| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| Modifier and Type | Method and Description |
|---|---|
ParameterizedFunctionalCurve |
ParameterizedFunctionalCurve.Builder.build() |
ParameterizedFunctionalCurve |
ParameterizedFunctionalCurveDefinition.curve(LocalDate valuationDate,
CurveMetadata metadata,
DoubleArray parameters) |
static ParameterizedFunctionalCurve |
ParameterizedFunctionalCurve.of(CurveMetadata metadata,
DoubleArray parameters,
BiFunction<DoubleArray,Double,Double> valueFunction,
BiFunction<DoubleArray,Double,Double> derivativeFunction,
BiFunction<DoubleArray,Double,DoubleArray> sensitivityFunction)
Obtains an instance.
|
ParameterizedFunctionalCurve |
ParameterizedFunctionalCurve.withMetadata(CurveMetadata metadata) |
ParameterizedFunctionalCurve |
ParameterizedFunctionalCurve.withParameter(int parameterIndex,
double newValue) |
ParameterizedFunctionalCurve |
ParameterizedFunctionalCurve.withParameters(DoubleArray parameters)
Returns a copy of the curve with all of the parameters altered.
|
ParameterizedFunctionalCurve |
ParameterizedFunctionalCurve.withPerturbation(ParameterPerturbation perturbation) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ParameterizedFunctionalCurve> |
ParameterizedFunctionalCurve.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.