UnitParameterSensitivity (OpenGamma Strata Market)

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

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class UnitParameterSensitivity
extends Object
implements org.joda.beans.ImmutableBean, Serializable
```
Unit parameter sensitivity for parameterized market data, such as a curve.
Parameter sensitivity is the sensitivity of a value to the parameters of a parameterized market data object that is used to determine the value. Common ParameterizedData implementations include Curve and Surface.
The sensitivity is expressed as an array, with one entry for each parameter in the ParameterizedData. The sensitivity has no associated currency.
A single UnitParameterSensitivity represents the sensitivity to a single ParameterizedData instance. However, a ParameterizedData instance can itself be backed by more than one underlying instance. For example, a curve formed from two underlying curves. Information about the split between these underlying instances can optionally be stored.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

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

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static UnitParameterSensitivity`	`combine(MarketDataName<?> marketDataName, UnitParameterSensitivity... sensitivities)` Combines two or more instances to form a single sensitivity instance.
`int`	`compareKey(UnitParameterSensitivity other)` Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
`boolean`	`equals(Object obj)`
`MarketDataName<?>`	`getMarketDataName()` Gets the market data name.
`int`	`getParameterCount()` Gets the number of parameters.
`ImmutableList<ParameterMetadata>`	`getParameterMetadata()` Gets the list of parameter metadata.
`ParameterMetadata`	`getParameterMetadata(int parameterIndex)` Gets the parameter metadata at the specified index.
`Optional<List<ParameterSize>>`	`getParameterSplit()` Gets the split of parameters between the underlying parameterized data.
`DoubleArray`	`getSensitivity()` Gets the parameter sensitivity values.
`int`	`hashCode()`
`UnitParameterSensitivity`	`mapSensitivity(DoubleUnaryOperator operator)` Returns an instance with the specified operation applied to the sensitivity values.
`static UnitParameterSensitivity.Meta`	`meta()` The meta-bean for `UnitParameterSensitivity`.
`UnitParameterSensitivity.Meta`	`metaBean()`
`CurrencyParameterSensitivity`	`multipliedBy(Currency currency, double amount)` Returns an instance converted this sensitivity to a monetary value, multiplying by the specified factor.
`UnitParameterSensitivity`	`multipliedBy(double factor)` Returns an instance with the sensitivity values multiplied by the specified factor.
`static UnitParameterSensitivity`	`of(MarketDataName<?> marketDataName, DoubleArray sensitivity)` Obtains an instance from the market data name and sensitivity.
`static UnitParameterSensitivity`	`of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, DoubleArray sensitivity)` Obtains an instance from the market data name, metadata and sensitivity.
`static UnitParameterSensitivity`	`of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, DoubleArray sensitivity, List<ParameterSize> parameterSplit)` Obtains an instance from the market data name, metadata, sensitivity and parameter split.
`UnitParameterSensitivity`	`plus(DoubleArray otherSensitivty)` Returns an instance with the specified sensitivity array added to the array in this instance.
`UnitParameterSensitivity`	`plus(UnitParameterSensitivity otherSensitivty)` Returns an instance with the specified sensitivity array added to the array in this instance.
`ImmutableList<UnitParameterSensitivity>`	`split()` Splits this sensitivity instance.
`String`	`toString()`
`double`	`total()` Returns the total of the sensitivity values.
`UnitParameterSensitivity`	`withSensitivity(DoubleArray sensitivity)` Returns an instance with new parameter 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
  - of
```
public static UnitParameterSensitivity of(MarketDataName<?> marketDataName,
                                          List<? extends ParameterMetadata> parameterMetadata,
                                          DoubleArray sensitivity)
```
    Obtains an instance from the market data name, metadata and sensitivity.
    The market data name identifies the ParameterizedData instance that was queried. The parameter metadata provides information on each parameter. The size of the parameter metadata list must match the size of the sensitivity array.
    
    Parameters:
    
    marketDataName - the name of the market data that the sensitivity refers to
    
    parameterMetadata - the parameter metadata
    
    sensitivity - the sensitivity values, one for each parameter
    
    Returns:
    
    the sensitivity object
  - of
```
public static UnitParameterSensitivity of(MarketDataName<?> marketDataName,
                                          DoubleArray sensitivity)
