Uses of Interface
com.opengamma.strata.market.param.ParameterMetadata

Packages that use ParameterMetadata

Package	Description
com.opengamma.strata.market.cube
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.market.sensitivity	Entity objects for sensitivities.
com.opengamma.strata.market.surface	Definitions of surfaces.

Uses of ParameterMetadata in com.opengamma.strata.market.cube

Classes in com.opengamma.strata.market.cube that implement ParameterMetadata

Modifier and Type	Class and Description
class	SimpleCubeParameterMetadata Simple parameter metadata containing the x, y, z values and type.

Methods in com.opengamma.strata.market.cube that return ParameterMetadata

Modifier and Type	Method and Description
default ParameterMetadata	NodalCube.getParameterMetadata(int parameterIndex) Gets the metadata of the parameter at the specified index.
default ParameterMetadata	CubeMetadata.getParameterMetadata(int parameterIndex) Gets the metadata of the parameter at the specified index.
default ParameterMetadata	Cube.getParameterMetadata(int parameterIndex)

Methods in com.opengamma.strata.market.cube that return types with arguments of type ParameterMetadata

Modifier and Type	Method and Description
Optional<List<ParameterMetadata>>	DefaultCubeMetadata.getParameterMetadata() Gets the metadata about the parameters.
Optional<List<ParameterMetadata>>	CubeMetadata.getParameterMetadata() Gets metadata about each parameter underlying the cube, optional.
org.joda.beans.MetaProperty<List<ParameterMetadata>>	DefaultCubeMetadata.Meta.parameterMetadata() The meta-property for the parameterMetadata property.

Methods in com.opengamma.strata.market.cube with parameters of type ParameterMetadata

Modifier and Type	Method and Description
default OptionalInt	CubeMetadata.findParameterIndex(ParameterMetadata metadata) Finds the parameter index of the specified metadata.
default OptionalInt	Cube.findParameterIndex(ParameterMetadata metadata)
DefaultCubeMetadataBuilder	DefaultCubeMetadataBuilder.parameterMetadata(ParameterMetadata... parameterMetadata) Sets the parameter-level metadata.

Method parameters in com.opengamma.strata.market.cube with type arguments of type ParameterMetadata

Modifier and Type	Method and Description
DefaultCubeMetadataBuilder	DefaultCubeMetadataBuilder.parameterMetadata(List<? extends ParameterMetadata> parameterMetadata) Sets the parameter-level metadata.
DefaultCubeMetadata	DefaultCubeMetadata.withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata)
CubeMetadata	CubeMetadata.withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata) Returns an instance where the parameter metadata has been changed.

Uses of ParameterMetadata in com.opengamma.strata.market.curve

Classes in com.opengamma.strata.market.curve that implement ParameterMetadata

Modifier and Type	Class and Description
class	SimpleCurveParameterMetadata Simple parameter metadata containing the x value and type.

Methods in com.opengamma.strata.market.curve that return ParameterMetadata

Modifier and Type	Method and Description
default ParameterMetadata	CurveMetadata.getParameterMetadata(int parameterIndex) Gets the metadata of the parameter at the specified index.
default ParameterMetadata	Curve.getParameterMetadata(int parameterIndex)
ParameterMetadata	CombinedCurve.getParameterMetadata(int parameterIndex)
ParameterMetadata	AddFixedCurve.getParameterMetadata(int parameterIndex)
ParameterMetadata	ParallelShiftedCurve.getParameterMetadata(int parameterIndex)
default ParameterMetadata	NodalCurve.getParameterMetadata(int parameterIndex) Gets the metadata of the parameter at the specified index.
ParameterMetadata	InflationNodalCurve.getParameterMetadata(int parameterIndex)

Methods in com.opengamma.strata.market.curve that return types with arguments of type ParameterMetadata

Modifier and Type	Method and Description
Optional<List<ParameterMetadata>>	CurveMetadata.getParameterMetadata() Gets metadata about each parameter underlying the curve, optional.
ImmutableList<ParameterMetadata>	ParameterizedFunctionalCurveDefinition.getParameterMetadata() Gets the parameter metadata of the curve, defaulted to empty metadata instances.
Optional<List<ParameterMetadata>>	DefaultCurveMetadata.getParameterMetadata() Gets the metadata about the parameters.
org.joda.beans.MetaProperty<ImmutableList<ParameterMetadata>>	ParameterizedFunctionalCurveDefinition.Meta.parameterMetadata() The meta-property for the parameterMetadata property.
org.joda.beans.MetaProperty<List<ParameterMetadata>>	DefaultCurveMetadata.Meta.parameterMetadata() The meta-property for the parameterMetadata property.

