DeformedSurface (OpenGamma Strata Market)

java.lang.Object
- com.opengamma.strata.market.surface.DeformedSurface

All Implemented Interfaces:

ParameterizedData, Surface, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class DeformedSurface
extends Object
implements Surface, org.joda.beans.ImmutableBean, Serializable
```
The deformed surface.
The deformation is applied to Surface, and defined in terms of Function, which returns z-value and sensitivities to the nodes of the original surface.
Typical application of this class is to represent a surface constructed via model calibration to interpolated market data, where the market data points and interpolation are stored in originalSurface, and deformationFunction defines the constructed surface.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type	Class and Description
`static class`	`DeformedSurface.Builder` The bean-builder for `DeformedSurface`.
`static class`	`DeformedSurface.Meta` The meta-bean for `DeformedSurface`.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static DeformedSurface.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`boolean`	`equals(Object obj)`
`ValueDerivatives`	`firstPartialDerivatives(double x, double y)` Computes the partial derivatives of the surface.
`Function<DoublesPair,ValueDerivatives>`	`getDeformationFunction()` Gets the deformation function.
`SurfaceMetadata`	`getMetadata()` Gets the surface metadata.
`Surface`	`getOriginalSurface()` Gets the original surface.
`double`	`getParameter(int parameterIndex)` Gets the value of the parameter at the specified index.
`int`	`getParameterCount()` Gets the number of parameters.
`ParameterMetadata`	`getParameterMetadata(int parameterIndex)` Gets the metadata of the parameter at the specified index.
`int`	`hashCode()`
`static DeformedSurface.Meta`	`meta()` The meta-bean for `DeformedSurface`.
`DeformedSurface.Meta`	`metaBean()`
`static DeformedSurface`	`of(SurfaceMetadata metadata, Surface originalSurface, Function<DoublesPair,ValueDerivatives> deformationFunction)` Obtains an instance.
`DeformedSurface.Builder`	`toBuilder()` Returns a builder that allows this bean to be mutated.
`String`	`toString()`
`DeformedSurface`	`withMetadata(SurfaceMetadata metadata)` Returns a new surface with the specified metadata.
`Surface`	`withParameter(int parameterIndex, double newValue)` Returns a copy of the data with the value at the specified index altered.
`double`	`zValue(double x, double y)` Computes the z-value for the specified x-value and y-value.
`UnitParameterSensitivity`	`zValueParameterSensitivity(double x, double y)` Computes the sensitivity of the z-value with respect to the surface parameters.

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.market.surface.Surface
createParameterSensitivity, createParameterSensitivity, findParameterIndex, getName, withPerturbation, zValue, zValueParameterSensitivity

Methods inherited from interface org.joda.beans.Bean
property, propertyNames

- Method Detail
  - getParameterCount
```
public int getParameterCount()
```
    Description copied from interface: ParameterizedData
    
    Gets the number of parameters.
    This returns the number of parameters, which can be used to create a loop to access the other methods on this interface.
    
    Specified by:
    
    getParameterCount in interface ParameterizedData
    
    Returns:
    
    the number of parameters
  - withMetadata
```
public DeformedSurface withMetadata(SurfaceMetadata metadata)
```
    Description copied from interface: Surface
    
    Returns a new surface with the specified metadata.
    This allows the metadata of the surface to be changed while retaining all other information. If parameter metadata is present, the size of the list must match the number of parameters of this surface.
    
    Specified by:
    
    withMetadata in interface Surface
    
    Parameters:
    
    metadata - the new metadata for the surface
    
    Returns:
    
    the new surface
  - getParameter
```
public double getParameter(int parameterIndex)
```
    Description copied from interface: ParameterizedData
    
    Gets the value of the parameter at the specified index.
    
    Specified by:
    
    getParameter in interface ParameterizedData
    
    Parameters:
    
    parameterIndex - the zero-based index of the parameter to get
    
    Returns:
    
    the value of the parameter
  - getParameterMetadata
```
public ParameterMetadata getParameterMetadata(int parameterIndex)
```
    Description copied from interface: ParameterizedData
    
    Gets the metadata of the parameter at the specified index.
    If there is no specific parameter metadata, an empty instance will be returned.
    
    Specified by:
    
    getParameterMetadata in interface ParameterizedData
    
    Specified by:
    
    getParameterMetadata in interface Surface
    
    Parameters:
    
    parameterIndex - the zero-based index of the parameter to get
    
    Returns:
    
    the metadata of the parameter
  - withParameter
```
public Surface withParameter(int parameterIndex,
