com.opengamma.strata.market

Class FxRateShifts

java.lang.Object

com.opengamma.strata.market.FxRateShifts

All Implemented Interfaces:

ScenarioPerturbation<FxRate>, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class FxRateShifts
extends Object
implements ScenarioPerturbation<FxRate>, org.joda.beans.ImmutableBean, Serializable

A perturbation that applies different shifts to an FX rate.

This class contains shifts, each of which is associated with a scenario and applied to an FX rate based on the shift type.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	FxRateShifts.Meta The meta-bean for FxRateShifts.

Method Summary

Modifier and Type	Method and Description
MarketDataBox<FxRate>	applyTo(MarketDataBox<FxRate> marketData, ReferenceData refData)
boolean	equals(Object obj)
CurrencyPair	getCurrencyPair() Gets the currency pair for which the shifts are applied.
Class<FxRate>	getMarketDataType()
int	getScenarioCount()
DoubleArray	getShiftAmount() Gets the shifts to apply to FxRate.
ShiftType	getShiftType() Gets the type of shift applied to the FX rate.
int	hashCode()
static FxRateShifts.Meta	meta() The meta-bean for FxRateShifts.
FxRateShifts.Meta	metaBean()
static FxRateShifts	of(ShiftType shiftType, DoubleArray shiftAmount, CurrencyPair currencyPair) Creates an instance.
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.data.scenario.ScenarioPerturbation

none

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static FxRateShifts of(ShiftType shiftType,
                              DoubleArray shiftAmount,
                              CurrencyPair currencyPair)

Creates an instance.

Parameters:

shiftType - the shift type

shiftAmount - the shift amount

currencyPair - the currency pair

Returns:

the instance

applyTo

public MarketDataBox<FxRate> applyTo(MarketDataBox<FxRate> marketData,
                                     ReferenceData refData)

Specified by:

applyTo in interface ScenarioPerturbation<FxRate>

getScenarioCount

public int getScenarioCount()

Specified by:

getScenarioCount in interface ScenarioPerturbation<FxRate>

getMarketDataType

public Class<FxRate> getMarketDataType()

Specified by:

getMarketDataType in interface ScenarioPerturbation<FxRate>

meta

public static FxRateShifts.Meta meta()

The meta-bean for FxRateShifts.

Returns:

the meta-bean, not null

metaBean

public FxRateShifts.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getShiftType

public ShiftType getShiftType()

Gets the type of shift applied to the FX rate.

Returns:

the value of the property, not null

getShiftAmount

public DoubleArray getShiftAmount()

Gets the shifts to apply to FxRate.

Each element in the array corresponds to each scenario.

Returns:

the value of the property, not null

getCurrencyPair

public CurrencyPair getCurrencyPair()

Gets the currency pair for which the shifts are applied.

This also defines the direction of the FX rate to be shifted.

Returns:

the value of the property, 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