java.lang.Object
- com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity

All Implemented Interfaces:

FxConvertible<PointSensitivity>, PointSensitivity, PointSensitivityBuilder, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class IborCapletFloorletSabrSensitivity
extends Object
implements PointSensitivity, PointSensitivityBuilder, org.joda.beans.ImmutableBean, Serializable
```
Sensitivity of a caplet/floorlet to SABR model parameters.
Holds the sensitivity vales to grid points of the SABR parameters.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class Description

static class IborCapletFloorletSabrSensitivity.Meta
The meta-bean for IborCapletFloorletSabrSensitivity.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`MutablePointSensitivities`	`buildInto(MutablePointSensitivities combination)`	Builds the point sensitivity, adding to the specified mutable instance.
`IborCapletFloorletSabrSensitivity`	`cloned()`	Clones the point sensitivity builder.
`int`	`compareKey(PointSensitivity other)`	Compares the key of two sensitivities, excluding the point sensitivity value.
`IborCapletFloorletSabrSensitivity`	`convertedTo(Currency resultCurrency, FxRateProvider rateProvider)`	Converts this instance to an equivalent amount in the specified currency.
`boolean`	`equals(Object obj)`
`Currency`	`getCurrency()`	Gets the currency of the sensitivity.
`double`	`getExpiry()`	Gets the time to expiry of the option as a year fraction.
`double`	`getSensitivity()`	Gets the value of the sensitivity.
`SabrParameterType`	`getSensitivityType()`	Gets the type of the sensitivity.
`IborCapletFloorletVolatilitiesName`	`getVolatilitiesName()`	Gets the name of the volatilities.
`int`	`hashCode()`
`IborCapletFloorletSabrSensitivity`	`mapSensitivity(DoubleUnaryOperator operator)`	Returns an instance with the specified operation applied to the sensitivities in this builder.
`static IborCapletFloorletSabrSensitivity.Meta`	`meta()`	The meta-bean for `IborCapletFloorletSabrSensitivity`.
`IborCapletFloorletSabrSensitivity.Meta`	`metaBean()`
`IborCapletFloorletSabrSensitivity`	`multipliedBy(double factor)`	Multiplies the sensitivities in this builder by the specified factor.
`IborCapletFloorletSabrSensitivity`	`normalize()`	Normalizes the point sensitivities by sorting and merging.
`static IborCapletFloorletSabrSensitivity`	`of(IborCapletFloorletVolatilitiesName volatilitiesName, double expiry, SabrParameterType sensitivityType, Currency sensitivityCurrency, double sensitivity)`	Obtains an instance from the specified elements.
`String`	`toString()`
`IborCapletFloorletSabrSensitivity`	`withCurrency(Currency currency)`	Returns an instance with the specified sensitivity currency set.
`IborCapletFloorletSabrSensitivity`	`withSensitivity(double sensitivity)`	Returns an instance with the new point sensitivity value.

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean
property, propertyNames

Methods inherited from interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
build, combinedWith

- Method Detail
  - of
```
public static IborCapletFloorletSabrSensitivity of(IborCapletFloorletVolatilitiesName volatilitiesName,
                                                   double expiry,
                                                   SabrParameterType sensitivityType,
                                                   Currency sensitivityCurrency,
                                                   double sensitivity)
```
    Obtains an instance from the specified elements.
    
    Parameters:
    
    volatilitiesName - the name of the volatilities
    
    expiry - the time to expiry of the option as a year fraction
    
    sensitivityType - the type of the sensitivity
    
    sensitivityCurrency - the currency of the sensitivity
    
    sensitivity - the value of the sensitivity
    
    Returns:
    
    the sensitivity object
  - withCurrency
```
public IborCapletFloorletSabrSensitivity withCurrency(Currency currency)
```
    Description copied from interface: PointSensitivity
    
    Returns an instance with the specified sensitivity currency set.
    The result will consists of the same points, but with the sensitivity currency altered.
    
    Specified by:
    
    withCurrency in interface PointSensitivity
    
    Specified by:
    
    withCurrency in interface PointSensitivityBuilder
    
    Parameters:
    
    currency - the new currency
    
    Returns:
    
    an instance based on this sensitivity with the specified currency
  - withSensitivity
```
public IborCapletFloorletSabrSensitivity withSensitivity(double sensitivity)
```
    Description copied from interface: PointSensitivity
    
    Returns an instance with the new point sensitivity value.
    
    Specified by:
    
    withSensitivity in interface PointSensitivity
    
    Parameters:
    
    sensitivity - the new sensitivity
    
    Returns:
    
    an instance based on this sensitivity with the specified sensitivity
  - compareKey
```
public int compareKey(PointSensitivity other)
```
    Description copied from interface: PointSensitivity
    
    Compares the key of two sensitivities, excluding the point sensitivity value.
    If the other point sensitivity is of a different type, the comparison is based solely on the simple class name. If the point sensitivity is of the same type, the comparison must check the key, then the currency, then the date, then any other state.
    The comparison by simple class name ensures that all instances of the same type are ordered together.
    
    Specified by:
    
    compareKey in interface PointSensitivity
    
    Parameters:
    
    other - the other sensitivity
    
    Returns:
    
    positive if greater, zero if equal, negative if less
  - convertedTo
```
public IborCapletFloorletSabrSensitivity convertedTo(Currency resultCurrency,
                                                     FxRateProvider rateProvider)
```
    Description copied from interface: PointSensitivity
    
    Converts this instance to an equivalent amount in the specified currency.
    The result will be expressed in terms of the given currency. Any FX conversion that is required will use rates from the provider.
    
    Specified by:
    
    convertedTo in interface FxConvertible<PointSensitivity>
    
    Specified by:
    
    convertedTo in interface PointSensitivity
    
    Parameters:
    
    resultCurrency - the currency of the result
    
    rateProvider - the provider of FX rates
    
    Returns:
    
    the converted instance, which should be expressed in the specified currency
  - multipliedBy
```
public IborCapletFloorletSabrSensitivity multipliedBy(double factor)
```
    Description copied from interface: PointSensitivityBuilder
    
    Multiplies the sensitivities in this builder by the specified factor.
    The result will consist of the same points, but with each sensitivity multiplied.
    Builders may be mutable. Once this method is called, this instance must not be used. Instead, the result of the method must be used.
    
    Specified by:
    
    multipliedBy in interface PointSensitivityBuilder
    
    Parameters:
    
    factor - the multiplicative factor
    
    Returns:
    
    the resulting builder, replacing this builder
  - mapSensitivity
```
public IborCapletFloorletSabrSensitivity mapSensitivity(DoubleUnaryOperator operator)
```
    Description copied from interface: PointSensitivityBuilder
    Returns an instance with the specified operation applied to the sensitivities in this builder.
    The result will consist of the same points, but with the operator applied to each sensitivity.
    This is used to apply a mathematical operation to the sensitivities. For example, the operator could multiply the sensitivities by a constant, or take the inverse.
    inverse = base.mapSensitivities(value -> 1 / value);
    
    Builders may be mutable. Once this method is called, this instance must not be used. Instead, the result of the method must be used.
    Specified by:
    
    mapSensitivity in interface PointSensitivityBuilder
    
    Parameters:
    
    operator - the operator to be applied to the sensitivities
    
    Returns:
    
    the resulting builder, replacing this builder
  - normalize
```
public IborCapletFloorletSabrSensitivity normalize()
```
    Description copied from interface: PointSensitivityBuilder
    
    Normalizes the point sensitivities by sorting and merging.
    The sensitivities in the builder are sorted and then merged. Any two entries that represent the same curve query are merged. For example, if there are two point sensitivities that were created based on the same curve, currency and fixing date, then the entries are combined, summing the sensitivity value.
    Builders may be mutable. Once this method is called, this instance must not be used. Instead, the result of the method must be used.
    
    Specified by:
    
    normalize in interface PointSensitivityBuilder
    
    Returns:
    
    the resulting builder, replacing this builder
  - buildInto
```
public MutablePointSensitivities buildInto(MutablePointSensitivities combination)
```
    Description copied from interface: PointSensitivityBuilder
    
    Builds the point sensitivity, adding to the specified mutable instance.
    
    Specified by:
    
    buildInto in interface PointSensitivityBuilder
    
    Parameters:
    
    combination - the combination object to add to
    
    Returns:
    
    the specified mutable point sensitivities instance is returned, for method chaining
  - cloned
```
public IborCapletFloorletSabrSensitivity cloned()
```
    Description copied from interface: PointSensitivityBuilder
    
    Clones the point sensitivity builder.
    This returns a PointSensitivityBuilder instance that is independent from the original. Immutable implementations may return themselves.
    Builders may be mutable. Using this method allows a copy of the original to be obtained, so both the original and the clone can be used.
    
    Specified by:
    
    cloned in interface PointSensitivityBuilder
    
    Returns:
    
    the built combined sensitivity
  - meta
```
public static IborCapletFloorletSabrSensitivity.Meta meta()
```
    The meta-bean for IborCapletFloorletSabrSensitivity.
    
    Returns:
    
    the meta-bean, not null
  - metaBean
```
public IborCapletFloorletSabrSensitivity.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getVolatilitiesName
```
public IborCapletFloorletVolatilitiesName getVolatilitiesName()
```
    Gets the name of the volatilities.
    
