| Package | Description |
|---|---|
| com.opengamma.strata.pricer.bond |
Calculators for bonds.
|
| Modifier and Type | Method and Description |
|---|---|
BondYieldSensitivity |
BondYieldSensitivity.cloned() |
BondYieldSensitivity |
BondYieldSensitivity.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider) |
BondYieldSensitivity |
BondYieldSensitivity.mapSensitivity(DoubleUnaryOperator operator) |
BondYieldSensitivity |
BondYieldSensitivity.multipliedBy(double factor) |
BondYieldSensitivity |
BondYieldSensitivity.normalize() |
static BondYieldSensitivity |
BondYieldSensitivity.of(BondVolatilitiesName volatilitiesName,
double expiry,
double duration,
double strike,
double forward,
Currency sensitivityCurrency,
double sensitivity)
Obtains an instance from the specified elements.
|
BondYieldSensitivity |
BlackFixedCouponBondOptionPricer.presentValueSensitivityModelParamsVolatility(ResolvedFixedCouponBondOption bondOption,
LegalEntityDiscountingProvider legalEntityProvider,
BondYieldVolatilities volatilities)
Returns the present value sensitivity to the underlying yield volatilities.
|
BondYieldSensitivity |
BondYieldSensitivity.withCurrency(Currency currency) |
BondYieldSensitivity |
BondYieldSensitivity.withSensitivity(double value) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends BondYieldSensitivity> |
BondYieldSensitivity.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends BondYieldSensitivity> |
BondYieldSensitivity.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.