com.opengamma.strata.market.param

Class CurrencyParameterSensitivitiesBuilder

java.lang.Object

com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

public final class CurrencyParameterSensitivitiesBuilder
extends Object

Builder for CurrencyParameterSensitivities.

Method Summary

Modifier and Type	Method and Description
CurrencyParameterSensitivitiesBuilder	add(CurrencyParameterSensitivities sensitivities) Adds sensitivities to the builder.
CurrencyParameterSensitivitiesBuilder	add(CurrencyParameterSensitivity sensToAdd) Adds a sensitivity to the builder.
CurrencyParameterSensitivitiesBuilder	add(List<CurrencyParameterSensitivity> sensitivities) Adds sensitivities to the builder.
CurrencyParameterSensitivitiesBuilder	add(MarketDataName<?> marketDataName, Currency currency, ParameterMetadata metadata, double sensitivityValue) Adds a single sensitivity to the builder.
CurrencyParameterSensitivities	build() Builds the sensitivity from the provided data.
CurrencyParameterSensitivitiesBuilder	filterSensitivity(DoublePredicate predicate) Filters the sensitivity values.
CurrencyParameterSensitivitiesBuilder	mapMetadata(UnaryOperator<ParameterMetadata> metadataFn) Maps the sensitivity metadata.
CurrencyParameterSensitivitiesBuilder	mapSensitivities(BiFunction<ParameterMetadata,Double,Double> mapFn) Maps the sensitivity.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

add

public CurrencyParameterSensitivitiesBuilder add(CurrencyParameterSensitivities sensitivities)

Adds sensitivities to the builder.

Values with the same market data name and currency will be merged.

Parameters:

sensitivities - the sensitivities to add

Returns:

this, for chaining

add

public CurrencyParameterSensitivitiesBuilder add(List<CurrencyParameterSensitivity> sensitivities)

Adds sensitivities to the builder.

Values with the same market data name and currency will be merged.

Parameters:

sensitivities - the sensitivities to add

Returns:

this, for chaining

add

public CurrencyParameterSensitivitiesBuilder add(CurrencyParameterSensitivity sensToAdd)

Adds a sensitivity to the builder.

Values with the same market data name and currency will be merged.

Parameters:

sensToAdd - the sensitivity to add

Returns:

this, for chaining

add

public CurrencyParameterSensitivitiesBuilder add(MarketDataName<?> marketDataName,
                                                 Currency currency,
                                                 ParameterMetadata metadata,
                                                 double sensitivityValue)

Adds a single sensitivity to the builder.

Values with the same market data name and currency will be merged.

Parameters:

marketDataName - the curve name

currency - the currency of the sensitivity

metadata - the sensitivity metadata, not empty

sensitivityValue - the sensitivity value

Returns:

this, for chaining

mapMetadata

public CurrencyParameterSensitivitiesBuilder mapMetadata(UnaryOperator<ParameterMetadata> metadataFn)

Maps the sensitivity metadata.

If the function returns the same metadata for two different inputs, the sensitivity value will be summed. For example, this could be used to normalize tenors.

Parameters:

metadataFn - the function to adjust the metadata

Returns:

this, for chaining

mapSensitivities

public CurrencyParameterSensitivitiesBuilder mapSensitivities(BiFunction<ParameterMetadata,Double,Double> mapFn)

Maps the sensitivity.

Parameters:

mapFn - the function to adjust the sensitivity

Returns:

this, for chaining

filterSensitivity

public CurrencyParameterSensitivitiesBuilder filterSensitivity(DoublePredicate predicate)

Filters the sensitivity values.

For example, this could be used to remove sensitivities near to zero.

If the filter removes all the values for a market data name, the name will not be present in the result.

Parameters:

predicate - the predicate to test the value, return true to retain the value

Returns:

this, for chaining

build

public CurrencyParameterSensitivities build()

Builds the sensitivity from the provided data.

If all the values added are tenor-based, or all are date-based, then the resulting sensitivity will have the tenors sorted.

Returns:

the sensitivities instance