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Provide calculation target for sensitivities#1806

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jodastephen merged 4 commits intomasterfrom
topic/sens-target
Oct 5, 2018
Merged

Provide calculation target for sensitivities#1806
jodastephen merged 4 commits intomasterfrom
topic/sens-target

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A CalculationTarget implementation that allows sensitivities to be used as input

/**
* The additional information.
* <p>
* This allows additional information to be attached to the trade.
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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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"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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Not sure the second comment is necessary? Its a restatement of the first

A `CalculationTarget` implementation that allows sensitivities
to be used as input
CurveSensitivitiesTarget
Add combinedWith()
@jodastephen jodastephen merged commit 8ecbc51 into master Oct 5, 2018
@jodastephen jodastephen deleted the topic/sens-target branch October 5, 2018 10:32
@jodastephen jodastephen added this to the v2.1 milestone Oct 24, 2018
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2 participants