com.opengamma.strata.market.param

Class PointShifts

java.lang.Object

com.opengamma.strata.market.param.PointShifts

All Implemented Interfaces:

ScenarioPerturbation<ParameterizedData>, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class PointShifts
extends Object
implements ScenarioPerturbation<ParameterizedData>, org.joda.beans.ImmutableBean, Serializable

A perturbation that applies different shifts to specific points in a parameterized data.

Examples of parameterized data include curve, option volatilities and model parameters.

This class contains a set of shifts, each one associated with a different parameter in the data. Each shift has an associated key that is matched against the parameterized data. In order for this to work the parameterized data must have matching and unique parameter metadata.

When matching the shift to the parameterized data, either the identifier or label parameter may be used. A shift is not applied if there is no point on the parameterized data with a matching identifier.

See Also:

ParameterMetadata.getIdentifier(), Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	PointShifts.Meta The meta-bean for PointShifts.

Method Summary

Modifier and Type	Method and Description
MarketDataBox<ParameterizedData>	applyTo(MarketDataBox<ParameterizedData> marketData, ReferenceData refData)
static PointShiftsBuilder	builder(ShiftType shiftType) Returns a new mutable builder for building instances of ParameterizedDataPointShifts.
boolean	equals(Object obj)
Class<ParameterizedData>	getMarketDataType()
ImmutableMap<Object,Integer>	getNodeIndices() Gets indices of each parameter, keyed by an object identifying the node.
int	getScenarioCount()
DoubleMatrix	getShifts() Gets the shift to apply to the rates.
ShiftType	getShiftType() Gets the type of shift applied to the parameters.
int	hashCode()
static PointShifts.Meta	meta() The meta-bean for PointShifts.
PointShifts.Meta	metaBean()
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.data.scenario.ScenarioPerturbation

none

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

builder

public static PointShiftsBuilder builder(ShiftType shiftType)

Returns a new mutable builder for building instances of ParameterizedDataPointShifts.

Parameters:

shiftType - the type of shift to apply to the rates

Returns:

a new mutable builder for building instances of ParameterizedDataPointShifts

applyTo

public MarketDataBox<ParameterizedData> applyTo(MarketDataBox<ParameterizedData> marketData,
                                                ReferenceData refData)

Specified by:

applyTo in interface ScenarioPerturbation<ParameterizedData>

getScenarioCount

public int getScenarioCount()

Specified by:

getScenarioCount in interface ScenarioPerturbation<ParameterizedData>

getMarketDataType

public Class<ParameterizedData> getMarketDataType()

Specified by:

getMarketDataType in interface ScenarioPerturbation<ParameterizedData>

meta

public static PointShifts.Meta meta()

The meta-bean for PointShifts.

Returns:

the meta-bean, not null

metaBean

public PointShifts.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getShiftType

public ShiftType getShiftType()

Gets the type of shift applied to the parameters.

Returns:

the value of the property, not null

getShifts

public DoubleMatrix getShifts()

Gets the shift to apply to the rates.

There is one row in the matrix for each scenario and one column for each parameter in the data. Node indices are found using nodeIndices.

Returns:

the value of the property, not null

getNodeIndices

public ImmutableMap<Object,Integer> getNodeIndices()

Gets indices of each parameter, keyed by an object identifying the node.

The key is typically the node identifier. The key may also be the node label.

Returns:

the value of the property, not null

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object