    Returns:
    
    the value of the property, not null
  - getExpiry
```
public double getExpiry()
```
    Gets the time to expiry of the option as a year fraction.
    
    Returns:
    
    the value of the property, not null
  - getSensitivityType
```
public SabrParameterType getSensitivityType()
```
    Gets the type of the sensitivity.
    
    Returns:
    
    the value of the property
  - getCurrency
```
public Currency getCurrency()
```
    Gets the currency of the sensitivity.
    
    Specified by:
    
    getCurrency in interface PointSensitivity
    
    Returns:
    
    the value of the property
  - getSensitivity
```
public double getSensitivity()
```
    Gets the value of the sensitivity.
    
    Specified by:
    
    getSensitivity in interface PointSensitivity
    
    Returns:
    
    the value of the property
  - equals
```
public boolean equals(Object obj)
```
    Overrides:
    
    equals in class Object
  - hashCode
```
public int hashCode()
```
    Overrides:
    
    hashCode in class Object
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object

Class IborCapletFloorletSabrSensitivity

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Methods inherited from interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Method Detail

of

withCurrency

withSensitivity

compareKey

convertedTo

multipliedBy

mapSensitivity

normalize

buildInto

cloned

meta

metaBean

getVolatilitiesName

getExpiry

getSensitivityType

getCurrency

getSensitivity

equals

hashCode

toString