| Package | Description |
|---|---|
| com.opengamma.strata.market.cube |
| Modifier and Type | Class and Description |
|---|---|
class |
DefaultCubeMetadata
Default metadata for a cube.
|
| Modifier and Type | Method and Description |
|---|---|
CubeMetadata |
InterpolatedNodalCube.getMetadata()
Gets the cube metadata.
|
CubeMetadata |
Cube.getMetadata()
Gets the cube metadata.
|
static CubeMetadata |
Cubes.normalVolatilityByExpiryTenorStrike(CubeName name,
DayCount dayCount)
Creates metadata for a cube providing normal expiry-tenor-strike volatility.
|
static CubeMetadata |
Cubes.normalVolatilityByExpiryTenorStrike(String name,
DayCount dayCount)
Creates metadata for a cube providing normal expiry-tenor-strike volatility.
|
CubeMetadata |
CubeMetadata.withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata)
Returns an instance where the parameter metadata has been changed.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<CubeMetadata> |
InterpolatedNodalCube.Meta.metadata()
The meta-property for the
metadata property. |
| Modifier and Type | Method and Description |
|---|---|
InterpolatedNodalCube.Builder |
InterpolatedNodalCube.Builder.metadata(CubeMetadata metadata)
Sets the cube metadata.
|
static InterpolatedNodalCube |
InterpolatedNodalCube.of(CubeMetadata metadata,
DoubleArray xValues,
DoubleArray yValues,
DoubleArray zValues,
DoubleArray wValues,
CubeInterpolator interpolator)
Creates an interpolated cube with metadata.
|
static InterpolatedNodalCube |
InterpolatedNodalCube.ofUnsorted(CubeMetadata metadata,
DoubleArray xValues,
DoubleArray yValues,
DoubleArray zValues,
DoubleArray wValues,
CubeInterpolator interpolator)
Creates an interpolated cube with metadata, where the values are not sorted.
|
NodalCube |
NodalCube.withMetadata(CubeMetadata metadata)
Returns a new cube with the specified metadata.
|
InterpolatedNodalCube |
InterpolatedNodalCube.withMetadata(CubeMetadata metadata) |
Cube |
Cube.withMetadata(CubeMetadata metadata)
Returns a new cube with the specified metadata.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.