Uses of Class
com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
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Packages that use CurveGammaCalculator Package Description com.opengamma.strata.pricer.sensitivity Calculators for sensitivities. -
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Uses of CurveGammaCalculator in com.opengamma.strata.pricer.sensitivity
Fields in com.opengamma.strata.pricer.sensitivity declared as CurveGammaCalculator Modifier and Type Field Description static CurveGammaCalculatorCurveGammaCalculator. DEFAULTDefault implementation.Methods in com.opengamma.strata.pricer.sensitivity that return CurveGammaCalculator Modifier and Type Method Description static CurveGammaCalculatorCurveGammaCalculator. ofBackwardDifference(double shift)Obtains an instance of the finite difference calculator using backward differencing.static CurveGammaCalculatorCurveGammaCalculator. ofCentralDifference(double shift)Obtains an instance of the finite difference calculator using central differencing.static CurveGammaCalculatorCurveGammaCalculator. ofForwardDifference(double shift)Obtains an instance of the finite difference calculator using forward differencing.
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