Package | Description |
---|---|
com.opengamma.strata.pricer.rate |
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
|
Modifier and Type | Method and Description |
---|---|
IborRateSensitivity |
IborRateSensitivity.cloned() |
IborRateSensitivity |
IborRateSensitivity.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider) |
IborRateSensitivity |
IborRateSensitivity.mapSensitivity(DoubleUnaryOperator operator) |
IborRateSensitivity |
IborRateSensitivity.multipliedBy(double factor) |
IborRateSensitivity |
IborRateSensitivity.normalize() |
static IborRateSensitivity |
IborRateSensitivity.of(IborIndexObservation observation,
Currency sensitivityCurrency,
double sensitivity)
Obtains an instance from the observation and sensitivity value,
specifying the currency of the value.
|
static IborRateSensitivity |
IborRateSensitivity.of(IborIndexObservation observation,
double sensitivity)
Obtains an instance from the observation and sensitivity value.
|
IborRateSensitivity |
IborRateSensitivity.withCurrency(Currency currency) |
IborRateSensitivity |
IborRateSensitivity.withSensitivity(double sensitivity) |
Modifier and Type | Method and Description |
---|---|
Class<? extends IborRateSensitivity> |
IborRateSensitivity.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends IborRateSensitivity> |
IborRateSensitivity.Meta.builder() |
Modifier and Type | Method and Description |
---|---|
CurrencyParameterSensitivities |
SimpleIborIndexRates.parameterSensitivity(IborRateSensitivity pointSensitivity) |
CurrencyParameterSensitivities |
IborIndexRates.parameterSensitivity(IborRateSensitivity pointSensitivity)
Calculates the parameter sensitivity from the point sensitivity.
|
CurrencyParameterSensitivities |
HistoricIborIndexRates.parameterSensitivity(IborRateSensitivity pointSensitivity) |
CurrencyParameterSensitivities |
DiscountIborIndexRates.parameterSensitivity(IborRateSensitivity pointSensitivity) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.