| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| Modifier and Type | Method and Description |
|---|---|
CurveGroupName |
CurveId.getCurveGroupName()
Gets the curve group name.
|
CurveGroupName |
RepoCurveInputsId.getCurveGroupName()
Gets the curve group name.
|
CurveGroupName |
RatesCurveInputsId.getCurveGroupName()
Gets the curve group name.
|
CurveGroupName |
RatesCurveGroupId.getCurveGroupName()
Gets the curve group name.
|
CurveGroupName |
LegalEntityCurveGroupId.getCurveGroupName()
Gets the curve group name.
|
CurveGroupName |
IssuerCurveInputsId.getCurveGroupName()
Gets the curve group name.
|
CurveGroupName |
CurveGroupDefinition.getName()
Gets the name of the curve group.
|
CurveGroupName |
CurveGroup.getName()
Gets the name of the curve group.
|
CurveGroupName |
RatesCurveGroupDefinition.getName()
Gets the name of the curve group.
|
CurveGroupName |
RatesCurveGroup.getName()
Gets the name of the curve group.
|
CurveGroupName |
LegalEntityCurveGroup.getName()
Gets the name of the curve group.
|
static CurveGroupName |
CurveGroupName.of(String name)
Obtains an instance from the specified name.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<CurveGroupName> |
RatesCurveGroupDefinition.Meta.name()
The meta-property for the
name property. |
org.joda.beans.MetaProperty<CurveGroupName> |
RatesCurveGroup.Meta.name()
The meta-property for the
name property. |
org.joda.beans.MetaProperty<CurveGroupName> |
LegalEntityCurveGroup.Meta.name()
The meta-property for the
name property. |
| Modifier and Type | Method and Description |
|---|---|
RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.name(CurveGroupName name)
Sets the name of the curve group definition.
|
RatesCurveGroup.Builder |
RatesCurveGroup.Builder.name(CurveGroupName name)
Sets the name of the curve group.
|
LegalEntityCurveGroup.Builder |
LegalEntityCurveGroup.Builder.name(CurveGroupName name)
Sets the name of the curve group.
|
static RatesCurveGroupId |
RatesCurveGroupId.of(CurveGroupName groupName)
Obtains an instance used to obtain a curve group by name.
|
static LegalEntityCurveGroupId |
LegalEntityCurveGroupId.of(CurveGroupName groupName)
Obtains an instance used to obtain a curve group by name.
|
static RatesCurveGroupDefinition |
RatesCurveGroupDefinition.of(CurveGroupName name,
Collection<RatesCurveGroupEntry> entries,
Collection<CurveDefinition> curveDefinitions)
Returns a curve group definition with the specified name and containing the specified entries.
|
static RatesCurveGroupDefinition |
RatesCurveGroupDefinition.of(CurveGroupName name,
Collection<RatesCurveGroupEntry> entries,
Collection<CurveDefinition> curveDefinitions,
Map<CurveName,SeasonalityDefinition> seasonalityDefinitions)
Returns a curve group definition with the specified name and containing the specified entries and seasonality.
|
static CurveId |
CurveId.of(CurveGroupName groupName,
CurveName curveName)
Obtains an instance used to obtain a curve by name.
|
static CurveId |
CurveId.of(CurveGroupName groupName,
CurveName curveName,
ObservableSource obsSource)
Obtains an instance used to obtain a curve by name, specifying the source of observable market data.
|
static RepoCurveInputsId |
RepoCurveInputsId.of(CurveGroupName groupName,
CurveName curveName,
ObservableSource obsSource)
Obtains an instance from the curve group name, curve name and source of observable market data.
|
static RatesCurveInputsId |
RatesCurveInputsId.of(CurveGroupName groupName,
CurveName curveName,
ObservableSource obsSource)
Obtains an instance from the curve group, curve name and source of observable market data.
|
static IssuerCurveInputsId |
IssuerCurveInputsId.of(CurveGroupName groupName,
CurveName curveName,
ObservableSource obsSource)
Obtains an instance from the curve group name, curve name and source of observable market data.
|
static RatesCurveGroup |
RatesCurveGroup.of(CurveGroupName name,
Map<Currency,Curve> discountCurves,
Map<Index,Curve> forwardCurves)
Returns a curve group containing the specified curves.
|
static LegalEntityCurveGroup |
LegalEntityCurveGroup.of(CurveGroupName name,
Map<Pair<RepoGroup,Currency>,Curve> repoCurves,
Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves)
Returns a curve group containing the specified curves.
|
static RatesCurveGroupId |
RatesCurveGroupId.of(CurveGroupName groupName,
ObservableSource obsSource)
Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.
|
static LegalEntityCurveGroupId |
LegalEntityCurveGroupId.of(CurveGroupName groupName,
ObservableSource obsSource)
Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.
|
RatesCurveGroupDefinition |
RatesCurveGroupDefinition.withName(CurveGroupName name)
Returns a copy of this definition with a different name.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.