com.opengamma.strata.pricer.bond

Class RepoCurveZeroRateSensitivity

java.lang.Object

com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity

All Implemented Interfaces:

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

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

Point sensitivity to the repo curve.

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

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

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

Obtains an instance from the curve currency, date, 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

repoGroup - the group

sensitivity - the value of the sensitivity

Returns:

the point sensitivity object

of

public static RepoCurveZeroRateSensitivity of(ZeroRateSensitivity zeroRateSensitivity,
                                              RepoGroup repoGroup)

Obtains an instance from zero rate sensitivity and group.

Parameters:

zeroRateSensitivity - the zero rate sensitivity

repoGroup - the group

Returns:

the point sensitivity object

of

public static RepoCurveZeroRateSensitivity of(Currency curveCurrency,
                                              double yearFraction,
                                              Currency sensitivityCurrency,
                                              RepoGroup repoGroup,
                                              double sensitivity)

Obtains an instance from the curve currency, date, sensitivity currency, 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

repoGroup - the group

sensitivity - the value of the sensitivity

Returns:

the point sensitivity object

withCurrency

public RepoCurveZeroRateSensitivity withCurrency(Currency currency)

Specified by:

withCurrency in interface PointSensitivity

Specified by:

withCurrency in interface PointSensitivityBuilder

withSensitivity

public RepoCurveZeroRateSensitivity withSensitivity(double sensitivity)

Specified by:

withSensitivity in interface PointSensitivity

compareKey

public int compareKey(PointSensitivity other)

Specified by:

compareKey in interface PointSensitivity

convertedTo

public RepoCurveZeroRateSensitivity convertedTo(Currency resultCurrency,
                                                FxRateProvider rateProvider)

Specified by:

convertedTo in interface FxConvertible<PointSensitivity>

Specified by:

convertedTo in interface PointSensitivity

multipliedBy

public RepoCurveZeroRateSensitivity multipliedBy(double factor)

Specified by:

multipliedBy in interface PointSensitivityBuilder

mapSensitivity

public RepoCurveZeroRateSensitivity mapSensitivity(DoubleUnaryOperator operator)

Specified by:

mapSensitivity in interface PointSensitivityBuilder

normalize

public RepoCurveZeroRateSensitivity normalize()

Specified by:

normalize in interface PointSensitivityBuilder

buildInto

public MutablePointSensitivities buildInto(MutablePointSensitivities combination)

Specified by:

buildInto in interface PointSensitivityBuilder

cloned

public RepoCurveZeroRateSensitivity 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 repo group.

Returns:

the point sensitivity object

meta

public static RepoCurveZeroRateSensitivity.Meta meta()

The meta-bean for RepoCurveZeroRateSensitivity.

Returns:

the meta-bean, not null

metaBean

public RepoCurveZeroRateSensitivity.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

getRepoGroup

public RepoGroup getRepoGroup()

Gets the repo group.

This defines the group 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