensitivityBuilder.cloned()	Clones the point sensitivity builder.
default PointSensitivityBuilder	PointSensitivityBuilder.combinedWith(PointSensitivityBuilder other)	Combines this sensitivity with another instance.
PointSensitivityBuilder	PointSensitivityBuilder.mapSensitivity(DoubleUnaryOperator operator)	Returns an instance with the specified operation applied to the sensitivities in this builder.
default PointSensitivityBuilder	PointSensitivityBuilder.multipliedBy(double factor)	Multiplies the sensitivities in this builder by the specified factor.
static PointSensitivityBuilder	PointSensitivityBuilder.none()	Returns a builder representing no sensitivity.
PointSensitivityBuilder	PointSensitivityBuilder.normalize()	Normalizes the point sensitivities by sorting and merging.
static PointSensitivityBuilder	PointSensitivityBuilder.of(PointSensitivity... sensitivities)	Returns a builder with the specified sensitivities.
static PointSensitivityBuilder	PointSensitivityBuilder.of(List<? extends PointSensitivity> sensitivities)	Returns a builder with the specified sensitivities.
PointSensitivityBuilder	PointSensitivityBuilder.withCurrency(Currency currency)	Returns an instance with the specified currency applied to the sensitivities in this builder.

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

Modifier and Type	Method	Description
MutablePointSensitivities	MutablePointSensitivities.combinedWith(PointSensitivityBuilder other)
default PointSensitivityBuilder	PointSensitivityBuilder.combinedWith(PointSensitivityBuilder other)	Combines this sensitivity with another instance.

Uses of PointSensitivityBuilder in com.opengamma.strata.pricer

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

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

Methods in com.opengamma.strata.pricer that return PointSensitivityBuilder

Modifier and Type	Method	Description
PointSensitivityBuilder	DiscountingPaymentPricer.presentValueSensitivity(Payment payment, BaseProvider provider)	Compute the present value curve sensitivity of the payment.
PointSensitivityBuilder	DiscountingPaymentPricer.presentValueSensitivity(Payment payment, DiscountFactors discountFactors)	Compute the present value curve sensitivity of the payment.
PointSensitivityBuilder	DiscountingPaymentPricer.presentValueSensitivityWithSpread(Payment payment, DiscountFactors discountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Compute the present value curve sensitivity of the payment with z-spread.

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

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

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 that return PointSensitivityBuilder

Modifier and Type	Method	Description
PointSensitivityBuilder	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceSensitivity(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData)	Calculates the dirty price sensitivity of the bond security.
PointSensitivityBuilder	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceSensitivityWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the dirty price sensitivity of the bond security with z-spread.
PointSensitivityBuilder	DiscountingFixedCouponBondProductPricer.dirtyPriceSensitivity(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, ReferenceData refData)	Calculates the dirty price sensitivity of the fixed coupon bond product.
PointSensitivityBuilder	DiscountingFixedCouponBondProductPricer.dirtyPriceSensitivityWithZspread(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, ReferenceData refData, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the dirty price sensitivity of the fixed coupon bond with z-spread.
PointSensitivityBuilder	DiscountingCapitalIndexedBondPaymentPeriodPricer.forecastValueSensitivity(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider)	Calculates the forecast value sensitivity of a single payment period.
PointSensitivityBuilder	DiscountingFixedCouponBondPaymentPeriodPricer.forecastValueSensitivity(FixedCouponBondPaymentPeriod period, IssuerCurveDiscountFactors discountFactors)	Calculates the forecast value sensitivity of a single fixed coupon payment period.
PointSensitivityBuilder	DiscountingCapitalIndexedBondPaymentPeriodPricer.presentValueSensitivity(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors)	Calculates the present value sensitivity of a single payment period.
PointSensitivityBuilder	DiscountingCapitalIndexedBondProductPricer.presentValueSensitivity(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)	Calculates the present value sensitivity of the bond product.
PointSensitivityBuilder	DiscountingFixedCouponBondPaymentPeriodPricer.presentValueSensitivity(FixedCouponBondPaymentPeriod period, IssuerCurveDiscountFactors discountFactors)	Calculates the present value sensitivity of a single fixed coupon payment period.
PointSensitivityBuilder	DiscountingFixedCouponBondProductPricer.presentValueSensitivity(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider)	Calculates the present value sensitivity of the fixed coupon bond product.
PointSensitivityBuilder	DiscountingFixedCouponBondPaymentPeriodPricer.presentValueSensitivityWithSpread(FixedCouponBondPaymentPeriod period, IssuerCurveDiscountFactors discountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of a single fixed coupon payment period with z-spread.
PointSensitivityBuilder	DiscountingCapitalIndexedBondPaymentPeriodPricer.presentValueSensitivityWithZSpread(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of a single payment period with z-spread.
PointSensitivityBuilder	DiscountingCapitalIndexedBondProductPricer.presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the bond product with z-spread.
PointSensitivityBuilder	DiscountingFixedCouponBondProductPricer.presentValueSensitivityWithZSpread(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the fixed coupon bond with z-spread.

