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Provide calculation target for sensitivities #1806

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merged 4 commits into from Oct 5, 2018
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@jodastephen jodastephen commented Oct 3, 2018

A CalculationTarget implementation that allows sensitivities to be used as input

@jodastephen jodastephen requested a review from brianweller89 Oct 3, 2018
@jodastephen jodastephen force-pushed the topic/sens-target branch from cca20e4 to 71bd86c Oct 3, 2018
/**
* The additional information.
* <p>
* This allows additional information to be attached to the trade.

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@brianweller89

brianweller89 Oct 4, 2018
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Not a trade

* The sensitivities, keyed by type.
* <p>
* The map allows sensitivity to different types to be expressed.
* For example, the target might have sensitivity have both delta and gamma sensitivity.

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@brianweller89

brianweller89 Oct 4, 2018
Contributor

"might have sensitivity have both"

* Neither a trade nor a position.
* Risk expressed as sensitivities.
* <p>
* This allows risk to be expressed as sensitivities.

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@brianweller89

brianweller89 Oct 4, 2018
Contributor

Not sure the second comment is necessary? Its a restatement of the first

jodastephen added 2 commits Oct 2, 2018
A `CalculationTarget` implementation that allows sensitivities
to be used as input
@jodastephen jodastephen force-pushed the topic/sens-target branch from 4f44cb9 to d0a2b79 Oct 5, 2018
CurveSensitivitiesTarget
Add combinedWith()
@jodastephen jodastephen force-pushed the topic/sens-target branch from d0a2b79 to 7679b24 Oct 5, 2018
@jodastephen jodastephen merged commit 8ecbc51 into master Oct 5, 2018
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security/snyk - modules/basics/pom.xml (OpenGamma) No new issues
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security/snyk - modules/calc/pom.xml (OpenGamma) No new issues
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security/snyk - modules/collect/pom.xml (OpenGamma) No new issues
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security/snyk - modules/data/pom.xml (OpenGamma) No new issues
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security/snyk - modules/loader/pom.xml (OpenGamma) No new issues
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security/snyk - modules/market/pom.xml (OpenGamma) No new issues
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security/snyk - modules/math/pom.xml (OpenGamma) No new issues
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security/snyk - modules/measure/pom.xml (OpenGamma) No new issues
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security/snyk - modules/pom.xml (OpenGamma) No new issues
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security/snyk - modules/pricer/pom.xml (OpenGamma) No new issues
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security/snyk - modules/report/pom.xml (OpenGamma) No new issues
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security/snyk - pom.xml (OpenGamma) No new issues
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@jodastephen jodastephen deleted the topic/sens-target branch Oct 5, 2018
@jodastephen jodastephen added this to the v2.1 milestone Oct 24, 2018
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2 participants