Uses of Interface
com.opengamma.strata.pricer.rate.RatesProvider

Packages that use RatesProvider

Package	Description
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.measure.capfloor	Calculation functions for Ibor cap/floor products.
com.opengamma.strata.measure.cms	Calculation functions for constant maturity swap (CMS) products.
com.opengamma.strata.measure.deposit	Calculation functions for deposit products.
com.opengamma.strata.measure.dsf	Calculation functions for DSF products.
com.opengamma.strata.measure.fra	Calculation functions for FRA products.
com.opengamma.strata.measure.fx	Calculation functions for FX products.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.measure.index	Calculation functions for index products.
com.opengamma.strata.measure.payment	Calculation functions for payment products.
com.opengamma.strata.measure.rate	Base package for calculation functions.
com.opengamma.strata.measure.swap	Calculation functions for swap products.
com.opengamma.strata.measure.swaption	Calculation functions for swaption products.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.cms	Calculators for CMS.
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
com.opengamma.strata.pricer.deposit	Calculators for rate deposit instruments, such as term deposit.
com.opengamma.strata.pricer.dsf	Calculators for Deliverable Swap Futures (DSFs).
com.opengamma.strata.pricer.fra	Calculators for Forward Rate Agreement (FRA) instruments.
com.opengamma.strata.pricer.fx	Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.impl.cms
com.opengamma.strata.pricer.impl.rate	Internal implementations of rate calculations.
com.opengamma.strata.pricer.impl.rate.swap
com.opengamma.strata.pricer.impl.swap	Internal implementations of rate swap calculations.
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
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.
com.opengamma.strata.pricer.swap	Calculators for interest rate swaps.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

Uses of RatesProvider in com.opengamma.strata.measure.bond

Methods in com.opengamma.strata.measure.bond with parameters of type RatesProvider

Modifier and Type	Method	Description
MultiCurrencyAmount	CapitalIndexedBondTradeCalculations.currencyExposure(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider legalEntityProvider)	Calculates currency exposure for a single set of market data.
CurrencyAmount	CapitalIndexedBondTradeCalculations.currentCash(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider legalEntityProvider)	Calculates current cash for a single set of market data.
CurrencyAmount	CapitalIndexedBondTradeCalculations.presentValue(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider legalEntityProvider)	Calculates present value for a single set of market data.
CurrencyParameterSensitivities	CapitalIndexedBondTradeCalculations.pv01CalibratedBucketed(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider legalEntityProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	CapitalIndexedBondTradeCalculations.pv01CalibratedSum(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider legalEntityProvider)	Calculates present value sensitivity for a single set of market data.

Uses of RatesProvider in com.opengamma.strata.measure.capfloor

Methods in com.opengamma.strata.measure.capfloor with parameters of type RatesProvider

Modifier and Type	Method	Description
MultiCurrencyAmount	IborCapFloorTradeCalculations.currencyExposure(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	IborCapFloorTradeCalculations.currentCash(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates current cash for a single set of market data.
MultiCurrencyAmount	IborCapFloorTradeCalculations.presentValue(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates present value for a single set of market data.
CurrencyParameterSensitivities	IborCapFloorTradeCalculations.pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	IborCapFloorTradeCalculations.pv01RatesCalibratedSum(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	IborCapFloorTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	IborCapFloorTradeCalculations.pv01RatesMarketQuoteSum(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.

Uses of RatesProvider in com.opengamma.strata.measure.cms

Methods in com.opengamma.strata.measure.cms with parameters of type RatesProvider

Modifier and Type	Method	Description
MultiCurrencyAmount	CmsTradeCalculations.currencyExposure(ResolvedCmsTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	CmsTradeCalculations.currentCash(ResolvedCmsTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates current cash for a single set of market data.
MultiCurrencyAmount	CmsTradeCalculations.presentValue(ResolvedCmsTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value for a single set of market data.
CurrencyParameterSensitivities	CmsTradeCalculations.pv01RatesCalibratedBucketed(ResolvedCmsTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	CmsTradeCalculations.pv01RatesCalibratedSum(ResolvedCmsTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	CmsTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedCmsTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	CmsTradeCalculations.pv01RatesMarketQuoteSum(ResolvedCmsTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.

Uses of RatesProvider in com.opengamma.strata.measure.deposit

Methods in com.opengamma.strata.measure.deposit with parameters of type RatesProvider

Modifier and Type	Method	Description
MultiCurrencyAmount	TermDepositTradeCalculations.currencyExposure(ResolvedTermDepositTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
CurrencyAmount	TermDepositTradeCalculations.currentCash(ResolvedTermDepositTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
double	TermDepositTradeCalculations.parRate(ResolvedTermDepositTrade trade, RatesProvider ratesProvider)	Calculates par rate for a single set of market data.
double	TermDepositTradeCalculations.parSpread(ResolvedTermDepositTrade trade, RatesProvider ratesProvider)	Calculates par spread for a single set of market data.
CurrencyAmount	TermDepositTradeCalculations.presentValue(ResolvedTermDepositTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
CurrencyParameterSensitivities	TermDepositTradeCalculations.pv01CalibratedBucketed(ResolvedTermDepositTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	TermDepositTradeCalculations.pv01CalibratedSum(ResolvedTermDepositTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	TermDepositTradeCalculations.pv01MarketQuoteBucketed(ResolvedTermDepositTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	TermDepositTradeCalculations.pv01MarketQuoteSum(ResolvedTermDepositTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Uses of RatesProvider in com.opengamma.strata.measure.dsf

Methods in com.opengamma.strata.measure.dsf with parameters of type RatesProvider

Modifier and Type	Method	Description
MultiCurrencyAmount	DsfTradeCalculations.currencyExposure(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
CurrencyAmount	DsfTradeCalculations.presentValue(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
CurrencyParameterSensitivities	DsfTradeCalculations.pv01CalibratedBucketed(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	DsfTradeCalculations.pv01CalibratedSum(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	DsfTradeCalculations.pv01MarketQuoteBucketed(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	DsfTradeCalculations.pv01MarketQuoteSum(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
double	DsfTradeCalculations.unitPrice(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates unit price for a single set of market data.

Uses of RatesProvider in com.opengamma.strata.measure.fra

Methods in com.opengamma.strata.measure.fra with parameters of type RatesProvider

Modifier and Type	Method	Description
CashFlows	FraTradeCalculations.cashFlows(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates cash flows for a single set of market data.
MultiCurrencyAmount	FraTradeCalculations.currencyExposure(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
CurrencyAmount	FraTradeCalculations.currentCash(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
ExplainMap	FraTradeCalculations.explainPresentValue(ResolvedFraTrade trade, RatesProvider ratesProvider)	Explains the present value calculation for a single set of market data.
double	FraTradeCalculations.parRate(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates par rate for a single set of market data.
double	FraTradeCalculations.parSpread(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates par spread for a single set of market data.
CurrencyAmount	FraTradeCalculations.presentValue(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
CurrencyParameterSensitivities	FraTradeCalculations.pv01CalibratedBucketed(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FraTradeCalculations.pv01CalibratedSum(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FraTradeCalculations.pv01MarketQuoteBucketed(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FraTradeCalculations.pv01MarketQuoteSum(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Uses of RatesProvider in com.opengamma.strata.measure.fx

Methods in com.opengamma.strata.measure.fx with parameters of type RatesProvider

Modifier and Type	Method	Description
MultiCurrencyAmount	FxNdfTradeCalculations.currencyExposure(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	FxSingleTradeCalculations.currencyExposure(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	FxSwapTradeCalculations.currencyExposure(ResolvedFxSwapTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
CurrencyAmount	FxNdfTradeCalculations.currentCash(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
MultiCurrencyAmount	FxSingleTradeCalculations.currentCash(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
MultiCurrencyAmount	FxSwapTradeCalculations.currentCash(ResolvedFxSwapTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
FxRate	FxNdfTradeCalculations.forwardFxRate(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates the forward FX rate for a single set of market data.
FxRate	FxSingleTradeCalculations.forwardFxRate(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates the forward FX rate for a single set of market data.
double	FxSingleTradeCalculations.parSpread(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates par spread for a single set of market data.
double	FxSwapTradeCalculations.parSpread(ResolvedFxSwapTrade trade, RatesProvider ratesProvider)	Calculates par spread for a single set of market data.
CurrencyAmount	FxNdfTradeCalculations.presentValue(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
MultiCurrencyAmount	FxSingleTradeCalculations.presentValue(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
MultiCurrencyAmount	FxSwapTradeCalculations.presentValue(ResolvedFxSwapTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
CurrencyParameterSensitivities	FxNdfTradeCalculations.pv01CalibratedBucketed(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxSingleTradeCalculations.pv01CalibratedBucketed(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxSwapTradeCalculations.pv01CalibratedBucketed(ResolvedFxSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxNdfTradeCalculations.pv01CalibratedSum(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxSingleTradeCalculations.pv01CalibratedSum(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxSwapTradeCalculations.pv01CalibratedSum(ResolvedFxSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxNdfTradeCalculations.pv01MarketQuoteBucketed(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxSingleTradeCalculations.pv01MarketQuoteBucketed(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxSwapTradeCalculations.pv01MarketQuoteBucketed(ResolvedFxSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxNdfTradeCalculations.pv01MarketQuoteSum(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxSingleTradeCalculations.pv01MarketQuoteSum(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxSwapTradeCalculations.pv01MarketQuoteSum(ResolvedFxSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Uses of RatesProvider in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt with parameters of type RatesProvider

Modifier and Type	Method	Description
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.currencyExposure(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	FxVanillaOptionTradeCalculations.currencyExposure(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates currency exposure for a single set of market data.
CurrencyAmount	FxSingleBarrierOptionTradeCalculations.currentCash(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates current cash for a single set of market data.
CurrencyAmount	FxVanillaOptionTradeCalculations.currentCash(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates current cash for a single set of market data.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.presentValue(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value for a single set of market data.
MultiCurrencyAmount	FxVanillaOptionTradeCalculations.presentValue(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value for a single set of market data.
CurrencyParameterSensitivities	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxVanillaOptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxVanillaOptionTradeCalculations.pv01RatesCalibratedSum(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxVanillaOptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxVanillaOptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxSingleBarrierOptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value vega sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxVanillaOptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value vega sensitivity for a single set of market data.

Uses of RatesProvider in com.opengamma.strata.measure.index

Methods in com.opengamma.strata.measure.index with parameters of type RatesProvider

Modifier and Type	Method	Description
double	IborFutureTradeCalculations.parSpread(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates par spread for a single set of market data.
double	OvernightFutureTradeCalculations.parSpread(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates par spread for a single set of market data.
CurrencyAmount	IborFutureOptionTradeCalculations.presentValue(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates present value for a single set of market data.
CurrencyAmount	IborFutureTradeCalculations.presentValue(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
CurrencyAmount	OvernightFutureTradeCalculations.presentValue(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
CurrencyParameterSensitivities	IborFutureOptionTradeCalculations.pv01CalibratedBucketed(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	IborFutureTradeCalculations.pv01CalibratedBucketed(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	OvernightFutureTradeCalculations.pv01CalibratedBucketed(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	IborFutureOptionTradeCalculations.pv01CalibratedSum(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	IborFutureTradeCalculations.pv01CalibratedSum(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	OvernightFutureTradeCalculations.pv01CalibratedSum(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	IborFutureOptionTradeCalculations.pv01MarketQuoteBucketed(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	IborFutureTradeCalculations.pv01MarketQuoteBucketed(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	OvernightFutureTradeCalculations.pv01MarketQuoteBucketed(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	IborFutureOptionTradeCalculations.pv01MarketQuoteSum(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	IborFutureTradeCalculations.pv01MarketQuoteSum(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	OvernightFutureTradeCalculations.pv01MarketQuoteSum(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
double	IborFutureOptionTradeCalculations.unitPrice(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates unit price for a single set of market data.
double	IborFutureTradeCalculations.unitPrice(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates unit price for a single set of market data.
double	OvernightFutureTradeCalculations.unitPrice(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates unit price for a single set of market data.

Uses of RatesProvider in com.opengamma.strata.measure.payment

Methods in com.opengamma.strata.measure.payment with parameters of type RatesProvider

Modifier and Type	Method	Description
CashFlows	BulletPaymentTradeCalculations.cashFlows(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)	Calculates cash flows for a single set of market data.
MultiCurrencyAmount	BulletPaymentTradeCalculations.currencyExposure(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
CurrencyAmount	BulletPaymentTradeCalculations.currentCash(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
CurrencyAmount	BulletPaymentTradeCalculations.presentValue(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
CurrencyParameterSensitivities	BulletPaymentTradeCalculations.pv01CalibratedBucketed(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	BulletPaymentTradeCalculations.pv01CalibratedSum(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	BulletPaymentTradeCalculations.pv01MarketQuoteBucketed(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	BulletPaymentTradeCalculations.pv01MarketQuoteSum(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Uses of RatesProvider in com.opengamma.strata.measure.rate

Methods in com.opengamma.strata.measure.rate that return RatesProvider

Modifier and Type	Method	Description
RatesProvider	RatesMarketData.ratesProvider()	Gets the rates provider.
RatesProvider	RatesMarketDataLookup.ratesProvider(MarketData marketData)	Obtains a rates provider based on the specified market data.