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

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

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 that return PointSensitivityBuilder

Modifier and Type	Method	Description
PointSensitivityBuilder	SabrIborCapFloorLegPricer.presentValueSensitivityModelParamsSabr(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value sensitivity to the SABR model parameters of the Ibor cap/floor.
PointSensitivityBuilder	SabrIborCapFloorProductPricer.presentValueSensitivityModelParamsSabr(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value volatility sensitivity of the Ibor cap/floor product.
PointSensitivityBuilder	SabrIborCapFloorTradePricer.presentValueSensitivityModelParamsSabr(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value volatility sensitivity of the Ibor cap/floor trade.
PointSensitivityBuilder	SabrIborCapletFloorletPeriodPricer.presentValueSensitivityModelParamsSabr(IborCapletFloorletPeriod period, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value sensitivity to the SABR model parameters of the Ibor caplet/floorlet.
PointSensitivityBuilder	SabrOvernightInArrearsCapletFloorletPeriodPricer.presentValueSensitivityModelParamsSabr(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)	Computes the present value sensitivity to the SABR model parameters.
PointSensitivityBuilder	VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer.presentValueSensitivityModelParamsSabr(OvernightInArrearsCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)	Calculates the present value sensitivity to model parameters of the binary caplet/floorlet period.
PointSensitivityBuilder	VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer.presentValueSensitivityModelParamsVolatility(IborCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value sensitivity to model parameters of the binary caplet/floorlet period.
PointSensitivityBuilder	VolatilityIborCapFloorLegPricer.presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value volatility sensitivity of the Ibor cap/floor leg.
PointSensitivityBuilder	VolatilityIborCapFloorProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value volatility sensitivity of the Ibor cap/floor product.
PointSensitivityBuilder	VolatilityIborCapFloorTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value volatility sensitivity of the Ibor cap/floor product.
PointSensitivityBuilder	VolatilityIborCapletFloorletPeriodPricer.presentValueSensitivityModelParamsVolatility(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value volatility sensitivity of the Ibor caplet/floorlet.
PointSensitivityBuilder	VolatilityOvernightInArrearsCapletFloorletPeriodPricer.presentValueSensitivityModelParamsVolatility(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Computes the present value sensitivity to the volatilities.
PointSensitivityBuilder	VolatilityIborCapFloorLegPricer.presentValueSensitivityRates(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the Ibor cap/floor leg.
PointSensitivityBuilder	VolatilityIborCapFloorProductPricer.presentValueSensitivityRates(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the Ibor cap/floor product.
PointSensitivityBuilder	VolatilityIborCapletFloorletPeriodPricer.presentValueSensitivityRates(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the Ibor caplet/floorlet.
PointSensitivityBuilder	SabrIborCapFloorLegPricer.presentValueSensitivityRatesStickyModel(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value sensitivity of the Ibor cap/floor leg to the rate curves.
PointSensitivityBuilder	SabrIborCapFloorProductPricer.presentValueSensitivityRatesStickyModel(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the Ibor cap/floor product.
PointSensitivityBuilder	SabrIborCapletFloorletPeriodPricer.presentValueSensitivityRatesStickyModel(IborCapletFloorletPeriod period, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value sensitivity of the Ibor caplet/floorlet to the rate curves.
PointSensitivityBuilder	SabrOvernightInArrearsCapletFloorletPeriodPricer.presentValueSensitivityRatesStickyModel(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)	Computes the present value sensitivity to the rate with "sticky SABR model parameters".
PointSensitivityBuilder	VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer.presentValueSensitivityRatesStickyModel(OvernightInArrearsCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)	Calculates the present value rates sensitivity of the binary caplet/floorlet period.
PointSensitivityBuilder	VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer.presentValueSensitivityRatesStickyStrike(IborCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the binary caplet/floorlet period.
PointSensitivityBuilder	VolatilityOvernightInArrearsCapletFloorletPeriodPricer.presentValueSensitivityRatesStickyStrike(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Computes the present value sensitivity to the rate with a volatility "sticky strike".

