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 |
---|---|
InflationRateSensitivity |
InflationRateSensitivity.cloned() |
InflationRateSensitivity |
InflationRateSensitivity.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider) |
InflationRateSensitivity |
InflationRateSensitivity.mapSensitivity(DoubleUnaryOperator operator) |
InflationRateSensitivity |
InflationRateSensitivity.multipliedBy(double factor) |
InflationRateSensitivity |
InflationRateSensitivity.normalize() |
static InflationRateSensitivity |
InflationRateSensitivity.of(PriceIndexObservation observation,
Currency sensitivityCurrency,
double sensitivity)
Obtains an instance from the observation and sensitivity value,
specifying the currency of the value.
|
static InflationRateSensitivity |
InflationRateSensitivity.of(PriceIndexObservation observation,
double sensitivity)
Obtains an instance from the observation and sensitivity value.
|
InflationRateSensitivity |
InflationRateSensitivity.withCurrency(Currency currency) |
InflationRateSensitivity |
InflationRateSensitivity.withSensitivity(double sensitivity) |
Modifier and Type | Method and Description |
---|---|
Class<? extends InflationRateSensitivity> |
InflationRateSensitivity.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends InflationRateSensitivity> |
InflationRateSensitivity.Meta.builder() |
Modifier and Type | Method and Description |
---|---|
CurrencyParameterSensitivities |
SimplePriceIndexValues.parameterSensitivity(InflationRateSensitivity pointSensitivity) |
CurrencyParameterSensitivities |
PriceIndexValues.parameterSensitivity(InflationRateSensitivity pointSensitivity)
Calculates the parameter sensitivity from the point sensitivity.
|
CurrencyParameterSensitivities |
HistoricPriceIndexValues.parameterSensitivity(InflationRateSensitivity pointSensitivity) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.