com.opengamma.strata.market.param

Interface ParameterPerturbation

Functional Interface:

This is a functional interface and can therefore be used as the assignment target for a lambda expression or method reference.

@FunctionalInterface
public interface ParameterPerturbation

A function interface that allows a single parameter to be perturbed.

This interface is used by ParameterizedData to allow parameters to be efficiently perturbed (altered). The method is invoked with the parameter index, value and metadata, and must return the new value.

Method Summary

Modifier and Type	Method and Description
double	perturbParameter(int index, double value, ParameterMetadata metadata) Applies a perturbation to a single parameter.

Method Detail

perturbParameter

double perturbParameter(int index,
                        double value,
                        ParameterMetadata metadata)

Applies a perturbation to a single parameter.

This method receives three arguments describing a single parameter, the index, current value and metadata. The result is the perturbed value.

Parameters:

index - the parameter index

value - the parameter value

metadata - the parameter metadata

Returns:

the perturbed value