com.opengamma.strata.pricer.credit

Class CreditCurveZeroRateSensitivity

java.lang.Object

com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

All Implemented Interfaces:

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

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

Point sensitivity to the zero hazard rate curve.

Holds the sensitivity to the zero hazard rate curve at a specific date.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
MutablePointSensitivities	buildInto(MutablePointSensitivities combination)
CreditCurveZeroRateSensitivity	cloned()
int	compareKey(PointSensitivity other)
CreditCurveZeroRateSensitivity	convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
boolean	equals(Object obj)
Currency	getCurrency()
Currency	getCurveCurrency() Gets the currency of the curve for which the sensitivity is computed.
StandardId	getLegalEntityId() Gets the legal entity identifier.
double	getSensitivity()
double	getYearFraction() Gets the time that was queried, expressed as a year fraction.
ZeroRateSensitivity	getZeroRateSensitivity() Gets the zero rate sensitivity.
int	hashCode()
CreditCurveZeroRateSensitivity	mapSensitivity(DoubleUnaryOperator operator)
static CreditCurveZeroRateSensitivity.Meta	meta() The meta-bean for CreditCurveZeroRateSensitivity.
CreditCurveZeroRateSensitivity.Meta	metaBean()
CreditCurveZeroRateSensitivity	multipliedBy(double factor)
CreditCurveZeroRateSensitivity	normalize()
static CreditCurveZeroRateSensitivity	of(StandardId legalEntityId, Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, double sensitivity) Obtains an instance with sensitivity currency specified.
static CreditCurveZeroRateSensitivity	of(StandardId legalEntityId, Currency currency, double yearFraction, double sensitivity) Obtains an instance.
static CreditCurveZeroRateSensitivity	of(StandardId legalEntityId, ZeroRateSensitivity zeroRateSensitivity) Obtains an instance from ZeroRateSensitivity and StandardId.
String	toString()
ZeroRateSensitivity	toZeroRateSensitivity() Obtains the underlying ZeroRateSensitivity.
CreditCurveZeroRateSensitivity	withCurrency(Currency currency)
CreditCurveZeroRateSensitivity	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 CreditCurveZeroRateSensitivity of(StandardId legalEntityId,
                                                Currency currency,
                                                double yearFraction,
                                                double sensitivity)

Obtains an instance.

Parameters:

legalEntityId - the legal entity identifier

currency - the currency of the curve and sensitivity

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

sensitivity - the value of the sensitivity

Returns:

the point sensitivity object

of

public static CreditCurveZeroRateSensitivity of(StandardId legalEntityId,
                                                Currency curveCurrency,
                                                double yearFraction,
                                                Currency sensitivityCurrency,
                                                double sensitivity)

Obtains an instance with sensitivity currency specified.

Parameters:

legalEntityId - the legal entity identifier

curveCurrency - the currency of the curve

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

sensitivityCurrency - the currency of the sensitivity

sensitivity - the value of the sensitivity

Returns:

the point sensitivity object

of

public static CreditCurveZeroRateSensitivity of(StandardId legalEntityId,
                                                ZeroRateSensitivity zeroRateSensitivity)

Obtains an instance from ZeroRateSensitivity and StandardId.

Parameters:

legalEntityId - the legal entity identifier

zeroRateSensitivity - the zero rate sensitivity

Returns:

the point sensitivity object

getCurrency

public Currency getCurrency()

Specified by:

getCurrency in interface PointSensitivity

getSensitivity

public double getSensitivity()

Specified by:

getSensitivity in interface PointSensitivity

getCurveCurrency

public Currency getCurveCurrency()

Gets the currency of the curve for which the sensitivity is computed.

Returns:

the curve currency

getYearFraction

public double getYearFraction()

Gets the time that was queried, expressed as a year fraction.

Returns:

the year fraction

withCurrency

public CreditCurveZeroRateSensitivity withCurrency(Currency currency)

Specified by:

withCurrency in interface PointSensitivity

Specified by:

withCurrency in interface PointSensitivityBuilder

withSensitivity

public CreditCurveZeroRateSensitivity withSensitivity(double sensitivity)

Specified by:

withSensitivity in interface PointSensitivity

compareKey

public int compareKey(PointSensitivity other)

Specified by:

compareKey in interface PointSensitivity

convertedTo

public CreditCurveZeroRateSensitivity convertedTo(Currency resultCurrency,
                                                  FxRateProvider rateProvider)

Specified by:

convertedTo in interface FxConvertible<PointSensitivity>

Specified by:

convertedTo in interface PointSensitivity

multipliedBy

public CreditCurveZeroRateSensitivity multipliedBy(double factor)

Specified by:

multipliedBy in interface PointSensitivityBuilder

mapSensitivity

public CreditCurveZeroRateSensitivity mapSensitivity(DoubleUnaryOperator operator)

Specified by:

mapSensitivity in interface PointSensitivityBuilder

normalize

public CreditCurveZeroRateSensitivity normalize()

Specified by:

normalize in interface PointSensitivityBuilder

buildInto

public MutablePointSensitivities buildInto(MutablePointSensitivities combination)

Specified by:

buildInto in interface PointSensitivityBuilder

cloned

public CreditCurveZeroRateSensitivity cloned()

Specified by:

cloned in interface PointSensitivityBuilder

toZeroRateSensitivity

public ZeroRateSensitivity toZeroRateSensitivity()

Obtains the underlying ZeroRateSensitivity.

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

Returns:

the point sensitivity object

meta

public static CreditCurveZeroRateSensitivity.Meta meta()

The meta-bean for CreditCurveZeroRateSensitivity.

Returns:

the meta-bean, not null

metaBean

public CreditCurveZeroRateSensitivity.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getLegalEntityId

public StandardId getLegalEntityId()

Gets the legal entity identifier.

This identifier is used for the reference legal entity of a credit derivative.

Returns:

the value of the property, not null

getZeroRateSensitivity

public ZeroRateSensitivity getZeroRateSensitivity()

Gets the zero rate sensitivity.

This stores curve currency, year fraction, sensitivity currency and sensitivity value.

Returns:

the value of the property, not null

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