Package com.opengamma.strata.pricer.sensitivity

Calculators for sensitivities.

See: Description

Class Summary

Class	Description
CurveGammaCalculator	Computes the gamma-related values for the rates curve parameters.
CurveSensitivityUtils	Utilities to transform sensitivities.
MarketQuoteSensitivityCalculator	Calculator to obtain the Market Quote sensitivities.
NotionalEquivalentCalculator	Calculator to obtain the notional equivalent.
RatesFiniteDifferenceSensitivityCalculator	Computes the curve parameter sensitivity by finite difference.

Package com.opengamma.strata.pricer.sensitivity Description

Calculators for sensitivities.