com.opengamma.strata.market.surface

Interface SurfaceMetadata

All Known Implementing Classes:

DefaultSurfaceMetadata

public interface SurfaceMetadata

Metadata about a surface and surface parameters.

Implementations of this interface are used to store metadata about a surface. For example, a surface may be defined based on financial instruments. The parameters might represent 1 day, 1 week, 1 month, 3 month and 6 months. The metadata could be used to describe each parameter in terms of a Tenor.

This metadata can be used by applications to interpret the parameters of the surface. For example, the scenario framework uses the data when applying perturbations.

Method Summary

Modifier and Type	Method and Description
<T> Optional<T>	findInfo(SurfaceInfoType<T> type) Finds surface information of a specific type.
default OptionalInt	findParameterIndex(ParameterMetadata metadata) Finds the parameter index of the specified metadata.
default <T> T	getInfo(SurfaceInfoType<T> type) Gets surface information of a specific type.
Optional<List<ParameterMetadata>>	getParameterMetadata() Gets metadata about each parameter underlying the surface, optional.
default ParameterMetadata	getParameterMetadata(int parameterIndex) Gets the metadata of the parameter at the specified index.
SurfaceName	getSurfaceName() Gets the surface name.
ValueType	getXValueType() Gets the x-value type, providing meaning to the x-values of the surface.
ValueType	getYValueType() Gets the y-value type, providing meaning to the y-values of the surface.
ValueType	getZValueType() Gets the z-value type, providing meaning to the z-values of the surface.
<T> DefaultSurfaceMetadata	withInfo(SurfaceInfoType<T> type, T value) Returns an instance where the specified additional information has been added.
SurfaceMetadata	withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata) Returns an instance where the parameter metadata has been changed.

Method Detail

getSurfaceName

SurfaceName getSurfaceName()

Gets the surface name.

Returns:

the surface name

getXValueType

ValueType getXValueType()

Gets the x-value type, providing meaning to the x-values of the surface.

This type provides meaning to the x-values. For example, the x-value might represent a year fraction, as represented using ValueType.YEAR_FRACTION.

Returns:

the x-value type

getYValueType

ValueType getYValueType()

Gets the y-value type, providing meaning to the y-values of the surface.

This type provides meaning to the y-values.

Returns:

the y-value type

getZValueType

ValueType getZValueType()

Gets the z-value type, providing meaning to the z-values of the surface.

This type provides meaning to the z-values.

Returns:

the z-value type

getInfo

default <T> T getInfo(SurfaceInfoType<T> type)

Gets surface information of a specific type.

If the information is not found, an exception is thrown.

Type Parameters:

T - the type of the info

Parameters:

type - the type to find

Returns:

the surface information

Throws:

IllegalArgumentException - if the information is not found

findInfo

<T> Optional<T> findInfo(SurfaceInfoType<T> type)

Finds surface information of a specific type.

If the info is not found, optional empty is returned.

Type Parameters:

T - the type of the info

Parameters:

type - the type to find

Returns:

the surface information

getParameterMetadata

default ParameterMetadata getParameterMetadata(int parameterIndex)

Gets the metadata of the parameter at the specified index.

If there is no specific parameter metadata, an empty instance will be returned.

Parameters:

parameterIndex - the zero-based index of the parameter to get

Returns:

the metadata of the parameter

Throws:

IndexOutOfBoundsException - if the index is invalid

getParameterMetadata

Optional<List<ParameterMetadata>> getParameterMetadata()

Gets metadata about each parameter underlying the surface, optional.

If present, the parameter metadata will match the number of parameters on the surface.

Returns:

the parameter metadata

findParameterIndex

default OptionalInt findParameterIndex(ParameterMetadata metadata)

Finds the parameter index of the specified metadata.

If the parameter metadata is not matched, an empty optional will be returned.

Parameters:

metadata - the parameter metadata to find the index of

Returns:

the index of the parameter

withInfo

<T> DefaultSurfaceMetadata withInfo(SurfaceInfoType<T> type,
                                    T value)

Returns an instance where the specified additional information has been added.

The additional information is stored in the result using Map.put semantics, removing the key if the instance is null.

Type Parameters:

T - the type of the info

Parameters:

type - the type to store under

value - the value to store, may be null

Returns:

the new surface metadata

withParameterMetadata

SurfaceMetadata withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata)

Returns an instance where the parameter metadata has been changed.

The result will contain the specified parameter metadata. A null value is accepted and causes the result to have no parameter metadata.

Parameters:

parameterMetadata - the new parameter metadata, may be null

Returns:

the new surface metadata