Examples of com.opengamma.analytics.financial.curve.interestrate.sensitivity.ParameterSensitivityCalculator

Package com.opengamma.analytics.financial.curve.interestrate.sensitivity

Examples of com.opengamma.analytics.financial.curve.interestrate.sensitivity.ParameterSensitivityCalculator

com.opengamma.analytics.financial.curve.interestrate.sensitivity.ParameterSensitivityCalculator
For an instrument, computes the sensitivity of a value (often the present value or a par spread) to the parameters used in the curve. The meaning of "parameters" will depend of the way the curve is stored (interpolated yield, function parameters, etc.). The return format is a vector (DoubleMatrix1D) with length equal to the total number of parameters in all the curves, and ordered as the parameters to the different curves themselves in increasing order. @deprecated Curve builders that use and populate {@link YieldCurveBundle}s are deprecated.

    PresentValueNodeSensitivityCalculator.using(null);
  }


  @Test
  public void testObject() {
    final ParameterSensitivityCalculator other = new ParameterSensitivityCalculator(SENSITIVITY_IRS_CALCULATOR);
    assertEquals(NODE_CALCULATOR, other);
    assertEquals(NODE_CALCULATOR.hashCode(), other.hashCode());
  }

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Related Classes of com.opengamma.analytics.financial.curve.interestrate.sensitivity.ParameterSensitivityCalculator

com.opengamma.analytics.financial.interestrate.PresentValueParameterSensitivityCalculatorTest

com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountCurve

com.opengamma.analytics.math.matrix.DoubleMatrix1D

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