| 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 | Method and Description |
|---|---|
ObservableId |
ObservableId.withObservableSource(ObservableSource obsSource)
Returns an identifier equivalent to this with the specified source.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableMap<ObservableId,LocalDateDoubleTimeSeries> |
ImmutableMarketData.getTimeSeries()
Gets the time-series.
|
Set<ObservableId> |
MarketData.getTimeSeriesIds()
Gets the time-series identifiers.
|
Set<ObservableId> |
ImmutableMarketData.getTimeSeriesIds() |
org.joda.beans.MetaProperty<ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>> |
ImmutableMarketData.Meta.timeSeries()
The meta-property for the
timeSeries property. |
| Modifier and Type | Method and Description |
|---|---|
ImmutableMarketDataBuilder |
ImmutableMarketDataBuilder.addTimeSeries(ObservableId id,
LocalDateDoubleTimeSeries timeSeries)
Adds a time-series of observable market data values.
|
LocalDateDoubleTimeSeries |
MarketData.getTimeSeries(ObservableId id)
Gets the time-series identified by the specified identifier, empty if not found.
|
LocalDateDoubleTimeSeries |
ImmutableMarketData.getTimeSeries(ObservableId id) |
| Modifier and Type | Method and Description |
|---|---|
ImmutableMarketDataBuilder |
ImmutableMarketDataBuilder.addTimeSeriesMap(Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeriesMap)
Adds multiple time-series of observable market data values to the builder.
|
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.removeTimeSeriesIf(Predicate<ObservableId> predicate)
Removes values where the time series ID matches the specified predicate.
|
ImmutableMarketDataBuilder |
ImmutableMarketDataBuilder.timeSeries(Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)
Sets the time-series in the builder, replacing any existing values.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableMap<ObservableId,LocalDateDoubleTimeSeries> |
ImmutableScenarioMarketData.getTimeSeries()
Gets the time-series of market data values.
|
Set<ObservableId> |
ScenarioMarketData.getTimeSeriesIds()
Gets the time-series identifiers.
|
Set<ObservableId> |
ImmutableScenarioMarketData.getTimeSeriesIds() |
org.joda.beans.MetaProperty<ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>> |
ImmutableScenarioMarketData.Meta.timeSeries()
The meta-property for the
timeSeries property. |
| Modifier and Type | Method and Description |
|---|---|
ImmutableScenarioMarketDataBuilder |
ImmutableScenarioMarketDataBuilder.addTimeSeries(ObservableId id,
LocalDateDoubleTimeSeries timeSeries)
Adds a time-series of observable market data values.
|
LocalDateDoubleTimeSeries |
ScenarioMarketData.getTimeSeries(ObservableId id)
Gets the time-series associated with the specified identifier, empty if not found.
|
LocalDateDoubleTimeSeries |
ImmutableScenarioMarketData.getTimeSeries(ObservableId id) |
| Modifier and Type | Method and Description |
|---|---|
ImmutableScenarioMarketDataBuilder |
ImmutableScenarioMarketDataBuilder.addTimeSeriesMap(Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeriesMap)
Adds multiple time-series of observable market data values to the builder.
|
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.timeSeries(Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)
Sets the time-series 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.