InflationNodalCurve (OpenGamma Strata Market)

java.lang.Object
- com.opengamma.strata.market.curve.InflationNodalCurve

All Implemented Interfaces:

Curve, NodalCurve, ParameterizedData, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class InflationNodalCurve
extends Object
implements NodalCurve, org.joda.beans.ImmutableBean, Serializable
```
Curve specifically designed for inflation, with features for seasonality and initial point.
The curve details with the initial point and the total seasonal adjustment for each month can be directly provided. Alternatively, the curve without the initial point and the seasonality as a month-on-month can be provided and the final curve computed from there.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

static class InflationNodalCurve.Meta
The meta-bean for InflationNodalCurve.

Nested Classes
Modifier and Type	Class and Description
`static class`	`InflationNodalCurve.Meta` The meta-bean for `InflationNodalCurve`.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`boolean`	`equals(Object obj)`
`double`	`firstDerivative(double x)` Computes the first derivative of the curve.
`ShiftType`	`getAdjustmentType()` Gets the shift type applied to the unadjusted value and the adjustment.
`CurveMetadata`	`getMetadata()` Gets the curve metadata.
`double`	`getParameter(int parameterIndex)` Gets the value of the parameter at the specified index.
`int`	`getParameterCount()` Gets the number of parameters.
`ParameterMetadata`	`getParameterMetadata(int parameterIndex)` Gets the metadata of the parameter at the specified index.
`DoubleArray`	`getSeasonality()` Gets describes the monthly seasonal adjustments.
`NodalCurve`	`getUnderlying()` Gets the underlying curve, before the seasonality adjustment.
`DoubleArray`	`getXValues()` Gets the known x-values of the curve.
`DoubleArray`	`getYValues()` Gets the known y-values of the curve.
`int`	`hashCode()`
`static InflationNodalCurve.Meta`	`meta()` The meta-bean for `InflationNodalCurve`.
`InflationNodalCurve.Meta`	`metaBean()`
`static InflationNodalCurve`	`of(NodalCurve curve, DoubleArray seasonality, ShiftType adjustmentType)` Obtains an instance of the curve.
`static InflationNodalCurve`	`of(NodalCurve curveWithoutFixing, LocalDate valuationDate, YearMonth lastMonth, double lastFixingValue, SeasonalityDefinition seasonalityDefinition)` Obtains an instance from a curve without initial fixing point and month-on-month seasonal adjustment.
`String`	`toString()`
`InflationNodalCurve`	`withMetadata(CurveMetadata metadata)` Returns a new curve with the specified metadata.
`InflationNodalCurve`	`withNode(double x, double y, ParameterMetadata paramMetadata)` Returns a new curve with an additional node, specifying the parameter metadata.
`InflationNodalCurve`	`withParameter(int parameterIndex, double newValue)` Returns a copy of the data with the value at the specified index altered.
`InflationNodalCurve`	`withValues(DoubleArray xValues, DoubleArray yValues)` Returns a new curve with the specified x-values and y-values.
`InflationNodalCurve`	`withYValues(DoubleArray values)` Returns a new curve with the specified values.
`double`	`yValue(double x)` Computes the y-value for the specified x-value.
`UnitParameterSensitivity`	`yValueParameterSensitivity(double x)` Computes the sensitivity of the y-value with respect to the curve parameters.

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.market.curve.NodalCurve
values, withPerturbation

Methods inherited from interface com.opengamma.strata.market.curve.Curve
createParameterSensitivity, createParameterSensitivity, findParameterIndex, getName, split, withUnderlyingCurve

Methods inherited from interface org.joda.beans.Bean
property, propertyNames

- Method Detail
  - of
```
public static InflationNodalCurve of(NodalCurve curve,
                                     DoubleArray seasonality,
                                     ShiftType adjustmentType)
```
    Obtains an instance of the curve.
    The seasonal adjustment is the total adjustment for each month, starting with January.
    See of(NodalCurve, LocalDate, YearMonth, double, SeasonalityDefinition) for month-on-month adjustments and the adjustment starting point, including locking the last fixing.
    
    Parameters:
    
    curve - the curve with initial fixing
    
    seasonality - the total seasonal adjustment for each month, with the first element the January adjustment
    
    adjustmentType - the adjustment type
    
    Returns:
    
    the seasonal curve instance
  - of
```
public static InflationNodalCurve of(NodalCurve curveWithoutFixing,
                                     LocalDate valuationDate,
                                     YearMonth lastMonth,
                                     double lastFixingValue,
                                     SeasonalityDefinition seasonalityDefinition)
```
    Obtains an instance from a curve without initial fixing point and month-on-month seasonal adjustment.
