ParallelShiftedCurve (OpenGamma Strata Market)

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

All Implemented Interfaces:

Curve, ParameterizedData, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class ParallelShiftedCurve
extends Object
implements Curve, org.joda.beans.ImmutableBean, Serializable
```
A curve with a parallel shift applied to its y-values.
This class decorates another curve and applies an adjustment to the y-values when they are queried. The shift is either absolute or relative.
When the shift is absolute the shift amount is added to the y-value.
When the shift is relative the y-value is scaled by the shift amount. The shift amount is interpreted as a 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.
The parameters consist of the parameters of the underlying curve, followed by the shift.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

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

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static ParallelShiftedCurve`	`absolute(Curve curve, double shiftAmount)` Returns a curve based on an underlying curve with a fixed amount added to the Y values.
`boolean`	`equals(Object obj)`
`double`	`firstDerivative(double x)` Computes the first derivative of the curve.
`CurveMetadata`	`getMetadata()` Gets the curve metadata.
`CurveName`	`getName()` Gets the curve name.
`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.
`double`	`getShiftAmount()` Gets the amount by which y-values are shifted.
`ShiftType`	`getShiftType()` Gets the type of shift to apply to the y-values of the curve.
`Curve`	`getUnderlyingCurve()` Gets the underlying curve.
`int`	`hashCode()`
`static ParallelShiftedCurve.Meta`	`meta()` The meta-bean for `ParallelShiftedCurve`.
`ParallelShiftedCurve.Meta`	`metaBean()`
`static ParallelShiftedCurve`	`of(Curve curve, ShiftType shiftType, double shiftAmount)` Returns a curve based on an underlying curve with a parallel shift applied to the Y values.
`static ParallelShiftedCurve`	`relative(Curve curve, double shiftAmount)` Returns a curve based on an underlying curve with a scaling applied to the Y values.
`String`	`toString()`
`ParallelShiftedCurve`	`withMetadata(CurveMetadata metadata)` Returns a new curve with the specified metadata.
`ParallelShiftedCurve`	`withParameter(int parameterIndex, double newValue)` Returns a copy of the data with the value at the specified index altered.
`ParallelShiftedCurve`	`withPerturbation(ParameterPerturbation perturbation)` Returns a perturbed copy of the data.
`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.Curve
createParameterSensitivity, createParameterSensitivity, findParameterIndex, split, withUnderlyingCurve

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

- Method Detail
  - absolute
```
public static ParallelShiftedCurve absolute(Curve curve,
                                            double shiftAmount)
```
    Returns a curve based on an underlying curve with a fixed amount added to the Y values.
    
    Parameters:
    
    curve - the underlying curve
    
    shiftAmount - the amount added to the Y values of the curve
    
    Returns:
    
    a curve based on an underlying curve with a fixed amount added to the Y values.
  - relative
```
public static ParallelShiftedCurve relative(Curve curve,
                                            double shiftAmount)
```
    Returns a curve based on an underlying curve with a scaling applied to the Y values.
    The shift amount is interpreted as a 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:
    
    curve - the underlying curve
    
    shiftAmount - the percentage by which the Y values are scaled
    
    Returns:
    
    a curve based on an underlying curve with a scaling applied to the Y values.
  - of
```
public static ParallelShiftedCurve of(Curve curve,
                                      ShiftType shiftType,
                                      double shiftAmount)
```
    Returns a curve based on an underlying curve with a parallel shift applied to the Y values.
    
    Parameters:
    
    curve - the underlying curve
    
    shiftType - the type of shift which specifies how the shift amount is applied to the Y values
    
    shiftAmount - the magnitude of the shift
    
    Returns:
    
    a curve based on an underlying curve with a parallel shift applied to the Y values
  - 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
  - withMetadata
```
public ParallelShiftedCurve withMetadata(CurveMetadata metadata)
```
    Description copied from interface: Curve
    
    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
    
    Parameters:
    
    metadata - the new metadata for the curve
    
    Returns:
    
    the new curve
  - getName
```
public CurveName getName()
```
    Description copied from interface: Curve
    
    Gets the curve name.
    
    Specified by:
    
    getName in interface Curve
    
    Returns:
    
    the curve name
  - 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: ParameterizedData
    
    Gets the metadata of the parameter at the specified index.
    If there is no specific parameter metadata, an empty instance will be returned.
    
    Specified by:
    
    getParameterMetadata in interface Curve
    
    Specified by:
    
    getParameterMetadata in interface ParameterizedData
    
    Parameters:
    
    parameterIndex - the zero-based index of the parameter to get
    
    Returns:
    
    the metadata of the parameter
  - withParameter
```
public ParallelShiftedCurve 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 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
  - withPerturbation
```
public ParallelShiftedCurve withPerturbation(ParameterPerturbation perturbation)
```
    Description copied from interface: ParameterizedData
    
    Returns a perturbed copy of the data.
    The perturbation instance will be invoked once for each parameter in this instance, returning the perturbed value for that parameter. The result of this method is a new instance that is based on those perturbed values.
    This instance is immutable and unaffected by this method call.
    
    Specified by:
    
    withPerturbation in interface Curve
    
    Specified by:
    
    withPerturbation in interface ParameterizedData
    
    Parameters:
    
    perturbation - the perturbation to apply
    
    Returns:
    
    a parameterized data instance based on this with the specified perturbation applied
  - 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
  - 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
  - meta
```
public static ParallelShiftedCurve.Meta meta()
```
    The meta-bean for ParallelShiftedCurve.
    
    Returns:
    
    the meta-bean, not null
  - metaBean
```
public ParallelShiftedCurve.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getUnderlyingCurve
```
public Curve getUnderlyingCurve()
```
    Gets the underlying curve.
    
    Returns:
    
    the value of the property, not null
  - getShiftType
```
public ShiftType getShiftType()
```
    Gets the type of shift to apply to the y-values of the curve. The amount of the shift is determined by #getShiftAmount().
    
    Returns:
    
    the value of the property, not null
  - getShiftAmount
```
public double getShiftAmount()
```
    Gets the amount by which y-values are shifted. The meaning of this amount is determined by #getShiftType().
    
    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 ParallelShiftedCurve

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.joda.beans.Bean

Method Detail

absolute

relative

of

getMetadata

withMetadata

getName

getParameterCount

getParameter

getParameterMetadata

withParameter

withPerturbation

yValue

yValueParameterSensitivity

firstDerivative

meta

metaBean

getUnderlyingCurve

getShiftType

getShiftAmount

equals

hashCode

toString