Uses of RatesProvider in com.opengamma.strata.measure.swap

Methods in com.opengamma.strata.measure.swap with parameters of type RatesProvider

Modifier and Type	Method	Description
MultiCurrencyAmount	SwapTradeCalculations.accruedInterest(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates accrued interest for a single set of market data.
CashFlows	SwapTradeCalculations.cashFlows(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates cash flows for a single set of market data.
MultiCurrencyAmount	SwapTradeCalculations.currencyExposure(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	SwapTradeCalculations.currentCash(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
ExplainMap	SwapTradeCalculations.explainPresentValue(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Explains the present value calculation for a single set of market data.
LegAmounts	SwapTradeCalculations.legPresentValue(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates the present value of each leg for a single set of market data.
double	SwapTradeCalculations.parRate(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates par rate for a single set of market data.
double	SwapTradeCalculations.parSpread(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates par spread for a single set of market data.
MultiCurrencyAmount	SwapTradeCalculations.presentValue(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
CurrencyParameterSensitivities	SwapTradeCalculations.pv01CalibratedBucketed(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	SwapTradeCalculations.pv01CalibratedSum(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	SwapTradeCalculations.pv01MarketQuoteBucketed(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	SwapTradeCalculations.pv01MarketQuoteSum(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Uses of RatesProvider in com.opengamma.strata.measure.swaption

Methods in com.opengamma.strata.measure.swaption with parameters of type RatesProvider

Modifier and Type	Method	Description
MultiCurrencyAmount	SwaptionTradeCalculations.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates currency exposure for a single set of market data.
CurrencyAmount	SwaptionTradeCalculations.currentCash(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates current cash for a single set of market data.
CurrencyAmount	SwaptionTradeCalculations.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value for a single set of market data.
CurrencyParameterSensitivities	SwaptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	SwaptionTradeCalculations.pv01RatesCalibratedSum(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	SwaptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	SwaptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	SwaptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value vega sensitivity for a single set of market data.

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

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

Modifier and Type	Method	Description
double	DiscountingCapitalIndexedBondProductPricer.cleanNominalPriceFromDirtyNominalPrice(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double dirtyPrice)	Calculates the clean nominal price of the bond from its settlement date and dirty nominal price.
double	DiscountingCapitalIndexedBondProductPricer.cleanPriceFromRealYield(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double yield)	Computes the clean price from the conventional real yield.
double	DiscountingCapitalIndexedBondProductPricer.convexityFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double yield)	Calculates the convexity from the conventional real yield using finite difference approximation.
double	DiscountingCapitalIndexedBondProductPricer.convexityFromStandardYield(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double yield)	Computes the covexity from the standard yield.
MultiCurrencyAmount	DiscountingCapitalIndexedBondProductPricer.currencyExposure(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, LocalDate referenceDate)	Calculates the currency exposure of the bond product.
MultiCurrencyAmount	DiscountingCapitalIndexedBondTradePricer.currencyExposure(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)	Calculates the currency exposure of the bond trade.
MultiCurrencyAmount	DiscountingCapitalIndexedBondTradePricer.currencyExposureFromCleanPrice(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice)	Calculates the currency exposure of the bond trade.
MultiCurrencyAmount	DiscountingCapitalIndexedBondTradePricer.currencyExposureFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of the bond trade with z-spread.
MultiCurrencyAmount	DiscountingCapitalIndexedBondProductPricer.currencyExposureWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, LocalDate referenceDate, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of the bond product with z-spread.
MultiCurrencyAmount	DiscountingCapitalIndexedBondTradePricer.currencyExposureWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of the bond trade with z-spread.
CurrencyAmount	DiscountingCapitalIndexedBondProductPricer.currentCash(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate)	Calculates the current cash of the bond product.
CurrencyAmount	DiscountingCapitalIndexedBondTradePricer.currentCash(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider)	Calculates the current cash of the bond trade.
double	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceFromCleanNominalPrice(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double cleanPrice)	Calculates the dirty nominal price of the bond from its settlement date and clean nominal price.
double	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceFromCurves(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData)	Calculates the dirty price of the bond security.
double	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceFromCurvesWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the dirty price of the bond security with z-spread.
PointSensitivityBuilder	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceSensitivity(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData)	Calculates the dirty price sensitivity of the bond security.
PointSensitivityBuilder	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceSensitivityWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the dirty price sensitivity of the bond security with z-spread.
double	DiscountingCapitalIndexedBondProductPricer.dirtyPriceFromRealYield(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double yield)	Computes the dirty price from the conventional real yield.
double	DiscountingCapitalIndexedBondProductPricer.dirtyPriceFromStandardYield(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double yield)	Computes the dirty price from the standard yield.
void	DiscountingCapitalIndexedBondPaymentPeriodPricer.explainPresentValue(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors, ExplainMapBuilder builder)	Explains the present value of a single payment period.
void	DiscountingCapitalIndexedBondPaymentPeriodPricer.explainPresentValueWithZSpread(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors, ExplainMapBuilder builder, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Explains the present value of a single payment period with z-spread.
double	DiscountingCapitalIndexedBondPaymentPeriodPricer.forecastValue(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider)	Calculates the forecast value of a single payment period.
PointSensitivityBuilder	DiscountingCapitalIndexedBondPaymentPeriodPricer.forecastValueSensitivity(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider)	Calculates the forecast value sensitivity of a single payment period.
double	DiscountingCapitalIndexedBondProductPricer.modifiedDurationFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double yield)	Calculates the modified duration from the conventional real yield using finite difference approximation.
double	DiscountingCapitalIndexedBondProductPricer.modifiedDurationFromStandardYield(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double yield)	Computes the modified duration from the standard yield.
CurrencyAmount	DiscountingCapitalIndexedBondTradePricer.netAmount(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider)	Calculates the net amount of the settlement of the bond trade.
double	DiscountingCapitalIndexedBondProductPricer.nominalPriceFromRealPrice(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double realPrice)	Calculates the nominal price of the bond from its settlement date and real price.
double	DiscountingCapitalIndexedBondPaymentPeriodPricer.presentValue(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors)	Calculates the present value of a single payment period.
CurrencyAmount	DiscountingCapitalIndexedBondProductPricer.presentValue(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)	Calculates the present value of the bond.
CurrencyAmount	DiscountingCapitalIndexedBondTradePricer.presentValue(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)	Calculates the present value of the bond trade.
CurrencyAmount	DiscountingCapitalIndexedBondTradePricer.presentValueFromCleanPrice(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice)	Calculates the present value of the bond trade from the clean price.
CurrencyAmount	DiscountingCapitalIndexedBondTradePricer.presentValueFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the settlement of the bond trade from the clean price with z-spread.
PointSensitivityBuilder	DiscountingCapitalIndexedBondPaymentPeriodPricer.presentValueSensitivity(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors)	Calculates the present value sensitivity of a single payment period.
PointSensitivityBuilder	DiscountingCapitalIndexedBondProductPricer.presentValueSensitivity(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)	Calculates the present value sensitivity of the bond product.
PointSensitivities	DiscountingCapitalIndexedBondTradePricer.presentValueSensitivity(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)	Calculates the present value sensitivity of the bond trade.
PointSensitivities	DiscountingCapitalIndexedBondTradePricer.presentValueSensitivityFromCleanPrice(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice)	Calculates the present value sensitivity of the settlement of the bond trade from the real clean price.
PointSensitivities	DiscountingCapitalIndexedBondTradePricer.presentValueSensitivityFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the settlement of the bond trade from the real clean price with z-spread.
PointSensitivityBuilder	DiscountingCapitalIndexedBondPaymentPeriodPricer.presentValueSensitivityWithZSpread(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of a single payment period with z-spread.
PointSensitivityBuilder	DiscountingCapitalIndexedBondProductPricer.presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the bond product with z-spread.
PointSensitivities	DiscountingCapitalIndexedBondTradePricer.presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the bond trade with z-spread.
double	DiscountingCapitalIndexedBondPaymentPeriodPricer.presentValueWithZSpread(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of a single payment period with z-spread.
CurrencyAmount	DiscountingCapitalIndexedBondProductPricer.presentValueWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the bond product with z-spread.
CurrencyAmount	DiscountingCapitalIndexedBondTradePricer.presentValueWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the bond trade with z-spread.
double	DiscountingCapitalIndexedBondProductPricer.realPriceFromNominalPrice(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double nominalPrice)	Calculates the real price of the bond from its settlement date and nominal price.
double	DiscountingCapitalIndexedBondProductPricer.realYieldFromCurves(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData)	Computes the conventional real yield from the curves.
double	DiscountingCapitalIndexedBondProductPricer.realYieldFromDirtyPrice(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate, double dirtyPrice)	Computes the conventional real yield from the dirty price.
double	DiscountingCapitalIndexedBondProductPricer.zSpreadFromCurvesAndCleanPrice(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanPrice, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the z-spread of the bond from curves and clean price.
double	DiscountingCapitalIndexedBondProductPricer.zSpreadFromCurvesAndPv(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, CurrencyAmount presentValue, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the z-spread of the bond from curves and present value.

Uses of RatesProvider in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor with parameters of type RatesProvider