    The total adjustment is computed by accumulation of the monthly adjustment, starting with no adjustment for the last fixing month.
    
    Parameters:
    
    curveWithoutFixing - the curve without the fixing
    
    valuationDate - the valuation date of the curve
    
    lastMonth - the last month for which the fixing is known
    
    lastFixingValue - the value of the last fixing
    
    seasonalityDefinition - the seasonality definition, which is made of month-on-month adjustment and the adjustment type
    
    Returns:
    
    the seasonal curve instance
  - getMetadata
```
public CurveMetadata getMetadata()
```
    Description copied from interface: Curve
    
    Gets the curve metadata.
    This method returns metadata about the curve and the curve parameters.
    For example, a curve may be defined based on financial instruments. The parameters might represent 1 day, 1 week, 1 month, 3 months, 6 months and 12 months. The metadata could be used to describe each parameter in terms of a Period.
    The metadata includes an optional list of parameter metadata. If parameter metadata is present, the size of the list will match the number of parameters of this curve.
    
    Specified by:
    
    getMetadata in interface Curve
    
    Returns:
    
    the metadata
  - yValue
```
public double yValue(double x)
```
    Description copied from interface: Curve
    
    Computes the y-value for the specified x-value.
    
    Specified by:
    
    yValue in interface Curve
    
    Parameters:
    
    x - the x-value to find the y-value for
    
    Returns:
    
    the value at the x-value
  - getParameterCount
```
public int getParameterCount()
```
    Description copied from interface: ParameterizedData
    
    Gets the number of parameters.
    This returns the number of parameters, which can be used to create a loop to access the other methods on this interface.
    
    Specified by:
    
    getParameterCount in interface ParameterizedData
    
    Returns:
    
    the number of parameters
  - getParameter
```
public double getParameter(int parameterIndex)
```
    Description copied from interface: ParameterizedData
    
    Gets the value of the parameter at the specified index.
    
    Specified by:
    
    getParameter in interface ParameterizedData
    
    Parameters:
    
    parameterIndex - the zero-based index of the parameter to get
    
    Returns:
    
    the value of the parameter
  - getParameterMetadata
```
public ParameterMetadata getParameterMetadata(int parameterIndex)
```
    Description copied from interface: NodalCurve
    
    Gets the metadata of the parameter at the specified index.
    If there is no specific parameter metadata, SimpleCurveParameterMetadata will be created.
    
    Specified by:
    
    getParameterMetadata in interface Curve
    
    Specified by:
    
    getParameterMetadata in interface NodalCurve
    
    Specified by:
    
    getParameterMetadata in interface ParameterizedData
    
    Parameters:
    
    parameterIndex - the zero-based index of the parameter to get
    
    Returns:
    
    the metadata of the parameter
  - getXValues
```
public DoubleArray getXValues()
```
    Description copied from interface: NodalCurve
    
    Gets the known x-values of the curve.
    This method returns the fixed x-values used to define the curve. This will be of the same size as the y-values.
    
    Specified by:
    
    getXValues in interface NodalCurve
    
    Returns:
    
    the x-values
  - getYValues
```
public DoubleArray getYValues()
```
    Description copied from interface: NodalCurve
    
    Gets the known y-values of the curve.
    This method returns the fixed y-values used to define the curve. This will be of the same size as the x-values.
    
    Specified by:
    
    getYValues in interface NodalCurve
    
    Returns:
    
    the y-values
  - yValueParameterSensitivity
```
public UnitParameterSensitivity yValueParameterSensitivity(double x)
```
    Description copied from interface: Curve
    
    Computes the sensitivity of the y-value with respect to the curve parameters.
    This returns an array with one element for each parameter of the curve. The array contains the sensitivity of the y-value at the specified x-value to each parameter.
    
    Specified by:
    
    yValueParameterSensitivity in interface Curve
    
    Parameters:
    
    x - the x-value at which the parameter sensitivity is computed
    
    Returns:
    
    the sensitivity
  - firstDerivative
```
public double firstDerivative(double x)
```
    Description copied from interface: Curve
    
    Computes the first derivative of the curve.
    The first derivative is dy/dx.
    
    Specified by:
    
    firstDerivative in interface Curve
    
    Parameters:
    
    x - the x-value at which the derivative is taken
    
    Returns:
    
    the first derivative
  - withMetadata
```
public InflationNodalCurve withMetadata(CurveMetadata metadata)
```
    Description copied from interface: NodalCurve
    
