com.opengamma.strata.market.curve

Class RatesCurveGroup

java.lang.Object

com.opengamma.strata.market.curve.RatesCurveGroup

All Implemented Interfaces:

CurveGroup, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class RatesCurveGroup
extends Object
implements CurveGroup, org.joda.beans.ImmutableBean, Serializable

A group of curves.

This is used to hold a group of related curves, typically forming a logical set. It is often used to hold the results of a curve calibration.

Curve groups can also be created from a set of existing curves.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	RatesCurveGroup.Builder The bean-builder for RatesCurveGroup.
static class	RatesCurveGroup.Meta The meta-bean for RatesCurveGroup.

Method Summary

Modifier and Type	Method and Description
static RatesCurveGroup.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
Optional<Curve>	findCurve(CurveName name) Finds the curve with the specified name.
Optional<Curve>	findDiscountCurve(Currency currency) Finds the discount curve for the currency if there is one in the group.
Optional<Curve>	findForwardCurve(Index index) Finds the forward curve for the index if there is one in the group.
ImmutableMap<Currency,Curve>	getDiscountCurves() Gets the discount curves in the group, keyed by currency.
ImmutableMap<Index,Curve>	getForwardCurves() Gets the forward curves in the group, keyed by index.
CurveGroupName	getName() Gets the name of the curve group.
int	hashCode()
static RatesCurveGroup.Meta	meta() The meta-bean for RatesCurveGroup.
RatesCurveGroup.Meta	metaBean()
static RatesCurveGroup	of(CurveGroupName name, Map<Currency,Curve> discountCurves, Map<Index,Curve> forwardCurves) Returns a curve group containing the specified curves.
static RatesCurveGroup	ofCurves(RatesCurveGroupDefinition curveGroupDefinition, Collection<? extends Curve> curves) Creates a curve group using a curve group definition and a list of existing curves.
static RatesCurveGroup	ofCurves(RatesCurveGroupDefinition curveGroupDefinition, Curve... curves) Creates a curve group using a curve group definition and some existing curves.
Stream<Curve>	stream() Returns a stream of all curves in the group.
RatesCurveGroup.Builder	toBuilder() Returns a builder that allows this bean to be mutated.
String	toString()

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static RatesCurveGroup of(CurveGroupName name,
                                 Map<Currency,Curve> discountCurves,
                                 Map<Index,Curve> forwardCurves)

Returns a curve group containing the specified curves.

Parameters:

name - the name of the curve group

discountCurves - the discount curves, keyed by currency

forwardCurves - the forward curves, keyed by index

Returns:

a curve group containing the specified curves

ofCurves

public static RatesCurveGroup ofCurves(RatesCurveGroupDefinition curveGroupDefinition,
                                       Curve... curves)

Creates a curve group using a curve group definition and some existing curves.

If there are curves named in the definition which are not present in the curves the group is built using whatever curves are available.

If there are multiple curves with the same name in the curves one of them is arbitrarily chosen.

Multiple curves with the same name are allowed to support the use case where the list contains the same curve multiple times. This means the caller doesn't have to filter the input curves to remove duplicates.

Parameters:

curveGroupDefinition - the definition of a curve group

curves - some curves

Returns:

a curve group built from the definition and the list of curves

ofCurves

public static RatesCurveGroup ofCurves(RatesCurveGroupDefinition curveGroupDefinition,
                                       Collection<? extends Curve> curves)

Creates a curve group using a curve group definition and a list of existing curves.

If there are curves named in the definition which are not present in the curves the group is built using whatever curves are available.

If there are multiple curves with the same name in the curves one of them is arbitrarily chosen.

Multiple curves with the same name are allowed to support the use case where the list contains the same curve multiple times. This means the caller doesn't have to filter the input curves to remove duplicates.

Parameters:

curveGroupDefinition - the definition of a curve group

curves - some curves

Returns:

a curve group built from the definition and the list of curves

findCurve

public Optional<Curve> findCurve(CurveName name)

Finds the curve with the specified name.

If the curve cannot be found, empty is returned.

Specified by:

findCurve in interface CurveGroup

Parameters:

name - the curve name

Returns:

the curve, empty if not found

findDiscountCurve

public Optional<Curve> findDiscountCurve(Currency currency)

Finds the discount curve for the currency if there is one in the group.

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

Parameters:

currency - the currency for which a discount curve is required

Returns:

the discount curve for the currency if there is one in the group

findForwardCurve

public Optional<Curve> findForwardCurve(Index index)

Finds the forward curve for the index if there is one in the group.

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

Parameters:

index - the index for which a forward curve is required

Returns:

the forward curve for the index if there is one in the group

stream

public Stream<Curve> stream()

Returns a stream of all curves in the group.

Specified by:

stream in interface CurveGroup

Returns:

Returns a stream of all curves in the group

meta

public static RatesCurveGroup.Meta meta()

The meta-bean for RatesCurveGroup.

Returns:

the meta-bean, not null

builder

public static RatesCurveGroup.Builder builder()

Returns a builder used to create an instance of the bean.

Returns:

the builder, not null

metaBean

public RatesCurveGroup.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getName

public CurveGroupName getName()

Gets the name of the curve group.

Specified by:

getName in interface CurveGroup

Returns:

the value of the property, not null

getDiscountCurves

public ImmutableMap<Currency,Curve> getDiscountCurves()

Gets the discount curves in the group, keyed by currency.

Returns:

the value of the property, not null

getForwardCurves

public ImmutableMap<Index,Curve> getForwardCurves()

Gets the forward curves in the group, keyed by index.

Returns:

the value of the property, not null

toBuilder

public RatesCurveGroup.Builder toBuilder()

Returns a builder that allows this bean to be mutated.

Returns:

the mutable builder, 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