本文整理了Java中com.opengamma.strata.pricer.ZeroRateSensitivity.of()方法的一些代码示例，展示了ZeroRateSensitivity.of()的具体用法。这些代码示例主要来源于Github/Stackoverflow/Maven等平台，是从一些精选项目中提取出来的代码，具有较强的参考意义，能在一定程度帮忙到你。ZeroRateSensitivity.of()方法的具体详情如下：
包路径：com.opengamma.strata.pricer.ZeroRateSensitivity
类名称：ZeroRateSensitivity
方法名：of

ZeroRateSensitivity.of介绍

[英]Obtains an instance from the curve currency, date and value.

The currency representing the curve is used also for the sensitivity currency.
[中]从曲线货币、日期和值中获取实例。
表示曲线的货币也用于敏感货币。

代码示例

代码示例来源：origin: OpenGamma/Strata

/**
 * Obtains the underlying {@code ZeroRateSensitivity}. 
 * <p>
 * This creates the zero rate sensitivity object by omitting the repo group.
 * 
 * @return the point sensitivity object
 */
public ZeroRateSensitivity createZeroRateSensitivity() {
 return ZeroRateSensitivity.of(curveCurrency, yearFraction, currency, sensitivity);
}

代码示例来源：origin: OpenGamma/Strata

@Override
public ZeroRateSensitivity zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency) {
 double discountFactor = discountFactor(yearFraction);
 return ZeroRateSensitivity.of(currency, yearFraction, sensitivityCurrency, -discountFactor * yearFraction);
}

代码示例来源：origin: OpenGamma/Strata

public void test_withSensitivity() {
 ZeroRateSensitivity base = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d);
 ZeroRateSensitivity expected = ZeroRateSensitivity.of(GBP, YEARFRAC, 20d);
 ZeroRateSensitivity test = base.withSensitivity(20d);
 assertEquals(test, expected);
}

代码示例来源：origin: OpenGamma/Strata

public void test_mapSensitivity() {
 ZeroRateSensitivity base = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d);
 ZeroRateSensitivity expected = ZeroRateSensitivity.of(GBP, YEARFRAC, 1 / 32d);
 ZeroRateSensitivity test = base.mapSensitivity(s -> 1 / s);
 assertEquals(test, expected);
}

代码示例来源：origin: OpenGamma/Strata

public void test_multipliedBy() {
 ZeroRateSensitivity base = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d);
 ZeroRateSensitivity expected = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d * 3.5d);
 ZeroRateSensitivity test = base.multipliedBy(3.5d);
 assertEquals(test, expected);
}

代码示例来源：origin: OpenGamma/Strata

public void test_build() {
 ZeroRateSensitivity base = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d);
 PointSensitivities test = base.build();
 assertEquals(test.getSensitivities(), ImmutableList.of(base));
}

代码示例来源：origin: OpenGamma/Strata

public void test_zeroRatePointSensitivityWithSpread_sensitivityCurrency_smallYearFraction() {
 ZeroRateDiscountFactors test = ZeroRateDiscountFactors.of(GBP, DATE_VAL, CURVE);
 ZeroRateSensitivity expected = ZeroRateSensitivity.of(GBP, 0d, USD, -0d);
 assertEquals(test.zeroRatePointSensitivityWithSpread(DATE_VAL, USD, SPREAD, PERIODIC, 2), expected);
}

代码示例来源：origin: OpenGamma/Strata

public void test_createZeroRateSensitivity() {
 RepoCurveZeroRateSensitivity base = RepoCurveZeroRateSensitivity.of(CURRENCY, YEARFRAC, GBP, GROUP, VALUE);
 ZeroRateSensitivity expected = ZeroRateSensitivity.of(CURRENCY, YEARFRAC, GBP, VALUE);
 ZeroRateSensitivity test = base.createZeroRateSensitivity();
 assertEquals(test, expected);
}

代码示例来源：origin: OpenGamma/Strata

public void test_zeroRatePointSensitivityWithSpread_smallYearFraction() {
 ZeroRateDiscountFactors test = ZeroRateDiscountFactors.of(GBP, DATE_VAL, CURVE);
 ZeroRateSensitivity expected = ZeroRateSensitivity.of(GBP, 0d, -0d);
 assertEquals(test.zeroRatePointSensitivityWithSpread(DATE_VAL, SPREAD, CONTINUOUS, 0), expected);
}

