Uses of Class
com.opengamma.strata.pricer.ZeroRateSensitivity

Packages that use ZeroRateSensitivity

Package	Description
com.opengamma.strata.pricer	Calculators for financial instruments.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).

Uses of ZeroRateSensitivity in com.opengamma.strata.pricer

Methods in com.opengamma.strata.pricer that return ZeroRateSensitivity

Modifier and Type	Method	Description
ZeroRateSensitivity	ZeroRateSensitivity.cloned()
ZeroRateSensitivity	ZeroRateSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
ZeroRateSensitivity	ZeroRateSensitivity.mapSensitivity(DoubleUnaryOperator operator)
ZeroRateSensitivity	ZeroRateSensitivity.multipliedBy(double factor)
ZeroRateSensitivity	ZeroRateSensitivity.normalize()
static ZeroRateSensitivity	ZeroRateSensitivity.of(Currency currency, double yearFraction, double sensitivity)	Obtains an instance from the curve currency, date and value.
static ZeroRateSensitivity	ZeroRateSensitivity.of(Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, double sensitivity)	Obtains an instance from the curve currency, date, sensitivity currency and value.
ZeroRateSensitivity	ZeroRateSensitivity.withCurrency(Currency currency)
ZeroRateSensitivity	ZeroRateSensitivity.withSensitivity(double sensitivity)
default ZeroRateSensitivity	DiscountFactors.zeroRatePointSensitivity(double yearFraction)	Calculates the zero rate point sensitivity at the specified year fraction.
ZeroRateSensitivity	DiscountFactors.zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)	Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.
default ZeroRateSensitivity	DiscountFactors.zeroRatePointSensitivity(LocalDate date)	Calculates the zero rate point sensitivity at the specified date.
default ZeroRateSensitivity	DiscountFactors.zeroRatePointSensitivity(LocalDate date, Currency sensitivityCurrency)	Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
ZeroRateSensitivity	SimpleDiscountFactors.zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)
ZeroRateSensitivity	ZeroRateDiscountFactors.zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)
ZeroRateSensitivity	ZeroRatePeriodicDiscountFactors.zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)
default ZeroRateSensitivity	DiscountFactors.zeroRatePointSensitivityWithSpread(double yearFraction, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the zero rate point sensitivity with z-spread at the specified year fraction.
default ZeroRateSensitivity	DiscountFactors.zeroRatePointSensitivityWithSpread(double yearFraction, Currency sensitivityCurrency, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the zero rate point sensitivity with z-spread at the specified year fraction specifying the currency of the sensitivity.
default ZeroRateSensitivity	DiscountFactors.zeroRatePointSensitivityWithSpread(LocalDate date, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the zero rate point sensitivity with z-spread at the specified date.
default ZeroRateSensitivity	DiscountFactors.zeroRatePointSensitivityWithSpread(LocalDate date, Currency sensitivityCurrency, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the zero rate point sensitivity with z-spread at the specified date specifying the currency of the sensitivity.
ZeroRateSensitivity	ZeroRatePeriodicDiscountFactors.zeroRatePointSensitivityWithSpread(double yearFraction, Currency sensitivityCurrency, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)

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

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

Methods in com.opengamma.strata.pricer with parameters of type ZeroRateSensitivity

Modifier and Type	Method	Description
CurrencyParameterSensitivities	DiscountFactors.parameterSensitivity(ZeroRateSensitivity pointSensitivity)	Calculates the parameter sensitivity from the point sensitivity.
CurrencyParameterSensitivities	SimpleDiscountFactors.parameterSensitivity(ZeroRateSensitivity pointSens)
CurrencyParameterSensitivities	ZeroRateDiscountFactors.parameterSensitivity(ZeroRateSensitivity pointSens)
CurrencyParameterSensitivities	ZeroRatePeriodicDiscountFactors.parameterSensitivity(ZeroRateSensitivity pointSens)

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

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

Modifier and Type	Method	Description
ZeroRateSensitivity	IssuerCurveZeroRateSensitivity.createZeroRateSensitivity()	Obtains the underlying ZeroRateSensitivity.
ZeroRateSensitivity	RepoCurveZeroRateSensitivity.createZeroRateSensitivity()	Obtains the underlying ZeroRateSensitivity.

Methods in com.opengamma.strata.pricer.bond with parameters of type ZeroRateSensitivity

Modifier and Type	Method	Description
static IssuerCurveZeroRateSensitivity	IssuerCurveZeroRateSensitivity.of(ZeroRateSensitivity zeroRateSensitivity, LegalEntityGroup legalEntityGroup)	Obtains an instance from zero rate sensitivity and legal entity group.
static RepoCurveZeroRateSensitivity	RepoCurveZeroRateSensitivity.of(ZeroRateSensitivity zeroRateSensitivity, RepoGroup repoGroup)	Obtains an instance from zero rate sensitivity and group.

Uses of ZeroRateSensitivity in com.opengamma.strata.pricer.credit

Methods in com.opengamma.strata.pricer.credit that return ZeroRateSensitivity

Modifier and Type	Method	Description
ZeroRateSensitivity	CreditCurveZeroRateSensitivity.getZeroRateSensitivity()	Gets the zero rate sensitivity.
ZeroRateSensitivity	CreditCurveZeroRateSensitivity.toZeroRateSensitivity()	Obtains the underlying ZeroRateSensitivity.
default ZeroRateSensitivity	CreditDiscountFactors.zeroRatePointSensitivity(double yearFraction)	Calculates the zero rate point sensitivity at the specified year fraction.
ZeroRateSensitivity	CreditDiscountFactors.zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)	Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.
default ZeroRateSensitivity	CreditDiscountFactors.zeroRatePointSensitivity(LocalDate date)	Calculates the zero rate point sensitivity at the specified date.
default ZeroRateSensitivity	CreditDiscountFactors.zeroRatePointSensitivity(LocalDate date, Currency sensitivityCurrency)	Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
ZeroRateSensitivity	IsdaCreditDiscountFactors.zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)

Methods in com.opengamma.strata.pricer.credit that return types with arguments of type ZeroRateSensitivity

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ZeroRateSensitivity>	CreditCurveZeroRateSensitivity.Meta.zeroRateSensitivity()	The meta-property for the zeroRateSensitivity property.

Methods in com.opengamma.strata.pricer.credit with parameters of type ZeroRateSensitivity

Modifier and Type	Method	Description
static CreditCurveZeroRateSensitivity	CreditCurveZeroRateSensitivity.of(StandardId legalEntityId, ZeroRateSensitivity zeroRateSensitivity)	Obtains an instance from ZeroRateSensitivity and StandardId.
CurrencyParameterSensitivities	CreditDiscountFactors.parameterSensitivity(ZeroRateSensitivity pointSensitivity)	Calculates the parameter sensitivity from the point sensitivity.
CurrencyParameterSensitivities	IsdaCreditDiscountFactors.parameterSensitivity(ZeroRateSensitivity pointSensitivity)