Uses of Class
com.opengamma.strata.pricer.index.OvernightFutureOptionSensitivity

Packages that use OvernightFutureOptionSensitivity

Package	Description
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).

Uses of OvernightFutureOptionSensitivity in com.opengamma.strata.pricer.index

Methods in com.opengamma.strata.pricer.index that return OvernightFutureOptionSensitivity

Modifier and Type	Method and Description
OvernightFutureOptionSensitivity	OvernightFutureOptionSensitivity.cloned()
OvernightFutureOptionSensitivity	OvernightFutureOptionSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
OvernightFutureOptionSensitivity	OvernightFutureOptionSensitivity.mapSensitivity(DoubleUnaryOperator operator)
OvernightFutureOptionSensitivity	OvernightFutureOptionSensitivity.multipliedBy(double factor)
OvernightFutureOptionSensitivity	OvernightFutureOptionSensitivity.normalize()
static OvernightFutureOptionSensitivity	OvernightFutureOptionSensitivity.of(OvernightFutureOptionVolatilitiesName volatilitiesName, double expiry, LocalDate fixingDate, double strikePrice, double futurePrice, Currency sensitivityCurrency, double sensitivity) Obtains an instance.
OvernightFutureOptionSensitivity	NormalOvernightFutureOptionMarginedTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedOvernightFutureOptionTrade futureOptionTrade, NormalOvernightFutureOptionVolatilities volatilities, double futurePrice) Computes the present value sensitivity to the normal volatility used in the pricing based on the price of the underlying future.
OvernightFutureOptionSensitivity	NormalOvernightFutureOptionMarginedTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedOvernightFutureOptionTrade futureOptionTrade, RatesProvider ratesProvider, NormalOvernightFutureOptionVolatilities volatilities) Computes the present value sensitivity to the normal volatility used in the pricing.
OvernightFutureOptionSensitivity	NormalOvernightFutureOptionMarginedProductPricer.priceSensitivityModelParamsVolatility(ResolvedOvernightFutureOption futureOption, NormalOvernightFutureOptionVolatilities volatilities, double futurePrice) Calculates the price sensitivity to the normal volatility used for the pricing of the Overnight future option based on the price of the underlying future.
OvernightFutureOptionSensitivity	NormalOvernightFutureOptionMarginedProductPricer.priceSensitivityModelParamsVolatility(ResolvedOvernightFutureOption futureOption, RatesProvider ratesProvider, NormalOvernightFutureOptionVolatilities volatilities) Calculates the price sensitivity to the normal volatility used for the pricing of the Overnight future option.
OvernightFutureOptionSensitivity	OvernightFutureOptionSensitivity.withCurrency(Currency currency)
OvernightFutureOptionSensitivity	OvernightFutureOptionSensitivity.withSensitivity(double sensitivity)

Methods in com.opengamma.strata.pricer.index that return types with arguments of type OvernightFutureOptionSensitivity

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