A B C D E F G H I M N O P R S T V W Y

A

add(MarketData) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Adds all time series and values from another market data instance.

addBox(MarketDataId<T>, MarketDataBox<? extends T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds market data wrapped in a box.

addBoxMap(Map<? extends MarketDataId<?>, ? extends MarketDataBox<?>>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds market data values for each scenario.

addScenarioValue(MarketDataId<T>, List<? extends T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds market data for each scenario.

addScenarioValue(MarketDataId<T>, ScenarioArray<? extends T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds market data for each scenario.

addScenarioValueMap(Map<? extends MarketDataId<?>, ? extends ScenarioArray<?>>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds market data values for each scenario.

addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Adds a time-series of observable market data values.

addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds a time-series of observable market data values.

addTimeSeriesMap(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Adds multiple time-series of observable market data values to the builder.

addTimeSeriesMap(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds multiple time-series of observable market data values to the builder.

addValue(MarketDataId<T>, T) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Adds a value to the builder.

addValue(MarketDataId<T>, T) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds market data that is valid for all scenarios.

addValueMap(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Adds multiple values to the builder.

addValueMap(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Adds market data values that are valid for all scenarios.

addValueUnsafe(MarketDataId<?>, Object) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Adds a value to the builder when the types are not known at compile time.

amounts() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta

The meta-property for the amounts property.

amounts() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta

The meta-property for the amounts property.

applyTo(MarketDataBox<T>, ReferenceData) - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation

Applies this perturbation to the market data in a box, returning a box containing new, modified data.

B

beanType() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

beanType() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta

beanType() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta

beanType() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

beanType() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

beanType() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta

build() - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Returns a set of market data built from the data in this builder.

build() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Builds the market data.

builder(LocalDate) - Static method in class com.opengamma.strata.data.ImmutableMarketData

Creates a builder that can be used to build an instance of MarketData.

builder() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

builder() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta

builder() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta

builder() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

builder(LocalDate) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Creates a mutable builder that can be used to create an instance of the market data.

builder(MarketDataBox<LocalDate>) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Creates a mutable builder that can be used to create an instance of the market data.

builder() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

builder() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta

C

CLEAN_NOMINAL_PRICE - Static variable in class com.opengamma.strata.data.FieldName

The field name for the clean nominal price of a capital indexed bond.

CLEAN_PRICE - Static variable in class com.opengamma.strata.data.FieldName

The field name for the clean price of a coupon bond.

CLEAN_REAL_PRICE - Static variable in class com.opengamma.strata.data.FieldName

The field name for the clean real price of a capital indexed bond.

com.opengamma.strata.data - package com.opengamma.strata.data

Basic types to model market data.

com.opengamma.strata.data.scenario - package com.opengamma.strata.data.scenario

Basic types to model market data across scenarios.

combinedWith(ImmutableMarketData) - Method in class com.opengamma.strata.data.ImmutableMarketData

Combines this set of market data with another.

combinedWith(MarketData) - Method in class com.opengamma.strata.data.ImmutableMarketData

combinedWith(MarketData) - Method in interface com.opengamma.strata.data.MarketData

Combines this market data with another.

combinedWith(ImmutableScenarioMarketData) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Returns set of market data which combines the data from this set of data with another set.

combinedWith(ScenarioMarketData) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

combinedWith(ScenarioMarketData) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Returns set of market data which combines the data from this set of data with another set.

combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Applies a function to the market data in this box and another box and returns a box containing the result.

compareTo(MarketDataName<?>) - Method in class com.opengamma.strata.data.MarketDataName

Compares this name to another.

containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.data.ImmutableMarketData

containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.data.MarketData

Checks if this market data contains a value for the specified identifier.

containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Checks if this market data contains a value for the specified identifier.

convert(DoubleArray, Currency, Currency) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Converts an amount in a currency to an amount in a different currency using this rate.

convert(double, Currency, Currency, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider

Converts an amount in a currency to an amount in a different currency using a rate from this provider.

convertedTo(Currency, ScenarioFxRateProvider) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

convertedTo(Currency, ScenarioFxRateProvider) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

convertedTo(Currency, ScenarioFxRateProvider) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxConvertible

Converts this instance to an equivalent amount in the specified currency.

createScenarioValue(MarketDataBox<T>, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId

Creates an instance of the scenario market data object from a box containing data of the same underlying type.

crossRates(FxRateScenarioArray) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Derives a set of FX rates from these rates and another set of rates.

