com.opengamma.strata.pricer.rate

Class IborRateSensitivity

java.lang.Object

com.opengamma.strata.pricer.rate.IborRateSensitivity

All Implemented Interfaces:

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

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

Point sensitivity to a rate from an Ibor index curve.

Holds the sensitivity to the IborIndex curve at a fixing date.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
MutablePointSensitivities	buildInto(MutablePointSensitivities combination)
IborRateSensitivity	cloned()
int	compareKey(PointSensitivity other)
IborRateSensitivity	convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
boolean	equals(Object obj)
Currency	getCurrency() Gets the currency of the sensitivity.
IborIndex	getIndex() Gets the Ibor index that the sensitivity refers to.
IborIndexObservation	getObservation() Gets the Ibor index observation.
double	getSensitivity() Gets the value of the sensitivity.
int	hashCode()
IborRateSensitivity	mapSensitivity(DoubleUnaryOperator operator)
static IborRateSensitivity.Meta	meta() The meta-bean for IborRateSensitivity.
IborRateSensitivity.Meta	metaBean()
IborRateSensitivity	multipliedBy(double factor)
IborRateSensitivity	normalize()
static IborRateSensitivity	of(IborIndexObservation observation, Currency sensitivityCurrency, double sensitivity) Obtains an instance from the observation and sensitivity value, specifying the currency of the value.
static IborRateSensitivity	of(IborIndexObservation observation, double sensitivity) Obtains an instance from the observation and sensitivity value.
String	toString()
IborRateSensitivity	withCurrency(Currency currency)
IborRateSensitivity	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 IborRateSensitivity of(IborIndexObservation observation,
                                     double sensitivity)

Obtains an instance from the observation and sensitivity value.

The currency is defaulted from the index.

Parameters:

observation - the rate observation, including the fixing date

sensitivity - the value of the sensitivity

Returns:

the point sensitivity object

of

public static IborRateSensitivity of(IborIndexObservation observation,
                                     Currency sensitivityCurrency,
                                     double sensitivity)

Obtains an instance from the observation and sensitivity value, specifying the currency of the value.

Parameters:

observation - the rate observation, including the fixing date

sensitivityCurrency - the currency of the sensitivity

sensitivity - the value of the sensitivity

Returns:

the point sensitivity object

getIndex

public IborIndex getIndex()

Gets the Ibor index that the sensitivity refers to.

Returns:

the Ibor index

withCurrency

public IborRateSensitivity withCurrency(Currency currency)

Specified by:

withCurrency in interface PointSensitivity

Specified by:

withCurrency in interface PointSensitivityBuilder

withSensitivity

public IborRateSensitivity withSensitivity(double sensitivity)

Specified by:

withSensitivity in interface PointSensitivity

compareKey

public int compareKey(PointSensitivity other)

Specified by:

compareKey in interface PointSensitivity

convertedTo

public IborRateSensitivity convertedTo(Currency resultCurrency,
                                       FxRateProvider rateProvider)

Specified by:

convertedTo in interface FxConvertible<PointSensitivity>

Specified by:

convertedTo in interface PointSensitivity

multipliedBy

public IborRateSensitivity multipliedBy(double factor)

Specified by:

multipliedBy in interface PointSensitivityBuilder

mapSensitivity

public IborRateSensitivity mapSensitivity(DoubleUnaryOperator operator)

Specified by:

mapSensitivity in interface PointSensitivityBuilder

normalize

public IborRateSensitivity normalize()

Specified by:

normalize in interface PointSensitivityBuilder

buildInto

public MutablePointSensitivities buildInto(MutablePointSensitivities combination)

Specified by:

buildInto in interface PointSensitivityBuilder

cloned

public IborRateSensitivity cloned()

Specified by:

cloned in interface PointSensitivityBuilder

meta

public static IborRateSensitivity.Meta meta()

The meta-bean for IborRateSensitivity.

Returns:

the meta-bean, not null

metaBean

public IborRateSensitivity.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getObservation

public IborIndexObservation getObservation()

Gets the Ibor index observation.

This includes the index and fixing date.

Returns:

the value of the property, not null

getCurrency

public Currency getCurrency()

Gets the currency of the sensitivity.

Specified by:

getCurrency in interface PointSensitivity

Returns:

the value of the property, not null

getSensitivity

public double getSensitivity()

Gets the value of the sensitivity.

Specified by:

getSensitivity in interface PointSensitivity

Returns:

the value of the property

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