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

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

Modifier and Type	Method	Description
PointSensitivityBuilder	DiscountingCmsLegPricer.presentValueSensitivity(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider)	Calculates the present value curve sensitivity of the CMS leg by simple forward rate estimation.
PointSensitivityBuilder	DiscountingCmsProductPricer.presentValueSensitivity(ResolvedCms cms, RatesProvider ratesProvider)	Calculates the present value curve sensitivity of the CMS product by simple forward estimation.
PointSensitivityBuilder	SabrExtrapolationReplicationCmsLegPricer.presentValueSensitivityModelParamsSabr(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters.
PointSensitivityBuilder	SabrExtrapolationReplicationCmsPeriodPricer.presentValueSensitivityModelParamsSabr(CmsPeriod cmsPeriod, RatesProvider provider, SabrSwaptionVolatilities swaptionVolatilities)	Computes the present value sensitivity to SABR parameters by replication in SABR framework with extrapolation on the right.
PointSensitivityBuilder	SabrExtrapolationReplicationCmsProductPricer.presentValueSensitivityModelParamsSabr(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters.
PointSensitivityBuilder	SabrExtrapolationReplicationCmsLegPricer.presentValueSensitivityRates(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value curve sensitivity of the CMS leg.
PointSensitivityBuilder	SabrExtrapolationReplicationCmsPeriodPricer.presentValueSensitivityRates(CmsPeriod cmsPeriod, RatesProvider provider, SabrSwaptionVolatilities swaptionVolatilities)	Computes the present value curve sensitivity by replication in SABR framework with extrapolation on the right.
PointSensitivityBuilder	SabrExtrapolationReplicationCmsProductPricer.presentValueSensitivityRates(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value curve sensitivity of the CMS product.

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

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

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

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

Modifier and Type	Method	Description
PointSensitivityBuilder	IsdaCdsProductPricer.parSpreadSensitivity(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the par spread sensitivity of the product.
PointSensitivityBuilder	IsdaHomogenousCdsIndexProductPricer.parSpreadSensitivity(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the par spread sensitivity of the product.
PointSensitivityBuilder	IsdaCdsProductPricer.presentValueSensitivity(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the present value sensitivity of the product.
PointSensitivityBuilder	IsdaHomogenousCdsIndexProductPricer.presentValueSensitivity(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the present value sensitivity of the product.
PointSensitivityBuilder	IsdaCdsProductPricer.priceSensitivity(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the price sensitivity of the product.
PointSensitivityBuilder	IsdaHomogenousCdsIndexProductPricer.priceSensitivity(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the price sensitivity of the product.
PointSensitivityBuilder	IsdaCdsProductPricer.riskyAnnuitySensitivity(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the risky annuity sensitivity of the product.
PointSensitivityBuilder	IsdaHomogenousCdsIndexProductPricer.riskyAnnuitySensitivity(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the risky annuity sensitivity of the product.

