public static final class ParameterizedFunctionalCurveDefinition.Builder extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ParameterizedFunctionalCurveDefinition>
ParameterizedFunctionalCurveDefinition.public Object get(String propertyName)
get in interface org.joda.beans.BeanBuilder<ParameterizedFunctionalCurveDefinition>get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ParameterizedFunctionalCurveDefinition>public ParameterizedFunctionalCurveDefinition.Builder set(String propertyName, Object newValue)
public ParameterizedFunctionalCurveDefinition.Builder set(org.joda.beans.MetaProperty<?> property, Object value)
set in interface org.joda.beans.BeanBuilder<ParameterizedFunctionalCurveDefinition>set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ParameterizedFunctionalCurveDefinition>public ParameterizedFunctionalCurveDefinition build()
public ParameterizedFunctionalCurveDefinition.Builder name(CurveName name)
name - the new value, not nullpublic ParameterizedFunctionalCurveDefinition.Builder xValueType(ValueType xValueType)
This type provides meaning to the x-values. For example, the x-value might
represent a year fraction, as represented using ValueType.YEAR_FRACTION.
If using the builder, this defaults to ValueType.UNKNOWN.
xValueType - the new value, not nullpublic ParameterizedFunctionalCurveDefinition.Builder yValueType(ValueType yValueType)
This type provides meaning to the y-values. For example, the y-value might
represent a zero rate, as represented using ValueType.ZERO_RATE.
If using the builder, this defaults to ValueType.UNKNOWN.
yValueType - the new value, not nullpublic ParameterizedFunctionalCurveDefinition.Builder dayCount(DayCount dayCount)
If the x-value of the curve represents time as a year fraction, the day count can be specified to define how the year fraction is calculated.
dayCount - the new valuepublic ParameterizedFunctionalCurveDefinition.Builder nodes(List<? extends CurveNode> nodes)
The nodes are used to find the quoted values to which the curve is calibrated.
nodes - the new value, not nullpublic ParameterizedFunctionalCurveDefinition.Builder nodes(CurveNode... nodes)
nodes property in the builder
from an array of objects.nodes - the new value, not nullpublic ParameterizedFunctionalCurveDefinition.Builder initialGuess(List<Double> initialGuess)
The size must be the same as the number of the curve parameters.
initialGuess - the new value, not nullpublic ParameterizedFunctionalCurveDefinition.Builder initialGuess(Double... initialGuess)
initialGuess property in the builder
from an array of objects.initialGuess - the new value, not nullpublic ParameterizedFunctionalCurveDefinition.Builder parameterMetadata(List<? extends ParameterMetadata> parameterMetadata)
The size of the list must be the same as the number of the curve parameters.
parameterMetadata - the new value, not nullpublic ParameterizedFunctionalCurveDefinition.Builder parameterMetadata(ParameterMetadata... parameterMetadata)
parameterMetadata property in the builder
from an array of objects.parameterMetadata - the new value, not nullpublic ParameterizedFunctionalCurveDefinition.Builder valueFunction(BiFunction<DoubleArray,Double,Double> valueFunction)
The function takes parameters and x-value, then returns y-value.
valueFunction - the new value, not nullpublic ParameterizedFunctionalCurveDefinition.Builder derivativeFunction(BiFunction<DoubleArray,Double,Double> derivativeFunction)
The function takes parameters and x-value, then returns the first derivative of y-value with respective to x,
i.e., the gradient of the curve.
derivativeFunction - the new value, not nullpublic ParameterizedFunctionalCurveDefinition.Builder sensitivityFunction(BiFunction<DoubleArray,Double,DoubleArray> sensitivityFunction)
The function takes parameters and x-value, then returns the sensitivities of y-value to the parameters.
sensitivityFunction - the new value, not nullpublic String toString()
toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ParameterizedFunctionalCurveDefinition>Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.