Package com.opengamma.strata.market.curve

Definitions of curves.

See: Description

Interface Summary

Interface	Description
Curve	A curve that maps a double x-value to a double y-value.
CurveDefinition	Provides the definition of how to calibrate a curve.
CurveGroup	A group of curves.
CurveGroupDefinition	The definition of how to calibrate a group of curves.
CurveMetadata	Metadata about a curve and curve parameters.
CurveNode	A node in the configuration specifying how to calibrate a curve.
IsdaCreditCurveNode	A node specifying how to calibrate an ISDA compliant curve.
NodalCurve	A curve based on double nodal points.
NodalCurveDefinition	Provides the definition of how to calibrate a nodal curve.

Class Summary

Class	Description
AddFixedCurve	A curve formed from two curves, the fixed curve and the spread curve.
AddFixedCurve.Meta	The meta-bean for AddFixedCurve.
CombinedCurve	A curve formed from two curves, the base curve and the spread curve.
CombinedCurve.Meta	The meta-bean for CombinedCurve.
ConstantCurve	A curve based on a single constant value.
ConstantCurve.Meta	The meta-bean for ConstantCurve.
ConstantNodalCurve	A curve based on a single constant value.
ConstantNodalCurve.Builder	The bean-builder for ConstantNodalCurve.
ConstantNodalCurve.Meta	The meta-bean for ConstantNodalCurve.
CurveGroupName	The name of a curve group.
CurveId	An identifier used to access a curve by name.
CurveInfoType<T>	The type that provides meaning to additional curve information.
CurveName	The name of a curve.
CurveNodeDate	The date of the curve node.
CurveNodeDate.Meta	The meta-bean for CurveNodeDate.
CurveNodeDateOrder	The date order rules to apply to a pair of curve nodes.
CurveNodeDateOrder.Meta	The meta-bean for CurveNodeDateOrder.
CurveParallelShifts	Perturbation which applies a parallel shift to a curve.
CurveParallelShifts.Meta	The meta-bean for CurveParallelShifts.
CurveParameterSize	The curve name and number of parameters.
CurveParameterSize.Meta	The meta-bean for CurveParameterSize.
Curves	Helper for creating common types of curves.
DefaultCurveMetadata	Default metadata for a curve.
DefaultCurveMetadata.Meta	The meta-bean for DefaultCurveMetadata.
DefaultCurveMetadataBuilder	Builder for curve metadata.
DepositIsdaCreditCurveNode	An ISDA compliant curve node whose instrument is a term deposit.
DepositIsdaCreditCurveNode.Builder	The bean-builder for DepositIsdaCreditCurveNode.
DepositIsdaCreditCurveNode.Meta	The meta-bean for DepositIsdaCreditCurveNode.
HybridNodalCurve	A hybrid curve which combines two underlying nodal curves, allowing different interpolators to be used for different parts of the curve.
HybridNodalCurve.Meta	The meta-bean for HybridNodalCurve.
InflationNodalCurve	Curve specifically designed for inflation, with features for seasonality and initial point.
InflationNodalCurve.Meta	The meta-bean for InflationNodalCurve.
InterpolatedNodalCurve	A curve based on interpolation between a number of nodal points.
InterpolatedNodalCurve.Builder	The bean-builder for InterpolatedNodalCurve.
InterpolatedNodalCurve.Meta	The meta-bean for InterpolatedNodalCurve.
InterpolatedNodalCurveDefinition	Provides the definition of how to calibrate an interpolated nodal curve.
InterpolatedNodalCurveDefinition.Builder	The bean-builder for InterpolatedNodalCurveDefinition.
InterpolatedNodalCurveDefinition.Meta	The meta-bean for InterpolatedNodalCurveDefinition.
IsdaCreditCurveDefinition	Provides the definition of how to calibrate an ISDA compliant curve for credit.
IsdaCreditCurveDefinition.Meta	The meta-bean for IsdaCreditCurveDefinition.
IssuerCurveInputsId	An identifier used to access the inputs to curve calibration.
JacobianCalibrationMatrix	Jacobian matrix information produced during curve calibration.
JacobianCalibrationMatrix.Meta	The meta-bean for JacobianCalibrationMatrix.
LegalEntityCurveGroup	A group of repo curves and issuer curves.
LegalEntityCurveGroup.Builder	The bean-builder for LegalEntityCurveGroup.
LegalEntityCurveGroup.Meta	The meta-bean for LegalEntityCurveGroup.
LegalEntityCurveGroupId	An identifier used to access a curve group by name.
LegalEntityGroup	Legal entity group.
ParallelShiftedCurve	A curve with a parallel shift applied to its y-values.
ParallelShiftedCurve.Meta	The meta-bean for ParallelShiftedCurve.
ParameterizedFunctionalCurve	A curve based on a parameterized function.
ParameterizedFunctionalCurve.Builder	The bean-builder for ParameterizedFunctionalCurve.
ParameterizedFunctionalCurve.Meta	The meta-bean for ParameterizedFunctionalCurve.
ParameterizedFunctionalCurveDefinition	Provides the definition of how to calibrate a parameterized functional curve.
ParameterizedFunctionalCurveDefinition.Builder	The bean-builder for ParameterizedFunctionalCurveDefinition.
ParameterizedFunctionalCurveDefinition.Meta	The meta-bean for ParameterizedFunctionalCurveDefinition.
RatesCurveGroup	A group of curves.
RatesCurveGroup.Builder	The bean-builder for RatesCurveGroup.
RatesCurveGroup.Meta	The meta-bean for RatesCurveGroup.
RatesCurveGroupDefinition	Provides the definition of how to calibrate a group of curves.
RatesCurveGroupDefinition.Meta	The meta-bean for RatesCurveGroupDefinition.
RatesCurveGroupDefinitionBuilder	A mutable builder for creating instances of CurveGroupDefinition.
RatesCurveGroupEntry	A single entry in the curve group definition.
RatesCurveGroupEntry.Builder	The bean-builder for RatesCurveGroupEntry.
RatesCurveGroupEntry.Meta	The meta-bean for RatesCurveGroupEntry.
RatesCurveGroupId	An identifier used to access a curve group by name.
RatesCurveInputs	The input data used when calibrating a curve.
RatesCurveInputs.Builder	The bean-builder for RatesCurveInputs.
RatesCurveInputs.Meta	The meta-bean for RatesCurveInputs.
RatesCurveInputsId	An identifier used to access the inputs to curve calibration.
RepoCurveInputsId	An identifier used to access the inputs to curve calibration.
RepoGroup	Group used to identify a related set of repo curves when pricing bonds.
SeasonalityDefinition	Provides the definition of seasonality for a price index curve.
SeasonalityDefinition.Meta	The meta-bean for SeasonalityDefinition.
SimpleCurveParameterMetadata	Simple parameter metadata containing the x value and type.
SimpleCurveParameterMetadata.Meta	The meta-bean for SimpleCurveParameterMetadata.
SwapIsdaCreditCurveNode	An ISDA compliant curve node whose instrument is a standard Fixed-Ibor interest rate swap.
SwapIsdaCreditCurveNode.Builder	The bean-builder for SwapIsdaCreditCurveNode.
SwapIsdaCreditCurveNode.Meta	The meta-bean for SwapIsdaCreditCurveNode.

Enum Summary

Enum	Description
CurveNodeClashAction	The action to perform when the dates of two curve nodes clash.
CurveNodeDateType	The types of curve node date.

Package com.opengamma.strata.market.curve Description

Definitions of curves.