| Package | Description |
|---|---|
| com.opengamma.strata.calc.marketdata |
Provides the ability to obtain market data and perform calibrations and scenario perturbations.
|
| Modifier and Type | Method and Description |
|---|---|
MarketDataFilter<? extends T,?> |
PerturbationMapping.getFilter()
Gets the filter that decides whether the perturbation should be applied to a piece of market data.
|
static <T> MarketDataFilter<T,MarketDataId<T>> |
MarketDataFilter.ofId(MarketDataId<T> id)
Obtains a filter that matches the specified identifier.
|
static <T> MarketDataFilter<T,MarketDataId<T>> |
MarketDataFilter.ofIdType(Class<? extends MarketDataId<T>> type)
Obtains a filter that matches any value with the specified identifier type.
|
static <T> MarketDataFilter<T,NamedMarketDataId<T>> |
MarketDataFilter.ofName(MarketDataName<T> name)
Obtains a filter that matches the specified name.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<MarketDataFilter<? extends T,?>> |
PerturbationMapping.Meta.filter()
The meta-property for the
filter property. |
| Modifier and Type | Method and Description |
|---|---|
PerturbationMapping.Builder<T> |
PerturbationMapping.Builder.filter(MarketDataFilter<? extends T,?> filter)
Sets the filter that decides whether the perturbation should be applied to a piece of market data.
|
static <T> PerturbationMapping<T> |
PerturbationMapping.of(MarketDataFilter<? extends T,?> filter,
ScenarioPerturbation<T> perturbation)
Returns a mapping containing a single perturbation.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.