Package com.opengamma.strata.market.sensitivity
Entity objects for sensitivities.
These objects are used to represent the sensitivity of an output value to the input data. For example, present value sensitivity relates to the calculated present value and measures the reaction to changes in underlying factors, such as the forward rate curve.
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Interface Summary Interface Description PointSensitivity Point sensitivity.PointSensitivityBuilder Builder used to create point sensitivities.Sensitivities Risk expressed as a set of sensitivities. -
Class Summary Class Description CurveSensitivities Sensitivity to a set of curves, used to pass risk into calculations.CurveSensitivities.Meta The meta-bean forCurveSensitivities
.CurveSensitivitiesBuilder Builder forCurveSensitivities
.CurveSensitivitiesType The type of curve sensitivities.MutablePointSensitivities Mutable builder for sensitivity to a group of curves.PointSensitivities A collection of point sensitivities.PointSensitivities.Meta The meta-bean forPointSensitivities
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