Uses of Package
com.opengamma.strata.market.curve

Packages that use com.opengamma.strata.market.curve

Package	Description
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.market.sensitivity	Entity objects for sensitivities.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.market.curve

Class and 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.
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.
CurveGroupName The name of a curve group.
CurveId An identifier used to access a curve by name.
CurveInfoType The type that provides meaning to additional curve information.
CurveMetadata Metadata about a curve and curve parameters.
CurveName The name of a curve.
CurveNode A node in the configuration specifying how to calibrate a curve.
CurveNodeClashAction The action to perform when the dates of two curve nodes clash.
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.
CurveNodeDateType The types of curve node date.
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.
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.
IsdaCreditCurveNode A node specifying how to calibrate an ISDA compliant curve.
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.
NodalCurve A curve based on double nodal points.
NodalCurveDefinition Provides the definition of how to calibrate a nodal curve.
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.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.market.curve.node

Class and Description
CurveNode A node in the configuration specifying how to calibrate a curve.
CurveNodeDate The date of the curve node.
CurveNodeDateOrder The date order rules to apply to a pair of curve nodes.
IsdaCreditCurveNode A node specifying how to calibrate an ISDA compliant curve.

Classes in com.opengamma.strata.market.curve used by com.opengamma.strata.market.sensitivity

Class and Description
CurveName The name of a curve.