com.opengamma.strata.pricer.bond

Class BondYieldSensitivity

java.lang.Object

com.opengamma.strata.pricer.bond.BondYieldSensitivity

All Implemented Interfaces:

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

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

Point sensitivity to a bond yield implied parameter point.

Holds the sensitivity to the bond yield grid point.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
MutablePointSensitivities	buildInto(MutablePointSensitivities combination)
BondYieldSensitivity	cloned()
int	compareKey(PointSensitivity other)
BondYieldSensitivity	convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
boolean	equals(Object obj)
Currency	getCurrency() Gets the currency of the sensitivity.
double	getDuration() Gets the underlying duration.
double	getExpiry() Gets the time to expiry of the option as a year fraction.
double	getForward() Gets the underlying bond forward yield.
double	getSensitivity() Gets the value of the sensitivity.
double	getStrike() Gets the strike yield.
BondVolatilitiesName	getVolatilitiesName() Gets the name of the volatilities.
int	hashCode()
BondYieldSensitivity	mapSensitivity(DoubleUnaryOperator operator)
static BondYieldSensitivity.Meta	meta() The meta-bean for BondYieldSensitivity.
BondYieldSensitivity.Meta	metaBean()
BondYieldSensitivity	multipliedBy(double factor)
BondYieldSensitivity	normalize()
static BondYieldSensitivity	of(BondVolatilitiesName volatilitiesName, double expiry, double duration, double strike, double forward, Currency sensitivityCurrency, double sensitivity) Obtains an instance from the specified elements.
String	toString()
BondYieldSensitivity	withCurrency(Currency currency)
BondYieldSensitivity	withSensitivity(double value)

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 BondYieldSensitivity of(BondVolatilitiesName volatilitiesName,
                                      double expiry,
                                      double duration,
                                      double strike,
                                      double forward,
                                      Currency sensitivityCurrency,
                                      double sensitivity)

Obtains an instance from the specified elements.

Parameters:

volatilitiesName - the name of the volatilities

expiry - the time to expiry of the option as a year fraction

duration - the underlying bond duration

strike - the bond strike yield

forward - the underlying bond forward yield

sensitivityCurrency - the currency of the sensitivity

sensitivity - the value of the sensitivity

Returns:

the point sensitivity object

withCurrency

public BondYieldSensitivity withCurrency(Currency currency)

Specified by:

withCurrency in interface PointSensitivity

Specified by:

withCurrency in interface PointSensitivityBuilder

withSensitivity

public BondYieldSensitivity withSensitivity(double value)

Specified by:

withSensitivity in interface PointSensitivity

compareKey

public int compareKey(PointSensitivity other)

Specified by:

compareKey in interface PointSensitivity

convertedTo

public BondYieldSensitivity convertedTo(Currency resultCurrency,
                                        FxRateProvider rateProvider)

Specified by:

convertedTo in interface FxConvertible<PointSensitivity>

Specified by:

convertedTo in interface PointSensitivity

multipliedBy

public BondYieldSensitivity multipliedBy(double factor)

Specified by:

multipliedBy in interface PointSensitivityBuilder

mapSensitivity

public BondYieldSensitivity mapSensitivity(DoubleUnaryOperator operator)

Specified by:

mapSensitivity in interface PointSensitivityBuilder

normalize

public BondYieldSensitivity normalize()

Specified by:

normalize in interface PointSensitivityBuilder

buildInto

public MutablePointSensitivities buildInto(MutablePointSensitivities combination)

Specified by:

buildInto in interface PointSensitivityBuilder

cloned

public BondYieldSensitivity cloned()

Specified by:

cloned in interface PointSensitivityBuilder

meta

public static BondYieldSensitivity.Meta meta()

The meta-bean for BondYieldSensitivity.

Returns:

the meta-bean, not null

metaBean

public BondYieldSensitivity.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getVolatilitiesName

public BondVolatilitiesName getVolatilitiesName()

Gets the name of the volatilities.

Returns:

the value of the property, not null

getExpiry

public double getExpiry()

Gets the time to expiry of the option as a year fraction.

Returns:

the value of the property, not null

getDuration

public double getDuration()

Gets the underlying duration.

Returns:

the value of the property

getStrike

public double getStrike()

Gets the strike yield.

Returns:

the value of the property

getForward

public double getForward()

Gets the underlying bond forward yield.

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