| Package | Description |
|---|---|
| com.opengamma.strata.pricer.sensitivity |
Calculators for sensitivities.
|
| Modifier and Type | Field and Description |
|---|---|
static CurveGammaCalculator |
CurveGammaCalculator.DEFAULT
Default implementation.
|
| Modifier and Type | Method and Description |
|---|---|
static CurveGammaCalculator |
CurveGammaCalculator.ofBackwardDifference(double shift)
Obtains an instance of the finite difference calculator using backward differencing.
|
static CurveGammaCalculator |
CurveGammaCalculator.ofCentralDifference(double shift)
Obtains an instance of the finite difference calculator using central differencing.
|
static CurveGammaCalculator |
CurveGammaCalculator.ofForwardDifference(double shift)
Obtains an instance of the finite difference calculator using forward differencing.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.