com.opengamma.strata.calc.marketdata

Interface MarketDataFilter<T,I extends MarketDataId<T>>

Type Parameters:

T - the type of the market data handled by the filter

I - the type of the market data ID handled by the filter

public interface MarketDataFilter<T,I extends MarketDataId<T>>

Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.

A ScenarioPerturbation encapsulates a specific change to a piece of market data, such as a parallel shift. An implementation of this filter interface defines when the perturbation should be used. For example, a filter could apply to all yield curves whose currency is USD, or quoted prices of equity securities in the energy sector.

Implementations must be immutable and thread-safe beans.

Method Summary

Modifier and Type	Method and Description
Class<?>	getMarketDataIdType() Returns the type of market data ID handled by this filter.
boolean	matches(I marketDataId, MarketDataBox<T> marketData, ReferenceData refData) Applies the filter to a market data ID and the corresponding market data value and returns true if the filter matches.
static <T> MarketDataFilter<T,MarketDataId<T>>	ofId(MarketDataId<T> id) Obtains a filter that matches the specified identifier.
static <T> MarketDataFilter<T,MarketDataId<T>>	ofIdType(Class<? extends MarketDataId<T>> type) Obtains a filter that matches any value with the specified identifier type.
static <T> MarketDataFilter<T,NamedMarketDataId<T>>	ofName(MarketDataName<T> name) Obtains a filter that matches the specified name.

Method Detail

ofIdType

static <T> MarketDataFilter<T,MarketDataId<T>> ofIdType(Class<? extends MarketDataId<T>> type)

Obtains a filter that matches any value with the specified identifier type.

Type Parameters:

T - the type of market data handled by the filter

Parameters:

type - the type that is matched by this filter

Returns:

a filter matching the specified type

ofId

static <T> MarketDataFilter<T,MarketDataId<T>> ofId(MarketDataId<T> id)

Obtains a filter that matches the specified identifier.

Type Parameters:

T - the type of market data handled by the filter

Parameters:

id - the identifier that is matched by this filter

Returns:

a filter matching the specified identifier

ofName

static <T> MarketDataFilter<T,NamedMarketDataId<T>> ofName(MarketDataName<T> name)

Obtains a filter that matches the specified name.

Type Parameters:

T - the type of market data handled by the filter

Parameters:

name - the name that is matched by this filter

Returns:

a filter matching the specified name

getMarketDataIdType

Class<?> getMarketDataIdType()

Returns the type of market data ID handled by this filter.

This should correspond to the type parameter I.

Returns:

the type of market data ID handled by this filter

matches

boolean matches(I marketDataId,
                MarketDataBox<T> marketData,
                ReferenceData refData)

Applies the filter to a market data ID and the corresponding market data value and returns true if the filter matches.

Parameters:

marketDataId - the ID of a piece of market data

marketData - the market data value

refData - the reference data

Returns:

true if the filter matches