| Package | Description |
|---|---|
| com.opengamma.strata.data.scenario |
Basic types to model market data across scenarios.
|
| Modifier and Type | Method and Description |
|---|---|
MarketDataBox<T> |
ScenarioPerturbation.applyTo(MarketDataBox<T> marketData,
ReferenceData refData)
Applies this perturbation to the market data in a box, returning a box containing new, modified data.
|
<U,R> MarketDataBox<R> |
MarketDataBox.combineWith(MarketDataBox<U> other,
BiFunction<T,U,R> fn)
Applies a function to the market data in this box and another box and returns a box containing the result.
|
static <T> MarketDataBox<T> |
MarketDataBox.empty()
Obtains an instance containing no market data.
|
MarketDataBox<LocalDate> |
ScenarioMarketData.getValuationDate()
Gets a box that can provide the valuation date of each scenario.
|
MarketDataBox<LocalDate> |
ImmutableScenarioMarketData.getValuationDate()
Gets the valuation date associated with each scenario.
|
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) |
<R> MarketDataBox<R> |
MarketDataBox.map(Function<T,R> fn)
Applies a function to the contents of the box and returns another box.
|
<R> MarketDataBox<R> |
MarketDataBox.mapWithIndex(int scenarioCount,
ObjIntFunction<T,R> fn)
Applies a function to the contents of the box once for each scenario and returns a box containing
the values returned from the function.
|
static <T> MarketDataBox<T> |
MarketDataBox.ofScenarioValue(ScenarioArray<T> scenarioValue)
Obtains an instance containing a scenario market data value with data for multiple scenarios.
|
static <T> MarketDataBox<T> |
MarketDataBox.ofScenarioValues(List<T> scenarioValues)
Obtains an instance containing a scenario market data value with data for multiple scenarios.
|
static <T> MarketDataBox<T> |
MarketDataBox.ofScenarioValues(T... scenarioValues)
Obtains an instance containing a scenario market data value with data for multiple scenarios.
|
static <T> MarketDataBox<T> |
MarketDataBox.ofSingleValue(T singleValue)
Obtains an instance containing a single market data value that is used in all scenarios.
|
| Modifier and Type | Method and Description |
|---|---|
<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) |
ImmutableMap<MarketDataId<?>,MarketDataBox<?>> |
ImmutableScenarioMarketData.getValues()
Gets the individual items of market data.
|
org.joda.beans.MetaProperty<MarketDataBox<LocalDate>> |
ImmutableScenarioMarketData.Meta.valuationDate()
The meta-property for the
valuationDate property. |
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.
|
MarketDataBox<T> |
ScenarioPerturbation.applyTo(MarketDataBox<T> marketData,
ReferenceData refData)
Applies this perturbation to the market data in a box, returning a box containing new, modified data.
|
static ImmutableScenarioMarketDataBuilder |
ImmutableScenarioMarketData.builder(MarketDataBox<LocalDate> valuationDate)
Creates a mutable builder that can be used to create an instance of the market data.
|
<U,R> MarketDataBox<R> |
MarketDataBox.combineWith(MarketDataBox<U> other,
BiFunction<T,U,R> fn)
Applies a function to the market data in this box and another box and returns a box containing the result.
|
U |
ScenarioMarketDataId.createScenarioValue(MarketDataBox<T> marketDataBox,
int scenarioCount)
Creates an instance of the scenario market data object from a box containing data of the same underlying
type.
|
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.
|
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.
|
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.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.