Modifier and Type	Method	Description
IborCapletFloorletVolatilityCalibrationResult	DirectIborCapletFloorletFlatVolatilityCalibrator.calibrate(IborCapletFloorletVolatilityDefinition definition, ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
IborCapletFloorletVolatilityCalibrationResult	DirectIborCapletFloorletVolatilityCalibrator.calibrate(IborCapletFloorletVolatilityDefinition definition, ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
IborCapletFloorletVolatilityCalibrationResult	SabrIborCapletFloorletVolatilityBootstrapper.calibrate(IborCapletFloorletVolatilityDefinition definition, ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
IborCapletFloorletVolatilityCalibrationResult	SabrIborCapletFloorletVolatilityCalibrator.calibrate(IborCapletFloorletVolatilityDefinition definition, ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
IborCapletFloorletVolatilityCalibrationResult	SurfaceIborCapletFloorletVolatilityBootstrapper.calibrate(IborCapletFloorletVolatilityDefinition definition, ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.currencyExposure(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the currency exposure of the Ibor cap/floor product.
MultiCurrencyAmount	VolatilityIborCapFloorTradePricer.currencyExposure(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the currency exposure of the Ibor cap/floor trade.
CurrencyAmount	VolatilityIborCapFloorLegPricer.currentCash(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the current cash of the Ibor cap/floor leg.
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.currentCash(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the current cash of the Ibor cap/floor product.
MultiCurrencyAmount	VolatilityIborCapFloorTradePricer.currentCash(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the current cash of the Ibor cap/floor trade.
double	VolatilityIborCapletFloorletPeriodPricer.forwardRate(IborCapletFloorletPeriod period, RatesProvider ratesProvider)	Computes the forward rate for the Ibor caplet/floorlet.
IborCapletFloorletPeriodAmounts	VolatilityIborCapFloorLegPricer.forwardRates(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider)	Calculates the forward rates for each caplet/floorlet of the Ibor cap/floor leg.
IborCapletFloorletPeriodAmounts	VolatilityIborCapFloorProductPricer.forwardRates(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider)	Calculates the forward rates for each caplet/floorlet of the Ibor cap/floor.
IborCapletFloorletPeriodAmounts	VolatilityIborCapFloorTradePricer.forwardRates(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider)	Calculates the forward rates for each caplet/floorlet of the Ibor cap/floor trade.
IborCapletFloorletPeriodAmounts	VolatilityIborCapFloorLegPricer.impliedVolatilities(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the implied volatilities for each caplet/floorlet of the Ibor cap/floor leg.
IborCapletFloorletPeriodAmounts	VolatilityIborCapFloorProductPricer.impliedVolatilities(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the implied volatilities for each caplet/floorlet of the Ibor cap/floor.
IborCapletFloorletPeriodAmounts	VolatilityIborCapFloorTradePricer.impliedVolatilities(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the implied volatilities for each caplet/floorlet of the Ibor cap/floor trade.
double	VolatilityIborCapletFloorletPeriodPricer.impliedVolatility(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Computes the implied volatility of the Ibor caplet/floorlet.
CurrencyAmount	SabrOvernightInArrearsCapletFloorletPeriodPricer.presentValue(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)	Computes the present value in the SABR model with effective parameters.
CurrencyAmount	VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer.presentValue(OvernightInArrearsCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)	Calculates the present value of the binary caplet/floorlet period.
CurrencyAmount	VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer.presentValue(IborCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value of the binary caplet/floorlet period.
CurrencyAmount	VolatilityIborCapFloorLegPricer.presentValue(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value of the Ibor cap/floor leg.
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.presentValue(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value of the Ibor cap/floor product.
MultiCurrencyAmount	VolatilityIborCapFloorTradePricer.presentValue(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value of the Ibor cap/floor trade.
CurrencyAmount	VolatilityIborCapletFloorletPeriodPricer.presentValue(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value of the Ibor caplet/floorlet period.
CurrencyAmount	VolatilityOvernightInArrearsCapletFloorletPeriodPricer.presentValue(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value of the overnight in-arrears caplet/floorlet period.
IborCapletFloorletPeriodCurrencyAmounts	VolatilityIborCapFloorLegPricer.presentValueCapletFloorletPeriods(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value for each caplet/floorlet of the Ibor cap/floor leg.
IborCapletFloorletPeriodCurrencyAmounts	VolatilityIborCapFloorProductPricer.presentValueCapletFloorletPeriods(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value for each caplet/floorlet of the Ibor cap/floor product.
IborCapletFloorletPeriodCurrencyAmounts	VolatilityIborCapFloorTradePricer.presentValueCapletFloorletPeriods(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value for each caplet/floorlet of the Ibor cap/floor trade.
CurrencyAmount	VolatilityIborCapFloorLegPricer.presentValueDelta(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value delta of the Ibor cap/floor leg.
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.presentValueDelta(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value delta of the Ibor cap/floor product.
CurrencyAmount	VolatilityIborCapletFloorletPeriodPricer.presentValueDelta(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value delta of the Ibor caplet/floorlet period.
CurrencyAmount	VolatilityIborCapFloorLegPricer.presentValueGamma(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value gamma of the Ibor cap/floor leg.
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.presentValueGamma(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value gamma of the Ibor cap/floor product.
CurrencyAmount	VolatilityIborCapletFloorletPeriodPricer.presentValueGamma(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value gamma of the Ibor caplet/floorlet period.
PointSensitivityBuilder	SabrIborCapFloorLegPricer.presentValueSensitivityModelParamsSabr(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value sensitivity to the SABR model parameters of the Ibor cap/floor.
PointSensitivityBuilder	SabrIborCapFloorProductPricer.presentValueSensitivityModelParamsSabr(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value volatility sensitivity of the Ibor cap/floor product.
PointSensitivityBuilder	SabrIborCapFloorTradePricer.presentValueSensitivityModelParamsSabr(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value volatility sensitivity of the Ibor cap/floor trade.
PointSensitivityBuilder	SabrIborCapletFloorletPeriodPricer.presentValueSensitivityModelParamsSabr(IborCapletFloorletPeriod period, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value sensitivity to the SABR model parameters of the Ibor caplet/floorlet.
PointSensitivityBuilder	SabrOvernightInArrearsCapletFloorletPeriodPricer.presentValueSensitivityModelParamsSabr(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)	Computes the present value sensitivity to the SABR model parameters.
PointSensitivityBuilder	VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer.presentValueSensitivityModelParamsSabr(OvernightInArrearsCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)	Calculates the present value sensitivity to model parameters of the binary caplet/floorlet period.
PointSensitivityBuilder	VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer.presentValueSensitivityModelParamsVolatility(IborCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value sensitivity to model parameters of the binary caplet/floorlet period.
PointSensitivityBuilder	VolatilityIborCapFloorLegPricer.presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value volatility sensitivity of the Ibor cap/floor leg.
PointSensitivityBuilder	VolatilityIborCapFloorProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value volatility sensitivity of the Ibor cap/floor product.
PointSensitivityBuilder	VolatilityIborCapFloorTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value volatility sensitivity of the Ibor cap/floor product.
PointSensitivityBuilder	VolatilityIborCapletFloorletPeriodPricer.presentValueSensitivityModelParamsVolatility(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value volatility sensitivity of the Ibor caplet/floorlet.
PointSensitivityBuilder	VolatilityOvernightInArrearsCapletFloorletPeriodPricer.presentValueSensitivityModelParamsVolatility(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Computes the present value sensitivity to the volatilities.
PointSensitivityBuilder	VolatilityIborCapFloorLegPricer.presentValueSensitivityRates(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the Ibor cap/floor leg.
PointSensitivityBuilder	VolatilityIborCapFloorProductPricer.presentValueSensitivityRates(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the Ibor cap/floor product.
PointSensitivities	VolatilityIborCapFloorTradePricer.presentValueSensitivityRates(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the Ibor cap/floor trade.
PointSensitivityBuilder	VolatilityIborCapletFloorletPeriodPricer.presentValueSensitivityRates(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the Ibor caplet/floorlet.
PointSensitivityBuilder	SabrIborCapFloorLegPricer.presentValueSensitivityRatesStickyModel(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value sensitivity of the Ibor cap/floor leg to the rate curves.
PointSensitivityBuilder	SabrIborCapFloorProductPricer.presentValueSensitivityRatesStickyModel(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the Ibor cap/floor product.
PointSensitivities	SabrIborCapFloorTradePricer.presentValueSensitivityRatesStickyModel(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the Ibor cap/floor trade.
PointSensitivityBuilder	SabrIborCapletFloorletPeriodPricer.presentValueSensitivityRatesStickyModel(IborCapletFloorletPeriod period, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value sensitivity of the Ibor caplet/floorlet to the rate curves.
PointSensitivityBuilder	SabrOvernightInArrearsCapletFloorletPeriodPricer.presentValueSensitivityRatesStickyModel(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)	Computes the present value sensitivity to the rate with "sticky SABR model parameters".
PointSensitivityBuilder	VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer.presentValueSensitivityRatesStickyModel(OvernightInArrearsCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)	Calculates the present value rates sensitivity of the binary caplet/floorlet period.
PointSensitivityBuilder	VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer.presentValueSensitivityRatesStickyStrike(IborCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the binary caplet/floorlet period.
PointSensitivityBuilder	VolatilityOvernightInArrearsCapletFloorletPeriodPricer.presentValueSensitivityRatesStickyStrike(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Computes the present value sensitivity to the rate with a volatility "sticky strike".
CurrencyAmount	VolatilityIborCapFloorLegPricer.presentValueTheta(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value theta of the Ibor cap/floor leg.
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.presentValueTheta(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value theta of the Ibor cap/floor product.
CurrencyAmount	VolatilityIborCapletFloorletPeriodPricer.presentValueTheta(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value theta of the Ibor caplet/floorlet period.
protected void	VolatilityIborCapFloorLegPricer.validate(RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)

Uses of RatesProvider in com.opengamma.strata.pricer.cms

Methods in com.opengamma.strata.pricer.cms with parameters of type RatesProvider

Modifier and Type	Method	Description
double	SabrExtrapolationReplicationCmsPeriodPricer.adjustedForwardRate(CmsPeriod cmsPeriod, RatesProvider provider, SabrSwaptionVolatilities swaptionVolatilities)	Computes the adjusted forward rate for a CMS coupon.
double	SabrExtrapolationReplicationCmsPeriodPricer.adjustmentToForwardRate(CmsPeriod cmsPeriod, RatesProvider provider, SabrSwaptionVolatilities swaptionVolatilities)	Computes the adjustment to the forward rate for a CMS coupon.
MultiCurrencyAmount	DiscountingCmsProductPricer.currencyExposure(ResolvedCms cms, RatesProvider ratesProvider)	Calculates the currency exposure of the product.
MultiCurrencyAmount	DiscountingCmsTradePricer.currencyExposure(ResolvedCmsTrade trade, RatesProvider ratesProvider)	Calculates the currency exposure of the trade.
MultiCurrencyAmount	SabrExtrapolationReplicationCmsProductPricer.currencyExposure(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the currency exposure of the product.
MultiCurrencyAmount	SabrExtrapolationReplicationCmsTradePricer.currencyExposure(ResolvedCmsTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the currency exposure of the trade.
CurrencyAmount	DiscountingCmsLegPricer.currentCash(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider)	Calculates the current cash of the leg.
MultiCurrencyAmount	DiscountingCmsProductPricer.currentCash(ResolvedCms cms, RatesProvider ratesProvider)	Calculates the current cash of the product.
MultiCurrencyAmount	DiscountingCmsTradePricer.currentCash(ResolvedCmsTrade trade, RatesProvider ratesProvider)	Calculates the current cash of the trade.
CurrencyAmount	SabrExtrapolationReplicationCmsLegPricer.currentCash(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the current cash of the leg.
MultiCurrencyAmount	SabrExtrapolationReplicationCmsProductPricer.currentCash(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the current cash of the product.
MultiCurrencyAmount	SabrExtrapolationReplicationCmsTradePricer.currentCash(ResolvedCmsTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the current cash of the trade.
ExplainMap	SabrExtrapolationReplicationCmsLegPricer.explainPresentValue(ResolvedCmsLeg cmsLeg, RatesProvider provider, SabrSwaptionVolatilities volatilities)	Explains the present value of a CMS leg.
void	SabrExtrapolationReplicationCmsPeriodPricer.explainPresentValue(CmsPeriod period, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities, ExplainMapBuilder builder)	Explains the present value of the CMS period.
ExplainMap	SabrExtrapolationReplicationCmsProductPricer.explainPresentValue(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Explains the present value of the CMS product.
ExplainMap	SabrExtrapolationReplicationCmsTradePricer.explainPresentValue(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Explains the present value of the CMS trade.
CurrencyAmount	DiscountingCmsLegPricer.presentValue(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider)	Computes the present value of CMS leg by simple forward rate estimation.
MultiCurrencyAmount	DiscountingCmsProductPricer.presentValue(ResolvedCms cms, RatesProvider ratesProvider)	Calculates the present value of the CMS product by simple forward estimation.
MultiCurrencyAmount	DiscountingCmsTradePricer.presentValue(ResolvedCmsTrade trade, RatesProvider ratesProvider)	Calculates the present value of the CMS trade by simple forward estimation.
CurrencyAmount	SabrExtrapolationReplicationCmsLegPricer.presentValue(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the CMS leg.
CurrencyAmount	SabrExtrapolationReplicationCmsPeriodPricer.presentValue(CmsPeriod cmsPeriod, RatesProvider provider, SabrSwaptionVolatilities swaptionVolatilities)	Computes the present value by replication in SABR framework with extrapolation on the right.
MultiCurrencyAmount	SabrExtrapolationReplicationCmsProductPricer.presentValue(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the CMS product.
MultiCurrencyAmount	SabrExtrapolationReplicationCmsTradePricer.presentValue(ResolvedCmsTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the CMS trade.
PointSensitivityBuilder	DiscountingCmsLegPricer.presentValueSensitivity(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider)	Calculates the present value curve sensitivity of the CMS leg by simple forward rate estimation.
PointSensitivityBuilder	DiscountingCmsProductPricer.presentValueSensitivity(ResolvedCms cms, RatesProvider ratesProvider)	Calculates the present value curve sensitivity of the CMS product by simple forward estimation.
PointSensitivities	DiscountingCmsTradePricer.presentValueSensitivity(ResolvedCmsTrade trade, RatesProvider ratesProvider)	Calculates the present value curve sensitivity of the CMS trade by simple forward estimation.
PointSensitivityBuilder	SabrExtrapolationReplicationCmsLegPricer.presentValueSensitivityModelParamsSabr(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters.
PointSensitivityBuilder	SabrExtrapolationReplicationCmsPeriodPricer.presentValueSensitivityModelParamsSabr(CmsPeriod cmsPeriod, RatesProvider provider, SabrSwaptionVolatilities swaptionVolatilities)	Computes the present value sensitivity to SABR parameters by replication in SABR framework with extrapolation on the right.
PointSensitivityBuilder	SabrExtrapolationReplicationCmsProductPricer.presentValueSensitivityModelParamsSabr(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters.
PointSensitivities	SabrExtrapolationReplicationCmsTradePricer.presentValueSensitivityModelParamsSabr(ResolvedCmsTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters.
PointSensitivityBuilder	SabrExtrapolationReplicationCmsLegPricer.presentValueSensitivityRates(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value curve sensitivity of the CMS leg.
PointSensitivityBuilder	SabrExtrapolationReplicationCmsPeriodPricer.presentValueSensitivityRates(CmsPeriod cmsPeriod, RatesProvider provider, SabrSwaptionVolatilities swaptionVolatilities)	Computes the present value curve sensitivity by replication in SABR framework with extrapolation on the right.
PointSensitivityBuilder	SabrExtrapolationReplicationCmsProductPricer.presentValueSensitivityRates(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value curve sensitivity of the CMS product.
PointSensitivities	SabrExtrapolationReplicationCmsTradePricer.presentValueSensitivityRates(ResolvedCmsTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value curve sensitivity of the CMS trade.
double	SabrExtrapolationReplicationCmsLegPricer.presentValueSensitivityStrike(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the strike value.
double	SabrExtrapolationReplicationCmsPeriodPricer.presentValueSensitivityStrike(CmsPeriod cmsPeriod, RatesProvider provider, SabrSwaptionVolatilities swaptionVolatilities)	Computes the present value sensitivity to strike by replication in SABR framework with extrapolation on the right.
double	SabrExtrapolationReplicationCmsProductPricer.presentValueSensitivityStrike(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the strike value.
double	SabrExtrapolationReplicationCmsTradePricer.presentValueSensitivityStrike(ResolvedCmsTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the strike value.

