| Package | Description |
|---|---|
| com.opengamma.strata.pricer.bond |
Calculators for bonds.
|
| Modifier and Type | Method and Description |
|---|---|
RepoCurveZeroRateSensitivity |
RepoCurveZeroRateSensitivity.cloned() |
RepoCurveZeroRateSensitivity |
RepoCurveZeroRateSensitivity.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider) |
RepoCurveZeroRateSensitivity |
RepoCurveZeroRateSensitivity.mapSensitivity(DoubleUnaryOperator operator) |
RepoCurveZeroRateSensitivity |
RepoCurveZeroRateSensitivity.multipliedBy(double factor) |
RepoCurveZeroRateSensitivity |
RepoCurveZeroRateSensitivity.normalize() |
static RepoCurveZeroRateSensitivity |
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 |
RepoCurveZeroRateSensitivity.of(Currency currency,
double yearFraction,
RepoGroup repoGroup,
double sensitivity)
Obtains an instance from the curve currency, date, group and value.
|
static RepoCurveZeroRateSensitivity |
RepoCurveZeroRateSensitivity.of(ZeroRateSensitivity zeroRateSensitivity,
RepoGroup repoGroup)
Obtains an instance from zero rate sensitivity and group.
|
RepoCurveZeroRateSensitivity |
RepoCurveZeroRateSensitivity.withCurrency(Currency currency) |
RepoCurveZeroRateSensitivity |
RepoCurveZeroRateSensitivity.withSensitivity(double sensitivity) |
RepoCurveZeroRateSensitivity |
RepoCurveDiscountFactors.zeroRatePointSensitivity(LocalDate date)
Calculates the zero rate point sensitivity at the specified date.
|
RepoCurveZeroRateSensitivity |
RepoCurveDiscountFactors.zeroRatePointSensitivity(LocalDate date,
Currency sensitivityCurrency)
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends RepoCurveZeroRateSensitivity> |
RepoCurveZeroRateSensitivity.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends RepoCurveZeroRateSensitivity> |
RepoCurveZeroRateSensitivity.Meta.builder() |
| Modifier and Type | Method and Description |
|---|---|
CurrencyParameterSensitivities |
RepoCurveDiscountFactors.parameterSensitivity(RepoCurveZeroRateSensitivity pointSensitivity)
Calculates the curve parameter sensitivity from the point sensitivity.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.