Methods in com.opengamma.strata.market.curve with parameters of type ParameterMetadata

Modifier and Type	Method and Description
default OptionalInt	CurveMetadata.findParameterIndex(ParameterMetadata metadata) Finds the parameter index of the specified metadata.
default OptionalInt	Curve.findParameterIndex(ParameterMetadata metadata)
ParameterizedFunctionalCurveDefinition.Builder	ParameterizedFunctionalCurveDefinition.Builder.parameterMetadata(ParameterMetadata... parameterMetadata) Sets the parameterMetadata property in the builder from an array of objects.
DefaultCurveMetadataBuilder	DefaultCurveMetadataBuilder.parameterMetadata(ParameterMetadata... parameterMetadata) Sets the parameter-level metadata.
ConstantNodalCurve	ConstantNodalCurve.withNode(double x, double y, ParameterMetadata paramMetadata)
NodalCurve	NodalCurve.withNode(double x, double y, ParameterMetadata paramMetadata) Returns a new curve with an additional node, specifying the parameter metadata.
InterpolatedNodalCurve	InterpolatedNodalCurve.withNode(double x, double y, ParameterMetadata paramMetadata) Returns a new curve with an additional node, specifying the parameter metadata.
InflationNodalCurve	InflationNodalCurve.withNode(double x, double y, ParameterMetadata paramMetadata)
HybridNodalCurve	HybridNodalCurve.withNode(double x, double y, ParameterMetadata paramMetadata)

Method parameters in com.opengamma.strata.market.curve with type arguments of type ParameterMetadata

Modifier and Type	Method and Description
static CurveMetadata	Curves.blackVolatilityByExpiry(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata) Creates curve metadata for a curve providing Black volatility by expiry.
static CurveMetadata	Curves.correlationByExpiry(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata) Creates curve metadata for a curve providing correlation by expiry.
static CurveMetadata	Curves.discountFactors(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata) Creates curve metadata for a curve providing discount factors.
static CurveMetadata	Curves.forwardRates(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata) Creates curve metadata for a curve providing forward rates.
static CurveMetadata	Curves.normalVolatilityByExpiry(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata) Creates curve metadata for a curve providing normal volatility by expiry.
ParameterizedFunctionalCurveDefinition.Builder	ParameterizedFunctionalCurveDefinition.Builder.parameterMetadata(List<? extends ParameterMetadata> parameterMetadata) Sets the parameter metadata of the curve, defaulted to empty metadata instances.
DefaultCurveMetadataBuilder	DefaultCurveMetadataBuilder.parameterMetadata(List<? extends ParameterMetadata> parameterMetadata) Sets the parameter-level metadata.
static CurveMetadata	Curves.prices(CurveName name, List<? extends ParameterMetadata> parameterMetadata) Creates curve metadata for a curve providing monthly prices, typically used in inflation.
static CurveMetadata	Curves.recoveryRates(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata) Creates curve metadata for a curve providing recovery rates.
static CurveMetadata	Curves.sabrParameterByExpiry(CurveName name, DayCount dayCount, ValueType yType, List<? extends ParameterMetadata> parameterMetadata) Creates metadata for a curve providing a SABR parameter.
CurveMetadata	CurveMetadata.withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata) Returns an instance where the parameter metadata has been changed.
DefaultCurveMetadata	DefaultCurveMetadata.withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata)
static CurveMetadata	Curves.zeroRates(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata) Creates curve metadata for a curve providing zero rates.

Uses of ParameterMetadata in com.opengamma.strata.market.param

Subinterfaces of ParameterMetadata in com.opengamma.strata.market.param

Modifier and Type	Interface and Description
interface	DatedParameterMetadata Parameter metadata that specifies a date.
interface	TenoredParameterMetadata Parameter metadata that specifies a tenor.

Classes in com.opengamma.strata.market.param that implement ParameterMetadata

Modifier and Type	Class and Description
class	LabelDateParameterMetadata Parameter metadata based on a date and label.
class	LabelParameterMetadata Parameter metadata based on a label.
class	ResolvedTradeParameterMetadata Parameter metadata based on a resolved trade and label.
class	TenorDateParameterMetadata Parameter metadata based on a date and tenor.
class	TenorParameterMetadata Parameter metadata based on a tenor.
class	TenorTenorParameterMetadata Parameter metadata based on an expiry tenor, an underlying tenor and their respective year fractions.
class	TenorTenorStrikeParameterMetadata Parameter metadata based on an expiry tenor, an underlying tenor and strike value.
class	YearMonthDateParameterMetadata Parameter metadata based on a date and year-month.

