Uses of Class
com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity

Packages that use CreditCurveZeroRateSensitivity

Package	Description
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).

Uses of CreditCurveZeroRateSensitivity in com.opengamma.strata.pricer.credit

Methods in com.opengamma.strata.pricer.credit that return CreditCurveZeroRateSensitivity

Modifier and Type	Method and Description
CreditCurveZeroRateSensitivity	CreditCurveZeroRateSensitivity.cloned()
CreditCurveZeroRateSensitivity	CreditCurveZeroRateSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
CreditCurveZeroRateSensitivity	CreditCurveZeroRateSensitivity.mapSensitivity(DoubleUnaryOperator operator)
CreditCurveZeroRateSensitivity	CreditCurveZeroRateSensitivity.multipliedBy(double factor)
CreditCurveZeroRateSensitivity	CreditCurveZeroRateSensitivity.normalize()
static CreditCurveZeroRateSensitivity	CreditCurveZeroRateSensitivity.of(StandardId legalEntityId, Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, double sensitivity) Obtains an instance with sensitivity currency specified.
static CreditCurveZeroRateSensitivity	CreditCurveZeroRateSensitivity.of(StandardId legalEntityId, Currency currency, double yearFraction, double sensitivity) Obtains an instance.
static CreditCurveZeroRateSensitivity	CreditCurveZeroRateSensitivity.of(StandardId legalEntityId, ZeroRateSensitivity zeroRateSensitivity) Obtains an instance from ZeroRateSensitivity and StandardId.
CreditCurveZeroRateSensitivity	CreditCurveZeroRateSensitivity.withCurrency(Currency currency)
CreditCurveZeroRateSensitivity	CreditCurveZeroRateSensitivity.withSensitivity(double sensitivity)
CreditCurveZeroRateSensitivity	LegalEntitySurvivalProbabilities.zeroRatePointSensitivity(double yearFraction) Calculates the zero rate point sensitivity at the specified year fraction.
CreditCurveZeroRateSensitivity	LegalEntitySurvivalProbabilities.zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency) Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.
CreditCurveZeroRateSensitivity	LegalEntitySurvivalProbabilities.zeroRatePointSensitivity(LocalDate date) Calculates the zero rate point sensitivity at the specified date.
CreditCurveZeroRateSensitivity	LegalEntitySurvivalProbabilities.zeroRatePointSensitivity(LocalDate date, Currency sensitivityCurrency) Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.

Methods in com.opengamma.strata.pricer.credit that return types with arguments of type CreditCurveZeroRateSensitivity

Modifier and Type	Method and Description
Class<? extends CreditCurveZeroRateSensitivity>	CreditCurveZeroRateSensitivity.Meta.beanType()
org.joda.beans.BeanBuilder<? extends CreditCurveZeroRateSensitivity>	CreditCurveZeroRateSensitivity.Meta.builder()

Methods in com.opengamma.strata.pricer.credit with parameters of type CreditCurveZeroRateSensitivity

Modifier and Type	Method and Description
CurrencyParameterSensitivities	LegalEntitySurvivalProbabilities.parameterSensitivity(CreditCurveZeroRateSensitivity pointSensitivity) Calculates the parameter sensitivity from the point sensitivity.