Uses of Class
com.opengamma.strata.pricer.rate.IborRateSensitivity
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Packages that use IborRateSensitivity Package Description com.opengamma.strata.pricer.rate Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap. -
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Uses of IborRateSensitivity in com.opengamma.strata.pricer.rate
Methods in com.opengamma.strata.pricer.rate that return IborRateSensitivity Modifier and Type Method Description IborRateSensitivityIborRateSensitivity. cloned()IborRateSensitivityIborRateSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)IborRateSensitivityIborRateSensitivity. mapSensitivity(DoubleUnaryOperator operator)IborRateSensitivityIborRateSensitivity. multipliedBy(double factor)IborRateSensitivityIborRateSensitivity. normalize()static IborRateSensitivityIborRateSensitivity. of(IborIndexObservation observation, double sensitivity)Obtains an instance from the observation and sensitivity value.static IborRateSensitivityIborRateSensitivity. of(IborIndexObservation observation, Currency sensitivityCurrency, double sensitivity)Obtains an instance from the observation and sensitivity value, specifying the currency of the value.IborRateSensitivityIborRateSensitivity. withCurrency(Currency currency)IborRateSensitivityIborRateSensitivity. withSensitivity(double sensitivity)Methods in com.opengamma.strata.pricer.rate that return types with arguments of type IborRateSensitivity Modifier and Type Method Description Class<? extends IborRateSensitivity>IborRateSensitivity.Meta. beanType()org.joda.beans.BeanBuilder<? extends IborRateSensitivity>IborRateSensitivity.Meta. builder()Methods in com.opengamma.strata.pricer.rate with parameters of type IborRateSensitivity Modifier and Type Method Description CurrencyParameterSensitivitiesDiscountIborIndexRates. parameterSensitivity(IborRateSensitivity pointSensitivity)CurrencyParameterSensitivitiesHistoricIborIndexRates. parameterSensitivity(IborRateSensitivity pointSensitivity)CurrencyParameterSensitivitiesIborIndexRates. parameterSensitivity(IborRateSensitivity pointSensitivity)Calculates the parameter sensitivity from the point sensitivity.CurrencyParameterSensitivitiesSimpleIborIndexRates. parameterSensitivity(IborRateSensitivity pointSensitivity)
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