Uses of Class
com.opengamma.strata.market.ValueType

Packages that use ValueType

Package	Description
com.opengamma.strata.market	Data structures for market data.
com.opengamma.strata.market.cube
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.market.surface	Definitions of surfaces.

Uses of ValueType in com.opengamma.strata.market

Fields in com.opengamma.strata.market declared as ValueType

Modifier and Type	Field and Description
static ValueType	ValueType.BLACK_VOLATILITY Type used when each value is a Black model implied volatility - 'BlackVolatility'.
static ValueType	ValueType.CORRELATION Type used when each value is a correlation - 'CORRELATION'.
static ValueType	ValueType.DISCOUNT_FACTOR Type used when each value is a discount factor - 'DiscountFactor'.
static ValueType	ValueType.DIVIDEND_YIELD Type used when each value is a dividend yield - 'DividendYield'.
static ValueType	ValueType.FORWARD_RATE Type used when each value is a forward rate - 'ForwardRate'.
static ValueType	ValueType.LOCAL_VOLATILITY Type used when each value is a local volatility - 'LocalVolatility'.
static ValueType	ValueType.LOG_MONEYNESS Type used when each value is log-moneyness, i.e.
static ValueType	ValueType.MARKET_QUOTE Type used when each value is the market quote e.g.
static ValueType	ValueType.MONTHS Type used when each value is the number of months relative to a base month - 'Months'.
static ValueType	ValueType.NORMAL_VOLATILITY Type used when each value is a Normal (Bachelier) model implied volatility - 'NormalVolatility'.
static ValueType	ValueType.PRICE Type used when each value is a Price - 'Price'.
static ValueType	ValueType.PRICE_INDEX Type used when each value is a price index, as used for inflation products - 'PriceIndex'.
static ValueType	ValueType.RECOVERY_RATE Type used when each value is a recovery rate - 'RecoveryRate'.
static ValueType	ValueType.RISK_REVERSAL Type used when each value is a risk reversal - 'RiskReversal'.
static ValueType	ValueType.SABR_ALPHA Type used when each value is the SABR alpha parameter - 'SabrAlpha'.
static ValueType	ValueType.SABR_BETA Type used when each value is the SABR beta parameter - 'SabrBeta'.
static ValueType	ValueType.SABR_NU Type used when each value is the SABR nu parameter - 'SabrNu'.
static ValueType	ValueType.SABR_RHO Type used when each value is the SABR rho parameter - 'SabrRho'.
static ValueType	ValueType.SABR_SHIFT Type used when each value is the SABR shift parameter - 'SabrShift'.
static ValueType	ValueType.SIMPLE_MONEYNESS Type used when each value is simple-moneyness, i.e.
static ValueType	ValueType.STRANGLE Type used when each value is a strangle - 'Strangle'.
static ValueType	ValueType.STRIKE Type used when each value is a strike - 'Strike'.
static ValueType	ValueType.UNKNOWN Type used when the meaning of each value is not known - 'Unknown'.
static ValueType	ValueType.YEAR_FRACTION Type used when each value is a year fraction relative to a base date - 'YearFraction'.
static ValueType	ValueType.ZERO_RATE Type used when each value is a zero rate - 'ZeroRate'.

Methods in com.opengamma.strata.market that return ValueType

Modifier and Type	Method and Description
static ValueType	ValueType.of(String name) Obtains an instance from the specified name.

Methods in com.opengamma.strata.market with parameters of type ValueType

Modifier and Type	Method and Description
void	ValueType.checkEquals(ValueType other, String exceptionPrefix) Checks that this instance equals the specified instance.

Uses of ValueType in com.opengamma.strata.market.cube

Methods in com.opengamma.strata.market.cube that return ValueType

Modifier and Type	Method and Description
ValueType	DefaultCubeMetadata.getWValueType() Gets the w-value type, providing meaning to the w-values of the cube.
ValueType	CubeMetadata.getWValueType() Gets the w-value type, providing meaning to the w-values of the cube.
ValueType	SimpleCubeParameterMetadata.getXValueType() Gets the type of the x-value.
ValueType	DefaultCubeMetadata.getXValueType() Gets the x-value type, providing meaning to the x-values of the cube.
ValueType	CubeMetadata.getXValueType() Gets the x-value type, providing meaning to the x-values of the cube.
ValueType	SimpleCubeParameterMetadata.getYValueType() Gets the type of the y-value.
ValueType	DefaultCubeMetadata.getYValueType() Gets the y-value type, providing meaning to the y-values of the cube.
ValueType	CubeMetadata.getYValueType() Gets the y-value type, providing meaning to the y-values of the cube.
ValueType	SimpleCubeParameterMetadata.getZValueType() Gets the type of the z-value.
ValueType	DefaultCubeMetadata.getZValueType() Gets the z-value type, providing meaning to the z-values of the cube.
ValueType	CubeMetadata.getZValueType() Gets the z-value type, providing meaning to the z-values of the cube.