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

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

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 that return PointSensitivityBuilder

Modifier and Type	Method	Description
PointSensitivityBuilder	DiscountingFxSingleProductPricer.forwardFxRatePointSensitivity(ResolvedFxSingle fx, RatesProvider provider)	Calculates the forward exchange rate point sensitivity.
PointSensitivityBuilder	DiscountFxForwardRates.ratePointSensitivity(Currency baseCurrency, LocalDate referenceDate)
PointSensitivityBuilder	ForwardFxIndexRates.ratePointSensitivity(FxIndexObservation observation, Currency baseCurrency)
PointSensitivityBuilder	FxForwardRates.ratePointSensitivity(Currency baseCurrency, LocalDate referenceDate)	Calculates the point sensitivity of the forward rate at the specified payment date.
PointSensitivityBuilder	FxIndexRates.ratePointSensitivity(FxIndexObservation observation, Currency baseCurrency)	Calculates the point sensitivity of the historic or forward rate at the specified fixing date.

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

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

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 that return PointSensitivityBuilder

Modifier and Type	Method	Description
PointSensitivityBuilder	BlackFxSingleBarrierOptionProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Computes the present value sensitivity to the black volatility used in the pricing.
PointSensitivityBuilder	BlackFxVanillaOptionProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Computes the present value sensitivity to the black volatility used in the pricing.
PointSensitivityBuilder	VannaVolgaFxVanillaOptionProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Computes the present value sensitivity to the black volatilities used in the pricing.
PointSensitivityBuilder	BlackFxSingleBarrierOptionProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the FX barrier option product.
PointSensitivityBuilder	VannaVolgaFxVanillaOptionProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the present value sensitivity of the foreign exchange vanilla option product.

Uses of PointSensitivityBuilder in com.opengamma.strata.pricer.impl.cms

Methods in com.opengamma.strata.pricer.impl.cms that return PointSensitivityBuilder

Modifier and Type	Method	Description
PointSensitivityBuilder	DiscountingCmsPeriodPricer.presentValueSensitivity(CmsPeriod cmsPeriod, RatesProvider provider)	Computes the present value curve sensitivity by simple forward rate estimation.

Uses of PointSensitivityBuilder in com.opengamma.strata.pricer.impl.rate

Methods in com.opengamma.strata.pricer.impl.rate that return PointSensitivityBuilder

Modifier and Type	Method	Description
PointSensitivityBuilder	ApproxForwardOvernightAveragedRateComputationFn.rateSensitivity(OvernightAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	DispatchingRateComputationFn.rateSensitivity(RateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardIborAveragedRateComputationFn.rateSensitivity(IborAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardIborInterpolatedRateComputationFn.rateSensitivity(IborInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardIborRateComputationFn.rateSensitivity(IborRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardInflationEndInterpolatedRateComputationFn.rateSensitivity(InflationEndInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardInflationEndMonthRateComputationFn.rateSensitivity(InflationEndMonthRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardInflationInterpolatedRateComputationFn.rateSensitivity(InflationInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardInflationMonthlyRateComputationFn.rateSensitivity(InflationMonthlyRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardOvernightAveragedDailyRateComputationFn.rateSensitivity(OvernightAveragedDailyRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardOvernightAveragedRateComputationFn.rateSensitivity(OvernightAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardOvernightCompoundedAnnualRateComputationFn.rateSensitivity(OvernightCompoundedAnnualRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardOvernightCompoundedRateComputationFn.rateSensitivity(OvernightCompoundedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)

Uses of PointSensitivityBuilder in com.opengamma.strata.pricer.impl.rate.swap

Methods in com.opengamma.strata.pricer.impl.rate.swap that return types with arguments of type PointSensitivityBuilder

