Uses of Class
com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
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Packages that use ImmutableLegalEntityDiscountingProvider Package Description com.opengamma.strata.pricer.bond Calculators for bonds.com.opengamma.strata.pricer.sensitivity Calculators for sensitivities. -
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Uses of ImmutableLegalEntityDiscountingProvider in com.opengamma.strata.pricer.bond
Methods in com.opengamma.strata.pricer.bond that return ImmutableLegalEntityDiscountingProvider Modifier and Type Method Description ImmutableLegalEntityDiscountingProvider
ImmutableLegalEntityDiscountingProvider.Builder. build()
ImmutableLegalEntityDiscountingProvider
ImmutableLegalEntityDiscountingProvider. toImmutableLegalEntityDiscountingProvider()
ImmutableLegalEntityDiscountingProvider
LegalEntityDiscountingProvider. toImmutableLegalEntityDiscountingProvider()
Converts this provider to an equivalentImmutableLegalEntityDiscountingProvider
.Methods in com.opengamma.strata.pricer.bond that return types with arguments of type ImmutableLegalEntityDiscountingProvider Modifier and Type Method Description Class<? extends ImmutableLegalEntityDiscountingProvider>
ImmutableLegalEntityDiscountingProvider.Meta. beanType()
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Uses of ImmutableLegalEntityDiscountingProvider in com.opengamma.strata.pricer.sensitivity
Method parameters in com.opengamma.strata.pricer.sensitivity with type arguments of type ImmutableLegalEntityDiscountingProvider Modifier and Type Method Description CrossGammaParameterSensitivities
CurveGammaCalculator. calculateCrossGammaIntraCurve(LegalEntityDiscountingProvider ratesProvider, Function<ImmutableLegalEntityDiscountingProvider,CurrencyParameterSensitivities> sensitivitiesFn)
Computes intra-curve cross gamma for bond curves by applying finite difference method to curve delta.CurrencyParameterSensitivities
RatesFiniteDifferenceSensitivityCalculator. sensitivity(LegalEntityDiscountingProvider provider, Function<ImmutableLegalEntityDiscountingProvider,CurrencyAmount> valueFn)
Computes the first order sensitivities of a function of a LegalEntityDiscountingProvider to a double by finite difference.
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