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Allow base sensitivity to be split #1424

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merged 3 commits into from Dec 19, 2016
Merged

Allow base sensitivity to be split #1424

merged 3 commits into from Dec 19, 2016

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@jodastephen jodastephen commented Dec 1, 2016

Add combine/split concept to base sensitivity classes
Fixes #1423

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@marc-henrard marc-henrard left a comment

A question on 'ParameterSize' and it relation with 'CurveParameterSize'. Do we need two objects?
Can be merged if two similar names are fine for you.
Also a typo in a javadoc.

* For example, the curve name and the number of curve nodes.
*/
@BeanDefinition(builderScope = "private")
public final class ParameterSize

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marc-henrard Dec 16, 2016
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This is very similar to the object 'CurveParameterSize'. Do we want to keep both?

/**
* The split of parameters between the underlying parameterized data.
* <p>
* A single {@code UnitParameterSensitivity} represents the sensitivity to a single {@link ParameterizedData} instance.

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marc-henrard Dec 16, 2016
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CurrencyParameterSensitivity instead of UnitParameterSensitivity

/**
* Gets the split of parameters between the underlying parameterized data.
* <p>
* A single {@code UnitParameterSensitivity} represents the sensitivity to a single {@link ParameterizedData} instance.

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marc-henrard Dec 16, 2016
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As above

jodastephen added 2 commits Dec 1, 2016
Add combine/split concept to base sensitivity classes
Fixes #1423
@jodastephen jodastephen force-pushed the topic/sensitivty2 branch from c4c7a77 to e4905b1 Dec 19, 2016
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@jodastephen jodastephen commented Dec 19, 2016

We'll keep CurveParameterSize separate from ParameterSize as the curve version is used on existing APIs and there is no great need to change.

@jodastephen jodastephen merged commit cb4f333 into master Dec 19, 2016
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@jodastephen jodastephen deleted the topic/sensitivty2 branch Dec 19, 2016
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