Modifier and Type	Method	Description
static ImmutableMap<Payment,PointSensitivityBuilder>	CashFlowEquivalentCalculator.cashFlowEquivalentAndSensitivityFixedLeg(ResolvedSwapLeg fixedLeg, RatesProvider ratesProvider)	Computes cash flow equivalent and sensitivity of fixed leg.
static ImmutableMap<Payment,PointSensitivityBuilder>	CashFlowEquivalentCalculator.cashFlowEquivalentAndSensitivityIborLeg(ResolvedSwapLeg iborLeg, RatesProvider ratesProvider)	Computes cash flow equivalent and sensitivity of Ibor leg.
static ImmutableMap<Payment,PointSensitivityBuilder>	CashFlowEquivalentCalculator.cashFlowEquivalentAndSensitivityOnLeg(ResolvedSwapLeg onLeg, RatesProvider multicurve)	Computes cash flow equivalent of and sensitivity overnight leg.
static ImmutableMap<Payment,PointSensitivityBuilder>	CashFlowEquivalentCalculator.cashFlowEquivalentAndSensitivitySwap(ResolvedSwap swap, RatesProvider ratesProvider)	Computes cash flow equivalent and sensitivity of swap.
static Map<Payment,PointSensitivityBuilder>	CashFlowEquivalentCalculator.normalize(Map<Payment,PointSensitivityBuilder> input)	Generate a new map with each payment date unique and the amounts and sensitivities of elements with same payment date compressed.

Method parameters in com.opengamma.strata.pricer.impl.rate.swap with type arguments of type PointSensitivityBuilder

Modifier and Type	Method	Description
static Map<Payment,PointSensitivityBuilder>	CashFlowEquivalentCalculator.normalize(Map<Payment,PointSensitivityBuilder> input)	Generate a new map with each payment date unique and the amounts and sensitivities of elements with same payment date compressed.

Uses of PointSensitivityBuilder in com.opengamma.strata.pricer.impl.swap

Methods in com.opengamma.strata.pricer.impl.swap that return PointSensitivityBuilder

Modifier and Type	Method	Description
PointSensitivityBuilder	DiscountingFxResetNotionalExchangePricer.forecastValueSensitivity(FxResetNotionalExchange event, RatesProvider provider)
PointSensitivityBuilder	DiscountingKnownAmountPaymentPeriodPricer.forecastValueSensitivity(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
PointSensitivityBuilder	DiscountingNotionalExchangePricer.forecastValueSensitivity(NotionalExchange event, RatesProvider provider)
PointSensitivityBuilder	DiscountingRatePaymentPeriodPricer.forecastValueSensitivity(RatePaymentPeriod period, RatesProvider provider)
PointSensitivityBuilder	DispatchingSwapPaymentEventPricer.forecastValueSensitivity(SwapPaymentEvent paymentEvent, RatesProvider provider)
PointSensitivityBuilder	DispatchingSwapPaymentPeriodPricer.forecastValueSensitivity(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
PointSensitivityBuilder	DiscountingFxResetNotionalExchangePricer.presentValueSensitivity(FxResetNotionalExchange event, RatesProvider provider)
PointSensitivityBuilder	DiscountingKnownAmountPaymentPeriodPricer.presentValueSensitivity(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
PointSensitivityBuilder	DiscountingNotionalExchangePricer.presentValueSensitivity(NotionalExchange event, RatesProvider provider)
PointSensitivityBuilder	DiscountingRatePaymentPeriodPricer.presentValueSensitivity(RatePaymentPeriod period, RatesProvider provider)
PointSensitivityBuilder	DispatchingSwapPaymentEventPricer.presentValueSensitivity(SwapPaymentEvent paymentEvent, RatesProvider provider)
PointSensitivityBuilder	DispatchingSwapPaymentPeriodPricer.presentValueSensitivity(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
PointSensitivityBuilder	DiscountingKnownAmountPaymentPeriodPricer.pvbpSensitivity(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
PointSensitivityBuilder	DiscountingRatePaymentPeriodPricer.pvbpSensitivity(RatePaymentPeriod paymentPeriod, RatesProvider provider)
PointSensitivityBuilder	DispatchingSwapPaymentPeriodPricer.pvbpSensitivity(SwapPaymentPeriod paymentPeriod, RatesProvider provider)

