Provide calculation target for sensitivities#1806
Merged
jodastephen merged 4 commits intomasterfrom Oct 5, 2018
Merged
Conversation
cca20e4 to
71bd86c
Compare
brianweller89
approved these changes
Oct 4, 2018
| /** | ||
| * The additional information. | ||
| * <p> | ||
| * This allows additional information to be attached to the 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. |
Contributor
There was a problem hiding this comment.
"might have sensitivity have both"
| * Neither a trade nor a position. | ||
| * Risk expressed as sensitivities. | ||
| * <p> | ||
| * This allows risk to be expressed as sensitivities. |
Contributor
There was a problem hiding this comment.
Not sure the second comment is necessary? Its a restatement of the first
A `CalculationTarget` implementation that allows sensitivities to be used as input
4f44cb9 to
d0a2b79
Compare
CurveSensitivitiesTarget Add combinedWith()
d0a2b79 to
7679b24
Compare
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
A
CalculationTargetimplementation that allows sensitivities to be used as input