```
    Obtains an instance from the market data name and sensitivity.
    The market data name identifies the ParameterizedData instance that was queried. The parameter metadata will be empty. The size of the parameter metadata list must match the size of the sensitivity array.
    
    Parameters:
    
    marketDataName - the name of the market data that the sensitivity refers to
    
    sensitivity - the sensitivity values, one for each parameter
    
    Returns:
    
    the sensitivity object
  - of
```
public static UnitParameterSensitivity of(MarketDataName<?> marketDataName,
                                          List<? extends ParameterMetadata> parameterMetadata,
                                          DoubleArray sensitivity,
                                          List<ParameterSize> parameterSplit)
```
    Obtains an instance from the market data name, metadata, sensitivity and parameter split.
    The market data name identifies the ParameterizedData instance that was queried. The parameter metadata provides information on each parameter. The size of the parameter metadata list must match the size of the sensitivity array.
    The parameter split allows the sensitivity to represent the split between two or more underlying ParameterizedData instances. The sum of the parameters in the split must equal the size of the sensitivity array, and each name must be unique.
    
    Parameters:
    
    marketDataName - the name of the market data that the sensitivity refers to
    
    parameterMetadata - the parameter metadata
    
    sensitivity - the sensitivity values, one for each parameter
    
    parameterSplit - the split between the underlying ParameterizedData instances
    
    Returns:
    
    the sensitivity object
  - combine
```
public static UnitParameterSensitivity combine(MarketDataName<?> marketDataName,
                                               UnitParameterSensitivity... sensitivities)
```
    Combines two or more instances to form a single sensitivity instance.
    The result will store information about the separate instances allowing it to be split() later.
    
    Parameters:
    
    marketDataName - the combined name of the market data that the sensitivity refers to
    
    sensitivities - the sensitivity instances to combine, two or more
    
    Returns:
    
    the combined sensitivity object
  - getParameterCount
```
public int getParameterCount()
```
    Gets the number of parameters.
    This returns the number of parameters in the ParameterizedData instance which is the same size as the sensitivity array.
    
    Returns:
    
    the number of parameters
  - getParameterMetadata
```
public ParameterMetadata getParameterMetadata(int parameterIndex)
```
    Gets the parameter metadata at the specified index.
    If there is no specific parameter metadata, an empty instance will be returned.
    
    Parameters:
    
    parameterIndex - the zero-based index of the parameter to get
    
    Returns:
    
    the metadata of the parameter
    
    Throws:
    
    IndexOutOfBoundsException - if the index is invalid
  - compareKey
```
public int compareKey(UnitParameterSensitivity other)
```
    Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
    
    Parameters:
    
    other - the other sensitivity object
    
    Returns:
    
    positive if greater, zero if equal, negative if less
  - multipliedBy
```
public CurrencyParameterSensitivity multipliedBy(Currency currency,
                                                 double amount)
```
    Returns an instance converted this sensitivity to a monetary value, multiplying by the specified factor.
    Each value in the sensitivity array will be multiplied by the specified factor.
    
    Parameters:
    
    currency - the currency of the amount
    
    amount - the amount to multiply by
    
    Returns:
    
    the resulting sensitivity object
  - multipliedBy
```
public UnitParameterSensitivity multipliedBy(double factor)
```
    Returns an instance with the sensitivity values multiplied by the specified factor.
    Each value in the sensitivity array will be multiplied by the factor.
    
    Parameters:
    
    factor - the multiplicative factor
    
    Returns:
    
    an instance based on this one, with each sensitivity multiplied by the factor
  - mapSensitivity
```
public UnitParameterSensitivity mapSensitivity(DoubleUnaryOperator operator)
```
    Returns an instance with the specified operation applied to the sensitivity values.
    Each value in the sensitivity array will be operated on. For example, the operator could multiply the sensitivities by a constant, or take the inverse.
```
   inverse = base.mapSensitivity(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
  - withSensitivity
```
public UnitParameterSensitivity withSensitivity(DoubleArray sensitivity)
```
    Returns an instance with new parameter sensitivity values.
    
