| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| Modifier and Type | Method and Description |
|---|---|
static SeasonalityDefinition |
SeasonalityDefinition.of(DoubleArray seasonalityMonthOnMonth,
ShiftType adjustmentType)
Obtains an instance of the seasonality.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends SeasonalityDefinition> |
SeasonalityDefinition.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends SeasonalityDefinition> |
SeasonalityDefinition.Meta.builder() |
ImmutableMap<CurveName,SeasonalityDefinition> |
RatesCurveGroupDefinition.getSeasonalityDefinitions()
Gets definitions which specify which seasonality should be used for some price index curves.
|
org.joda.beans.MetaProperty<ImmutableMap<CurveName,SeasonalityDefinition>> |
RatesCurveGroupDefinition.Meta.seasonalityDefinitions()
The meta-property for the
seasonalityDefinitions property. |
| Modifier and Type | Method and Description |
|---|---|
RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addSeasonality(CurveName curveName,
SeasonalityDefinition seasonalityDefinition)
Adds a seasonality to the curve group definition.
|
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.
|
| Modifier and Type | Method and Description |
|---|---|
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.withSeasonalityDefinitions(Map<CurveName,SeasonalityDefinition> seasonalityDefinitions)
Returns a copy of this object containing the specified seasonality definitions.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.