                             double newValue)
```
    Description copied from interface: ParameterizedData
    
    Returns a copy of the data with the value at the specified index altered.
    This instance is immutable and unaffected by this method call.
    
    Specified by:
    
    withParameter in interface ParameterizedData
    
    Specified by:
    
    withParameter in interface Surface
    
    Parameters:
    
    parameterIndex - the zero-based index of the parameter to get
    
    newValue - the new value for the specified parameter
    
    Returns:
    
    a parameterized data instance based on this with the specified parameter altered
  - zValue
```
public double zValue(double x,
                     double y)
```
    Description copied from interface: Surface
    
    Computes the z-value for the specified x-value and y-value.
    
    Specified by:
    
    zValue in interface Surface
    
    Parameters:
    
    x - the x-value to find the z-value for
    
    y - the y-value to find the z-value for
    
    Returns:
    
    the value at the x/y point
  - zValueParameterSensitivity
```
public UnitParameterSensitivity zValueParameterSensitivity(double x,
                                                           double y)
```
    Description copied from interface: Surface
    
    Computes the sensitivity of the z-value with respect to the surface parameters.
    This returns an array with one element for each x-y parameter of the surface. The array contains one a sensitivity value for each parameter used to create the surface.
    
    Specified by:
    
    zValueParameterSensitivity in interface Surface
    
    Parameters:
    
    x - the x-value at which the parameter sensitivity is computed
    
    y - the y-value at which the parameter sensitivity is computed
    
    Returns:
    
    the sensitivity at the x/y/ point
  - firstPartialDerivatives
```
public ValueDerivatives firstPartialDerivatives(double x,
                                                double y)
```
    Description copied from interface: Surface
    Computes the partial derivatives of the surface.
    The first derivatives are dz/dx and dz/dy. The derivatives are in the following order:
    - [0] derivative with respect to x
    - [1] derivative with respect to y
    Specified by:
    
    firstPartialDerivatives in interface Surface
    
    Parameters:
    
    x - the x-value at which the partial derivative is taken
    
    y - the y-value at which the partial derivative is taken
    
    Returns:
    
    the z-value and it's partial first derivatives
  - of
```
public static DeformedSurface of(SurfaceMetadata metadata,
                                 Surface originalSurface,
                                 Function<DoublesPair,ValueDerivatives> deformationFunction)
```
    Obtains an instance.
    
    Parameters:
    
    metadata - the surface metadata
    
    originalSurface - the original surface
    
    deformationFunction - the deformation function
    
    Returns:
    
    the surface
  - meta
```
public static DeformedSurface.Meta meta()
```
    The meta-bean for DeformedSurface.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static DeformedSurface.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public DeformedSurface.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getMetadata
```
public SurfaceMetadata getMetadata()
```
    Gets the surface metadata.
    The metadata includes an optional list of parameter metadata.
    
    Specified by:
    
    getMetadata in interface Surface
    
    Returns:
    
    the value of the property, not null
  - getOriginalSurface
```
public Surface getOriginalSurface()
```
    Gets the original surface.
    The underlying surface which receives the deformation defined by deformationFunction.
    
    Returns:
    
    the value of the property, not null
  - getDeformationFunction
```
public Function<DoublesPair,ValueDerivatives> getDeformationFunction()
```
    Gets the deformation function.
    The deformation to the original surface is define by this function. The function takes DoublesPair of x-value and y-value, then returns ValueDerivatives which contains z-value for the specified x,y values, and node sensitivities to the original surface.
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public DeformedSurface.Builder toBuilder()
```
    Returns a builder that allows this bean to be mutated.
    
    Returns:
    
    the mutable builder, 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

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class DeformedSurface

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface com.opengamma.strata.market.surface.Surface

Methods inherited from interface org.joda.beans.Bean

Method Detail

getParameterCount

withMetadata

getParameter

getParameterMetadata

withParameter

zValue

zValueParameterSensitivity

firstPartialDerivatives

of

meta

builder

metaBean

getMetadata

getOriginalSurface

getDeformationFunction

toBuilder

equals

hashCode

toString