com.opengamma.strata.pricer.bond

Class IssuerCurveZeroRateSensitivity

java.lang.Object

com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity

All Implemented Interfaces:

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

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

Point sensitivity to the issuer curve.

Holds the sensitivity to the issuer curve at a specific date.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
MutablePointSensitivities	buildInto(MutablePointSensitivities combination)
IssuerCurveZeroRateSensitivity	cloned()
int	compareKey(PointSensitivity other)
IssuerCurveZeroRateSensitivity	convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
ZeroRateSensitivity	createZeroRateSensitivity() Obtains the underlying ZeroRateSensitivity.
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.
LegalEntityGroup	getLegalEntityGroup() Gets the legal entity group.
double	getSensitivity() Gets the value of the sensitivity.
double	getYearFraction() Gets the time that was queried, expressed as a year fraction.
int	hashCode()
IssuerCurveZeroRateSensitivity	mapSensitivity(DoubleUnaryOperator operator)
static IssuerCurveZeroRateSensitivity.Meta	meta() The meta-bean for IssuerCurveZeroRateSensitivity.
IssuerCurveZeroRateSensitivity.Meta	metaBean()
IssuerCurveZeroRateSensitivity	multipliedBy(double factor)
IssuerCurveZeroRateSensitivity	normalize()
static IssuerCurveZeroRateSensitivity	of(Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, LegalEntityGroup legalEntityGroup, double sensitivity) Obtains an instance from the curve currency, date, sensitivity currency, legal entity group and value.
static IssuerCurveZeroRateSensitivity	of(Currency currency, double yearFraction, LegalEntityGroup legalEntityGroup, double sensitivity) Obtains an instance from the curve currency, date, legal entity group and value.
static IssuerCurveZeroRateSensitivity	of(ZeroRateSensitivity zeroRateSensitivity, LegalEntityGroup legalEntityGroup) Obtains an instance from zero rate sensitivity and legal entity group.
String	toString()
IssuerCurveZeroRateSensitivity	withCurrency(Currency currency)
IssuerCurveZeroRateSensitivity	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 IssuerCurveZeroRateSensitivity of(Currency currency,
                                                double yearFraction,
                                                LegalEntityGroup legalEntityGroup,
                                                double sensitivity)

Obtains an instance from the curve currency, date, legal entity group 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

legalEntityGroup - the legal entity group

sensitivity - the value of the sensitivity

Returns:

the point sensitivity object

of

public static IssuerCurveZeroRateSensitivity of(ZeroRateSensitivity zeroRateSensitivity,
                                                LegalEntityGroup legalEntityGroup)

Obtains an instance from zero rate sensitivity and legal entity group.

Parameters:

zeroRateSensitivity - the zero rate sensitivity

legalEntityGroup - the legal entity group

Returns:

the point sensitivity object

of

public static IssuerCurveZeroRateSensitivity of(Currency curveCurrency,
                                                double yearFraction,
                                                Currency sensitivityCurrency,
                                                LegalEntityGroup legalEntityGroup,
                                                double sensitivity)

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

Parameters:

curveCurrency - the currency of the curve

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

sensitivityCurrency - the currency of the sensitivity

legalEntityGroup - the legal entity group

sensitivity - the value of the sensitivity

Returns:

the point sensitivity object

withCurrency

public IssuerCurveZeroRateSensitivity withCurrency(Currency currency)

Specified by:

withCurrency in interface PointSensitivity

Specified by:

withCurrency in interface PointSensitivityBuilder

withSensitivity

public IssuerCurveZeroRateSensitivity withSensitivity(double sensitivity)

Specified by:

withSensitivity in interface PointSensitivity

compareKey

public int compareKey(PointSensitivity other)

Specified by:

compareKey in interface PointSensitivity

convertedTo

public IssuerCurveZeroRateSensitivity convertedTo(Currency resultCurrency,
                                                  FxRateProvider rateProvider)

Specified by:

convertedTo in interface FxConvertible<PointSensitivity>

Specified by:

convertedTo in interface PointSensitivity

multipliedBy

public IssuerCurveZeroRateSensitivity multipliedBy(double factor)

Specified by:

multipliedBy in interface PointSensitivityBuilder

mapSensitivity

public IssuerCurveZeroRateSensitivity mapSensitivity(DoubleUnaryOperator operator)

Specified by:

mapSensitivity in interface PointSensitivityBuilder

normalize

public IssuerCurveZeroRateSensitivity normalize()

Specified by:

normalize in interface PointSensitivityBuilder

buildInto

public MutablePointSensitivities buildInto(MutablePointSensitivities combination)

Specified by:

buildInto in interface PointSensitivityBuilder

cloned

public IssuerCurveZeroRateSensitivity cloned()

Specified by:

cloned in interface PointSensitivityBuilder

createZeroRateSensitivity

public ZeroRateSensitivity createZeroRateSensitivity()

Obtains the underlying ZeroRateSensitivity.

This creates the zero rate sensitivity object by omitting the legal entity group.

Returns:

the point sensitivity object

meta

public static IssuerCurveZeroRateSensitivity.Meta meta()

The meta-bean for IssuerCurveZeroRateSensitivity.

Returns:

the meta-bean, not null

metaBean

public IssuerCurveZeroRateSensitivity.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

getLegalEntityGroup

public LegalEntityGroup getLegalEntityGroup()

Gets the legal entity group.

The group defines the legal entity that the discount factors are for.

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