Uses of Class
com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Packages that use ImmutableRatesProvider

Package	Description
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.sensitivity	Calculators for sensitivities.

Uses of ImmutableRatesProvider in com.opengamma.strata.pricer.curve

Methods in com.opengamma.strata.pricer.curve that return ImmutableRatesProvider

Modifier and Type	Method	Description
ImmutableRatesProvider	RatesCurveCalibrator.calibrate(RatesCurveGroupDefinition curveGroupDefn, MarketData marketData, ReferenceData refData)	Calibrates a single curve group, containing one or more curves.
ImmutableRatesProvider	RatesCurveCalibrator.calibrate(List<RatesCurveGroupDefinition> allGroupDefns, ImmutableRatesProvider knownData, MarketData marketData, ReferenceData refData)	Calibrates a list of curve groups, each containing one or more curves.
ImmutableRatesProvider	SyntheticRatesCurveCalibrator.calibrate(RatesCurveGroupDefinition group, RatesProvider inputProvider, ReferenceData refData)	Calibrates synthetic curves from the configuration of the new curves and an existing rates provider.
ImmutableRatesProvider	ImmutableRatesProviderGenerator.generate(DoubleArray parameters, Map<CurveName,JacobianCalibrationMatrix> jacobians, Map<CurveName,DoubleArray> sensitivitiesMarketQuote)
default ImmutableRatesProvider	RatesProviderGenerator.generate(DoubleArray parameters)	Generates a rates provider from a set of parameters.
default ImmutableRatesProvider	RatesProviderGenerator.generate(DoubleArray parameters, Map<CurveName,JacobianCalibrationMatrix> jacobians)	Generates a rates provider from a set of parameters and calibration information.
ImmutableRatesProvider	RatesProviderGenerator.generate(DoubleArray parameters, Map<CurveName,JacobianCalibrationMatrix> jacobians, Map<CurveName,DoubleArray> sensitivitiesMarketQuote)	Generates a rates provider from a set of parameters and calibration information.

Methods in com.opengamma.strata.pricer.curve with parameters of type ImmutableRatesProvider

Modifier and Type	Method	Description
ImmutableRatesProvider	RatesCurveCalibrator.calibrate(List<RatesCurveGroupDefinition> allGroupDefns, ImmutableRatesProvider knownData, MarketData marketData, ReferenceData refData)	Calibrates a list of curve groups, each containing one or more curves.
static ImmutableRatesProviderGenerator	ImmutableRatesProviderGenerator.of(ImmutableRatesProvider knownProvider, RatesCurveGroupDefinition groupDefn, ReferenceData refData)	Obtains a generator from an existing provider and definition.

Uses of ImmutableRatesProvider in com.opengamma.strata.pricer.rate

Methods in com.opengamma.strata.pricer.rate that return ImmutableRatesProvider

Modifier and Type	Method	Description
ImmutableRatesProvider	ImmutableRatesProviderBuilder.build()	Completes the builder, returning the provider.
static ImmutableRatesProvider	ImmutableRatesProvider.combined(FxRateProvider fx, ImmutableRatesProvider... providers)	Combines a number of rates providers.
ImmutableRatesProvider	ImmutableRatesProvider.combinedWith(ImmutableRatesProvider other, FxRateProvider fxProvider)	Combines this provider with another.
ImmutableRatesProvider	ImmutableRatesProvider.toImmutableRatesProvider()
ImmutableRatesProvider	RatesProvider.toImmutableRatesProvider()	Converts this provider to an equivalent ImmutableRatesProvider.

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

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

Methods in com.opengamma.strata.pricer.rate with parameters of type ImmutableRatesProvider

Modifier and Type	Method	Description
static ImmutableRatesProvider	ImmutableRatesProvider.combined(FxRateProvider fx, ImmutableRatesProvider... providers)	Combines a number of rates providers.
ImmutableRatesProvider	ImmutableRatesProvider.combinedWith(ImmutableRatesProvider other, FxRateProvider fxProvider)	Combines this provider with another.

Uses of ImmutableRatesProvider in com.opengamma.strata.pricer.sensitivity

Method parameters in com.opengamma.strata.pricer.sensitivity with type arguments of type ImmutableRatesProvider

Modifier and Type	Method	Description
CrossGammaParameterSensitivities	CurveGammaCalculator.calculateCrossGammaCrossCurve(RatesProvider ratesProvider, Function<ImmutableRatesProvider,CurrencyParameterSensitivities> sensitivitiesFn)	Computes cross-curve gamma by applying finite difference method to curve delta.
CrossGammaParameterSensitivities	CurveGammaCalculator.calculateCrossGammaIntraCurve(RatesProvider ratesProvider, Function<ImmutableRatesProvider,CurrencyParameterSensitivities> sensitivitiesFn)	Computes intra-curve cross gamma by applying finite difference method to curve delta.
CurrencyParameterSensitivities	RatesFiniteDifferenceSensitivityCalculator.sensitivity(RatesProvider provider, Function<ImmutableRatesProvider,CurrencyAmount> valueFn)	Computes the first order sensitivities of a function of a RatesProvider to a double by finite difference.