CurrencyScenarioArray - Class in com.opengamma.strata.data.scenario

A currency-convertible scenario array for a single currency, holding one amount for each scenario.

CurrencyScenarioArray.Meta - Class in com.opengamma.strata.data.scenario

The meta-bean for CurrencyScenarioArray.

D

DIRTY_PRICE - Static variable in class com.opengamma.strata.data.FieldName

The field name for the dirty price of a coupon bond.

DoubleScenarioArray - Class in com.opengamma.strata.data.scenario

A scenario array holding one double value for each scenario.

DoubleScenarioArray.Meta - Class in com.opengamma.strata.data.scenario

The meta-bean for DoubleScenarioArray.

E

empty(LocalDate) - Static method in interface com.opengamma.strata.data.MarketData

Obtains an instance containing no market data.

empty() - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Obtains a market data instance that contains no data and has no scenarios.

empty() - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox

Obtains an instance containing no market data.

empty() - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Obtains a market data instance that contains no data and has no scenarios.

equals(Object) - Method in class com.opengamma.strata.data.FxMatrixId

equals(Object) - Method in class com.opengamma.strata.data.FxRateId

equals(Object) - Method in class com.opengamma.strata.data.ImmutableMarketData

equals(Object) - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

equals(Object) - Method in class com.opengamma.strata.data.MarketDataName

Checks if this instance equals another.

equals(Object) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

equals(Object) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

equals(Object) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

equals(Object) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

equals(Object) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

F

FieldName - Class in com.opengamma.strata.data

The name of a field in a market data record.

findIds(MarketDataName<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData

findIds(MarketDataName<T>) - Method in interface com.opengamma.strata.data.MarketData

Finds the market data identifiers associated with the specified name.

findIds(MarketDataName<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

findIds(MarketDataName<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Finds the market data identifiers associated with the specified name.

findValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData

findValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.MarketData

Finds the market data value associated with the specified identifier.

findValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

findValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Finds the market data value associated with the specified identifier.

FxMatrixId - Class in com.opengamma.strata.data

Identifies the market data for an FX matrix.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

fxRate(Currency, Currency, int) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Returns the FX rate for the specified currency pair and scenario index.

fxRate(Currency, Currency, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider

Gets the FX rate for the specified currency pair and scenario index.

FxRateId - Class in com.opengamma.strata.data

Identifies the market data for an FX rate.

fxRateProvider(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider

Gets the FX rate provider for the specified scenario index.

FxRateScenarioArray - Class in com.opengamma.strata.data.scenario

A set of FX rates between two currencies containing rates for multiple scenarios.

FxRateScenarioArray.Meta - Class in com.opengamma.strata.data.scenario

The meta-bean for FxRateScenarioArray.

G

get(int) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

get(int) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

get(int) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Returns the FX rate for a scenario.

get(int) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns a MultiCurrencyAmount at the specified index.

get(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioArray

Gets the value at the specified scenario index.

getAmounts() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Gets the currency amounts, one per scenario.

getAmounts() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Gets the multi-currency amounts, one per scenario.

getCurrencies() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns the set of currencies for which this object contains values.

getCurrency() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Gets the currency.

getFieldName() - Method in interface com.opengamma.strata.data.ObservableId

Gets the field name in the market data record that contains the market data item.

getFxRatesSource() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

Gets the source of market data for FX rates.

getIds() - Method in class com.opengamma.strata.data.ImmutableMarketData

getIds() - Method in interface com.opengamma.strata.data.MarketData

Gets the market data identifiers.

getIds() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

getIds() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets the market data identifiers.

getMarketData() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

Gets the market data that provides the FX rates.

getMarketDataId() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId

Gets the market data identifier of the market data value.

getMarketDataName() - Method in interface com.opengamma.strata.data.NamedMarketDataId

Gets the market data name.

getMarketDataType() - Method in class com.opengamma.strata.data.FxMatrixId

getMarketDataType() - Method in class com.opengamma.strata.data.FxRateId

getMarketDataType() - Method in interface com.opengamma.strata.data.MarketDataId

Gets the type of data this identifier refers to.

