CrossGammaParameterSensitivities (OpenGamma Strata Market)

java.lang.Object
- com.opengamma.strata.market.param.CrossGammaParameterSensitivities

All Implemented Interfaces:

FxConvertible<CrossGammaParameterSensitivities>, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class CrossGammaParameterSensitivities
extends Object
implements FxConvertible<CrossGammaParameterSensitivities>, org.joda.beans.ImmutableBean, Serializable
```
The second order parameter sensitivity for parameterized market data.
Parameter sensitivity is the sensitivity of a value to the parameters of parameterized market data objects that are used to determine the value. The main application is the parameter sensitivities for curves. Thus ParameterizedData is typically Curve.
The sensitivity is expressed as a single entry of second order sensitivities for piece of parameterized market data. The cross-gamma between different ParameterizedData is not represented. The sensitivity represents a monetary value in the specified currency. The order of the list has no specific meaning.
One way of viewing this class is as a Map from a specific sensitivity key to DoubleMatrix sensitivity values. However, instead of being structured as a Map, the data is structured as a List, with the key and value in each entry.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

static class CrossGammaParameterSensitivities.Meta
The meta-bean for CrossGammaParameterSensitivities.

Nested Classes
Modifier and Type	Class and Description
`static class`	`CrossGammaParameterSensitivities.Meta` The meta-bean for `CrossGammaParameterSensitivities`.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`CrossGammaParameterSensitivities`	`combinedWith(CrossGammaParameterSensitivities other)` Combines this parameter sensitivities with another instance.
`CrossGammaParameterSensitivities`	`combinedWith(CrossGammaParameterSensitivity other)` Combines this parameter sensitivities with another instance.
`CrossGammaParameterSensitivities`	`convertedTo(Currency resultCurrency, FxRateProvider rateProvider)` Converts the sensitivities in this instance to an equivalent in the specified currency.
`CurrencyParameterSensitivities`	`diagonal()` Returns the diagonal part of the sensitivity values.
`static CrossGammaParameterSensitivities`	`empty()` An empty sensitivity instance.
`boolean`	`equals(Object obj)`
`boolean`	`equalWithTolerance(CrossGammaParameterSensitivities other, double tolerance)` Checks if this sensitivity equals another within the specified tolerance.
`Optional<CrossGammaParameterSensitivity>`	`findSensitivity(MarketDataName<?> name, Currency currency)` Finds a single sensitivity instance by name and currency.
`ImmutableList<CrossGammaParameterSensitivity>`	`getSensitivities()` Gets the parameter sensitivities.
`CrossGammaParameterSensitivity`	`getSensitivity(MarketDataName<?> name, Currency currency)` Gets a single sensitivity instance by name and currency.
`CrossGammaParameterSensitivity`	`getSensitivity(MarketDataName<?> nameFirst, MarketDataName<?> nameSecond, Currency currency)` Gets a single sensitivity instance by names and currency.
`int`	`hashCode()`
`CrossGammaParameterSensitivities`	`mapSensitivities(DoubleUnaryOperator operator)` Returns an instance with the specified operation applied to the sensitivity values.
`static CrossGammaParameterSensitivities.Meta`	`meta()` The meta-bean for `CrossGammaParameterSensitivities`.
`CrossGammaParameterSensitivities.Meta`	`metaBean()`
`CrossGammaParameterSensitivities`	`multipliedBy(double factor)` Returns an instance with the sensitivity values multiplied by the specified factor.
`static CrossGammaParameterSensitivities`	`of(CrossGammaParameterSensitivity... sensitivities)` Obtains an instance from an array of sensitivity entries.
`static CrossGammaParameterSensitivities`	`of(CrossGammaParameterSensitivity sensitivity)` Obtains an instance from a single sensitivity entry.
`static CrossGammaParameterSensitivities`	`of(List<? extends CrossGammaParameterSensitivity> sensitivities)` Obtains an instance from a list of sensitivity entries.
`int`	`size()` Gets the number of sensitivity entries.
`String`	`toString()`
`MultiCurrencyAmount`	`total()` Returns the total of the sensitivity values.
`CurrencyAmount`	`total(Currency resultCurrency, FxRateProvider rateProvider)` Returns the total of the sensitivity values.

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean