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

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

Modifier and Type	Method	Description
ImmutableRatesProvider	SyntheticRatesCurveCalibrator.calibrate(RatesCurveGroupDefinition group, RatesProvider inputProvider, ReferenceData refData)	Calibrates synthetic curves from the configuration of the new curves and an existing rates provider.
DoubleArray	CalibrationMeasures.derivative(ResolvedTrade trade, RatesProvider provider, List<CurveParameterSize> curveOrder)	Calculates the sensitivity with respect to the rates provider.
ImmutableMarketData	SyntheticRatesCurveCalibrator.marketData(RatesCurveGroupDefinition group, RatesProvider inputProvider, ReferenceData refData)	Constructs the synthetic market data from an existing rates provider and the configuration of the new curves.
CurrencyParameterSensitivities	CalibrationMeasure.sensitivities(T trade, RatesProvider provider)	Calculates the parameter sensitivities that relate to the value.
CurrencyParameterSensitivities	MarketQuoteMeasure.sensitivities(T trade, RatesProvider provider)
CurrencyParameterSensitivities	PresentValueCalibrationMeasure.sensitivities(T trade, RatesProvider provider)
CurrencyParameterSensitivities	TradeCalibrationMeasure.sensitivities(T trade, RatesProvider provider)
double	CalibrationMeasure.value(T trade, RatesProvider provider)	Calculates the value, such as par spread.
double	CalibrationMeasures.value(ResolvedTrade trade, RatesProvider provider)	Calculates the value, such as par spread.
double	MarketQuoteMeasure.value(T trade, RatesProvider provider)
double	PresentValueCalibrationMeasure.value(T trade, RatesProvider provider)
double	TradeCalibrationMeasure.value(T trade, RatesProvider provider)

Method parameters in com.opengamma.strata.pricer.curve with type arguments of type RatesProvider

Modifier and Type	Method	Description
static <R extends ResolvedTrade> MarketQuoteMeasure<R>	MarketQuoteMeasure.of(String name, Class<R> tradeType, ToDoubleBiFunction<R,RatesProvider> valueFn, BiFunction<R,RatesProvider,PointSensitivities> sensitivityFn)	Obtains a calibrator for a specific type of trade.
static <R extends ResolvedTrade> MarketQuoteMeasure<R>	MarketQuoteMeasure.of(String name, Class<R> tradeType, ToDoubleBiFunction<R,RatesProvider> valueFn, BiFunction<R,RatesProvider,PointSensitivities> sensitivityFn)	Obtains a calibrator for a specific type of trade.
static <R extends ResolvedTrade> PresentValueCalibrationMeasure<R>	PresentValueCalibrationMeasure.of(String name, Class<R> tradeType, ToDoubleBiFunction<R,RatesProvider> valueFn, BiFunction<R,RatesProvider,PointSensitivities> sensitivityFn)	Obtains a calibrator for a specific type of trade.
static <R extends ResolvedTrade> PresentValueCalibrationMeasure<R>	PresentValueCalibrationMeasure.of(String name, Class<R> tradeType, ToDoubleBiFunction<R,RatesProvider> valueFn, BiFunction<R,RatesProvider,PointSensitivities> sensitivityFn)	Obtains a calibrator for a specific type of trade.
static <R extends ResolvedTrade> TradeCalibrationMeasure<R>	TradeCalibrationMeasure.of(String name, Class<R> tradeType, ToDoubleBiFunction<R,RatesProvider> valueFn, BiFunction<R,RatesProvider,PointSensitivities> sensitivityFn)	Obtains a calibrator for a specific type of trade.
static <R extends ResolvedTrade> TradeCalibrationMeasure<R>	TradeCalibrationMeasure.of(String name, Class<R> tradeType, ToDoubleBiFunction<R,RatesProvider> valueFn, BiFunction<R,RatesProvider,PointSensitivities> sensitivityFn)	Obtains a calibrator for a specific type of trade.

Uses of RatesProvider in com.opengamma.strata.pricer.deposit

Methods in com.opengamma.strata.pricer.deposit with parameters of type RatesProvider

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingTermDepositTradePricer.currencyExposure(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the currency exposure.
CurrencyAmount	DiscountingTermDepositTradePricer.currentCash(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the current cash.
double	DiscountingIborFixingDepositProductPricer.parRate(ResolvedIborFixingDeposit deposit, RatesProvider provider)	Calculates the deposit fair rate given the start and end time and the accrual factor.
double	DiscountingIborFixingDepositTradePricer.parRate(ResolvedIborFixingDepositTrade trade, RatesProvider provider)	Calculates the deposit fair rate given the start and end time and the accrual factor.
double	DiscountingTermDepositProductPricer.parRate(ResolvedTermDeposit deposit, RatesProvider provider)	Calculates the deposit fair rate given the start and end time and the accrual factor.
double	DiscountingTermDepositTradePricer.parRate(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the deposit fair rate given the start and end time and the accrual factor.
PointSensitivities	DiscountingIborFixingDepositProductPricer.parRateSensitivity(ResolvedIborFixingDeposit deposit, RatesProvider provider)	Calculates the deposit fair rate sensitivity to the curves.
PointSensitivities	DiscountingIborFixingDepositTradePricer.parRateSensitivity(ResolvedIborFixingDepositTrade trade, RatesProvider provider)	Calculates the deposit fair rate sensitivity to the curves.
PointSensitivities	DiscountingTermDepositProductPricer.parRateSensitivity(ResolvedTermDeposit deposit, RatesProvider provider)	Calculates the par rate curve sensitivity.
PointSensitivities	DiscountingTermDepositTradePricer.parRateSensitivity(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the par rate curve sensitivity.
double	DiscountingIborFixingDepositProductPricer.parSpread(ResolvedIborFixingDeposit deposit, RatesProvider provider)	Calculates the spread to be added to the deposit rate to have a zero present value.
double	DiscountingIborFixingDepositTradePricer.parSpread(ResolvedIborFixingDepositTrade trade, RatesProvider provider)	Calculates the spread to be added to the deposit rate to have a zero present value.
double	DiscountingTermDepositProductPricer.parSpread(ResolvedTermDeposit deposit, RatesProvider provider)	Calculates the spread to be added to the deposit rate to have a zero present value.
double	DiscountingTermDepositTradePricer.parSpread(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the spread to be added to the deposit rate to have a zero present value.
PointSensitivities	DiscountingIborFixingDepositProductPricer.parSpreadSensitivity(ResolvedIborFixingDeposit deposit, RatesProvider provider)	Calculates the par spread curve sensitivity.
PointSensitivities	DiscountingIborFixingDepositTradePricer.parSpreadSensitivity(ResolvedIborFixingDepositTrade trade, RatesProvider provider)	Calculates the par spread curve sensitivity.
PointSensitivities	DiscountingTermDepositProductPricer.parSpreadSensitivity(ResolvedTermDeposit deposit, RatesProvider provider)	Calculates the par spread curve sensitivity.
PointSensitivities	DiscountingTermDepositTradePricer.parSpreadSensitivity(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the par spread curve sensitivity.
CurrencyAmount	DiscountingIborFixingDepositProductPricer.presentValue(ResolvedIborFixingDeposit deposit, RatesProvider provider)	Calculates the present value of the Ibor fixing deposit product.
CurrencyAmount	DiscountingIborFixingDepositTradePricer.presentValue(ResolvedIborFixingDepositTrade trade, RatesProvider provider)	Calculates the present value of the Ibor fixing deposit trade.
CurrencyAmount	DiscountingTermDepositProductPricer.presentValue(ResolvedTermDeposit deposit, RatesProvider provider)	Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
CurrencyAmount	DiscountingTermDepositTradePricer.presentValue(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
PointSensitivities	DiscountingIborFixingDepositProductPricer.presentValueSensitivity(ResolvedIborFixingDeposit deposit, RatesProvider provider)	Calculates the present value sensitivity of the Ibor fixing product.
PointSensitivities	DiscountingIborFixingDepositTradePricer.presentValueSensitivity(ResolvedIborFixingDepositTrade trade, RatesProvider provider)	Calculates the present value sensitivity of the Ibor fixing deposit trade.
PointSensitivities	DiscountingTermDepositProductPricer.presentValueSensitivity(ResolvedTermDeposit deposit, RatesProvider provider)	Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
PointSensitivities	DiscountingTermDepositTradePricer.presentValueSensitivity(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).

Uses of RatesProvider in com.opengamma.strata.pricer.dsf

Methods in com.opengamma.strata.pricer.dsf with parameters of type RatesProvider

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingDsfTradePricer.currencyExposure(ResolvedDsfTrade trade, RatesProvider ratesProvider, double lastSettlementPrice)	Calculates the currency exposure of the deliverable swap futures trade.
CurrencyAmount	DiscountingDsfTradePricer.presentValue(ResolvedDsfTrade trade, RatesProvider ratesProvider, double lastSettlementPrice)	Calculates the present value of the deliverable swap futures trade.
PointSensitivities	DiscountingDsfTradePricer.presentValueSensitivity(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates the present value sensitivity of the deliverable swap futures trade.
double	DiscountingDsfProductPricer.price(ResolvedDsf future, RatesProvider ratesProvider)	Calculates the price of the deliverable swap futures product.
double	DiscountingDsfTradePricer.price(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates the price of the underlying deliverable swap futures product.
PointSensitivities	DiscountingDsfProductPricer.priceSensitivity(ResolvedDsf future, RatesProvider ratesProvider)	Calculates the price sensitivity of the deliverable swap futures product.
PointSensitivities	DiscountingDsfTradePricer.priceSensitivity(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates the price sensitivity of the deliverable swap futures product.

Uses of RatesProvider in com.opengamma.strata.pricer.fra

Methods in com.opengamma.strata.pricer.fra with parameters of type RatesProvider

Modifier and Type	Method	Description
CashFlows	DiscountingFraProductPricer.cashFlows(ResolvedFra fra, RatesProvider provider)	Calculates the future cash flow of the FRA product.
CashFlows	DiscountingFraTradePricer.cashFlows(ResolvedFraTrade trade, RatesProvider provider)	Calculates the future cash flow of the FRA trade.
MultiCurrencyAmount	DiscountingFraTradePricer.currencyExposure(ResolvedFraTrade trade, RatesProvider provider)	Calculates the currency exposure of the FRA trade.
CurrencyAmount	DiscountingFraTradePricer.currentCash(ResolvedFraTrade trade, RatesProvider provider)	Calculates the current cash of the FRA trade.
ExplainMap	DiscountingFraProductPricer.explainPresentValue(ResolvedFra fra, RatesProvider provider)	Explains the present value of the FRA product.
ExplainMap	DiscountingFraTradePricer.explainPresentValue(ResolvedFraTrade trade, RatesProvider provider)	Explains the present value of the FRA product.
CurrencyAmount	DiscountingFraProductPricer.forecastValue(ResolvedFra fra, RatesProvider provider)	Calculates the forecast value of the FRA product.
CurrencyAmount	DiscountingFraTradePricer.forecastValue(ResolvedFraTrade trade, RatesProvider provider)	Calculates the forecast value of the FRA trade.
PointSensitivities	DiscountingFraProductPricer.forecastValueSensitivity(ResolvedFra fra, RatesProvider provider)	Calculates the forecast value sensitivity of the FRA product.
PointSensitivities	DiscountingFraTradePricer.forecastValueSensitivity(ResolvedFraTrade trade, RatesProvider provider)	Calculates the forecast value sensitivity of the FRA trade.
double	DiscountingFraProductPricer.parRate(ResolvedFra fra, RatesProvider provider)	Calculates the par rate of the FRA product.
double	DiscountingFraTradePricer.parRate(ResolvedFraTrade trade, RatesProvider provider)	Calculates the par rate of the FRA trade.
PointSensitivities	DiscountingFraProductPricer.parRateSensitivity(ResolvedFra fra, RatesProvider provider)	Calculates the par rate curve sensitivity of the FRA product.
PointSensitivities	DiscountingFraTradePricer.parRateSensitivity(ResolvedFraTrade trade, RatesProvider provider)	Calculates the par rate curve sensitivity of the FRA trade.
double	DiscountingFraProductPricer.parSpread(ResolvedFra fra, RatesProvider provider)	Calculates the par spread of the FRA product.
double	DiscountingFraTradePricer.parSpread(ResolvedFraTrade trade, RatesProvider provider)	Calculates the par spread of the FRA trade.
PointSensitivities	DiscountingFraProductPricer.parSpreadSensitivity(ResolvedFra fra, RatesProvider provider)	Calculates the par spread curve sensitivity of the FRA product.
PointSensitivities	DiscountingFraTradePricer.parSpreadSensitivity(ResolvedFraTrade trade, RatesProvider provider)	Calculates the par spread curve sensitivity of the FRA trade.
CurrencyAmount	DiscountingFraProductPricer.presentValue(ResolvedFra fra, RatesProvider provider)	Calculates the present value of the FRA product.
CurrencyAmount	DiscountingFraTradePricer.presentValue(ResolvedFraTrade trade, RatesProvider provider)	Calculates the present value of the FRA trade.
PointSensitivities	DiscountingFraProductPricer.presentValueSensitivity(ResolvedFra fra, RatesProvider provider)	Calculates the present value sensitivity of the FRA product.
PointSensitivities	DiscountingFraTradePricer.presentValueSensitivity(ResolvedFraTrade trade, RatesProvider provider)	Calculates the present value sensitivity of the FRA trade.

