com.opengamma.strata.market.cube

Interface CubeMetadata

All Known Implementing Classes:

DefaultCubeMetadata

public interface CubeMetadata

Metadata about a cube and cube parameters.

Implementations of this interface are used to store metadata about a cube. For example, a cube may be defined based on financial instruments. The parameters might represent 1 day, 1 week, 1 month, 3 month and 6 months. The metadata could be used to describe each parameter in terms of a Tenor.

This metadata can be used by applications to interpret the parameters of the cube. For example, the scenario framework uses the data when applying perturbations.

Method Summary

Modifier and Type	Method and Description
<T> Optional<T>	findInfo(CubeInfoType<T> type) Finds cube information of a specific type.
default OptionalInt	findParameterIndex(ParameterMetadata metadata) Finds the parameter index of the specified metadata.
CubeName	getCubeName() Gets the cube name.
default <T> T	getInfo(CubeInfoType<T> type) Gets cube information of a specific type.
Optional<List<ParameterMetadata>>	getParameterMetadata() Gets metadata about each parameter underlying the cube, optional.
default ParameterMetadata	getParameterMetadata(int parameterIndex) Gets the metadata of the parameter at the specified index.
ValueType	getWValueType() Gets the w-value type, providing meaning to the w-values of the cube.
ValueType	getXValueType() Gets the x-value type, providing meaning to the x-values of the cube.
ValueType	getYValueType() Gets the y-value type, providing meaning to the y-values of the cube.
ValueType	getZValueType() Gets the z-value type, providing meaning to the z-values of the cube.
<T> DefaultCubeMetadata	withInfo(CubeInfoType<T> type, T value) Returns an instance where the specified additional information has been added.
CubeMetadata	withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata) Returns an instance where the parameter metadata has been changed.

Method Detail

getCubeName

CubeName getCubeName()

Gets the cube name.

Returns:

the cube name

getXValueType

ValueType getXValueType()

Gets the x-value type, providing meaning to the x-values of the cube.

This type provides meaning to the x-values. For example, the x-value might represent a year fraction, as represented using ValueType.YEAR_FRACTION.

Returns:

the x-value type

getYValueType

ValueType getYValueType()

Gets the y-value type, providing meaning to the y-values of the cube.

This type provides meaning to the y-values.

Returns:

the y-value type

getZValueType

ValueType getZValueType()

Gets the z-value type, providing meaning to the z-values of the cube.

This type provides meaning to the z-values.

Returns:

the z-value type

getWValueType

ValueType getWValueType()

Gets the w-value type, providing meaning to the w-values of the cube.

This type provides meaning to the w-values.

Returns:

the w-value type

getInfo

default <T> T getInfo(CubeInfoType<T> type)

Gets cube information of a specific type.

If the information is not found, an exception is thrown.

Type Parameters:

T - the type of the info

Parameters:

type - the type to find

Returns:

the cube information

Throws:

IllegalArgumentException - if the information is not found

findInfo

<T> Optional<T> findInfo(CubeInfoType<T> type)

Finds cube information of a specific type.

If the info is not found, optional empty is returned.

Type Parameters:

T - the type of the info

Parameters:

type - the type to find

Returns:

the cube information

getParameterMetadata

default ParameterMetadata getParameterMetadata(int parameterIndex)

Gets the metadata of the parameter at the specified index.

If there is no specific parameter metadata, an empty instance will be returned.

Parameters:

parameterIndex - the zero-based index of the parameter to get

Returns:

the metadata of the parameter

Throws:

IndexOutOfBoundsException - if the index is invalid

getParameterMetadata

Optional<List<ParameterMetadata>> getParameterMetadata()

Gets metadata about each parameter underlying the cube, optional.

If present, the parameter metadata will match the number of parameters on the cube.

Returns:

the parameter metadata

findParameterIndex

default OptionalInt findParameterIndex(ParameterMetadata metadata)

Finds the parameter index of the specified metadata.

If the parameter metadata is not matched, an empty optional will be returned.

Parameters:

metadata - the parameter metadata to find the index of

Returns:

the index of the parameter

withInfo

<T> DefaultCubeMetadata withInfo(CubeInfoType<T> type,
                                 T value)

Returns an instance where the specified additional information has been added.

The additional information is stored in the result using Map.put semantics, removing the key if the instance is null.

Type Parameters:

T - the type of the info

Parameters:

type - the type to store under

value - the value to store, may be null

Returns:

the new cube metadata

withParameterMetadata

CubeMetadata withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata)

Returns an instance where the parameter metadata has been changed.

The result will contain the specified parameter metadata. A null value is accepted and causes the result to have no parameter metadata.

Parameters:

parameterMetadata - the new parameter metadata, may be null

Returns:

the new cube metadata