Uses of Class
com.opengamma.strata.pricer.swaption.SwaptionSensitivity

Packages that use SwaptionSensitivity

Package	Description
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

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

Methods in com.opengamma.strata.pricer.swaption that return SwaptionSensitivity

Modifier and Type	Method	Description
SwaptionSensitivity	SwaptionSensitivity.cloned()
SwaptionSensitivity	SwaptionSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
SwaptionSensitivity	SwaptionSensitivity.mapSensitivity(DoubleUnaryOperator operator)
SwaptionSensitivity	SwaptionSensitivity.multipliedBy(double factor)
SwaptionSensitivity	SwaptionSensitivity.normalize()
static SwaptionSensitivity	SwaptionSensitivity.of(SwaptionVolatilitiesName volatilitiesName, double expiry, double tenor, double strike, double forward, Currency sensitivityCurrency, double sensitivity)	Obtains an instance from the specified elements.
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.
SwaptionSensitivity	SwaptionSensitivity.withCurrency(Currency currency)
SwaptionSensitivity	SwaptionSensitivity.withSensitivity(double value)

Methods in com.opengamma.strata.pricer.swaption that return types with arguments of type SwaptionSensitivity

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

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

Modifier and Type	Method	Description
default PointSensitivityBuilder	SabrSwaptionVolatilities.convertSwaptionSensitivity(SwaptionSensitivity swptSensi)	Convert a SwaptionSensitivity for a expiry, tenor and strike in the associated SABR parameter sensitivities.