Uses of RatesProvider in com.opengamma.strata.pricer.fx

Methods in com.opengamma.strata.pricer.fx with parameters of type RatesProvider

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingFxNdfProductPricer.currencyExposure(ResolvedFxNdf ndf, RatesProvider provider)	Calculates the currency exposure by discounting each payment in its own currency.
MultiCurrencyAmount	DiscountingFxNdfTradePricer.currencyExposure(ResolvedFxNdfTrade trade, RatesProvider provider)	Calculates the currency exposure by discounting each payment in its own currency.
MultiCurrencyAmount	DiscountingFxSingleProductPricer.currencyExposure(ResolvedFxSingle product, RatesProvider provider)	Calculates the currency exposure by discounting each payment in its own currency.
MultiCurrencyAmount	DiscountingFxSingleTradePricer.currencyExposure(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the currency exposure by discounting each payment in its own currency.
MultiCurrencyAmount	DiscountingFxSwapProductPricer.currencyExposure(ResolvedFxSwap product, RatesProvider provider)	Calculates the currency exposure of the FX swap product.
MultiCurrencyAmount	DiscountingFxSwapTradePricer.currencyExposure(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the currency exposure by discounting each payment in its own currency.
CurrencyAmount	DiscountingFxNdfProductPricer.currentCash(ResolvedFxNdf ndf, RatesProvider provider)	Calculates the current cash of the NDF product.
CurrencyAmount	DiscountingFxNdfTradePricer.currentCash(ResolvedFxNdfTrade trade, RatesProvider provider)	Calculates the current cash of the trade.
MultiCurrencyAmount	DiscountingFxSingleTradePricer.currentCash(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the current cash of the trade.
MultiCurrencyAmount	DiscountingFxSwapTradePricer.currentCash(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the current cash of the trade.
FxRate	DiscountingFxNdfProductPricer.forwardFxRate(ResolvedFxNdf ndf, RatesProvider provider)	Calculates the forward exchange rate.
FxRate	DiscountingFxNdfTradePricer.forwardFxRate(ResolvedFxNdfTrade trade, RatesProvider provider)	Calculates the forward exchange rate.
FxRate	DiscountingFxSingleProductPricer.forwardFxRate(ResolvedFxSingle fx, RatesProvider provider)	Calculates the forward exchange rate.
FxRate	DiscountingFxSingleTradePricer.forwardFxRate(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the forward exchange rate.
PointSensitivityBuilder	DiscountingFxSingleProductPricer.forwardFxRatePointSensitivity(ResolvedFxSingle fx, RatesProvider provider)	Calculates the forward exchange rate point sensitivity.
PointSensitivities	DiscountingFxSingleTradePricer.forwardFxRatePointSensitivity(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the forward exchange rate point sensitivity.
double	DiscountingFxSingleProductPricer.forwardFxRateSpotSensitivity(ResolvedFxSingle fx, RatesProvider provider)	Calculates the sensitivity of the forward exchange rate to the spot rate.
double	DiscountingFxSingleTradePricer.forwardFxRateSpotSensitivity(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the sensitivity of the forward exchange rate to the spot rate.
double	DiscountingFxSingleProductPricer.parSpread(ResolvedFxSingle fx, RatesProvider provider)	Calculates the par spread.
double	DiscountingFxSingleTradePricer.parSpread(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the par spread.
double	DiscountingFxSwapProductPricer.parSpread(ResolvedFxSwap swap, RatesProvider provider)	Calculates the par spread.
double	DiscountingFxSwapTradePricer.parSpread(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the par spread.
PointSensitivities	DiscountingFxSwapProductPricer.parSpreadSensitivity(ResolvedFxSwap swap, RatesProvider provider)	Calculates the par spread sensitivity to the curves.
PointSensitivities	DiscountingFxSwapTradePricer.parSpreadSensitivity(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the par spread sensitivity to the curves.
CurrencyAmount	DiscountingFxNdfProductPricer.presentValue(ResolvedFxNdf ndf, RatesProvider provider)	Calculates the present value of the NDF product.
CurrencyAmount	DiscountingFxNdfTradePricer.presentValue(ResolvedFxNdfTrade trade, RatesProvider provider)	Calculates the present value of the trade.
MultiCurrencyAmount	DiscountingFxSingleProductPricer.presentValue(ResolvedFxSingle fx, RatesProvider provider)	Calculates the present value of the FX product by discounting each payment in its own currency.
MultiCurrencyAmount	DiscountingFxSingleTradePricer.presentValue(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the present value of the trade.
MultiCurrencyAmount	DiscountingFxSwapProductPricer.presentValue(ResolvedFxSwap swap, RatesProvider provider)	Calculates the present value of the FX swap product.
MultiCurrencyAmount	DiscountingFxSwapTradePricer.presentValue(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the present value of the trade.
PointSensitivities	DiscountingFxNdfProductPricer.presentValueSensitivity(ResolvedFxNdf ndf, RatesProvider provider)	Calculates the present value curve sensitivity of the NDF product.
PointSensitivities	DiscountingFxNdfTradePricer.presentValueSensitivity(ResolvedFxNdfTrade trade, RatesProvider provider)	Calculates the present value curve sensitivity of the trade.
PointSensitivities	DiscountingFxSingleProductPricer.presentValueSensitivity(ResolvedFxSingle fx, RatesProvider provider)	Calculates the present value curve sensitivity of the FX product.
PointSensitivities	DiscountingFxSingleTradePricer.presentValueSensitivity(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the present value curve sensitivity of the trade.
PointSensitivities	DiscountingFxSwapProductPricer.presentValueSensitivity(ResolvedFxSwap swap, RatesProvider provider)	Calculates the present value sensitivity of the FX swap product.
PointSensitivities	DiscountingFxSwapTradePricer.presentValueSensitivity(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the present value curve sensitivity of the trade.

Uses of RatesProvider in com.opengamma.strata.pricer.fxopt

Methods in com.opengamma.strata.pricer.fxopt with parameters of type RatesProvider

Modifier and Type	Method	Description
RecombiningTrinomialTreeData	ImpliedTrinomialTreeFxOptionCalibrator.calibrateTrinomialTree(double timeToExpiry, CurrencyPair currencyPair, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calibrate trinomial tree to Black volatilities.
RecombiningTrinomialTreeData	ImpliedTrinomialTreeFxOptionCalibrator.calibrateTrinomialTree(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calibrate trinomial tree to Black volatilities by using a vanilla option.
MultiCurrencyAmount	BlackFxSingleBarrierOptionProductPricer.currencyExposure(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the FX barrier option product.
MultiCurrencyAmount	BlackFxSingleBarrierOptionTradePricer.currencyExposure(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the FX barrier option trade.
MultiCurrencyAmount	BlackFxVanillaOptionProductPricer.currencyExposure(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the foreign exchange vanilla option product.
MultiCurrencyAmount	BlackFxVanillaOptionTradePricer.currencyExposure(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the FX vanilla option trade.
MultiCurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.currencyExposure(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the FX barrier option product.
MultiCurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.currencyExposure(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities, RecombiningTrinomialTreeData treeData)	Calculates the currency exposure of the FX barrier option product.
MultiCurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer.currencyExposure(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the FX barrier option trade.
MultiCurrencyAmount	VannaVolgaFxVanillaOptionProductPricer.currencyExposure(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the currency exposure of the foreign exchange vanilla option product.
MultiCurrencyAmount	VannaVolgaFxVanillaOptionTradePricer.currencyExposure(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the currency exposure of the FX vanilla option trade.
double	BlackFxSingleBarrierOptionProductPricer.delta(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the delta of the FX barrier option product.
double	BlackFxVanillaOptionProductPricer.delta(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the delta of the foreign exchange vanilla option product.
FxRate	BlackFxSingleBarrierOptionProductPricer.forwardFxRate(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider)	Calculates the forward exchange rate.
FxRate	BlackFxSingleBarrierOptionTradePricer.forwardFxRate(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider)	Calculates the forward exchange rate.
FxRate	BlackFxVanillaOptionProductPricer.forwardFxRate(ResolvedFxVanillaOption option, RatesProvider ratesProvider)	Calculates the forward exchange rate.
FxRate	BlackFxVanillaOptionTradePricer.forwardFxRate(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider)	Calculates the forward exchange rate.
double	BlackFxSingleBarrierOptionProductPricer.gamma(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the gamma of the FX barrier option product.
double	BlackFxVanillaOptionProductPricer.gamma(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the gamma of the foreign exchange vanilla option product.
double	BlackFxSingleBarrierOptionProductPricer.impliedVolatility(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the implied Black volatility of the FX barrier option product.
double	BlackFxSingleBarrierOptionTradePricer.impliedVolatility(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the implied Black volatility of the FX barrier option trade.
double	BlackFxVanillaOptionProductPricer.impliedVolatility(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the implied Black volatility of the foreign exchange vanilla option product.
double	BlackFxVanillaOptionTradePricer.impliedVolatility(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the implied Black volatility of the foreign exchange vanilla option trade.
CurrencyAmount	BlackFxSingleBarrierOptionProductPricer.presentValue(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the FX barrier option product.
MultiCurrencyAmount	BlackFxSingleBarrierOptionTradePricer.presentValue(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the FX barrier option trade.
CurrencyAmount	BlackFxVanillaOptionProductPricer.presentValue(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the foreign exchange vanilla option product.
MultiCurrencyAmount	BlackFxVanillaOptionTradePricer.presentValue(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the FX vanilla option trade.
CurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.presentValue(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the FX barrier option product.
CurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.presentValue(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities, RecombiningTrinomialTreeData treeData)	Calculates the present value of the FX barrier option product.
MultiCurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer.presentValue(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the FX barrier option trade.
CurrencyAmount	VannaVolgaFxVanillaOptionProductPricer.presentValue(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the present value of the foreign exchange vanilla option product.
MultiCurrencyAmount	VannaVolgaFxVanillaOptionTradePricer.presentValue(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the present value of the FX vanilla option trade.
CurrencyAmount	BlackFxSingleBarrierOptionProductPricer.presentValueDelta(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value delta of the FX barrier option product.
CurrencyAmount	BlackFxVanillaOptionProductPricer.presentValueDelta(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value delta of the foreign exchange vanilla option product.
CurrencyAmount	BlackFxSingleBarrierOptionProductPricer.presentValueGamma(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value gamma of the FX barrier option product.
CurrencyAmount	BlackFxVanillaOptionProductPricer.presentValueGamma(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value delta of the foreign exchange vanilla option product.
PointSensitivityBuilder	BlackFxSingleBarrierOptionProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Computes the present value sensitivity to the black volatility used in the pricing.
PointSensitivities	BlackFxSingleBarrierOptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Computes the present value sensitivity to the black volatility used in the pricing.
PointSensitivityBuilder	BlackFxVanillaOptionProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Computes the present value sensitivity to the black volatility used in the pricing.
PointSensitivities	BlackFxVanillaOptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Computes the present value sensitivity to the black volatility used in the pricing.
PointSensitivityBuilder	VannaVolgaFxVanillaOptionProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Computes the present value sensitivity to the black volatilities used in the pricing.
PointSensitivities	VannaVolgaFxVanillaOptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Computes the present value sensitivity to the black volatility used in the pricing.
CurrencyParameterSensitivities	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.presentValueSensitivityRates(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the FX barrier option product.
CurrencyParameterSensitivities	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.presentValueSensitivityRates(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities, RecombiningTrinomialTreeData baseTreeData)	Calculates the present value sensitivity of the FX barrier option product.
CurrencyParameterSensitivities	ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer.presentValueSensitivityRates(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the FX barrier option trade.
PointSensitivityBuilder	BlackFxSingleBarrierOptionProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the FX barrier option product.
PointSensitivities	BlackFxSingleBarrierOptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the FX barrier option trade.
PointSensitivities	BlackFxVanillaOptionProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the foreign exchange vanilla option product.
PointSensitivities	BlackFxVanillaOptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the FX vanilla option trade.
PointSensitivityBuilder	VannaVolgaFxVanillaOptionProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the present value sensitivity of the foreign exchange vanilla option product.
PointSensitivities	VannaVolgaFxVanillaOptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the present value sensitivity of the FX vanilla option trade.
CurrencyAmount	BlackFxSingleBarrierOptionProductPricer.presentValueTheta(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value theta of the FX barrier option product.
CurrencyAmount	BlackFxVanillaOptionProductPricer.presentValueTheta(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value theta of the foreign exchange vanilla option product.
CurrencyAmount	BlackFxVanillaOptionProductPricer.presentValueVega(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value vega of the foreign exchange vanilla option product.
double	BlackFxSingleBarrierOptionProductPricer.price(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the price of the FX barrier option product.
double	BlackFxVanillaOptionProductPricer.price(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the price of the foreign exchange vanilla option product.
double	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.price(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the price of the FX barrier option product.
double	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.price(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities, RecombiningTrinomialTreeData treeData)	Calculates the price of the FX barrier option product.
double	VannaVolgaFxVanillaOptionProductPricer.price(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the price of the foreign exchange vanilla option product.
double	BlackFxSingleBarrierOptionProductPricer.theta(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the theta of the FX barrier option product.
double	BlackFxVanillaOptionProductPricer.theta(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the Black theta of the foreign exchange vanilla option product.
double	BlackFxSingleBarrierOptionProductPricer.vega(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the vega of the FX barrier option product.
double	BlackFxVanillaOptionProductPricer.vega(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the vega of the foreign exchange vanilla option product.