代码示例来源：origin: OpenGamma/Strata

public void test_convertedTo() {
 double sensi = 32d;
 ZeroRateSensitivity base = ZeroRateSensitivity.of(GBP, YEARFRAC, sensi);
 double rate = 1.5d;
 FxMatrix matrix = FxMatrix.of(CurrencyPair.of(GBP, USD), rate);
 ZeroRateSensitivity test1 = (ZeroRateSensitivity) base.convertedTo(USD, matrix);
 ZeroRateSensitivity expected = ZeroRateSensitivity.of(GBP, YEARFRAC, USD, rate * sensi);
 assertEquals(test1, expected);
 ZeroRateSensitivity test2 = (ZeroRateSensitivity) base.convertedTo(GBP, matrix);
 assertEquals(test2, base);
}

代码示例来源：origin: OpenGamma/Strata

public void test_combinedWith() {
 ZeroRateSensitivity base1 = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d);
 ZeroRateSensitivity base2 = ZeroRateSensitivity.of(GBP, YEARFRAC2, 22d);
 MutablePointSensitivities expected = new MutablePointSensitivities();
 expected.add(base1).add(base2);
 PointSensitivityBuilder test = base1.combinedWith(base2);
 assertEquals(test, expected);
}

代码示例来源：origin: OpenGamma/Strata

public void test_parameterSensitivity() {
 IsdaCreditDiscountFactors test = IsdaCreditDiscountFactors.of(USD, VALUATION, CURVE);
 ZeroRateSensitivity point = ZeroRateSensitivity.of(USD, 1d, 1d);
 assertEquals(test.parameterSensitivity(point).size(), 1);
}

代码示例来源：origin: OpenGamma/Strata

public void test_of_zeroRateSensitivity() {
 Currency sensiCurrency = GBP;
 ZeroRateSensitivity zeroSensi = ZeroRateSensitivity.of(CURRENCY, YEARFRAC, sensiCurrency, VALUE);
 RepoCurveZeroRateSensitivity test = RepoCurveZeroRateSensitivity.of(zeroSensi, GROUP);
 assertEquals(test.getRepoGroup(), GROUP);
 assertEquals(test.getCurveCurrency(), CURRENCY);
 assertEquals(test.getCurrency(), sensiCurrency);
 assertEquals(test.getYearFraction(), YEARFRAC);
 assertEquals(test.getSensitivity(), VALUE);
}

代码示例来源：origin: OpenGamma/Strata

public void test_zeroRatePointSensitivityWithSpread_continous() {
 ZeroRateDiscountFactors test = ZeroRateDiscountFactors.of(GBP, DATE_VAL, CURVE);
 double relativeYearFraction = ACT_365F.relativeYearFraction(DATE_VAL, DATE_AFTER);
 double df = Math.exp(-relativeYearFraction * (CURVE.yValue(relativeYearFraction) + SPREAD));
 ZeroRateSensitivity expected = ZeroRateSensitivity.of(GBP, relativeYearFraction, -df * relativeYearFraction);
 assertEquals(test.zeroRatePointSensitivityWithSpread(DATE_AFTER, SPREAD, CONTINUOUS, 0), expected);
}

代码示例来源：origin: OpenGamma/Strata

private SimpleRatesProvider createProvider(NotionalExchange ne) {
 LocalDate paymentDate = ne.getPaymentDate();
 double paymentTime = DAY_COUNT.relativeYearFraction(VAL_DATE, paymentDate);
 Currency currency = ne.getCurrency();
 DiscountFactors mockDf = mock(DiscountFactors.class);
 when(mockDf.discountFactor(paymentDate)).thenReturn(DISCOUNT_FACTOR);
 ZeroRateSensitivity sens = ZeroRateSensitivity.of(currency, paymentTime, -DISCOUNT_FACTOR * paymentTime);
 when(mockDf.zeroRatePointSensitivity(paymentDate)).thenReturn(sens);
 SimpleRatesProvider prov = new SimpleRatesProvider(VAL_DATE, mockDf);
 prov.setDayCount(DAY_COUNT);
 return prov;
}

