SabrSwaptionRawDataSensitivityCalculator (OpenGamma Strata)

java.lang.Object
- com.opengamma.strata.pricer.swaption.SabrSwaptionRawDataSensitivityCalculator

```
public class SabrSwaptionRawDataSensitivityCalculator
extends Object
```
Calculator to obtain the raw data sensitivities for swaption related products using calibrated SABR data.
This needs data sensitivity info obtained during curve calibration.

Field Summary

Fields
Modifier and Type Field Description

static SabrSwaptionRawDataSensitivityCalculator DEFAULT
The default instance.

Constructor Summary

Constructors
Constructor Description

SabrSwaptionRawDataSensitivityCalculator()

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`CurrencyParameterSensitivity`	`parallelSensitivity(CurrencyParameterSensitivities paramSensitivities, SabrParametersSwaptionVolatilities volatilities)`	Calculates the raw data sensitivities from SABR parameter sensitivity.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - DEFAULT
```
public static final SabrSwaptionRawDataSensitivityCalculator DEFAULT
```
    The default instance.
- Constructor Detail
  - SabrSwaptionRawDataSensitivityCalculator
```
public SabrSwaptionRawDataSensitivityCalculator()
```
- Method Detail
  - parallelSensitivity
```
public CurrencyParameterSensitivity parallelSensitivity(CurrencyParameterSensitivities paramSensitivities,
                                                        SabrParametersSwaptionVolatilities volatilities)
```
    Calculates the raw data sensitivities from SABR parameter sensitivity.
    The SABR parameter sensitivities to data are stored in some optional data in the SabrParametersSwaptionVolatilities. The sensitivities to the SABR parameters passed in should be compatible with the SABR parameters in term of data order.
    Only the sensitivity to the SABR parameters for which there is a data sensitivity are taken into account. At least one of the four parameter must have such sensitivities.
    
    Parameters:
    
    paramSensitivities - the curve SABR parameter sensitivities
    
    volatilities - the SABR parameters, including the data sensitivity metadata
    
    Returns:
    
    the raw data sensitivities