Uses of Class
com.opengamma.strata.pricer.bond.BondYieldSensitivity
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Packages that use BondYieldSensitivity Package Description com.opengamma.strata.pricer.bond Calculators for bonds. -
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Uses of BondYieldSensitivity in com.opengamma.strata.pricer.bond
Methods in com.opengamma.strata.pricer.bond that return BondYieldSensitivity Modifier and Type Method Description BondYieldSensitivity
BondYieldSensitivity. cloned()
BondYieldSensitivity
BondYieldSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
BondYieldSensitivity
BondYieldSensitivity. mapSensitivity(DoubleUnaryOperator operator)
BondYieldSensitivity
BondYieldSensitivity. multipliedBy(double factor)
BondYieldSensitivity
BondYieldSensitivity. normalize()
static BondYieldSensitivity
BondYieldSensitivity. of(BondVolatilitiesName volatilitiesName, double expiry, double duration, double strike, double forward, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from the specified elements.BondYieldSensitivity
BlackFixedCouponBondOptionPricer. presentValueSensitivityModelParamsVolatility(ResolvedFixedCouponBondOption bondOption, LegalEntityDiscountingProvider legalEntityProvider, BondYieldVolatilities volatilities)
Returns the present value sensitivity to the underlying yield volatilities.BondYieldSensitivity
BondYieldSensitivity. withCurrency(Currency currency)
BondYieldSensitivity
BondYieldSensitivity. withSensitivity(double value)
Methods in com.opengamma.strata.pricer.bond that return types with arguments of type BondYieldSensitivity Modifier and Type Method Description Class<? extends BondYieldSensitivity>
BondYieldSensitivity.Meta. beanType()
org.joda.beans.BeanBuilder<? extends BondYieldSensitivity>
BondYieldSensitivity.Meta. builder()
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