Uses of RatesProvider in com.opengamma.strata.pricer.impl.cms

Methods in com.opengamma.strata.pricer.impl.cms with parameters of type RatesProvider

Modifier and Type	Method	Description
double	DiscountingCmsPeriodPricer.forwardRate(CmsPeriod cmsPeriod, RatesProvider provider)	Computes the forward rate associated to the swap underlying the CMS period.
CurrencyAmount	BlackFlatCmsPeriodPricer.presentValue(CmsPeriod cmsPeriod, RatesProvider provider, SwaptionVolatilities swaptionVolatilities)	Computes the present value by replication in SABR framework with extrapolation on the right.
CurrencyAmount	DiscountingCmsPeriodPricer.presentValue(CmsPeriod cmsPeriod, RatesProvider provider)	Computes the present value of CMS coupon by simple forward rate estimation.
PointSensitivityBuilder	DiscountingCmsPeriodPricer.presentValueSensitivity(CmsPeriod cmsPeriod, RatesProvider provider)	Computes the present value curve sensitivity by simple forward rate estimation.

Uses of RatesProvider in com.opengamma.strata.pricer.impl.rate

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

Modifier and Type	Method	Description
double	ApproxForwardOvernightAveragedRateComputationFn.explainRate(OvernightAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double	DispatchingRateComputationFn.explainRate(RateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double	ForwardIborAveragedRateComputationFn.explainRate(IborAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double	ForwardIborInterpolatedRateComputationFn.explainRate(IborInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double	ForwardIborRateComputationFn.explainRate(IborRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double	ForwardInflationEndInterpolatedRateComputationFn.explainRate(InflationEndInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double	ForwardInflationEndMonthRateComputationFn.explainRate(InflationEndMonthRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double	ForwardInflationInterpolatedRateComputationFn.explainRate(InflationInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double	ForwardInflationMonthlyRateComputationFn.explainRate(InflationMonthlyRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double	ForwardOvernightAveragedDailyRateComputationFn.explainRate(OvernightAveragedDailyRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double	ForwardOvernightAveragedRateComputationFn.explainRate(OvernightAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double	ForwardOvernightCompoundedAnnualRateComputationFn.explainRate(OvernightCompoundedAnnualRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double	ForwardOvernightCompoundedRateComputationFn.explainRate(OvernightCompoundedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double	ApproxForwardOvernightAveragedRateComputationFn.rate(OvernightAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
double	DispatchingRateComputationFn.rate(RateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
double	ForwardIborAveragedRateComputationFn.rate(IborAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
double	ForwardIborInterpolatedRateComputationFn.rate(IborInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
double	ForwardIborRateComputationFn.rate(IborRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
double	ForwardInflationEndInterpolatedRateComputationFn.rate(InflationEndInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
double	ForwardInflationEndMonthRateComputationFn.rate(InflationEndMonthRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
double	ForwardInflationInterpolatedRateComputationFn.rate(InflationInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
double	ForwardInflationMonthlyRateComputationFn.rate(InflationMonthlyRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
double	ForwardOvernightAveragedDailyRateComputationFn.rate(OvernightAveragedDailyRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
double	ForwardOvernightAveragedRateComputationFn.rate(OvernightAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
double	ForwardOvernightCompoundedAnnualRateComputationFn.rate(OvernightCompoundedAnnualRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
double	ForwardOvernightCompoundedRateComputationFn.rate(OvernightCompoundedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ApproxForwardOvernightAveragedRateComputationFn.rateSensitivity(OvernightAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	DispatchingRateComputationFn.rateSensitivity(RateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardIborAveragedRateComputationFn.rateSensitivity(IborAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardIborInterpolatedRateComputationFn.rateSensitivity(IborInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardIborRateComputationFn.rateSensitivity(IborRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardInflationEndInterpolatedRateComputationFn.rateSensitivity(InflationEndInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardInflationEndMonthRateComputationFn.rateSensitivity(InflationEndMonthRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardInflationInterpolatedRateComputationFn.rateSensitivity(InflationInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardInflationMonthlyRateComputationFn.rateSensitivity(InflationMonthlyRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardOvernightAveragedDailyRateComputationFn.rateSensitivity(OvernightAveragedDailyRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardOvernightAveragedRateComputationFn.rateSensitivity(OvernightAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardOvernightCompoundedAnnualRateComputationFn.rateSensitivity(OvernightCompoundedAnnualRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardOvernightCompoundedRateComputationFn.rateSensitivity(OvernightCompoundedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)

Uses of RatesProvider in com.opengamma.strata.pricer.impl.rate.swap

Methods in com.opengamma.strata.pricer.impl.rate.swap with parameters of type RatesProvider

Modifier and Type	Method	Description
static ImmutableMap<Payment,PointSensitivityBuilder>	CashFlowEquivalentCalculator.cashFlowEquivalentAndSensitivityFixedLeg(ResolvedSwapLeg fixedLeg, RatesProvider ratesProvider)	Computes cash flow equivalent and sensitivity of fixed leg.
static ImmutableMap<Payment,PointSensitivityBuilder>	CashFlowEquivalentCalculator.cashFlowEquivalentAndSensitivityIborLeg(ResolvedSwapLeg iborLeg, RatesProvider ratesProvider)	Computes cash flow equivalent and sensitivity of Ibor leg.
static ImmutableMap<Payment,PointSensitivityBuilder>	CashFlowEquivalentCalculator.cashFlowEquivalentAndSensitivityOnLeg(ResolvedSwapLeg onLeg, RatesProvider multicurve)	Computes cash flow equivalent of and sensitivity overnight leg.
static ImmutableMap<Payment,PointSensitivityBuilder>	CashFlowEquivalentCalculator.cashFlowEquivalentAndSensitivitySwap(ResolvedSwap swap, RatesProvider ratesProvider)	Computes cash flow equivalent and sensitivity of swap.
static ResolvedSwapLeg	CashFlowEquivalentCalculator.cashFlowEquivalentFixedLeg(ResolvedSwapLeg fixedLeg, RatesProvider ratesProvider)	Computes cash flow equivalent of fixed leg.
static ResolvedSwapLeg	CashFlowEquivalentCalculator.cashFlowEquivalentIborLeg(ResolvedSwapLeg iborLeg, RatesProvider ratesProvider)	Computes cash flow equivalent of Ibor leg.
static ResolvedSwapLeg	CashFlowEquivalentCalculator.cashFlowEquivalentOnLeg(ResolvedSwapLeg onLeg, RatesProvider multicurve)	Computes cash flow equivalent of overnight leg.
static ResolvedSwapLeg	CashFlowEquivalentCalculator.cashFlowEquivalentSwap(ResolvedSwap swap, RatesProvider ratesProvider)	Computes cash flow equivalent of swap.

Uses of RatesProvider in com.opengamma.strata.pricer.impl.swap

Methods in com.opengamma.strata.pricer.impl.swap with parameters of type RatesProvider

Modifier and Type	Method	Description
double	DiscountingKnownAmountPaymentPeriodPricer.accruedInterest(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
double	DiscountingRatePaymentPeriodPricer.accruedInterest(RatePaymentPeriod period, RatesProvider provider)
double	DispatchingSwapPaymentPeriodPricer.accruedInterest(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
MultiCurrencyAmount	DiscountingFxResetNotionalExchangePricer.currencyExposure(FxResetNotionalExchange event, RatesProvider provider)
MultiCurrencyAmount	DiscountingKnownAmountPaymentPeriodPricer.currencyExposure(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
MultiCurrencyAmount	DiscountingNotionalExchangePricer.currencyExposure(NotionalExchange event, RatesProvider provider)
MultiCurrencyAmount	DiscountingRatePaymentPeriodPricer.currencyExposure(RatePaymentPeriod period, RatesProvider provider)
MultiCurrencyAmount	DispatchingSwapPaymentEventPricer.currencyExposure(SwapPaymentEvent paymentEvent, RatesProvider provider)
MultiCurrencyAmount	DispatchingSwapPaymentPeriodPricer.currencyExposure(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
double	DiscountingFxResetNotionalExchangePricer.currentCash(FxResetNotionalExchange event, RatesProvider provider)
double	DiscountingKnownAmountPaymentPeriodPricer.currentCash(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
double	DiscountingNotionalExchangePricer.currentCash(NotionalExchange event, RatesProvider provider)
double	DiscountingRatePaymentPeriodPricer.currentCash(RatePaymentPeriod period, RatesProvider provider)
double	DispatchingSwapPaymentEventPricer.currentCash(SwapPaymentEvent paymentEvent, RatesProvider provider)
double	DispatchingSwapPaymentPeriodPricer.currentCash(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
void	DiscountingFxResetNotionalExchangePricer.explainPresentValue(FxResetNotionalExchange event, RatesProvider provider, ExplainMapBuilder builder)
void	DiscountingKnownAmountPaymentPeriodPricer.explainPresentValue(KnownAmountSwapPaymentPeriod period, RatesProvider provider, ExplainMapBuilder builder)
void	DiscountingNotionalExchangePricer.explainPresentValue(NotionalExchange event, RatesProvider provider, ExplainMapBuilder builder)
void	DiscountingRatePaymentPeriodPricer.explainPresentValue(RatePaymentPeriod paymentPeriod, RatesProvider provider, ExplainMapBuilder builder)
void	DispatchingSwapPaymentEventPricer.explainPresentValue(SwapPaymentEvent paymentEvent, RatesProvider provider, ExplainMapBuilder builder)
void	DispatchingSwapPaymentPeriodPricer.explainPresentValue(SwapPaymentPeriod paymentPeriod, RatesProvider provider, ExplainMapBuilder builder)
double	DiscountingFxResetNotionalExchangePricer.forecastValue(FxResetNotionalExchange event, RatesProvider provider)
double	DiscountingKnownAmountPaymentPeriodPricer.forecastValue(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
double	DiscountingNotionalExchangePricer.forecastValue(NotionalExchange event, RatesProvider provider)
double	DiscountingRatePaymentPeriodPricer.forecastValue(RatePaymentPeriod period, RatesProvider provider)
double	DispatchingSwapPaymentEventPricer.forecastValue(SwapPaymentEvent paymentEvent, RatesProvider provider)
double	DispatchingSwapPaymentPeriodPricer.forecastValue(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
PointSensitivityBuilder	DiscountingFxResetNotionalExchangePricer.forecastValueSensitivity(FxResetNotionalExchange event, RatesProvider provider)
PointSensitivityBuilder	DiscountingKnownAmountPaymentPeriodPricer.forecastValueSensitivity(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
PointSensitivityBuilder	DiscountingNotionalExchangePricer.forecastValueSensitivity(NotionalExchange event, RatesProvider provider)
PointSensitivityBuilder	DiscountingRatePaymentPeriodPricer.forecastValueSensitivity(RatePaymentPeriod period, RatesProvider provider)
PointSensitivityBuilder	DispatchingSwapPaymentEventPricer.forecastValueSensitivity(SwapPaymentEvent paymentEvent, RatesProvider provider)
PointSensitivityBuilder	DispatchingSwapPaymentPeriodPricer.forecastValueSensitivity(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
double	DiscountingFxResetNotionalExchangePricer.presentValue(FxResetNotionalExchange event, RatesProvider provider)
double	DiscountingKnownAmountPaymentPeriodPricer.presentValue(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
double	DiscountingNotionalExchangePricer.presentValue(NotionalExchange event, RatesProvider provider)
double	DiscountingRatePaymentPeriodPricer.presentValue(RatePaymentPeriod period, RatesProvider provider)
double	DispatchingSwapPaymentEventPricer.presentValue(SwapPaymentEvent paymentEvent, RatesProvider provider)
double	DispatchingSwapPaymentPeriodPricer.presentValue(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
PointSensitivityBuilder	DiscountingFxResetNotionalExchangePricer.presentValueSensitivity(FxResetNotionalExchange event, RatesProvider provider)
PointSensitivityBuilder	DiscountingKnownAmountPaymentPeriodPricer.presentValueSensitivity(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
PointSensitivityBuilder	DiscountingNotionalExchangePricer.presentValueSensitivity(NotionalExchange event, RatesProvider provider)
PointSensitivityBuilder	DiscountingRatePaymentPeriodPricer.presentValueSensitivity(RatePaymentPeriod period, RatesProvider provider)
PointSensitivityBuilder	DispatchingSwapPaymentEventPricer.presentValueSensitivity(SwapPaymentEvent paymentEvent, RatesProvider provider)
PointSensitivityBuilder	DispatchingSwapPaymentPeriodPricer.presentValueSensitivity(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
double	DiscountingKnownAmountPaymentPeriodPricer.pvbp(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
double	DiscountingRatePaymentPeriodPricer.pvbp(RatePaymentPeriod paymentPeriod, RatesProvider provider)
double	DispatchingSwapPaymentPeriodPricer.pvbp(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
PointSensitivityBuilder	DiscountingKnownAmountPaymentPeriodPricer.pvbpSensitivity(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
PointSensitivityBuilder	DiscountingRatePaymentPeriodPricer.pvbpSensitivity(RatePaymentPeriod paymentPeriod, RatesProvider provider)
PointSensitivityBuilder	DispatchingSwapPaymentPeriodPricer.pvbpSensitivity(SwapPaymentPeriod paymentPeriod, RatesProvider provider)

Uses of RatesProvider in com.opengamma.strata.pricer.index

Methods in com.opengamma.strata.pricer.index with parameters of type RatesProvider