    Returns a new curve with the specified metadata.
    This allows the metadata of the curve to be changed while retaining all other information. If parameter metadata is present, the size of the list must match the number of parameters of this curve.
    
    Specified by:
    
    withMetadata in interface Curve
    
    Specified by:
    
    withMetadata in interface NodalCurve
    
    Parameters:
    
    metadata - the new metadata for the curve
    
    Returns:
    
    the new curve
  - withYValues
```
public InflationNodalCurve withYValues(DoubleArray values)
```
    Description copied from interface: NodalCurve
    
    Returns a new curve with the specified values.
    This allows the y-values of the curve to be changed while retaining the same x-values.
    
    Specified by:
    
    withYValues in interface NodalCurve
    
    Parameters:
    
    values - the new y-values for the curve
    
    Returns:
    
    the new curve
  - withValues
```
public InflationNodalCurve withValues(DoubleArray xValues,
                                      DoubleArray yValues)
```
    Description copied from interface: NodalCurve
    
    Returns a new curve with the specified x-values and y-values.
    This allows the x values and y-values of the curve to be changed.
    
    Specified by:
    
    withValues in interface NodalCurve
    
    Parameters:
    
    xValues - the new x-values for the curve
    
    yValues - the new y-values for the curve
    
    Returns:
    
    the new curve
  - withParameter
```
public InflationNodalCurve withParameter(int parameterIndex,
                                         double newValue)
```
    Description copied from interface: ParameterizedData
    
    Returns a copy of the data with the value at the specified index altered.
    This instance is immutable and unaffected by this method call.
    
    Specified by:
    
    withParameter in interface Curve
    
    Specified by:
    
    withParameter in interface NodalCurve
    
    Specified by:
    
    withParameter in interface ParameterizedData
    
    Parameters:
    
    parameterIndex - the zero-based index of the parameter to get
    
    newValue - the new value for the specified parameter
    
    Returns:
    
    a parameterized data instance based on this with the specified parameter altered
  - withNode
```
public InflationNodalCurve withNode(double x,
                                    double y,
                                    ParameterMetadata paramMetadata)
```
    Description copied from interface: NodalCurve
    
    Returns a new curve with an additional node, specifying the parameter metadata.
    The result will contain the specified node. If the x-value equals an existing x-value, the y-value will be changed. If the x-value does not equal an existing x-value, the node will be added.
    The result will only contain the specified parameter metadata if this curve also has parameter meta-data.
    
    Specified by:
    
    withNode in interface NodalCurve
    
    Parameters:
    
    x - the new x-value
    
    y - the new y-value
    
    paramMetadata - the new parameter metadata
    
    Returns:
    
    the updated curve
  - meta
```
public static InflationNodalCurve.Meta meta()
```
    The meta-bean for InflationNodalCurve.
    
    Returns:
    
    the meta-bean, not null
  - metaBean
```
public InflationNodalCurve.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getUnderlying
```
public NodalCurve getUnderlying()
```
    Gets the underlying curve, before the seasonality adjustment. This includes the fixed initial value, which is not treated as a parameter.
    
    Returns:
    
    the value of the property, not null
  - getSeasonality
```
public DoubleArray getSeasonality()
```
    Gets describes the monthly seasonal adjustments. The array has a dimension of 12, one element for each month. The adjustments are described as a perturbation to the existing values. No adjustment to the fixing value.
    
    Returns:
    
    the value of the property, not null
  - getAdjustmentType
```
public ShiftType getAdjustmentType()
```
    Gets the shift type applied to the unadjusted value and the adjustment. (value, seasonality) -> adjustmentType.applyShift(value, seasonality).
    
    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

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class InflationNodalCurve

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface com.opengamma.strata.market.curve.NodalCurve

Methods inherited from interface com.opengamma.strata.market.curve.Curve

Methods inherited from interface org.joda.beans.Bean

Method Detail

of

of

getMetadata

yValue

getParameterCount

getParameter

getParameterMetadata

getXValues

getYValues

yValueParameterSensitivity

firstDerivative

withMetadata

withYValues

withValues

withParameter

withNode

meta

metaBean

getUnderlying

getSeasonality

getAdjustmentType

equals

hashCode

toString