getMarketDataType() - Method in class com.opengamma.strata.data.MarketDataName

Gets the type of data this name refers to.

getMarketDataType() - Method in interface com.opengamma.strata.data.ObservableId

Gets the type of data this identifier refers to, which is a double.

getMarketDataType() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Gets the type of the market data value used in each scenario.

getMarketDataType() - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation

Returns the market data type that the perturbation changes.

getName() - Method in class com.opengamma.strata.data.MarketDataName

Gets the market data name.

getObservableSource() - Method in class com.opengamma.strata.data.FxMatrixId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.data.FxRateId

Gets the source of observable market data.

getObservableSource() - Method in interface com.opengamma.strata.data.ObservableId

Gets the source of market data from which the market data should be retrieved.

getPair() - Method in class com.opengamma.strata.data.FxRateId

Gets the currency pair that is required.

getPair() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Gets the currency pair.

getScenarioCount() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

getScenarioCount() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

getScenarioCount() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

getScenarioCount() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Gets the number of scenarios for which this box contains data.

getScenarioCount() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns the number of currency values for each currency.

getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioArray

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation

Returns the number of scenarios for which this perturbation generates data.

getScenarioMarketDataType() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId

Gets the type of the object containing the market data for all scenarios.

getScenarioValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Gets the market data value containing data for multiple scenarios.

getScenarioValue(ScenarioMarketDataId<T, U>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets an object containing market data for multiple scenarios.

getSingleValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Gets the single market data value used for all scenarios if available.

getStandardId() - Method in interface com.opengamma.strata.data.ObservableId

Gets the standard identifier identifying the data.

getTimeSeries(ObservableId) - Method in class com.opengamma.strata.data.ImmutableMarketData

getTimeSeries() - Method in class com.opengamma.strata.data.ImmutableMarketData

Gets the time-series.

getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.data.MarketData

Gets the time-series identified by the specified identifier, empty if not found.

getTimeSeries(ObservableId) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

getTimeSeries() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Gets the time-series of market data values.

getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets the time-series associated with the specified identifier, empty if not found.

getTimeSeriesIds() - Method in class com.opengamma.strata.data.ImmutableMarketData

getTimeSeriesIds() - Method in interface com.opengamma.strata.data.MarketData

Gets the time-series identifiers.

getTimeSeriesIds() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

getTimeSeriesIds() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets the time-series identifiers.

getTriangulationCurrency() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

Gets the triangulation currency to use.

getValuationDate() - Method in class com.opengamma.strata.data.ImmutableMarketData

Gets the valuation date associated with the market data.

getValuationDate() - Method in interface com.opengamma.strata.data.MarketData

Gets the valuation date of the market data.

getValuationDate() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Gets the valuation date associated with each scenario.

getValuationDate() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets a box that can provide the valuation date of each scenario.

getValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData

getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.MarketData

Gets the market data value associated with the specified identifier.

getValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

getValue(int) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Gets the market data value associated with the specified scenario.

getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Gets the market data value associated with the specified identifier.

getValues() - Method in class com.opengamma.strata.data.ImmutableMarketData

Gets the market data values.

getValues() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

Gets the calculated values, one per scenario.

getValues() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Gets the individual items of market data.

getValues(Currency) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns the values for the specified currency, throws an exception if there are no values for the currency.

H

hashCode() - Method in class com.opengamma.strata.data.FxMatrixId

hashCode() - Method in class com.opengamma.strata.data.FxRateId

hashCode() - Method in class com.opengamma.strata.data.ImmutableMarketData

hashCode() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

hashCode() - Method in class com.opengamma.strata.data.MarketDataName

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

hashCode() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

hashCode() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

hashCode() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

hashCode() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

I

ImmutableMarketData - Class in com.opengamma.strata.data

An immutable set of market data

ImmutableMarketData.Meta - Class in com.opengamma.strata.data

The meta-bean for ImmutableMarketData.

ImmutableMarketDataBuilder - Class in com.opengamma.strata.data

A mutable builder for instances of ImmutableMarketData.

ImmutableScenarioMarketData - Class in com.opengamma.strata.data.scenario

An immutable set of market data across one or more scenarios.

