com.opengamma.strata.market.curve

Interface CurveMetadata

All Known Implementing Classes:

DefaultCurveMetadata

public interface CurveMetadata

Metadata about a curve and curve parameters.

Implementations of this interface are used to store metadata about a curve. For example, a curve 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 curve. For example, the scenario framework uses the data when applying perturbations.

See Curves for helper methods that create common curve types.

Method Summary

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

Method Detail

getCurveName

CurveName getCurveName()

Gets the curve name.

Returns:

the curve name

getXValueType

ValueType getXValueType()

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

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

Note that if the x-value of the curve represents time as a year fraction, the day count should be specified in the info map to define how the year fraction is calculated.

Returns:

the x-value type

getYValueType

ValueType getYValueType()

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

This type provides meaning to the y-values. For example, the y-value might represent a zero rate, as represented using ValueType.ZERO_RATE.

Returns:

the y-value type

getInfo

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

Gets curve information of a specific type.

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

The most common information is the day count and curve calibration information.

Type Parameters:

T - the type of the info

Parameters:

type - the type to find

Returns:

the curve information

Throws:

IllegalArgumentException - if the information is not found

findInfo

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

Finds curve information of a specific type.

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

The most common information is the day count and curve calibration information.

Type Parameters:

T - the type of the info

Parameters:

type - the type to find

Returns:

the curve 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 curve, optional.

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

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> DefaultCurveMetadata withInfo(CurveInfoType<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 curve metadata

withParameterMetadata

CurveMetadata 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 curve metadata