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

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

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

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

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

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 that return PointSensitivityBuilder

Modifier and Type	Method	Description
PointSensitivityBuilder	DiscountOvernightIndexRates.periodRatePointSensitivity(OvernightIndexObservation startDateObservation, LocalDate endDate)
PointSensitivityBuilder	HistoricOvernightIndexRates.periodRatePointSensitivity(OvernightIndexObservation startDateObservation, LocalDate endDate)
PointSensitivityBuilder	OvernightIndexRates.periodRatePointSensitivity(OvernightIndexObservation startDateObservation, LocalDate endDate)	Calculates the point sensitivity of the historic or forward rate at the specified fixing period.
PointSensitivityBuilder	DiscountIborIndexRates.rateIgnoringFixingsPointSensitivity(IborIndexObservation observation)
PointSensitivityBuilder	DiscountOvernightIndexRates.rateIgnoringFixingsPointSensitivity(OvernightIndexObservation observation)
PointSensitivityBuilder	HistoricIborIndexRates.rateIgnoringFixingsPointSensitivity(IborIndexObservation observation)
PointSensitivityBuilder	HistoricOvernightIndexRates.rateIgnoringFixingsPointSensitivity(OvernightIndexObservation observation)
PointSensitivityBuilder	IborIndexRates.rateIgnoringFixingsPointSensitivity(IborIndexObservation observation)	Ignores the time-series of fixings to get the forward rate point sensitivity at the specified fixing date, used in rare and special cases.
PointSensitivityBuilder	OvernightIndexRates.rateIgnoringFixingsPointSensitivity(OvernightIndexObservation observation)	Ignores the time-series of fixings to get the forward rate point sensitivity at the specified fixing date, used in rare and special cases.
PointSensitivityBuilder	SimpleIborIndexRates.rateIgnoringFixingsPointSensitivity(IborIndexObservation observation)
PointSensitivityBuilder	DiscountIborIndexRates.ratePointSensitivity(IborIndexObservation observation)
PointSensitivityBuilder	DiscountOvernightIndexRates.ratePointSensitivity(OvernightIndexObservation observation)
PointSensitivityBuilder	HistoricIborIndexRates.ratePointSensitivity(IborIndexObservation observation)
PointSensitivityBuilder	HistoricOvernightIndexRates.ratePointSensitivity(OvernightIndexObservation observation)
PointSensitivityBuilder	IborIndexRates.ratePointSensitivity(IborIndexObservation observation)	Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
PointSensitivityBuilder	OvernightIndexRates.ratePointSensitivity(OvernightIndexObservation observation)	Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
PointSensitivityBuilder	SimpleIborIndexRates.ratePointSensitivity(IborIndexObservation observation)
PointSensitivityBuilder	RateComputationFn.rateSensitivity(T computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)	Determines the point sensitivity for the rate computation.
PointSensitivityBuilder	HistoricPriceIndexValues.valuePointSensitivity(PriceIndexObservation observation)
PointSensitivityBuilder	PriceIndexValues.valuePointSensitivity(PriceIndexObservation observation)	Calculates the point sensitivity of the historic or forward value at the specified fixing month.
PointSensitivityBuilder	SimplePriceIndexValues.valuePointSensitivity(PriceIndexObservation observation)