ImmutableScenarioMarketData.Meta - Class in com.opengamma.strata.data.scenario

The meta-bean for ImmutableScenarioMarketData.

ImmutableScenarioMarketDataBuilder - Class in com.opengamma.strata.data.scenario

A mutable builder for market data.

isScenarioValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Checks if this box contains market data for multiple scenarios.

isSingleValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Checks if this box contains a single market data value that is used for all scenarios.

M

map(Function<T, R>) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Applies a function to the contents of the box and returns another box.

mapWithIndex(int, ObjIntFunction<T, R>) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Applies a function to the contents of the box once for each scenario and returns a box containing the values returned from the function.

MARKET_VALUE - Static variable in class com.opengamma.strata.data.FieldName

The field name for the market value - 'MarketValue'.

MarketData - Interface in com.opengamma.strata.data

Provides access to market data, such as curves, surfaces and time-series.

MarketDataBox<T> - Interface in com.opengamma.strata.data.scenario

A box which can provide values for an item of market data used in scenarios.

MarketDataFxRateProvider - Class in com.opengamma.strata.data

Provides FX rates from market data.

MarketDataId<T> - Interface in com.opengamma.strata.data

An identifier for a unique item of market data.

MarketDataName<T> - Class in com.opengamma.strata.data

A name for an item of market data.

MarketDataName() - Constructor for class com.opengamma.strata.data.MarketDataName

MarketDataNotFoundException - Exception in com.opengamma.strata.data

Exception thrown if market data cannot be found.

MarketDataNotFoundException(String) - Constructor for exception com.opengamma.strata.data.MarketDataNotFoundException

Creates the exception passing the exception message.

meta() - Static method in class com.opengamma.strata.data.FxMatrixId

The meta-bean for FxMatrixId.

meta() - Static method in class com.opengamma.strata.data.FxRateId

The meta-bean for FxRateId.

meta() - Static method in class com.opengamma.strata.data.ImmutableMarketData

The meta-bean for ImmutableMarketData.

meta() - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider

The meta-bean for MarketDataFxRateProvider.

meta() - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

The meta-bean for CurrencyScenarioArray.

meta() - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

The meta-bean for DoubleScenarioArray.

meta() - Static method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

The meta-bean for FxRateScenarioArray.

meta() - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

The meta-bean for ImmutableScenarioMarketData.

meta() - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

The meta-bean for MultiCurrencyScenarioArray.

metaBean() - Method in class com.opengamma.strata.data.FxMatrixId

metaBean() - Method in class com.opengamma.strata.data.FxRateId

metaBean() - Method in class com.opengamma.strata.data.ImmutableMarketData

metaBean() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

metaBean() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

metaBean() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

metaBean() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

metaBean() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

metaBean() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

metaPropertyGet(String) - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta

minus(CurrencyScenarioArray) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Returns a new array containing the values from this array with the values from the other array subtracted.

minus(CurrencyAmount) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Returns a new array containing the values from this array with the specified amount subtracted.

MultiCurrencyScenarioArray - Class in com.opengamma.strata.data.scenario

A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.

MultiCurrencyScenarioArray.Meta - Class in com.opengamma.strata.data.scenario

The meta-bean for MultiCurrencyScenarioArray.

N

NamedMarketDataId<T> - Interface in com.opengamma.strata.data

An identifier for a unique item of market data that can has a non-unique name.

NOMINAL_YIELD_TO_MATURITY - Static variable in class com.opengamma.strata.data.FieldName

The field name for the nominal yield.

NONE - Static variable in class com.opengamma.strata.data.ObservableSource

A market data source used when the application does not care about the source.

none() - Static method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation

Returns an instance that does not perturb the input.

O

ObservableId - Interface in com.opengamma.strata.data

A market data identifier that identifies observable data.

