public final class SwaptionSensitivity extends Object implements PointSensitivity, PointSensitivityBuilder, org.joda.beans.ImmutableBean, Serializable
Holds the sensitivity to the swaption grid point.
Modifier and Type | Class and Description |
---|---|
static class |
SwaptionSensitivity.Meta
The meta-bean for
SwaptionSensitivity . |
Modifier and Type | Method and Description |
---|---|
MutablePointSensitivities |
buildInto(MutablePointSensitivities combination) |
SwaptionSensitivity |
cloned() |
int |
compareKey(PointSensitivity other) |
SwaptionSensitivity |
convertedTo(Currency resultCurrency,
FxRateProvider rateProvider) |
boolean |
equals(Object obj) |
Currency |
getCurrency()
Gets the currency of the sensitivity.
|
double |
getExpiry()
Gets the time to expiry of the option as a year fraction.
|
double |
getForward()
Gets the underlying swap forward rate.
|
double |
getSensitivity()
Gets the value of the sensitivity.
|
double |
getStrike()
Gets the swaption strike rate.
|
double |
getTenor()
Gets the underlying swap tenor.
|
SwaptionVolatilitiesName |
getVolatilitiesName()
Gets the name of the volatilities.
|
int |
hashCode() |
SwaptionSensitivity |
mapSensitivity(DoubleUnaryOperator operator) |
static SwaptionSensitivity.Meta |
meta()
The meta-bean for
SwaptionSensitivity . |
SwaptionSensitivity.Meta |
metaBean() |
SwaptionSensitivity |
multipliedBy(double factor) |
SwaptionSensitivity |
normalize() |
static SwaptionSensitivity |
of(SwaptionVolatilitiesName volatilitiesName,
double expiry,
double tenor,
double strike,
double forward,
Currency sensitivityCurrency,
double sensitivity)
Obtains an instance from the specified elements.
|
String |
toString() |
SwaptionSensitivity |
withCurrency(Currency currency) |
SwaptionSensitivity |
withSensitivity(double value) |
clone, finalize, getClass, notify, notifyAll, wait, wait, wait
build, combinedWith, none, of, of
public static SwaptionSensitivity of(SwaptionVolatilitiesName volatilitiesName, double expiry, double tenor, double strike, double forward, Currency sensitivityCurrency, double sensitivity)
volatilitiesName
- the name of the volatilitiesexpiry
- the time to expiry of the option as a year fractiontenor
- the underlying swap tenorstrike
- the swaption strike rateforward
- the underlying swap forward ratesensitivityCurrency
- the currency of the sensitivitysensitivity
- the value of the sensitivitypublic SwaptionSensitivity withCurrency(Currency currency)
withCurrency
in interface PointSensitivity
withCurrency
in interface PointSensitivityBuilder
public SwaptionSensitivity withSensitivity(double value)
withSensitivity
in interface PointSensitivity
public int compareKey(PointSensitivity other)
compareKey
in interface PointSensitivity
public SwaptionSensitivity convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
convertedTo
in interface FxConvertible<PointSensitivity>
convertedTo
in interface PointSensitivity
public SwaptionSensitivity multipliedBy(double factor)
multipliedBy
in interface PointSensitivityBuilder
public SwaptionSensitivity mapSensitivity(DoubleUnaryOperator operator)
mapSensitivity
in interface PointSensitivityBuilder
public SwaptionSensitivity normalize()
normalize
in interface PointSensitivityBuilder
public MutablePointSensitivities buildInto(MutablePointSensitivities combination)
buildInto
in interface PointSensitivityBuilder
public SwaptionSensitivity cloned()
cloned
in interface PointSensitivityBuilder
public static SwaptionSensitivity.Meta meta()
SwaptionSensitivity
.public SwaptionSensitivity.Meta metaBean()
metaBean
in interface org.joda.beans.Bean
public SwaptionVolatilitiesName getVolatilitiesName()
public double getExpiry()
public double getTenor()
public double getStrike()
public double getForward()
public Currency getCurrency()
getCurrency
in interface PointSensitivity
public double getSensitivity()
getSensitivity
in interface PointSensitivity
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.