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

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

Modifier and Type	Method	Description
PointSensitivityBuilder	DiscountingSwapLegPricer.forecastValueSensitivity(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the forecast value sensitivity of the swap leg.
PointSensitivityBuilder	DiscountingSwapProductPricer.forecastValueSensitivity(ResolvedSwap swap, RatesProvider provider)	Calculates the forecast value sensitivity of the swap product.
PointSensitivityBuilder	SwapPaymentEventPricer.forecastValueSensitivity(T event, RatesProvider provider)	Calculates the forecast value sensitivity of a single payment event.
PointSensitivityBuilder	SwapPaymentPeriodPricer.forecastValueSensitivity(T period, RatesProvider provider)	Calculates the forecast value sensitivity of a single payment period.
PointSensitivityBuilder	DiscountingSwapProductPricer.marketQuoteSensitivity(ResolvedSwap swap, RatesProvider provider)	Computes the market quote curve sensitivity for swaps.
PointSensitivityBuilder	DiscountingSwapProductPricer.parRateSensitivity(ResolvedSwap swap, RatesProvider provider)	Calculates the par rate curve sensitivity for a swap with a fixed leg.
PointSensitivityBuilder	DiscountingSwapProductPricer.parSpreadSensitivity(ResolvedSwap swap, RatesProvider provider)	Calculates the par spread curve sensitivity for a swap.
PointSensitivityBuilder	DiscountingSwapLegPricer.presentValueSensitivity(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the present value sensitivity of the swap leg.
PointSensitivityBuilder	DiscountingSwapProductPricer.presentValueSensitivity(ResolvedSwap swap, Currency currency, RatesProvider provider)	Calculates the present value sensitivity of the swap product converted in a given currency.
PointSensitivityBuilder	DiscountingSwapProductPricer.presentValueSensitivity(ResolvedSwap swap, RatesProvider provider)	Calculates the present value sensitivity of the swap product.
PointSensitivityBuilder	SwapPaymentEventPricer.presentValueSensitivity(T event, RatesProvider provider)	Calculates the present value sensitivity of a single payment event.
PointSensitivityBuilder	SwapPaymentPeriodPricer.presentValueSensitivity(T period, RatesProvider provider)	Calculates the present value sensitivity of a single payment period.
PointSensitivityBuilder	DiscountingSwapLegPricer.pvbpSensitivity(ResolvedSwapLeg fixedLeg, RatesProvider provider)	Calculates the Present Value of a Basis Point curve sensitivity for a fixed swap leg.
PointSensitivityBuilder	SwapPaymentPeriodPricer.pvbpSensitivity(T period, RatesProvider provider)	Calculates the present value of a basis point sensitivity of a single payment period.

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

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

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 that return PointSensitivityBuilder

Modifier and Type	Method	Description
default PointSensitivityBuilder	SabrSwaptionVolatilities.convertSwaptionSensitivity(SwaptionSensitivity swptSensi)	Convert a SwaptionSensitivity for a expiry, tenor and strike in the associated SABR parameter sensitivities.
PointSensitivityBuilder	SabrSwaptionCashParYieldProductPricer.presentValueSensitivityModelParamsSabr(ResolvedSwaption swaption, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters of the swaption product.
PointSensitivityBuilder	SabrSwaptionPhysicalProductPricer.presentValueSensitivityModelParamsSabr(ResolvedSwaption swaption, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters of the swaption product.
PointSensitivityBuilder	HullWhiteSwaptionPhysicalProductPricer.presentValueSensitivityRates(ResolvedSwaption swaption, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value sensitivity of the swaption product.
PointSensitivityBuilder	SabrSwaptionCashParYieldProductPricer.presentValueSensitivityRatesStickyModel(ResolvedSwaption swaption, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption product to the rate curves.
PointSensitivityBuilder	SabrSwaptionPhysicalProductPricer.presentValueSensitivityRatesStickyModel(ResolvedSwaption swaption, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption product to the rate curves.
PointSensitivityBuilder	VolatilitySwaptionCashParYieldProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption to the rate curves.
PointSensitivityBuilder	VolatilitySwaptionPhysicalProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption to the rate curves.
PointSensitivityBuilder	VolatilitySwaptionProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption to the rate curves.