ObservableSource - Class in com.opengamma.strata.data

Identifies the source of observable market data, for example Bloomberg or Reuters.

of(String) - Static method in class com.opengamma.strata.data.FieldName

Obtains an instance from the specified name.

of(ObservableSource) - Static method in class com.opengamma.strata.data.FxMatrixId

Obtains an instance representing an FX matrix, specifying the source.

of(CurrencyPair) - Static method in class com.opengamma.strata.data.FxRateId

Obtains an instance representing the FX rate for a currency pair.

of(Currency, Currency) - Static method in class com.opengamma.strata.data.FxRateId

Obtains an instance representing the FX rate for a currency pair.

of(CurrencyPair, ObservableSource) - Static method in class com.opengamma.strata.data.FxRateId

Obtains an instance representing the FX rate for a currency pair, specifying the source.

of(Currency, Currency, ObservableSource) - Static method in class com.opengamma.strata.data.FxRateId

Obtains an instance representing the FX rate for a currency pair, specifying the source.

of(LocalDate, Map<? extends MarketDataId<?>, ?>) - Static method in class com.opengamma.strata.data.ImmutableMarketData

Obtains an instance from a valuation date and map of values.

of(LocalDate, Map<? extends MarketDataId<?>, ?>) - Static method in interface com.opengamma.strata.data.MarketData

Obtains an instance from a valuation date and map of values.

of(LocalDate, Map<? extends MarketDataId<?>, ?>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.data.MarketData

Obtains an instance from a valuation date, map of values and time-series.

of(MarketData) - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider

Obtains an instance which takes FX rates from the market data.

of(MarketData, ObservableSource) - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider

Obtains an instance which takes FX rates from the market data, specifying the source of FX rates.

of(MarketData, ObservableSource, Currency) - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider

Obtains an instance which takes FX rates from the market data, specifying the source of FX rates.

of(String) - Static method in class com.opengamma.strata.data.ObservableSource

Obtains an instance from the specified name.

of(CurrencyAmountArray) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Obtains an instance from the specified currency and array of values.

of(Currency, DoubleArray) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Obtains an instance from the specified currency and array of values.

of(List<CurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Obtains an instance from the specified list of amounts.

of(int, IntFunction<CurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Obtains an instance using a function to create the entries.

of(DoubleArray) - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

Obtains an instance from the specified array of values.

of(List<Double>) - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

Obtains an instance from the specified list of values.

of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

Obtains an instance using a function to create the entries.

of(CurrencyPair, DoubleArray) - Static method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Returns an array of FX rates for a currency pair.

of(Currency, Currency, DoubleArray) - Static method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

Returns an array of FX rates for a currency pair.

of(int, LocalDate, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Obtains an instance from a valuation date, map of values and time-series.

of(int, MarketDataBox<LocalDate>, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

Obtains an instance from a valuation date, map of values and time-series.

of(MultiCurrencyAmountArray) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Obtains an instance from the specified currency and array of values.

of(MultiCurrencyAmount...) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns an instance containing the values from the amounts.

of(List<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns an instance containing the values from the list of amounts.

of(int, IntFunction<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Obtains an instance using a function to create the entries.

of(Map<Currency, DoubleArray>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns an instance containing the values from a map of amounts with the same number of elements in each array.

of(T...) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray

Obtains an instance from the specified array of values.

of(List<T>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray

Obtains an instance from the specified list of values.

of(int, IntFunction<T>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray

Obtains an instance using a function to create the entries.

of(ScenarioMarketData) - Static method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider

Returns a scenario FX rate provider which takes its data from the provided market data.

of(ScenarioMarketData, ObservableSource) - Static method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider

Returns a scenario FX rate provider which takes its data from the provided market data.

of(int, LocalDate, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Obtains an instance from a valuation date, map of values and time-series.

of(int, MarketDataBox<LocalDate>, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Obtains an instance from a valuation date, map of values and time-series.

of(int, MarketData) - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Obtains an instance by wrapping a single set of market data.

ofScenarioValue(ScenarioArray<T>) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox

Obtains an instance containing a scenario market data value with data for multiple scenarios.

ofScenarioValues(T...) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox

Obtains an instance containing a scenario market data value with data for multiple scenarios.

ofScenarioValues(List<T>) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox

Obtains an instance containing a scenario market data value with data for multiple scenarios.

ofSingleValue(T) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox

Obtains an instance containing a single market data value that is used in all scenarios.

ofSingleValue(int, T) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray

Obtains an instance from a single value where the value applies to all scenarios.

P

pair() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

The meta-property for the pair property.

PAR_YIELD - Static variable in class com.opengamma.strata.data.FieldName

The field name for the par yield.

plus(CurrencyScenarioArray) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Returns a new array containing the values from this array added to the values in the other array.

plus(CurrencyAmount) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

Returns a new array containing the values from this array with the specified amount added.