Methods in com.opengamma.strata.market.cube that return types with arguments of type ValueType

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<ValueType>	DefaultCubeMetadata.Meta.wValueType() The meta-property for the wValueType property.
org.joda.beans.MetaProperty<ValueType>	SimpleCubeParameterMetadata.Meta.xValueType() The meta-property for the xValueType property.
org.joda.beans.MetaProperty<ValueType>	DefaultCubeMetadata.Meta.xValueType() The meta-property for the xValueType property.
org.joda.beans.MetaProperty<ValueType>	SimpleCubeParameterMetadata.Meta.yValueType() The meta-property for the yValueType property.
org.joda.beans.MetaProperty<ValueType>	DefaultCubeMetadata.Meta.yValueType() The meta-property for the yValueType property.
org.joda.beans.MetaProperty<ValueType>	SimpleCubeParameterMetadata.Meta.zValueType() The meta-property for the zValueType property.
org.joda.beans.MetaProperty<ValueType>	DefaultCubeMetadata.Meta.zValueType() The meta-property for the zValueType property.

Methods in com.opengamma.strata.market.cube with parameters of type ValueType

Modifier and Type	Method and Description
static SimpleCubeParameterMetadata	SimpleCubeParameterMetadata.of(ValueType xValueType, double xValue, ValueType yValueType, double yValue, ValueType zValueType, double zValue) Obtains an instance specifying information.
DefaultCubeMetadataBuilder	DefaultCubeMetadataBuilder.wValueType(ValueType wValueType) Sets the w-value type, providing meaning to the w-values of the cube.
DefaultCubeMetadataBuilder	DefaultCubeMetadataBuilder.xValueType(ValueType xValueType) Sets the x-value type, providing meaning to the x-values of the cube.
DefaultCubeMetadataBuilder	DefaultCubeMetadataBuilder.yValueType(ValueType yValueType) Sets the y-value type, providing meaning to the y-values of the cube.
DefaultCubeMetadataBuilder	DefaultCubeMetadataBuilder.zValueType(ValueType zValueType) Sets the z-value type, providing meaning to the z-values of the cube.

Uses of ValueType in com.opengamma.strata.market.curve

Methods in com.opengamma.strata.market.curve that return ValueType

Modifier and Type	Method and Description
ValueType	CurveMetadata.getXValueType() Gets the x-value type, providing meaning to the x-values of the curve.
ValueType	SimpleCurveParameterMetadata.getXValueType() Gets the type of the x-value.
ValueType	ParameterizedFunctionalCurveDefinition.getXValueType() Gets the x-value type, providing meaning to the x-values of the curve.
ValueType	InterpolatedNodalCurveDefinition.getXValueType() Gets the x-value type, providing meaning to the x-values of the curve.
ValueType	DefaultCurveMetadata.getXValueType() Gets the x-value type, providing meaning to the x-values of the curve.
ValueType	CurveMetadata.getYValueType() Gets the y-value type, providing meaning to the y-values of the curve.
ValueType	CurveDefinition.getYValueType() Gets the y-value type, providing meaning to the y-values of the curve.
ValueType	ParameterizedFunctionalCurveDefinition.getYValueType() Gets the y-value type, providing meaning to the y-values of the curve.
ValueType	InterpolatedNodalCurveDefinition.getYValueType() Gets the y-value type, providing meaning to the y-values of the curve.
ValueType	DefaultCurveMetadata.getYValueType() Gets the y-value type, providing meaning to the y-values of the curve.

Methods in com.opengamma.strata.market.curve that return types with arguments of type ValueType

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<ValueType>	SimpleCurveParameterMetadata.Meta.xValueType() The meta-property for the xValueType property.
org.joda.beans.MetaProperty<ValueType>	ParameterizedFunctionalCurveDefinition.Meta.xValueType() The meta-property for the xValueType property.
org.joda.beans.MetaProperty<ValueType>	InterpolatedNodalCurveDefinition.Meta.xValueType() The meta-property for the xValueType property.
org.joda.beans.MetaProperty<ValueType>	DefaultCurveMetadata.Meta.xValueType() The meta-property for the xValueType property.
org.joda.beans.MetaProperty<ValueType>	ParameterizedFunctionalCurveDefinition.Meta.yValueType() The meta-property for the yValueType property.
org.joda.beans.MetaProperty<ValueType>	InterpolatedNodalCurveDefinition.Meta.yValueType() The meta-property for the yValueType property.
org.joda.beans.MetaProperty<ValueType>	DefaultCurveMetadata.Meta.yValueType() The meta-property for the yValueType property.

