Sensitivities

An immutable RiskFactor -> sensitivity vector — the output of one adjoint sweep, mapped onto regulatory risk factors. Composition (portfolio and netting-set aggregation) is plain addition here, entirely outside the tape.

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Methods

static Sensitivities empty()

static Builder builder()

double get(RiskFactor factor)

Map<RiskFactor, Double> asMap()

boolean isEmpty()

Sensitivities plus(Sensitivities other)

Element-wise sum.

Sensitivities scaled(double factor)

Sensitivities filter(Predicate<RiskFactor> keep)

Sensitivities ofClass(RiskClass rc)

Sensitivities ofMeasure(RiskMeasure m)

SortedSet<String> buckets()

The distinct buckets present, in natural order.

Sensitivities inBucket(String bucket)