| Package | Description |
|---|---|
| com.opengamma.strata.pricer.sensitivity |
Calculators for sensitivities.
|
| Class and Description |
|---|
| CurveGammaCalculator
Computes the gamma-related values for the rates curve parameters.
|
| MarketQuoteSensitivityCalculator
Calculator to obtain the Market Quote sensitivities.
|
| NotionalEquivalentCalculator
Calculator to obtain the notional equivalent.
|
| RatesFiniteDifferenceSensitivityCalculator
Computes the curve parameter sensitivity by finite difference.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.