Uses of Class
com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity

Packages that use BondFutureOptionSensitivity

Package	Description
com.opengamma.strata.pricer.bond	Calculators for bonds.

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

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

Modifier and Type	Method	Description
BondFutureOptionSensitivity	BondFutureOptionSensitivity.cloned()
BondFutureOptionSensitivity	BondFutureOptionSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
BondFutureOptionSensitivity	BondFutureOptionSensitivity.mapSensitivity(DoubleUnaryOperator operator)
BondFutureOptionSensitivity	BondFutureOptionSensitivity.multipliedBy(double factor)
BondFutureOptionSensitivity	BondFutureOptionSensitivity.normalize()
static BondFutureOptionSensitivity	BondFutureOptionSensitivity.of(BondFutureVolatilitiesName volatilitiesName, double expiry, LocalDate futureExpiryDate, double strikePrice, double futurePrice, Currency sensitivityCurrency, double sensitivity)	Obtains an instance based on the security ID.
BondFutureOptionSensitivity	BlackBondFutureOptionMarginedTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedBondFutureOptionTrade futureOptionTrade, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities)	Computes the present value sensitivity to the Black volatility used in the pricing.
BondFutureOptionSensitivity	BlackBondFutureOptionMarginedTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedBondFutureOptionTrade futureOptionTrade, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities, double futurePrice)	Computes the present value sensitivity to the Black volatility used in the pricing based on the price of the underlying future.
BondFutureOptionSensitivity	BlackBondFutureOptionMarginedProductPricer.priceSensitivityModelParamsVolatility(ResolvedBondFutureOption futureOption, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities)	Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option.
BondFutureOptionSensitivity	BlackBondFutureOptionMarginedProductPricer.priceSensitivityModelParamsVolatility(ResolvedBondFutureOption futureOption, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities, double futurePrice)	Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option based on the price of the underlying future.
BondFutureOptionSensitivity	BondFutureOptionSensitivity.withCurrency(Currency currency)
BondFutureOptionSensitivity	BondFutureOptionSensitivity.withSensitivity(double sensitivity)

Methods in com.opengamma.strata.pricer.bond that return types with arguments of type BondFutureOptionSensitivity

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