Uses of Package
com.opengamma.strata.pricer.sensitivity
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Packages that use com.opengamma.strata.pricer.sensitivity Package Description com.opengamma.strata.pricer.sensitivity Calculators for sensitivities. -
Classes in com.opengamma.strata.pricer.sensitivity used by com.opengamma.strata.pricer.sensitivity Class Description CurveGammaCalculator Computes the gamma-related values for the rates curve parameters.MarketQuoteSensitivityCalculator Calculator to obtain the Market Quote sensitivities.NotionalEquivalentCalculator Calculator to obtain the notional equivalent.RatesFiniteDifferenceSensitivityCalculator Computes the curve parameter sensitivity by finite difference.