| 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.surface |
Definitions of surfaces.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
Cube
A cube that maps a
double x-value, y-value, z-value to a double w-value. |
interface |
NodalCube
A cube based on
double nodal points. |
| Modifier and Type | Class and Description |
|---|---|
class |
InterpolatedNodalCube
A cube based on interpolation between a number of nodal points.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
Curve
A curve that maps a
double x-value to a double y-value. |
interface |
NodalCurve
A curve based on
double nodal points. |
| Modifier and Type | Class and Description |
|---|---|
class |
AddFixedCurve
A curve formed from two curves, the fixed curve and the spread curve.
|
class |
CombinedCurve
A curve formed from two curves, the base curve and the spread curve.
|
class |
ConstantCurve
A curve based on a single constant value.
|
class |
ConstantNodalCurve
A curve based on a single constant value.
|
class |
HybridNodalCurve
A hybrid curve which combines two underlying nodal curves,
allowing different interpolators to be used for different parts of the curve.
|
class |
InflationNodalCurve
Curve specifically designed for inflation, with features for seasonality and initial point.
|
class |
InterpolatedNodalCurve
A curve based on interpolation between a number of nodal points.
|
class |
ParallelShiftedCurve
A curve with a parallel shift applied to its y-values.
|
class |
ParameterizedFunctionalCurve
A curve based on a parameterized function.
|
| Modifier and Type | Method and Description |
|---|---|
<R extends ParameterizedData> |
ParameterizedDataCombiner.underlyingWithParameter(int underlyingIndex,
Class<R> underlyingType,
int parameterIndex,
double newValue)
Updates a parameter on the specified underlying.
|
<R extends ParameterizedData> |
ParameterizedDataCombiner.underlyingWithPerturbation(int underlyingIndex,
Class<R> underlyingType,
ParameterPerturbation perturbation)
Applies a perturbation to the specified underlying.
|
<R extends ParameterizedData> |
ParameterizedDataCombiner.withParameter(Class<R> underlyingType,
int parameterIndex,
double newValue)
Updates a parameter on the specified list of underlying instances.
|
<R extends ParameterizedData> |
ParameterizedDataCombiner.withPerturbation(Class<R> underlyingType,
ParameterPerturbation perturbation)
Applies a perturbation to each underlying.
|
| Modifier and Type | Method and Description |
|---|---|
ParameterizedData |
ParameterizedData.withParameter(int parameterIndex,
double newValue)
Returns a copy of the data with the value at the specified index altered.
|
default ParameterizedData |
ParameterizedData.withPerturbation(ParameterPerturbation perturbation)
Returns a perturbed copy of the data.
|
| Modifier and Type | Method and Description |
|---|---|
MarketDataBox<ParameterizedData> |
PointShifts.applyTo(MarketDataBox<ParameterizedData> marketData,
ReferenceData refData) |
Class<ParameterizedData> |
PointShifts.getMarketDataType() |
| Modifier and Type | Method and Description |
|---|---|
static ParameterizedDataCombiner |
ParameterizedDataCombiner.of(ParameterizedData... instances)
Obtains an instance that can combine the specified underlying instances.
|
| Modifier and Type | Method and Description |
|---|---|
MarketDataBox<ParameterizedData> |
PointShifts.applyTo(MarketDataBox<ParameterizedData> marketData,
ReferenceData refData) |
static ParameterizedDataCombiner |
ParameterizedDataCombiner.of(List<? extends ParameterizedData> instances)
Obtains an instance that can combine the specified underlying instances.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
NodalSurface
A surface based on
double nodal points. |
interface |
Surface
A surface that maps a
double x-value and y-value to a double z-value. |
| Modifier and Type | Class and Description |
|---|---|
class |
ConstantSurface
A surface based on a single constant value.
|
class |
DeformedSurface
The deformed surface.
|
class |
InterpolatedNodalSurface
A surface based on interpolation between a number of nodal points.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.