Modifier and Type	Method	Description
double	HullWhiteIborFutureProductPricer.convexityAdjustment(ResolvedIborFuture future, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the convexity adjustment (to the price) of the Ibor future product.
MultiCurrencyAmount	HullWhiteIborFutureTradePricer.currencyExposure(ResolvedIborFutureTrade trade, RatesProvider provider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider, double lastSettlementPrice)	Calculates the currency exposure of the Ibor future trade.
double	NormalIborFutureOptionMarginedProductPricer.deltaStickyStrike(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities)	Calculates the delta of the Ibor future option product.
double	NormalIborFutureOptionMarginedProductPricer.deltaStickyStrike(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities, double futurePrice)	Calculates the delta of the Ibor future option product based on the price of the underlying future.
double	HullWhiteIborFutureProductPricer.parRate(ResolvedIborFuture future, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the par rate of the Ibor future product.
double	DiscountingIborFutureTradePricer.parSpread(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, double lastSettlementPrice)	Calculates the par spread of the Ibor future trade.
double	DiscountingOvernightFutureTradePricer.parSpread(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider, double lastSettlementPrice)	Calculates the par spread of the Overnight rate future trade.
double	HullWhiteIborFutureTradePricer.parSpread(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider, double lastSettlementPrice)	Calculates the par spread of the Ibor future trade.
PointSensitivities	DiscountingIborFutureTradePricer.parSpreadSensitivity(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates the par spread sensitivity of the Ibor future trade.
PointSensitivities	DiscountingOvernightFutureTradePricer.parSpreadSensitivity(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates the par spread sensitivity of the Overnight rate future trade.
PointSensitivities	HullWhiteIborFutureTradePricer.parSpreadSensitivityRates(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the par spread sensitivity of the Ibor future trade.
CurrencyAmount	DiscountingIborFutureTradePricer.presentValue(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, double lastSettlementPrice)	Calculates the present value of the Ibor future trade.
CurrencyAmount	DiscountingOvernightFutureTradePricer.presentValue(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider, double lastSettlementPrice)	Calculates the present value of the Overnight rate future trade.
CurrencyAmount	HullWhiteIborFutureTradePricer.presentValue(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider, double lastSettlementPrice)	Calculates the present value of the Ibor future trade.
CurrencyAmount	NormalIborFutureOptionMarginedTradePricer.presentValue(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities, double lastOptionSettlementPrice)	Calculates the present value of the Ibor future option trade.
CurrencyAmount	NormalIborFutureOptionMarginedTradePricer.presentValue(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities, double futurePrice, double lastOptionSettlementPrice)	Calculates the present value of the Ibor future option trade from the underlying future price.
PointSensitivities	DiscountingIborFutureTradePricer.presentValueSensitivity(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates the present value sensitivity of the Ibor future trade.
PointSensitivities	DiscountingOvernightFutureTradePricer.presentValueSensitivity(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates the present value sensitivity of the Overnight rate future trade.
DoubleArray	HullWhiteIborFutureTradePricer.presentValueSensitivityModelParamsHullWhite(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
IborFutureOptionSensitivity	NormalIborFutureOptionMarginedTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedIborFutureOptionTrade futureOptionTrade, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities)	Computes the present value sensitivity to the normal volatility used in the pricing.
IborFutureOptionSensitivity	NormalIborFutureOptionMarginedTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedIborFutureOptionTrade futureOptionTrade, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities, double futurePrice)	Computes the present value sensitivity to the normal volatility used in the pricing based on the price of the underlying future.
PointSensitivities	HullWhiteIborFutureTradePricer.presentValueSensitivityRates(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value sensitivity of the Ibor future trade.
PointSensitivities	NormalIborFutureOptionMarginedTradePricer.presentValueSensitivityRates(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities)	Calculates the present value sensitivity of the Ibor future option trade.
double	DiscountingIborFutureProductPricer.price(ResolvedIborFuture future, RatesProvider ratesProvider)	Calculates the price of the Ibor future product.
double	DiscountingIborFutureTradePricer.price(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates the price of the Ibor future trade.
double	DiscountingOvernightFutureProductPricer.price(ResolvedOvernightFuture future, RatesProvider ratesProvider)	Calculates the price of the Overnight rate future product.
double	DiscountingOvernightFutureTradePricer.price(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates the price of the Overnight rate future trade.
double	HullWhiteIborFutureProductPricer.price(ResolvedIborFuture future, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the price of the Ibor future product.
double	HullWhiteIborFutureTradePricer.price(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the price of the Ibor future trade.
double	NormalIborFutureOptionMarginedProductPricer.price(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities)	Calculates the price of the Ibor future option product.
double	NormalIborFutureOptionMarginedProductPricer.price(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities, double futurePrice)	Calculates the price of the Ibor future option product based on the price of the underlying future.
double	NormalIborFutureOptionMarginedTradePricer.price(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities)	Calculates the price of the Ibor future option trade.
PointSensitivities	DiscountingIborFutureProductPricer.priceSensitivity(ResolvedIborFuture future, RatesProvider ratesProvider)	Calculates the price sensitivity of the Ibor future product.
PointSensitivities	DiscountingIborFutureTradePricer.priceSensitivity(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates the price sensitivity of the Ibor future product.
PointSensitivities	DiscountingOvernightFutureProductPricer.priceSensitivity(ResolvedOvernightFuture future, RatesProvider ratesProvider)	Calculates the price sensitivity of the Overnight rate future product.
PointSensitivities	DiscountingOvernightFutureTradePricer.priceSensitivity(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates the price sensitivity of the Overnight rate future product.
DoubleArray	HullWhiteIborFutureProductPricer.priceSensitivityModelParamsHullWhite(ResolvedIborFuture future, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the price sensitivity to piecewise constant volatility parameters of the Hull-White model.
IborFutureOptionSensitivity	NormalIborFutureOptionMarginedProductPricer.priceSensitivityModelParamsVolatility(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities)	Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option.
IborFutureOptionSensitivity	NormalIborFutureOptionMarginedProductPricer.priceSensitivityModelParamsVolatility(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities, double futurePrice)	Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option based on the price of the underlying future.
PointSensitivities	HullWhiteIborFutureProductPricer.priceSensitivityRates(ResolvedIborFuture future, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the price sensitivity of the Ibor future product.
PointSensitivities	HullWhiteIborFutureTradePricer.priceSensitivityRates(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the price sensitivity of the Ibor future product.
PointSensitivities	NormalIborFutureOptionMarginedProductPricer.priceSensitivityRatesStickyStrike(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities)	Calculates the price sensitivity of the Ibor future option product based on curves.
PointSensitivities	NormalIborFutureOptionMarginedProductPricer.priceSensitivityRatesStickyStrike(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities, double futurePrice)	Calculates the price sensitivity of the Ibor future option product based on the price of the underlying future.

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

Classes in com.opengamma.strata.pricer.rate that implement RatesProvider

Modifier and Type	Class	Description
class	ImmutableRatesProvider	The default immutable rates provider, used to calculate analytic measures.

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

Modifier and Type	Method	Description
double	RateComputationFn.explainRate(T computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)	Explains the calculation of the applicable rate.
double	RateComputationFn.rate(T computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)	Determines the applicable rate for the computation.
PointSensitivityBuilder	RateComputationFn.rateSensitivity(T computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)	Determines the point sensitivity for the rate computation.

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

Methods in com.opengamma.strata.pricer.sensitivity with parameters of type RatesProvider

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	NotionalEquivalentCalculator.notionalEquivalent(CurrencyParameterSensitivities marketQuoteSensitivities, RatesProvider provider)	Calculates the notional equivalent from the present value market quote sensitivities.
CurrencyParameterSensitivities	MarketQuoteSensitivityCalculator.sensitivity(CurrencyParameterSensitivities paramSensitivities, RatesProvider provider)	Calculates the market quote sensitivities from parameter sensitivity.
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.

Uses of RatesProvider in com.opengamma.strata.pricer.swap

Methods in com.opengamma.strata.pricer.swap with parameters of type RatesProvider

Modifier and Type	Method	Description
CurrencyAmount	DiscountingSwapLegPricer.accruedInterest(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the accrued interest since the last payment.
MultiCurrencyAmount	DiscountingSwapProductPricer.accruedInterest(ResolvedSwap swap, RatesProvider provider)	Calculates the accrued interest since the last payment.
MultiCurrencyAmount	DiscountingSwapTradePricer.accruedInterest(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the accrued interest since the last payment.
double	SwapPaymentPeriodPricer.accruedInterest(T period, RatesProvider provider)	Calculates the accrued interest since the last payment.
CashFlows	DiscountingSwapLegPricer.cashFlows(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the future cash flows of the swap leg.
CashFlows	DiscountingSwapProductPricer.cashFlows(ResolvedSwap swap, RatesProvider provider)	Calculates the future cash flows of the swap product.
CashFlows	DiscountingSwapTradePricer.cashFlows(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the future cash flows of the swap trade.
double	DiscountingSwapLegPricer.couponEquivalent(ResolvedSwapLeg leg, RatesProvider provider, double pvbp)	Calculates the coupon equivalent of a swap leg.
MultiCurrencyAmount	DiscountingSwapLegPricer.currencyExposure(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the currency exposure of the swap leg.
MultiCurrencyAmount	DiscountingSwapProductPricer.currencyExposure(ResolvedSwap swap, RatesProvider provider)	Calculates the currency exposure of the swap product.
MultiCurrencyAmount	DiscountingSwapTradePricer.currencyExposure(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the currency exposure of the swap trade.
MultiCurrencyAmount	SwapPaymentEventPricer.currencyExposure(T event, RatesProvider provider)	Calculates the currency exposure of a single payment event.
MultiCurrencyAmount	SwapPaymentPeriodPricer.currencyExposure(T period, RatesProvider provider)	Calculates the currency exposure of a single payment period.
CurrencyAmount	DiscountingSwapLegPricer.currentCash(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the current cash of the swap leg.
MultiCurrencyAmount	DiscountingSwapProductPricer.currentCash(ResolvedSwap swap, RatesProvider provider)	Calculates the current cash of the swap product.
MultiCurrencyAmount	DiscountingSwapTradePricer.currentCash(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the current cash of the swap trade.
double	SwapPaymentEventPricer.currentCash(T event, RatesProvider provider)	Calculates the current cash of a single payment event.
double	SwapPaymentPeriodPricer.currentCash(T period, RatesProvider provider)	Calculates the current cash of a single payment period.
ExplainMap	DiscountingSwapLegPricer.explainPresentValue(ResolvedSwapLeg leg, RatesProvider provider)	Explain present value for a swap leg.
ExplainMap	DiscountingSwapProductPricer.explainPresentValue(ResolvedSwap swap, RatesProvider provider)	Explains the present value of the swap product.
ExplainMap	DiscountingSwapTradePricer.explainPresentValue(ResolvedSwapTrade trade, RatesProvider provider)	Explains the present value of the swap trade.
void	SwapPaymentEventPricer.explainPresentValue(T event, RatesProvider provider, ExplainMapBuilder builder)	Explains the present value of a single payment event.
void	SwapPaymentPeriodPricer.explainPresentValue(T period, RatesProvider provider, ExplainMapBuilder builder)	Explains the present value of a single payment period.
CurrencyAmount	DiscountingSwapLegPricer.forecastValue(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the forecast value of the swap leg.
MultiCurrencyAmount	DiscountingSwapProductPricer.forecastValue(ResolvedSwap swap, RatesProvider provider)	Calculates the forecast value of the swap product.
MultiCurrencyAmount	DiscountingSwapTradePricer.forecastValue(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the forecast value of the swap trade.
double	SwapPaymentEventPricer.forecastValue(T event, RatesProvider provider)	Calculates the forecast value of a single payment event.
double	SwapPaymentPeriodPricer.forecastValue(T period, RatesProvider provider)	Calculates the forecast value of a single payment period.
PointSensitivityBuilder	DiscountingSwapLegPricer.forecastValueSensitivity(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the forecast value sensitivity of the swap leg.
PointSensitivityBuilder	DiscountingSwapProductPricer.forecastValueSensitivity(ResolvedSwap swap, RatesProvider provider)	Calculates the forecast value sensitivity of the swap product.
PointSensitivities	DiscountingSwapTradePricer.forecastValueSensitivity(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the forecast value sensitivity of the swap trade.
PointSensitivityBuilder	SwapPaymentEventPricer.forecastValueSensitivity(T event, RatesProvider provider)	Calculates the forecast value sensitivity of a single payment event.
PointSensitivityBuilder	SwapPaymentPeriodPricer.forecastValueSensitivity(T period, RatesProvider provider)	Calculates the forecast value sensitivity of a single payment period.
double	DiscountingSwapProductPricer.marketQuote(ResolvedSwap swap, RatesProvider provider)	Computes the market quote of swaps.
PointSensitivityBuilder	DiscountingSwapProductPricer.marketQuoteSensitivity(ResolvedSwap swap, RatesProvider provider)	Computes the market quote curve sensitivity for swaps.
double	DiscountingSwapProductPricer.parRate(ResolvedSwap swap, RatesProvider provider)	Computes the par rate for swaps with a fixed leg.
double	DiscountingSwapTradePricer.parRate(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the par rate of the swap trade.
PointSensitivityBuilder	DiscountingSwapProductPricer.parRateSensitivity(ResolvedSwap swap, RatesProvider provider)	Calculates the par rate curve sensitivity for a swap with a fixed leg.
PointSensitivities	DiscountingSwapTradePricer.parRateSensitivity(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the par rate curve sensitivity of the swap trade.
double	DiscountingSwapProductPricer.parSpread(ResolvedSwap swap, RatesProvider provider)	Computes the par spread for swaps.
double	DiscountingSwapTradePricer.parSpread(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the par spread of the swap trade.
PointSensitivityBuilder	DiscountingSwapProductPricer.parSpreadSensitivity(ResolvedSwap swap, RatesProvider provider)	Calculates the par spread curve sensitivity for a swap.
PointSensitivities	DiscountingSwapTradePricer.parSpreadSensitivity(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the par spread curve sensitivity of the swap trade.
CurrencyAmount	DiscountingSwapLegPricer.presentValue(ResolvedSwapLeg leg, Currency currency, RatesProvider provider)	Calculates the present value of the swap leg, converted to the specified currency.
CurrencyAmount	DiscountingSwapLegPricer.presentValue(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the present value of the swap leg.
CurrencyAmount	DiscountingSwapProductPricer.presentValue(ResolvedSwap swap, Currency currency, RatesProvider provider)	Calculates the present value of the swap product, converted to the specified currency.
MultiCurrencyAmount	DiscountingSwapProductPricer.presentValue(ResolvedSwap swap, RatesProvider provider)	Calculates the present value of the swap product.
CurrencyAmount	DiscountingSwapTradePricer.presentValue(ResolvedSwapTrade trade, Currency currency, RatesProvider provider)	Calculates the present value of the swap trade, converted to the specified currency.
MultiCurrencyAmount	DiscountingSwapTradePricer.presentValue(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the present value of the swap trade.
double	SwapPaymentEventPricer.presentValue(T event, RatesProvider provider)	Calculates the present value of a single payment event.
double	SwapPaymentPeriodPricer.presentValue(T period, RatesProvider provider)	Calculates the present value of a single payment period.
PointSensitivityBuilder	DiscountingSwapLegPricer.presentValueSensitivity(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the present value sensitivity of the swap leg.
PointSensitivityBuilder	DiscountingSwapProductPricer.presentValueSensitivity(ResolvedSwap swap, Currency currency, RatesProvider provider)	Calculates the present value sensitivity of the swap product converted in a given currency.
PointSensitivityBuilder	DiscountingSwapProductPricer.presentValueSensitivity(ResolvedSwap swap, RatesProvider provider)	Calculates the present value sensitivity of the swap product.
PointSensitivities	DiscountingSwapTradePricer.presentValueSensitivity(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the present value sensitivity of the swap trade.
PointSensitivityBuilder	SwapPaymentEventPricer.presentValueSensitivity(T event, RatesProvider provider)	Calculates the present value sensitivity of a single payment event.
PointSensitivityBuilder	SwapPaymentPeriodPricer.presentValueSensitivity(T period, RatesProvider provider)	Calculates the present value sensitivity of a single payment period.
double	DiscountingSwapLegPricer.pvbp(ResolvedSwapLeg leg, RatesProvider provider)	Computes the Present Value of a Basis Point for a swap leg.
double	SwapPaymentPeriodPricer.pvbp(T period, RatesProvider provider)	Calculates the present value of a basis point of a period.
PointSensitivityBuilder	DiscountingSwapLegPricer.pvbpSensitivity(ResolvedSwapLeg fixedLeg, RatesProvider provider)	Calculates the Present Value of a Basis Point curve sensitivity for a fixed swap leg.
PointSensitivityBuilder	SwapPaymentPeriodPricer.pvbpSensitivity(T period, RatesProvider provider)	Calculates the present value of a basis point sensitivity of a single payment period.