Methods in com.opengamma.strata.market.param that return ParameterMetadata

Modifier and Type	Method and Description
static ParameterMetadata	ParameterMetadata.empty() Gets an empty metadata instance.
ParameterMetadata	UnitParameterSensitivity.getParameterMetadata(int parameterIndex) Gets the parameter metadata at the specified index.
ParameterMetadata	ParameterizedDataCombiner.getParameterMetadata(int parameterIndex) Gets the metadata of the parameter at the specified index.
ParameterMetadata	ParameterizedData.getParameterMetadata(int parameterIndex) Gets the metadata of the parameter at the specified index.
ParameterMetadata	CurrencyParameterSensitivity.getParameterMetadata(int parameterIndex) Gets the parameter metadata at the specified index.
ParameterMetadata	CrossGammaParameterSensitivity.getParameterMetadata(int parameterIndex) Gets the parameter metadata at the specified index.

Methods in com.opengamma.strata.market.param that return types with arguments of type ParameterMetadata

Modifier and Type	Method and Description
ImmutableList<Pair<MarketDataName<?>,List<? extends ParameterMetadata>>>	CrossGammaParameterSensitivity.getOrder() Gets the sensitivity order.
ImmutableList<ParameterMetadata>	UnitParameterSensitivity.getParameterMetadata() Gets the list of parameter metadata.
ImmutableList<ParameterMetadata>	CurrencyParameterSensitivity.getParameterMetadata() Gets the list of parameter metadata.
ImmutableList<ParameterMetadata>	CrossGammaParameterSensitivity.getParameterMetadata() Gets the list of parameter metadata.
static List<ParameterMetadata>	ParameterMetadata.listOfEmpty(int size) Gets a list of empty metadata instances.
org.joda.beans.MetaProperty<ImmutableList<Pair<MarketDataName<?>,List<? extends ParameterMetadata>>>>	CrossGammaParameterSensitivity.Meta.order() The meta-property for the order property.
org.joda.beans.MetaProperty<ImmutableList<ParameterMetadata>>	UnitParameterSensitivity.Meta.parameterMetadata() The meta-property for the parameterMetadata property.
org.joda.beans.MetaProperty<ImmutableList<ParameterMetadata>>	CurrencyParameterSensitivity.Meta.parameterMetadata() The meta-property for the parameterMetadata property.
org.joda.beans.MetaProperty<ImmutableList<ParameterMetadata>>	CrossGammaParameterSensitivity.Meta.parameterMetadata() The meta-property for the parameterMetadata property.
MapStream<ParameterMetadata,Double>	CurrencyParameterSensitivity.sensitivities() Converts this instance to a stream of sensitivity, keyed by the parameter metadata.

Methods in com.opengamma.strata.market.param with parameters of type ParameterMetadata

Modifier and Type	Method and Description
CurrencyParameterSensitivitiesBuilder	CurrencyParameterSensitivitiesBuilder.add(MarketDataName<?> marketDataName, Currency currency, ParameterMetadata metadata, double sensitivityValue) Adds a single sensitivity to the builder.
default OptionalInt	ParameterizedData.findParameterIndex(ParameterMetadata metadata) Finds the parameter index of the specified metadata.
CurrencyParameterSensitivity.Builder	CurrencyParameterSensitivity.Builder.parameterMetadata(ParameterMetadata... parameterMetadata) Sets the parameterMetadata property in the builder from an array of objects.
double	ParameterPerturbation.perturbParameter(int index, double value, ParameterMetadata metadata) Applies a perturbation to a single parameter.

Method parameters in com.opengamma.strata.market.param with type arguments of type ParameterMetadata