代码示例来源：origin: OpenGamma/Strata

public void test_zeroRatePointSensitivity() {
 ZeroRatePeriodicDiscountFactors test = ZeroRatePeriodicDiscountFactors.of(GBP, DATE_VAL, CURVE);
 double relativeYearFraction = ACT_365F.relativeYearFraction(DATE_VAL, DATE_AFTER);
 double df = test.discountFactor(DATE_AFTER);
 ZeroRateSensitivity expected = ZeroRateSensitivity.of(GBP, relativeYearFraction, -df * relativeYearFraction);
 assertEquals(test.zeroRatePointSensitivity(DATE_AFTER), expected);
}

代码示例来源：origin: OpenGamma/Strata

public void test_zeroRatePointSensitivityWithSpread_sensitivityCurrency_smallYearFraction() {
 ZeroRatePeriodicDiscountFactors test = ZeroRatePeriodicDiscountFactors.of(GBP, DATE_VAL, CURVE);
 ZeroRateSensitivity expected = ZeroRateSensitivity.of(GBP, 0d, USD, 0.0d);
 ZeroRateSensitivity computed = test.zeroRatePointSensitivityWithSpread(DATE_VAL, USD, SPREAD, CONTINUOUS, 0);
 assertTrue(computed.compareKey(expected) == 0);
 assertEquals(computed.getSensitivity(), expected.getSensitivity(), TOLERANCE_DELTA_FD);
}

代码示例来源：origin: OpenGamma/Strata

public void test_zeroRatePointSensitivityWithSpread_continous() {
 ZeroRatePeriodicDiscountFactors test = ZeroRatePeriodicDiscountFactors.of(GBP, DATE_VAL, CURVE);
 double relativeYearFraction = ACT_365F.relativeYearFraction(DATE_VAL, DATE_AFTER);
 double df = test.discountFactorWithSpread(DATE_AFTER, SPREAD, CONTINUOUS, 0);
 ZeroRateSensitivity expected = ZeroRateSensitivity.of(GBP, relativeYearFraction, -df * relativeYearFraction);
 ZeroRateSensitivity computed = test.zeroRatePointSensitivityWithSpread(DATE_AFTER, SPREAD, CONTINUOUS, 0);
 assertTrue(computed.compareKey(expected) == 0);
 assertEquals(computed.getSensitivity(), expected.getSensitivity(), TOLERANCE_DELTA);
}

代码示例来源：origin: OpenGamma/Strata

public void test_zeroRatePointSensitivityWithSpread_sensitivityCurrency_continous() {
 ZeroRatePeriodicDiscountFactors test = ZeroRatePeriodicDiscountFactors.of(GBP, DATE_VAL, CURVE);
 double relativeYearFraction = ACT_365F.relativeYearFraction(DATE_VAL, DATE_AFTER);
 double df = test.discountFactorWithSpread(DATE_AFTER, SPREAD, CONTINUOUS, 0);
 ZeroRateSensitivity expected = ZeroRateSensitivity.of(GBP, relativeYearFraction, USD, -df * relativeYearFraction);
 ZeroRateSensitivity computed = test.zeroRatePointSensitivityWithSpread(DATE_AFTER, USD, SPREAD, CONTINUOUS, 0);
 assertTrue(computed.compareKey(expected) == 0);
 assertEquals(computed.getSensitivity(), expected.getSensitivity(), TOLERANCE_DELTA);
}

代码示例来源：origin: OpenGamma/Strata

public void coverage() {
 SwaptionSabrSensitivity test = SwaptionSabrSensitivity.of(
   NAME, EXPIRY, TENOR, SabrParameterType.ALPHA, GBP, 32d);
 coverImmutableBean(test);
 SwaptionSabrSensitivity test2 = SwaptionSabrSensitivity.of(
   NAME2, EXPIRY + 1, TENOR + 1, SabrParameterType.BETA, GBP, 2d);
 coverBeanEquals(test, test2);
 ZeroRateSensitivity test3 = ZeroRateSensitivity.of(USD, 0.5d, 2d);
 coverBeanEquals(test, test3);
}