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 IborRateSensitivity
IborRateSensitivity. cloned()
IborRateSensitivity
IborRateSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
IborRateSensitivity
IborRateSensitivity. mapSensitivity(DoubleUnaryOperator operator)
IborRateSensitivity
IborRateSensitivity. multipliedBy(double factor)
IborRateSensitivity
IborRateSensitivity. normalize()
static IborRateSensitivity
IborRateSensitivity. of(IborIndexObservation observation, double sensitivity)
Obtains an instance from the observation and sensitivity value.static IborRateSensitivity
IborRateSensitivity. of(IborIndexObservation observation, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.IborRateSensitivity
IborRateSensitivity. withCurrency(Currency currency)
IborRateSensitivity
IborRateSensitivity. 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 CurrencyParameterSensitivities
DiscountIborIndexRates. parameterSensitivity(IborRateSensitivity pointSensitivity)
CurrencyParameterSensitivities
HistoricIborIndexRates. parameterSensitivity(IborRateSensitivity pointSensitivity)
CurrencyParameterSensitivities
IborIndexRates. parameterSensitivity(IborRateSensitivity pointSensitivity)
Calculates the parameter sensitivity from the point sensitivity.CurrencyParameterSensitivities
SimpleIborIndexRates. parameterSensitivity(IborRateSensitivity pointSensitivity)
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