Modifier and Type	Method and Description
CurrencyParameterSensitivitiesBuilder	CurrencyParameterSensitivitiesBuilder.mapMetadata(UnaryOperator<ParameterMetadata> metadataFn) Maps the sensitivity metadata.
CurrencyParameterSensitivitiesBuilder	CurrencyParameterSensitivitiesBuilder.mapSensitivities(BiFunction<ParameterMetadata,Double,Double> mapFn) Maps the sensitivity.
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName, Currency currency, Map<? extends ParameterMetadata,Double> sensitivityMetadataMap) Obtains an instance from the market data name, currency and a map of metadata to sensitivity.
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleArray sensitivity) Obtains an instance from the market data name, metadata, currency and sensitivity.
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleArray sensitivity, List<ParameterSize> parameterSplit) Obtains an instance from the market data name, metadata, currency, sensitivity and parameter split.
static CrossGammaParameterSensitivity	CrossGammaParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleMatrix sensitivity) Obtains an instance from the market data name, metadata, currency and sensitivity.
static UnitParameterSensitivity	UnitParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, DoubleArray sensitivity) Obtains an instance from the market data name, metadata and sensitivity.
static UnitParameterSensitivity	UnitParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, DoubleArray sensitivity, List<ParameterSize> parameterSplit) Obtains an instance from the market data name, metadata, sensitivity and parameter split.
static CrossGammaParameterSensitivity	CrossGammaParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, List<Pair<MarketDataName<?>,List<? extends ParameterMetadata>>> order, Currency currency, DoubleMatrix sensitivity) Obtains an instance from the market data names, metadatas, currency and sensitivity.
static CrossGammaParameterSensitivity	CrossGammaParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, List<Pair<MarketDataName<?>,List<? extends ParameterMetadata>>> order, Currency currency, DoubleMatrix sensitivity) Obtains an instance from the market data names, metadatas, currency and sensitivity.
static CrossGammaParameterSensitivity	CrossGammaParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, MarketDataName<?> marketDataNameOther, List<? extends ParameterMetadata> parameterMetadataOther, Currency currency, DoubleMatrix sensitivity) Obtains an instance from the market data names, metadatas, currency and sensitivity.
static CrossGammaParameterSensitivity	CrossGammaParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, MarketDataName<?> marketDataNameOther, List<? extends ParameterMetadata> parameterMetadataOther, Currency currency, DoubleMatrix sensitivity) Obtains an instance from the market data names, metadatas, currency and sensitivity.
CurrencyParameterSensitivity.Builder	CurrencyParameterSensitivity.Builder.parameterMetadata(List<? extends ParameterMetadata> parameterMetadata) Sets the list of parameter metadata.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.withParameterMetadatas(UnaryOperator<ParameterMetadata> mdFn) Checks and adjusts the parameter metadata.

Uses of ParameterMetadata in com.opengamma.strata.market.sensitivity

Methods in com.opengamma.strata.market.sensitivity with parameters of type ParameterMetadata

Modifier and Type	Method and Description
CurveSensitivitiesBuilder	CurveSensitivitiesBuilder.add(CurveSensitivitiesType type, CurveName curveName, Currency currency, ParameterMetadata metadata, double sensitivityValue) Adds a single sensitivity to the builder.

Method parameters in com.opengamma.strata.market.sensitivity with type arguments of type ParameterMetadata

Modifier and Type	Method and Description
CurveSensitivities	CurveSensitivities.withParameterMetadatas(UnaryOperator<ParameterMetadata> mdFn) Checks and adjusts the parameter metadata.

Uses of ParameterMetadata in com.opengamma.strata.market.surface

Classes in com.opengamma.strata.market.surface that implement ParameterMetadata

Modifier and Type	Class and Description
class	SimpleSurfaceParameterMetadata Simple parameter metadata containing the x and y values and type.

Methods in com.opengamma.strata.market.surface that return ParameterMetadata

Modifier and Type	Method and Description
default ParameterMetadata	SurfaceMetadata.getParameterMetadata(int parameterIndex) Gets the metadata of the parameter at the specified index.
default ParameterMetadata	Surface.getParameterMetadata(int parameterIndex)
default ParameterMetadata	NodalSurface.getParameterMetadata(int parameterIndex) Gets the metadata of the parameter at the specified index.
ParameterMetadata	DeformedSurface.getParameterMetadata(int parameterIndex)

Methods in com.opengamma.strata.market.surface that return types with arguments of type ParameterMetadata

Modifier and Type	Method and Description
Optional<List<ParameterMetadata>>	SurfaceMetadata.getParameterMetadata() Gets metadata about each parameter underlying the surface, optional.
Optional<List<ParameterMetadata>>	DefaultSurfaceMetadata.getParameterMetadata() Gets the metadata about the parameters.
org.joda.beans.MetaProperty<List<ParameterMetadata>>	DefaultSurfaceMetadata.Meta.parameterMetadata() The meta-property for the parameterMetadata property.

Methods in com.opengamma.strata.market.surface with parameters of type ParameterMetadata

Modifier and Type	Method and Description
default OptionalInt	SurfaceMetadata.findParameterIndex(ParameterMetadata metadata) Finds the parameter index of the specified metadata.
default OptionalInt	Surface.findParameterIndex(ParameterMetadata metadata)
DefaultSurfaceMetadataBuilder	DefaultSurfaceMetadataBuilder.parameterMetadata(ParameterMetadata... parameterMetadata) Sets the parameter-level metadata.

Method parameters in com.opengamma.strata.market.surface with type arguments of type ParameterMetadata

Modifier and Type	Method and Description
DefaultSurfaceMetadataBuilder	DefaultSurfaceMetadataBuilder.parameterMetadata(List<? extends ParameterMetadata> parameterMetadata) Sets the parameter-level metadata.
SurfaceMetadata	SurfaceMetadata.withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata) Returns an instance where the parameter metadata has been changed.
DefaultSurfaceMetadata	DefaultSurfaceMetadata.withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata)