Uses of Package
com.opengamma.strata.market.sensitivity
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Packages that use com.opengamma.strata.market.sensitivity Package Description com.opengamma.strata.loader.csv Loader that reads market data from CSV files.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.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.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.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. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.loader.csv Class Description CurveSensitivities Sensitivity to a set of curves, used to pass risk into calculations. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.market.sensitivity 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
.PointSensitivity Point sensitivity.PointSensitivityBuilder Builder used to create point sensitivities.Sensitivities Risk expressed as a set of sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer Class Description MutablePointSensitivities Mutable builder for sensitivity to a group of curves.PointSensitivity Point sensitivity.PointSensitivityBuilder Builder used to create point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.bond Class Description MutablePointSensitivities Mutable builder for sensitivity to a group of curves.PointSensitivities A collection of point sensitivities.PointSensitivity Point sensitivity.PointSensitivityBuilder Builder used to create point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.capfloor Class Description MutablePointSensitivities Mutable builder for sensitivity to a group of curves.PointSensitivities A collection of point sensitivities.PointSensitivity Point sensitivity.PointSensitivityBuilder Builder used to create point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.cms Class Description PointSensitivities A collection of point sensitivities.PointSensitivityBuilder Builder used to create point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.credit Class Description MutablePointSensitivities Mutable builder for sensitivity to a group of curves.PointSensitivities A collection of point sensitivities.PointSensitivity Point sensitivity.PointSensitivityBuilder Builder used to create point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.curve Class Description PointSensitivities A collection of point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.deposit Class Description PointSensitivities A collection of point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.dsf Class Description PointSensitivities A collection of point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.fra Class Description PointSensitivities A collection of point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.fx Class Description MutablePointSensitivities Mutable builder for sensitivity to a group of curves.PointSensitivities A collection of point sensitivities.PointSensitivity Point sensitivity.PointSensitivityBuilder Builder used to create point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.fxopt Class Description MutablePointSensitivities Mutable builder for sensitivity to a group of curves.PointSensitivities A collection of point sensitivities.PointSensitivity Point sensitivity.PointSensitivityBuilder Builder used to create point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.impl.cms Class Description PointSensitivityBuilder Builder used to create point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.impl.rate Class Description PointSensitivityBuilder Builder used to create point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.impl.rate.swap Class Description PointSensitivityBuilder Builder used to create point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.impl.swap Class Description PointSensitivityBuilder Builder used to create point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.index Class Description MutablePointSensitivities Mutable builder for sensitivity to a group of curves.PointSensitivities A collection of point sensitivities.PointSensitivity Point sensitivity.PointSensitivityBuilder Builder used to create point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.payment Class Description PointSensitivities A collection of point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.rate Class Description MutablePointSensitivities Mutable builder for sensitivity to a group of curves.PointSensitivities A collection of point sensitivities.PointSensitivity Point sensitivity.PointSensitivityBuilder Builder used to create point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.swap Class Description PointSensitivities A collection of point sensitivities.PointSensitivityBuilder Builder used to create point sensitivities. -
Classes in com.opengamma.strata.market.sensitivity used by com.opengamma.strata.pricer.swaption Class Description MutablePointSensitivities Mutable builder for sensitivity to a group of curves.PointSensitivities A collection of point sensitivities.PointSensitivity Point sensitivity.PointSensitivityBuilder Builder used to create point sensitivities.