Methods in com.opengamma.strata.market.curve with parameters of type ValueType

Modifier and Type	Method and Description
double	CurveNode.initialGuess(MarketData marketData, ValueType valueType) Gets the initial guess used for calibrating the node.
static SimpleCurveParameterMetadata	SimpleCurveParameterMetadata.of(ValueType xValueType, double xValue) Obtains an instance specifying information about the x-value.
static CurveMetadata	Curves.sabrParameterByExpiry(CurveName name, DayCount dayCount, ValueType yType) Creates metadata for a curve providing a SABR parameter.
static CurveMetadata	Curves.sabrParameterByExpiry(CurveName name, DayCount dayCount, ValueType yType, List<? extends ParameterMetadata> parameterMetadata) Creates metadata for a curve providing a SABR parameter.
static CurveMetadata	Curves.sabrParameterByExpiry(String name, DayCount dayCount, ValueType yType) Creates metadata for a curve providing a SABR parameter.
ParameterizedFunctionalCurveDefinition.Builder	ParameterizedFunctionalCurveDefinition.Builder.xValueType(ValueType xValueType) Sets the x-value type, providing meaning to the x-values of the curve.
InterpolatedNodalCurveDefinition.Builder	InterpolatedNodalCurveDefinition.Builder.xValueType(ValueType xValueType) Sets the x-value type, providing meaning to the x-values of the curve.
DefaultCurveMetadataBuilder	DefaultCurveMetadataBuilder.xValueType(ValueType xValueType) Sets the x-value type, providing meaning to the x-values of the curve.
ParameterizedFunctionalCurveDefinition.Builder	ParameterizedFunctionalCurveDefinition.Builder.yValueType(ValueType yValueType) Sets the y-value type, providing meaning to the y-values of the curve.
InterpolatedNodalCurveDefinition.Builder	InterpolatedNodalCurveDefinition.Builder.yValueType(ValueType yValueType) Sets the y-value type, providing meaning to the y-values of the curve.
DefaultCurveMetadataBuilder	DefaultCurveMetadataBuilder.yValueType(ValueType yValueType) Sets the y-value type, providing meaning to the y-values of the curve.

Uses of ValueType in com.opengamma.strata.market.curve.node

Methods in com.opengamma.strata.market.curve.node with parameters of type ValueType

Modifier and Type	Method and Description
double	XCcyOvernightOvernightSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	XCcyIborIborSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	ThreeLegBasisSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	TermDepositCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	OvernightIborSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	OvernightFutureCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	IborIborSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	IborFutureCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	IborFixingDepositCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	FxSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	FraCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	FixedOvernightSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	FixedInflationSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	FixedIborSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)

Uses of ValueType in com.opengamma.strata.market.surface

Methods in com.opengamma.strata.market.surface that return ValueType

Modifier and Type	Method and Description
ValueType	SurfaceMetadata.getXValueType() Gets the x-value type, providing meaning to the x-values of the surface.
ValueType	SimpleSurfaceParameterMetadata.getXValueType() Gets the type of the x-value.
ValueType	DefaultSurfaceMetadata.getXValueType() Gets the x-value type, providing meaning to the x-values of the curve.
ValueType	SurfaceMetadata.getYValueType() Gets the y-value type, providing meaning to the y-values of the surface.
ValueType	SimpleSurfaceParameterMetadata.getYValueType() Gets the type of the y-value.
ValueType	DefaultSurfaceMetadata.getYValueType() Gets the y-value type, providing meaning to the y-values of the curve.
ValueType	SurfaceMetadata.getZValueType() Gets the z-value type, providing meaning to the z-values of the surface.
ValueType	DefaultSurfaceMetadata.getZValueType() Gets the x-value type, providing meaning to the z-values of the curve.

Methods in com.opengamma.strata.market.surface that return types with arguments of type ValueType

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<ValueType>	SimpleSurfaceParameterMetadata.Meta.xValueType() The meta-property for the xValueType property.
org.joda.beans.MetaProperty<ValueType>	DefaultSurfaceMetadata.Meta.xValueType() The meta-property for the xValueType property.
org.joda.beans.MetaProperty<ValueType>	SimpleSurfaceParameterMetadata.Meta.yValueType() The meta-property for the yValueType property.
org.joda.beans.MetaProperty<ValueType>	DefaultSurfaceMetadata.Meta.yValueType() The meta-property for the yValueType property.
org.joda.beans.MetaProperty<ValueType>	DefaultSurfaceMetadata.Meta.zValueType() The meta-property for the zValueType property.

Methods in com.opengamma.strata.market.surface with parameters of type ValueType

Modifier and Type	Method and Description
static SimpleSurfaceParameterMetadata	SimpleSurfaceParameterMetadata.of(ValueType xValueType, double xValue, ValueType yValueType, double yValue) Obtains an instance specifying information about the x-value.
static SurfaceMetadata	Surfaces.sabrParameterByExpiryTenor(String name, DayCount dayCount, ValueType zType) Creates metadata for a surface providing a SABR expiry-tenor parameter.
static SurfaceMetadata	Surfaces.sabrParameterByExpiryTenor(SurfaceName name, DayCount dayCount, ValueType zType) Creates metadata for a surface providing a SABR expiry-tenor parameter.
DefaultSurfaceMetadataBuilder	DefaultSurfaceMetadataBuilder.xValueType(ValueType xValueType) Sets the x-value type, providing meaning to the x-values of the surface.
DefaultSurfaceMetadataBuilder	DefaultSurfaceMetadataBuilder.yValueType(ValueType yValueType) Sets the y-value type, providing meaning to the y-values of the surface.
DefaultSurfaceMetadataBuilder	DefaultSurfaceMetadataBuilder.zValueType(ValueType zValueType) Sets the z-value type, providing meaning to the z-values of the surface.