| Package | Description |
|---|---|
| com.opengamma.strata.data |
Basic types to model market data.
|
| com.opengamma.strata.data.scenario |
Basic types to model market data across scenarios.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
NamedMarketDataId<T>
An identifier for a unique item of market data that can has a non-unique name.
|
interface |
ObservableId
A market data identifier that identifies observable data.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FxMatrixId
Identifies the market data for an FX matrix.
|
class |
FxRateId
Identifies the market data for an FX rate.
|
| Modifier and Type | Method and Description |
|---|---|
<T> Set<MarketDataId<T>> |
MarketData.findIds(MarketDataName<T> name)
Finds the market data identifiers associated with the specified name.
|
<T> Set<MarketDataId<T>> |
ImmutableMarketData.findIds(MarketDataName<T> name) |
Set<MarketDataId<?>> |
MarketData.getIds()
Gets the market data identifiers.
|
Set<MarketDataId<?>> |
ImmutableMarketData.getIds() |
ImmutableMap<MarketDataId<?>,Object> |
ImmutableMarketData.getValues()
Gets the market data values.
|
org.joda.beans.MetaProperty<ImmutableMap<MarketDataId<?>,Object>> |
ImmutableMarketData.Meta.values()
The meta-property for the
values property. |
| Modifier and Type | Method and Description |
|---|---|
<T> ImmutableMarketDataBuilder |
ImmutableMarketDataBuilder.addValue(MarketDataId<T> id,
T value)
Adds a value to the builder.
|
<T> ImmutableMarketDataBuilder |
ImmutableMarketDataBuilder.addValueUnsafe(MarketDataId<?> id,
Object value)
Adds a value to the builder when the types are not known at compile time.
|
default boolean |
MarketData.containsValue(MarketDataId<?> id)
Checks if this market data contains a value for the specified identifier.
|
boolean |
ImmutableMarketData.containsValue(MarketDataId<?> id) |
<T> Optional<T> |
MarketData.findValue(MarketDataId<T> id)
Finds the market data value associated with the specified identifier.
|
<T> Optional<T> |
ImmutableMarketData.findValue(MarketDataId<T> id) |
default <T> T |
MarketData.getValue(MarketDataId<T> id)
Gets the market data value associated with the specified identifier.
|
<T> T |
ImmutableMarketData.getValue(MarketDataId<T> id) |
default <T> MarketData |
MarketData.withValue(MarketDataId<T> id,
T value)
Returns a copy of this market data with the specified value.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableMarketDataBuilder |
ImmutableMarketDataBuilder.addValueMap(Map<? extends MarketDataId<?>,?> values)
Adds multiple values to the builder.
|
static MarketData |
MarketData.of(LocalDate valuationDate,
Map<? extends MarketDataId<?>,?> values)
Obtains an instance from a valuation date and map of values.
|
static ImmutableMarketData |
ImmutableMarketData.of(LocalDate valuationDate,
Map<? extends MarketDataId<?>,?> values)
Obtains an instance from a valuation date and map of values.
|
static MarketData |
MarketData.of(LocalDate valuationDate,
Map<? extends MarketDataId<?>,?> values,
Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)
Obtains an instance from a valuation date, map of values and time-series.
|
ImmutableMarketDataBuilder |
ImmutableMarketDataBuilder.removeValueIf(Predicate<MarketDataId<?>> predicate)
Removes values where the value ID matches the specified predicate.
|
ImmutableMarketDataBuilder |
ImmutableMarketDataBuilder.values(Map<? extends MarketDataId<?>,?> values)
Sets the values in the builder, replacing any existing values.
|
| Modifier and Type | Method and Description |
|---|---|
MarketDataId<T> |
ScenarioMarketDataId.getMarketDataId()
Gets the market data identifier of the market data value.
|
| Modifier and Type | Method and Description |
|---|---|
<T> Set<MarketDataId<T>> |
ScenarioMarketData.findIds(MarketDataName<T> name)
Finds the market data identifiers associated with the specified name.
|
<T> Set<MarketDataId<T>> |
ImmutableScenarioMarketData.findIds(MarketDataName<T> name) |
Set<MarketDataId<?>> |
ScenarioMarketData.getIds()
Gets the market data identifiers.
|
Set<MarketDataId<?>> |
ImmutableScenarioMarketData.getIds() |
ImmutableMap<MarketDataId<?>,MarketDataBox<?>> |
ImmutableScenarioMarketData.getValues()
Gets the individual items of market data.