property, propertyNames

- Method Detail
  - empty
```
public static CrossGammaParameterSensitivities empty()
```
    An empty sensitivity instance.
    
    Returns:
    
    the empty instance
  - of
```
public static CrossGammaParameterSensitivities of(CrossGammaParameterSensitivity sensitivity)
```
    Obtains an instance from a single sensitivity entry.
    
    Parameters:
    
    sensitivity - the sensitivity entry
    
    Returns:
    
    the sensitivities instance
  - of
```
public static CrossGammaParameterSensitivities of(CrossGammaParameterSensitivity... sensitivities)
```
    Obtains an instance from an array of sensitivity entries.
    The order of sensitivities is typically unimportant, however it is retained and exposed in equals(Object).
    
    Parameters:
    
    sensitivities - the sensitivities
    
    Returns:
    
    the sensitivities instance
  - of
```
public static CrossGammaParameterSensitivities of(List<? extends CrossGammaParameterSensitivity> sensitivities)
```
    Obtains an instance from a list of sensitivity entries.
    The order of sensitivities is typically unimportant, however it is retained and exposed in equals(Object).
    
    Parameters:
    
    sensitivities - the list of sensitivity entries
    
    Returns:
    
    the sensitivities instance
  - size
```
public int size()
```
    Gets the number of sensitivity entries.
    
    Returns:
    
    the size of the internal list of point sensitivities
  - getSensitivity
```
public CrossGammaParameterSensitivity getSensitivity(MarketDataName<?> name,
                                                     Currency currency)
```
    Gets a single sensitivity instance by name and currency.
    
    Parameters:
    
    name - the curve name to find
    
    currency - the currency to find
    
    Returns:
    
    the matching sensitivity
    
    Throws:
    
    IllegalArgumentException - if the name and currency do not match an entry
  - getSensitivity
```
public CrossGammaParameterSensitivity getSensitivity(MarketDataName<?> nameFirst,
                                                     MarketDataName<?> nameSecond,
                                                     Currency currency)
```
    Gets a single sensitivity instance by names and currency.
    This returns the sensitivity of the market data (nameFirst) delta to another market data (nameSecond). The result is sensitive to the order of nameFirst and nameSecond.
    
    Parameters:
    
    nameFirst - the name
    
    nameSecond - the name
    
    currency - the currency
    
    Returns:
    
    the matching sensitivity
    
    Throws:
    
    IllegalArgumentException - if the name and currency do not match an entry
  - findSensitivity
```
public Optional<CrossGammaParameterSensitivity> findSensitivity(MarketDataName<?> name,
                                                                Currency currency)
```
    Finds a single sensitivity instance by name and currency.
    If the sensitivity is not found, optional empty is returned.
    
    Parameters:
    
    name - the curve name to find
    
    currency - the currency to find
    
    Returns:
    
    the matching sensitivity
  - combinedWith
```
public CrossGammaParameterSensitivities combinedWith(CrossGammaParameterSensitivity other)
```
    Combines this parameter sensitivities with another instance.
    This returns a new sensitivity instance with the specified sensitivity added. This instance is immutable and unaffected by this method. The result may contain duplicate parameter sensitivities.
    
    Parameters:
    
    other - the other parameter sensitivity
    
    Returns:
    
    an instance based on this one, with the other instance added
  - combinedWith
```
public CrossGammaParameterSensitivities combinedWith(CrossGammaParameterSensitivities other)
```
    Combines this parameter sensitivities with another instance.
    This returns a new sensitivity instance with a combined list of parameter sensitivities. This instance is immutable and unaffected by this method. The result may contain duplicate parameter sensitivities.
    
    Parameters:
    
    other - the other parameter sensitivities
    
    Returns:
    
    an instance based on this one, with the other instance added
  - convertedTo
```
public CrossGammaParameterSensitivities convertedTo(Currency resultCurrency,
                                                    FxRateProvider rateProvider)
