| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| Modifier and Type | Method and Description |
|---|---|
RatesCurveGroupDefinition |
RatesCurveGroupDefinition.bindTimeSeries(LocalDate valuationDate,
Map<Index,LocalDateDoubleTimeSeries> tsMap)
Returns a definition that is bound to a time-series.
|
RatesCurveGroupDefinition |
RatesCurveGroupDefinitionBuilder.build()
Builds the definition of the curve group from the data in this object.
|
RatesCurveGroupDefinition |
RatesCurveGroupDefinition.combinedWith(RatesCurveGroupDefinition other)
Combines this definition with another one.
|
RatesCurveGroupDefinition |
RatesCurveGroupDefinition.filtered(LocalDate valuationDate,
ReferenceData refData)
Returns a filtered version of this definition with no invalid nodes.
|
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.
|
RatesCurveGroupDefinition |
RatesCurveGroupDefinition.withCurveDefinitions(List<CurveDefinition> curveDefinitions)
Returns a copy of this object containing the specified curve definitions.
|
RatesCurveGroupDefinition |
RatesCurveGroupDefinition.withName(CurveGroupName name)
Returns a copy of this definition with a different name.
|
RatesCurveGroupDefinition |
RatesCurveGroupDefinition.withSeasonalityDefinitions(Map<CurveName,SeasonalityDefinition> seasonalityDefinitions)
Returns a copy of this object containing the specified seasonality definitions.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends RatesCurveGroupDefinition> |
RatesCurveGroupDefinition.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends RatesCurveGroupDefinition> |
RatesCurveGroupDefinition.Meta.builder() |
| Modifier and Type | Method and Description |
|---|---|
RatesCurveGroupDefinition |
RatesCurveGroupDefinition.combinedWith(RatesCurveGroupDefinition other)
Combines this definition with another one.
|
static RatesCurveGroup |
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 |
RatesCurveGroup.ofCurves(RatesCurveGroupDefinition curveGroupDefinition,
Curve... curves)
Creates a curve group using a curve group definition and some existing curves.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.