Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Allow base sensitivity to be split #1424

Merged
merged 3 commits into from Dec 19, 2016
Merged

Allow base sensitivity to be split #1424

merged 3 commits into from Dec 19, 2016

Conversation

jodastephen
Copy link
Member

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

Copy link
Contributor

@marc-henrard marc-henrard left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

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
Copy link
Contributor

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

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.
Copy link
Contributor

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

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.
Copy link
Contributor

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

As above

Add combine/split concept to base sensitivity classes
Fixes #1423
@jodastephen
Copy link
Member Author

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
@jodastephen jodastephen deleted the topic/sensitivty2 branch December 19, 2016 11:24
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

Successfully merging this pull request may close these issues.

None yet

2 participants