    Parameters:
    
    sensitivity - the new sensitivity values
    
    Returns:
    
    an instance based on this one, with the specified sensitivity values
  - plus
```
public UnitParameterSensitivity plus(DoubleArray otherSensitivty)
```
    Returns an instance with the specified sensitivity array added to the array in this instance.
    The specified array must match the size of the array in this instance.
    
    Parameters:
    
    otherSensitivty - the other parameter sensitivity
    
    Returns:
    
    an instance based on this one, with the other instance added
    
    Throws:
    
    IllegalArgumentException - if the market data name, metadata or parameter split differs
  - plus
```
public UnitParameterSensitivity plus(UnitParameterSensitivity otherSensitivty)
```
    Returns an instance with the specified sensitivity array added to the array in this instance.
    The specified instance must have the same name, metadata and parameter split as this instance.
    
    Parameters:
    
    otherSensitivty - the other parameter sensitivity
    
    Returns:
    
    an instance based on this one, with the other instance added
    
    Throws:
    
    IllegalArgumentException - if the market data name, metadata or parameter split differs
  - split
```
public ImmutableList<UnitParameterSensitivity> split()
```
    Splits this sensitivity instance.
    A single sensitivity instance may be based on more than one underlying ParameterizedData, as represented by getParameterSplit(). Calling this method returns a list where the sensitivity of this instance has been split into multiple instances as per the parameter split definition. In the common case where there is a single underlying ParameterizedData, the list will be of size one containing this instance.
    
    Returns:
    
    this sensitivity split as per the defined parameter split, ordered as per this instance
  - total
```
public double total()
```
    Returns the total of the sensitivity values.
    
    Returns:
    
    the total sensitivity values
  - meta
```
public static UnitParameterSensitivity.Meta meta()
```
    The meta-bean for UnitParameterSensitivity.
    
    Returns:
    
    the meta-bean, not null
  - metaBean
```
public UnitParameterSensitivity.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getMarketDataName
```
public MarketDataName<?> getMarketDataName()
```
    Gets the market data name.
    This name is used in the market data system to identify the data that the sensitivities refer to.
    
    Returns:
    
    the value of the property, not null
  - getParameterMetadata
```
public ImmutableList<ParameterMetadata> getParameterMetadata()
```
    Gets the list of parameter metadata.
    There is one entry for each parameter.
    
    Returns:
    
    the value of the property, not null
  - getSensitivity
```
public DoubleArray getSensitivity()
```
    Gets the parameter sensitivity values.
    There is one sensitivity value for each parameter.
    
    Returns:
    
    the value of the property, not null
  - getParameterSplit
```
public Optional<List<ParameterSize>> getParameterSplit()
```
    Gets the split of parameters between the underlying parameterized data.
    A single UnitParameterSensitivity represents the sensitivity to a single ParameterizedData instance. However, a ParameterizedData instance can itself be backed by more than one underlying instance. For example, a curve formed from two underlying curves. This list is present, it represents how to split this sensitivity between the underlying instances.
    
    Returns:
    
    the optional 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 UnitParameterSensitivity

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

of

of

of

combine

getParameterCount

getParameterMetadata

compareKey

multipliedBy

multipliedBy

mapSensitivity

withSensitivity

plus

plus

split

total

meta

metaBean

getMarketDataName

getParameterMetadata

getSensitivity

getParameterSplit

equals

hashCode

toString