com.opengamma.strata.market.curve

Class CurveParallelShifts

java.lang.Object

com.opengamma.strata.market.curve.CurveParallelShifts

All Implemented Interfaces:

ScenarioPerturbation<Curve>, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class CurveParallelShifts
extends Object
implements ScenarioPerturbation<Curve>, org.joda.beans.ImmutableBean, Serializable

Perturbation which applies a parallel shift to a curve.

The shift can be absolute or relative. An absolute shift adds the shift amount to each point on the curve. A relative shift applies a scaling to each point on the curve.

For example, a relative shift of 0.1 (10%) multiplies each value on the curve by 1.1, and a shift of -0.2 (-20%) multiplies the value by 0.8. So for relative shifts the shifted value is (value x (1 + shift)).

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	CurveParallelShifts.Meta The meta-bean for CurveParallelShifts.

Method Summary

Modifier and Type	Method and Description
static CurveParallelShifts	absolute(double... shiftAmounts) Creates a shift that adds a fixed amount to the value at every node in the curve.
MarketDataBox<Curve>	applyTo(MarketDataBox<Curve> curve, ReferenceData refData)
boolean	equals(Object obj)
Class<Curve>	getMarketDataType()
int	getScenarioCount()
DoubleArray	getShiftAmounts() Gets the amount by which the y-values are shifted.
ShiftType	getShiftType() Gets the type of shift to apply to the y-values of the curve.
int	hashCode()
static CurveParallelShifts.Meta	meta() The meta-bean for CurveParallelShifts.
CurveParallelShifts.Meta	metaBean()
static CurveParallelShifts	relative(double... shiftAmounts) Creates a shift that multiplies the values at each curve node by a scaling factor.
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.data.scenario.ScenarioPerturbation

none

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

absolute

public static CurveParallelShifts absolute(double... shiftAmounts)

Creates a shift that adds a fixed amount to the value at every node in the curve.

Parameters:

shiftAmounts - the amount to add to each node value in the curve

Returns:

a shift that adds a fixed amount to the value at every node in the curve

relative

public static CurveParallelShifts relative(double... shiftAmounts)

Creates a shift that multiplies the values at each curve node by a scaling factor.

The shift amount is a decimal percentage. For example, a shift amount of 0.1 is a shift of +10% which multiplies the value by 1.1. A shift amount of -0.2 is a shift of -20% which multiplies the value by 0.8.

Parameters:

shiftAmounts - the factor to multiply the value at each curve node by

Returns:

a shift that multiplies the values at each curve node by a scaling factor

applyTo

public MarketDataBox<Curve> applyTo(MarketDataBox<Curve> curve,
                                    ReferenceData refData)

Specified by:

applyTo in interface ScenarioPerturbation<Curve>

getScenarioCount

public int getScenarioCount()

Specified by:

getScenarioCount in interface ScenarioPerturbation<Curve>

getMarketDataType

public Class<Curve> getMarketDataType()

Specified by:

getMarketDataType in interface ScenarioPerturbation<Curve>

meta

public static CurveParallelShifts.Meta meta()

The meta-bean for CurveParallelShifts.

Returns:

the meta-bean, not null

metaBean

public CurveParallelShifts.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getShiftType

public ShiftType getShiftType()

Gets the type of shift to apply to the y-values of the curve.

Returns:

the value of the property, not null

getShiftAmounts

public DoubleArray getShiftAmounts()

Gets the amount by which the y-values are shifted.

Returns:

the value of the property, not null

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object