|
org.joda.beans.MetaProperty<ImmutableMap<MarketDataId<?>,MarketDataBox<?>>> |
ImmutableScenarioMarketData.Meta.values()
The meta-property for the
values property. |
| Modifier and Type | Method and Description |
|---|---|
<T> ImmutableScenarioMarketDataBuilder |
ImmutableScenarioMarketDataBuilder.addBox(MarketDataId<T> id,
MarketDataBox<? extends T> value)
Adds market data wrapped in a box.
|
<T> ImmutableScenarioMarketDataBuilder |
ImmutableScenarioMarketDataBuilder.addScenarioValue(MarketDataId<T> id,
List<? extends T> values)
Adds market data for each scenario.
|
<T> ImmutableScenarioMarketDataBuilder |
ImmutableScenarioMarketDataBuilder.addScenarioValue(MarketDataId<T> id,
ScenarioArray<? extends T> value)
Adds market data for each scenario.
|
<T> ImmutableScenarioMarketDataBuilder |
ImmutableScenarioMarketDataBuilder.addValue(MarketDataId<T> id,
T value)
Adds market data that is valid for all scenarios.
|
default boolean |
ScenarioMarketData.containsValue(MarketDataId<?> id)
Checks if this market data contains a value for the specified identifier.
|
boolean |
ImmutableScenarioMarketData.containsValue(MarketDataId<?> id) |
<T> Optional<MarketDataBox<T>> |
ScenarioMarketData.findValue(MarketDataId<T> id)
Finds the market data value associated with the specified identifier.
|
<T> Optional<MarketDataBox<T>> |
ImmutableScenarioMarketData.findValue(MarketDataId<T> id) |
default <T> MarketDataBox<T> |
ScenarioMarketData.getValue(MarketDataId<T> id)
Gets the market data value associated with the specified identifier.
|
<T> MarketDataBox<T> |
ImmutableScenarioMarketData.getValue(MarketDataId<T> id) |
default <T> ScenarioMarketData |
ScenarioMarketData.withPerturbation(MarketDataId<T> id,
ScenarioPerturbation<T> perturbation,
ReferenceData refData)
Returns a copy of this market data with the specified value perturbed.
|
default <T> ScenarioMarketData |
ScenarioMarketData.withValue(MarketDataId<T> id,
MarketDataBox<T> value)
Returns a copy of this market data with the specified value.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableScenarioMarketDataBuilder |
ImmutableScenarioMarketDataBuilder.addBoxMap(Map<? extends MarketDataId<?>,? extends MarketDataBox<?>> values)
Adds market data values for each scenario.
|
ImmutableScenarioMarketDataBuilder |
ImmutableScenarioMarketDataBuilder.addScenarioValueMap(Map<? extends MarketDataId<?>,? extends ScenarioArray<?>> values)
Adds market data values for each scenario.
|
ImmutableScenarioMarketDataBuilder |
ImmutableScenarioMarketDataBuilder.addValueMap(Map<? extends MarketDataId<?>,?> values)
Adds market data values that are valid for all scenarios.
|
static ScenarioMarketData |
ScenarioMarketData.of(int scenarioCount,
LocalDate valuationDate,
Map<? extends MarketDataId<?>,MarketDataBox<?>> values,
Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)
Obtains an instance from a valuation date, map of values and time-series.
|
static ImmutableScenarioMarketData |
ImmutableScenarioMarketData.of(int scenarioCount,
LocalDate valuationDate,
Map<? extends MarketDataId<?>,MarketDataBox<?>> values,
Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)
Obtains an instance from a valuation date, map of values and time-series.
|
static ScenarioMarketData |
ScenarioMarketData.of(int scenarioCount,
MarketDataBox<LocalDate> valuationDate,
Map<? extends MarketDataId<?>,MarketDataBox<?>> values,
Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)
Obtains an instance from a valuation date, map of values and time-series.
|
static ImmutableScenarioMarketData |
ImmutableScenarioMarketData.of(int scenarioCount,
MarketDataBox<LocalDate> valuationDate,
Map<? extends MarketDataId<?>,MarketDataBox<?>> values,
Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)
Obtains an instance from a valuation date, map of values and time-series.
|
ImmutableScenarioMarketDataBuilder |
ImmutableScenarioMarketDataBuilder.values(Map<? extends MarketDataId<?>,?> values)
Sets the values in the builder, replacing any existing values.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.