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta

R

rates() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta

The meta-property for the rates property.

REAL_YIELD_TO_MATURITY - Static variable in class com.opengamma.strata.data.FieldName

The field name for the real yield.

removeTimeSeriesIf(Predicate<ObservableId>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Removes values where the time series ID matches the specified predicate.

removeValueIf(Predicate<MarketDataId<?>>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Removes values where the value ID matches the specified predicate.

S

scenario(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Returns market data for a single scenario.

ScenarioArray<T> - Interface in com.opengamma.strata.data.scenario

An array of values, one for each scenario.

scenarioCount() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

The meta-property for the scenarioCount property.

ScenarioFxConvertible<R> - Interface in com.opengamma.strata.data.scenario

Provides the ability for objects to be automatically currency converted.

ScenarioFxRateProvider - Interface in com.opengamma.strata.data.scenario

A provider of FX rates for scenarios.

ScenarioMarketData - Interface in com.opengamma.strata.data.scenario

Provides access to market data across one or more scenarios.

ScenarioMarketDataId<T,U extends ScenarioArray<T>> - Interface in com.opengamma.strata.data.scenario

Market data identifier used by functions that need access to objects containing market data for multiple scenarios.

ScenarioPerturbation<T> - Interface in com.opengamma.strata.data.scenario

A perturbation that can be applied to a market data box to create market data for use in one or more scenarios.

scenarios() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Returns a stream of market data, one for each scenario.

SETTLEMENT_PRICE - Static variable in class com.opengamma.strata.data.FieldName

The field name for the settlement price - 'SettlementPrice'.

standard() - Static method in class com.opengamma.strata.data.FxMatrixId

Obtains an instance representing an FX matrix.

stream() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

stream() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

stream() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

stream() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox

Returns a stream over the contents of the box.

stream() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns a stream of MultiCurrencyAmount instances containing the values from this object.

stream() - Method in interface com.opengamma.strata.data.scenario.ScenarioArray

Returns a stream of the values.

T

timeSeries() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

The meta-property for the timeSeries property.

timeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Sets the time-series in the builder, replacing any existing values.

timeSeries() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

The meta-property for the timeSeries property.

timeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Sets the time-series in the builder, replacing any existing values.

toBuilder() - Method in class com.opengamma.strata.data.ImmutableMarketData

Returns a builder populated with the same data as this instance.

toMultiCurrencyScenarioArray() - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns a collector which creates a multi currency scenario array by combining a stream of currency scenario arrays.

toString() - Method in class com.opengamma.strata.data.FxMatrixId

toString() - Method in class com.opengamma.strata.data.FxRateId

toString() - Method in class com.opengamma.strata.data.ImmutableMarketData

toString() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider

toString() - Method in class com.opengamma.strata.data.MarketDataName

Returns the name.

toString() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray

toString() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray

toString() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray

toString() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

toString() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

total(Iterable<CurrencyScenarioArray>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray

Returns a multi currency scenario array representing the total of the input arrays.

V

valuationDate() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

The meta-property for the valuationDate property.

valuationDate(LocalDate) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Sets the valuation date.

valuationDate() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

The meta-property for the valuationDate property.

values() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta

The meta-property for the values property.

values(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder

Sets the values in the builder, replacing any existing values.

values() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta

The meta-property for the values property.

values() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta

The meta-property for the values property.

values(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder

Sets the values in the builder, replacing any existing values.

VOLATILITY - Static variable in class com.opengamma.strata.data.FieldName

The field name for the volatility of an asset.

W

withObservableSource(ObservableSource) - Method in interface com.opengamma.strata.data.ObservableId

Returns an identifier equivalent to this with the specified source.

withPerturbation(MarketDataId<T>, ScenarioPerturbation<T>, ReferenceData) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Returns a copy of this market data with the specified value perturbed.

withValue(MarketDataId<T>, T) - Method in interface com.opengamma.strata.data.MarketData

Returns a copy of this market data with the specified value.

withValue(MarketDataId<T>, MarketDataBox<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData

Returns a copy of this market data with the specified value.

Y

YIELD_TO_MATURITY - Static variable in class com.opengamma.strata.data.FieldName

The field name for the yield to maturity.

A B C D E F G H I M N O P R S T V W Y