| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ConstantNodalCurve
A curve based on a single constant value.
|
class |
HybridNodalCurve
A hybrid curve which combines two underlying nodal curves,
allowing different interpolators to be used for different parts of the curve.
|
class |
InflationNodalCurve
Curve specifically designed for inflation, with features for seasonality and initial point.
|
class |
InterpolatedNodalCurve
A curve based on interpolation between a number of nodal points.
|
| Modifier and Type | Method and Description |
|---|---|
NodalCurve |
NodalCurveDefinition.curve(LocalDate valuationDate,
CurveMetadata metadata,
DoubleArray parameters) |
NodalCurve |
InterpolatedNodalCurveDefinition.curve(LocalDate valuationDate,
CurveMetadata metadata,
DoubleArray parameters) |
NodalCurve |
HybridNodalCurve.getLeftCurve()
Gets the left nodal curve.
|
NodalCurve |
HybridNodalCurve.getRightCurve()
Gets the right nodal curve.
|
NodalCurve |
InflationNodalCurve.getUnderlying()
Gets the underlying curve, before the seasonality adjustment.
|
NodalCurve |
NodalCurve.withMetadata(CurveMetadata metadata)
Returns a new curve with the specified metadata.
|
NodalCurve |
NodalCurve.withNode(double x,
double y,
ParameterMetadata paramMetadata)
Returns a new curve with an additional node, specifying the parameter metadata.
|
NodalCurve |
NodalCurve.withParameter(int parameterIndex,
double newValue) |
default NodalCurve |
NodalCurve.withPerturbation(ParameterPerturbation perturbation) |
NodalCurve |
NodalCurve.withValues(DoubleArray xValues,
DoubleArray yValues)
Returns a new curve with the specified x-values and y-values.
|
NodalCurve |
NodalCurve.withYValues(DoubleArray values)
Returns a new curve with the specified values.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<NodalCurve> |
HybridNodalCurve.Meta.leftCurve()
The meta-property for the
leftCurve property. |
org.joda.beans.MetaProperty<NodalCurve> |
HybridNodalCurve.Meta.rightCurve()
The meta-property for the
rightCurve property. |
org.joda.beans.MetaProperty<NodalCurve> |
InflationNodalCurve.Meta.underlying()
The meta-property for the
underlying property. |
| Modifier and Type | Method and Description |
|---|---|
static InflationNodalCurve |
InflationNodalCurve.of(NodalCurve curve,
DoubleArray seasonality,
ShiftType adjustmentType)
Obtains an instance of the curve.
|
static InflationNodalCurve |
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.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.