```
    Converts the sensitivities in this instance to an equivalent in the specified currency.
    Any FX conversion that is required will use rates from the provider.
    
    Specified by:
    
    convertedTo in interface FxConvertible<CrossGammaParameterSensitivities>
    
    Parameters:
    
    resultCurrency - the currency of the result
    
    rateProvider - the provider of FX rates
    
    Returns:
    
    the sensitivity object expressed in terms of the result currency
    
    Throws:
    
    RuntimeException - if no FX rate could be found
  - total
```
public CurrencyAmount total(Currency resultCurrency,
                            FxRateProvider rateProvider)
```
    Returns the total of the sensitivity values.
    The result is the total of all values, as converted to the specified currency. Any FX conversion that is required will use rates from the provider.
    
    Parameters:
    
    resultCurrency - the currency of the result
    
    rateProvider - the provider of FX rates
    
    Returns:
    
    the total sensitivity
    
    Throws:
    
    RuntimeException - if no FX rate could be found
  - total
```
public MultiCurrencyAmount total()
```
    Returns the total of the sensitivity values.
    The result is the total of all values, in whatever currency they are defined.
    
    Returns:
    
    the total sensitivity
  - diagonal
```
public CurrencyParameterSensitivities diagonal()
```
    Returns the diagonal part of the sensitivity values.
    
    Returns:
    
    the diagonal part
  - multipliedBy
```
public CrossGammaParameterSensitivities multipliedBy(double factor)
```
    Returns an instance with the sensitivity values multiplied by the specified factor.
    The result will consist of the same entries, but with each sensitivity value multiplied. This instance is immutable and unaffected by this method.
    
    Parameters:
    
    factor - the multiplicative factor
    
    Returns:
    
    an instance based on this one, with each sensitivity multiplied by the factor
  - mapSensitivities
```
public CrossGammaParameterSensitivities mapSensitivities(DoubleUnaryOperator operator)
```
    Returns an instance with the specified operation applied to the sensitivity values.
    The result will consist of the same entries, but with the operator applied to each sensitivity value. This instance is immutable and unaffected by this method.
    This is used to apply a mathematical operation to the sensitivity values. For example, the operator could multiply the sensitivities by a constant, or take the inverse.
```
   inverse = base.mapSensitivities(value -> 1 / value);
 
```
    Parameters:
    
    operator - the operator to be applied to the sensitivities
    
    Returns:
    
    an instance based on this one, with the operator applied to the sensitivity values
  - equalWithTolerance
```
public boolean equalWithTolerance(CrossGammaParameterSensitivities other,
                                  double tolerance)
```
    Checks if this sensitivity equals another within the specified tolerance.
    This returns true if the two instances have the same keys, with arrays of the same length, where the double values are equal within the specified tolerance.
    
    Parameters:
    
    other - the other sensitivity
    
    tolerance - the tolerance
    
    Returns:
    
    true if equal up to the tolerance
  - meta
```
public static CrossGammaParameterSensitivities.Meta meta()
```
    The meta-bean for CrossGammaParameterSensitivities.
    
    Returns:
    
    the meta-bean, not null
  - metaBean
```
public CrossGammaParameterSensitivities.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getSensitivities
```
public ImmutableList<CrossGammaParameterSensitivity> getSensitivities()
```
    Gets the parameter sensitivities.
    Each entry includes details of the ParameterizedData it relates to.
    
    Returns:
    
    the value of the property, not null
  - 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

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class CrossGammaParameterSensitivities

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

empty

of

of

of

size

getSensitivity

getSensitivity

findSensitivity

combinedWith

combinedWith

convertedTo

total

total

diagonal

multipliedBy

mapSensitivities

equalWithTolerance

meta

metaBean

getSensitivities

equals

hashCode

toString