Abstract: Methods suitable for sensitivity analysis in continuous-energy Monte Carlo codes become a research hotspot in the field of reactor physics. In this work, the formulas of sensitivity coefficients of five different reaction types were established. Then, the theoretical basis and the algorithm of the iterated fission probability method which was used widely currently were discussed. Furthermore, two Monte Carlo codes, RMC and MCNP6, were used to compute eigenvalue sensitivity coefficients to nuclear data. The agreement between RMC and MCNP6 is well. The results indicate that RMC is capable to perform sensitivity analysis preliminarily.