com.opengamma.strata.pricer

Class ZeroRateSensitivity

java.lang.Object

com.opengamma.strata.pricer.ZeroRateSensitivity

All Implemented Interfaces:

FxConvertible<PointSensitivity>, PointSensitivity, PointSensitivityBuilder, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ZeroRateSensitivity
extends Object
implements PointSensitivity, PointSensitivityBuilder, org.joda.beans.ImmutableBean, Serializable

Point sensitivity to the zero rate curve.

Holds the sensitivity to the zero rate curve at a specific date.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	ZeroRateSensitivity.Meta The meta-bean for ZeroRateSensitivity.

Method Summary

Modifier and Type	Method and Description
MutablePointSensitivities	buildInto(MutablePointSensitivities combination)
ZeroRateSensitivity	cloned()
int	compareKey(PointSensitivity other)
ZeroRateSensitivity	convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
boolean	equals(Object obj)
Currency	getCurrency() Gets the currency of the sensitivity.
Currency	getCurveCurrency() Gets the currency of the curve for which the sensitivity is computed.
double	getSensitivity() Gets the value of the sensitivity.
double	getYearFraction() Gets the time that was queried, expressed as a year fraction.
int	hashCode()
ZeroRateSensitivity	mapSensitivity(DoubleUnaryOperator operator)
static ZeroRateSensitivity.Meta	meta() The meta-bean for ZeroRateSensitivity.
ZeroRateSensitivity.Meta	metaBean()
ZeroRateSensitivity	multipliedBy(double factor)
ZeroRateSensitivity	normalize()
static ZeroRateSensitivity	of(Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, double sensitivity) Obtains an instance from the curve currency, date, sensitivity currency and value.
static ZeroRateSensitivity	of(Currency currency, double yearFraction, double sensitivity) Obtains an instance from the curve currency, date and value.
String	toString()
ZeroRateSensitivity	withCurrency(Currency currency)
ZeroRateSensitivity	withSensitivity(double sensitivity)

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

build, combinedWith, none, of, of

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static ZeroRateSensitivity of(Currency currency,
                                     double yearFraction,
                                     double sensitivity)

Obtains an instance from the curve currency, date and value.

The currency representing the curve is used also for the sensitivity currency.

Parameters:

currency - the currency of the curve and sensitivity

yearFraction - the year fraction that was looked up on the curve

sensitivity - the value of the sensitivity

Returns:

the point sensitivity object

of

public static ZeroRateSensitivity of(Currency curveCurrency,
                                     double yearFraction,
                                     Currency sensitivityCurrency,
                                     double sensitivity)

Obtains an instance from the curve currency, date, sensitivity currency and value.

The currency representing the curve is used also for the sensitivity currency.

Parameters:

curveCurrency - the currency of the curve

yearFraction - the year fraction that was looked up on the curve

sensitivityCurrency - the currency of the sensitivity

sensitivity - the value of the sensitivity

Returns:

the point sensitivity object

withCurrency

public ZeroRateSensitivity withCurrency(Currency currency)

Specified by:

withCurrency in interface PointSensitivity

Specified by:

withCurrency in interface PointSensitivityBuilder

withSensitivity

public ZeroRateSensitivity withSensitivity(double sensitivity)

Specified by:

withSensitivity in interface PointSensitivity

compareKey

public int compareKey(PointSensitivity other)

Specified by:

compareKey in interface PointSensitivity

convertedTo

public ZeroRateSensitivity convertedTo(Currency resultCurrency,
                                       FxRateProvider rateProvider)

Specified by:

convertedTo in interface FxConvertible<PointSensitivity>

Specified by:

convertedTo in interface PointSensitivity

multipliedBy

public ZeroRateSensitivity multipliedBy(double factor)

Specified by:

multipliedBy in interface PointSensitivityBuilder

mapSensitivity

public ZeroRateSensitivity mapSensitivity(DoubleUnaryOperator operator)

Specified by:

mapSensitivity in interface PointSensitivityBuilder

normalize

public ZeroRateSensitivity normalize()

Specified by:

normalize in interface PointSensitivityBuilder

buildInto

public MutablePointSensitivities buildInto(MutablePointSensitivities combination)

Specified by:

buildInto in interface PointSensitivityBuilder

cloned

public ZeroRateSensitivity cloned()

Specified by:

cloned in interface PointSensitivityBuilder

meta

public static ZeroRateSensitivity.Meta meta()

The meta-bean for ZeroRateSensitivity.

Returns:

the meta-bean, not null

metaBean

public ZeroRateSensitivity.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getCurveCurrency

public Currency getCurveCurrency()

Gets the currency of the curve for which the sensitivity is computed.

Returns:

the value of the property, not null

getYearFraction

public double getYearFraction()

Gets the time that was queried, expressed as a year fraction.

Returns:

the value of the property

getCurrency

public Currency getCurrency()

Gets the currency of the sensitivity.

Specified by:

getCurrency in interface PointSensitivity

Returns:

the value of the property, not null

getSensitivity

public double getSensitivity()

Gets the value of the sensitivity.

Specified by:

getSensitivity in interface PointSensitivity

Returns:

the value of the property

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object