Uses of RatesProvider in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption with parameters of type RatesProvider

Modifier and Type	Method	Description
protected double	VolatilitySwaptionCashParYieldProductPricer.calculateNumeraire(ResolvedSwaption swaption, ResolvedSwapLeg fixedLeg, double forward, RatesProvider ratesProvider)	Calculates the numeraire, used to multiply the results.
SabrParametersSwaptionVolatilities	SabrSwaptionCalibrator.calibrateAlphaWithAtm(SwaptionVolatilitiesName name, SabrParametersSwaptionVolatilities sabr, RatesProvider ratesProvider, SwaptionVolatilities atmVolatilities, List<Tenor> tenors, List<Period> expiries, SurfaceInterpolator interpolator)	Calibrate SABR alpha parameters to a set of ATM swaption volatilities.
SabrParametersSwaptionVolatilities	SabrSwaptionCalibrator.calibrateWithFixedBetaAndShift(SabrSwaptionDefinition definition, ZonedDateTime calibrationDateTime, TenorRawOptionData data, RatesProvider ratesProvider, Surface betaSurface, Surface shiftSurface)	Calibrate SABR parameters to a set of raw swaption data.
SabrParametersSwaptionVolatilities	SabrSwaptionCalibrator.calibrateWithFixedBetaAndShift(SabrSwaptionDefinition definition, ZonedDateTime calibrationDateTime, TenorRawOptionData data, RatesProvider ratesProvider, Surface betaSurface, Surface shiftSurface, boolean stopOnMathException)	Calibrate SABR parameters to a set of raw swaption data.
MultiCurrencyAmount	BlackSwaptionTradePricer.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, BlackSwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption trade.
MultiCurrencyAmount	HullWhiteSwaptionPhysicalProductPricer.currencyExposure(ResolvedSwaption swaption, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the currency exposure of the swaption product.
MultiCurrencyAmount	HullWhiteSwaptionPhysicalTradePricer.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Computes the currency exposure of the swaption trade.
MultiCurrencyAmount	NormalSwaptionTradePricer.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, NormalSwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption trade.
MultiCurrencyAmount	SabrSwaptionTradePricer.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption trade.
MultiCurrencyAmount	VolatilitySwaptionCashParYieldProductPricer.currencyExposure(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption.
MultiCurrencyAmount	VolatilitySwaptionPhysicalProductPricer.currencyExposure(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption.
MultiCurrencyAmount	VolatilitySwaptionProductPricer.currencyExposure(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption.
MultiCurrencyAmount	VolatilitySwaptionTradePricer.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption trade.
double	BlackSwaptionTradePricer.forwardRate(ResolvedSwaptionTrade swaptionTrade, RatesProvider ratesProvider)	Provides the forward rate.
double	NormalSwaptionTradePricer.forwardRate(ResolvedSwaptionTrade swaptionTrade, RatesProvider ratesProvider)	Provides the forward rate.
double	SabrSwaptionTradePricer.forwardRate(ResolvedSwaptionTrade swaptionTrade, RatesProvider ratesProvider)	Provides the forward rate.
double	VolatilitySwaptionCashParYieldProductPricer.forwardRate(ResolvedSwaption swaption, RatesProvider ratesProvider)	Provides the forward rate.
double	VolatilitySwaptionPhysicalProductPricer.forwardRate(ResolvedSwaption swaption, RatesProvider ratesProvider)	Provides the forward rate.
double	VolatilitySwaptionProductPricer.forwardRate(ResolvedSwaption swaption, RatesProvider ratesProvider)	Provides the forward rate.
double	VolatilitySwaptionTradePricer.forwardRate(ResolvedSwaptionTrade swaptionTrade, RatesProvider ratesProvider)	Provides the forward rate.
double	BlackSwaptionTradePricer.impliedVolatility(ResolvedSwaptionTrade swaptionTrade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the implied volatility of the swaption.
double	NormalSwaptionTradePricer.impliedVolatility(ResolvedSwaptionTrade swaptionTrade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the implied volatility of the swaption.
double	SabrSwaptionTradePricer.impliedVolatility(ResolvedSwaptionTrade swaptionTrade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the implied volatility of the swaption.
double	VolatilitySwaptionCashParYieldProductPricer.impliedVolatility(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the implied volatility of the swaption.
double	VolatilitySwaptionPhysicalProductPricer.impliedVolatility(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the implied volatility of the swaption.
double	VolatilitySwaptionProductPricer.impliedVolatility(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the implied volatility of the swaption.
double	VolatilitySwaptionTradePricer.impliedVolatility(ResolvedSwaptionTrade swaptionTrade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the implied volatility of the swaption.
double	NormalSwaptionCashParYieldProductPricer.impliedVolatilityFromPresentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, DayCount dayCount, double presentValue)	Computes the implied normal volatility from the present value of a swaption.
double	NormalSwaptionPhysicalProductPricer.impliedVolatilityFromPresentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, DayCount dayCount, double presentValue)	Computes the implied normal volatility from the present value of a swaption.
CurrencyAmount	BlackSwaptionTradePricer.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, BlackSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption trade.
CurrencyAmount	HullWhiteSwaptionPhysicalProductPricer.presentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value of the swaption product.
CurrencyAmount	HullWhiteSwaptionPhysicalTradePricer.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value of the swaption trade.
CurrencyAmount	NormalSwaptionTradePricer.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, NormalSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption trade.
CurrencyAmount	SabrSwaptionTradePricer.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption trade.
CurrencyAmount	VolatilitySwaptionCashParYieldProductPricer.presentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
CurrencyAmount	VolatilitySwaptionPhysicalProductPricer.presentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
CurrencyAmount	VolatilitySwaptionProductPricer.presentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
CurrencyAmount	VolatilitySwaptionTradePricer.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption trade.
CurrencyAmount	VolatilitySwaptionCashParYieldProductPricer.presentValueDelta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value delta of the swaption.
CurrencyAmount	VolatilitySwaptionPhysicalProductPricer.presentValueDelta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value delta of the swaption.
CurrencyAmount	VolatilitySwaptionProductPricer.presentValueDelta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value delta of the swaption.
CurrencyAmount	VolatilitySwaptionCashParYieldProductPricer.presentValueGamma(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value gamma of the swaption.
CurrencyAmount	VolatilitySwaptionPhysicalProductPricer.presentValueGamma(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value gamma of the swaption.
CurrencyAmount	VolatilitySwaptionProductPricer.presentValueGamma(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value gamma of the swaption.
DoubleArray	HullWhiteSwaptionPhysicalProductPricer.presentValueSensitivityModelParamsHullWhite(ResolvedSwaption swaption, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
DoubleArray	HullWhiteSwaptionPhysicalTradePricer.presentValueSensitivityModelParamsHullWhite(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value sensitivity piecewise constant volatility parameters of the Hull-White model.
PointSensitivityBuilder	SabrSwaptionCashParYieldProductPricer.presentValueSensitivityModelParamsSabr(ResolvedSwaption swaption, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters of the swaption product.
PointSensitivityBuilder	SabrSwaptionPhysicalProductPricer.presentValueSensitivityModelParamsSabr(ResolvedSwaption swaption, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters of the swaption product.
PointSensitivities	SabrSwaptionTradePricer.presentValueSensitivityModelParamsSabr(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters of the swaption trade.
PointSensitivities	BlackSwaptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, BlackSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption trade.
PointSensitivities	NormalSwaptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, NormalSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption trade.
PointSensitivities	SabrSwaptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption trade.
SwaptionSensitivity	VolatilitySwaptionCashParYieldProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption.
SwaptionSensitivity	VolatilitySwaptionPhysicalProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption.
SwaptionSensitivity	VolatilitySwaptionProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption.
PointSensitivities	VolatilitySwaptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption trade.
PointSensitivityBuilder	HullWhiteSwaptionPhysicalProductPricer.presentValueSensitivityRates(ResolvedSwaption swaption, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value sensitivity of the swaption product.
PointSensitivities	HullWhiteSwaptionPhysicalTradePricer.presentValueSensitivityRates(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value sensitivity of the swaption product.
PointSensitivityBuilder	SabrSwaptionCashParYieldProductPricer.presentValueSensitivityRatesStickyModel(ResolvedSwaption swaption, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption product to the rate curves.
PointSensitivityBuilder	SabrSwaptionPhysicalProductPricer.presentValueSensitivityRatesStickyModel(ResolvedSwaption swaption, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption product to the rate curves.
PointSensitivities	SabrSwaptionTradePricer.presentValueSensitivityRatesStickyModel(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption trade to the rate curves.
PointSensitivities	BlackSwaptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, BlackSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption trade to the rate curves.
PointSensitivities	NormalSwaptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, NormalSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption trade to the rate curves.
PointSensitivities	SabrSwaptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption trade to the rate curves.
PointSensitivityBuilder	VolatilitySwaptionCashParYieldProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption to the rate curves.
PointSensitivityBuilder	VolatilitySwaptionPhysicalProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption to the rate curves.
PointSensitivityBuilder	VolatilitySwaptionProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption to the rate curves.
PointSensitivities	VolatilitySwaptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption to the rate curves.
CurrencyAmount	VolatilitySwaptionCashParYieldProductPricer.presentValueTheta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
CurrencyAmount	VolatilitySwaptionPhysicalProductPricer.presentValueTheta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
CurrencyAmount	VolatilitySwaptionProductPricer.presentValueTheta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
protected void	VolatilitySwaptionCashParYieldProductPricer.validate(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Validates that the rates and volatilities providers are coherent and that the swaption is single currency cash par-yield.
protected void	VolatilitySwaptionPhysicalProductPricer.validate(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Validates that the rates and volatilities providers are coherent and that the swaption is single currency physical.