| Package | Description |
|---|---|
| com.opengamma.strata.market |
Data structures for market data.
|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| com.opengamma.strata.market.param |
Market data based on parameters.
|
| Modifier and Type | Method and Description |
|---|---|
ShiftType |
GenericDoubleShifts.getShiftType()
Gets the type of shift applied to a
Double value. |
ShiftType |
FxRateShifts.getShiftType()
Gets the type of shift applied to the FX rate.
|
static ShiftType |
ShiftType.of(String name)
Obtains an instance from the specified name.
|
static ShiftType |
ShiftType.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static ShiftType[] |
ShiftType.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<ShiftType> |
GenericDoubleShifts.Meta.shiftType()
The meta-property for the
shiftType property. |
org.joda.beans.MetaProperty<ShiftType> |
FxRateShifts.Meta.shiftType()
The meta-property for the
shiftType property. |
| Modifier and Type | Method and Description |
|---|---|
static GenericDoubleShifts |
GenericDoubleShifts.of(ShiftType shiftType,
DoubleArray shiftAmount)
Creates an instance with zero spread.
|
static FxRateShifts |
FxRateShifts.of(ShiftType shiftType,
DoubleArray shiftAmount,
CurrencyPair currencyPair)
Creates an instance.
|
static GenericDoubleShifts |
GenericDoubleShifts.of(ShiftType shiftType,
DoubleArray shiftAmount,
double spread)
Creates an instance with spread.
|
| Modifier and Type | Method and Description |
|---|---|
ShiftType |
SeasonalityDefinition.getAdjustmentType()
Gets the shift type applied to the unadjusted value and the adjustment.
|
ShiftType |
InflationNodalCurve.getAdjustmentType()
Gets the shift type applied to the unadjusted value and the adjustment.
|
ShiftType |
CurveParallelShifts.getShiftType()
Gets the type of shift to apply to the y-values of the curve.
|
ShiftType |
ParallelShiftedCurve.getShiftType()
Gets the type of shift to apply to the y-values of the curve.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<ShiftType> |
SeasonalityDefinition.Meta.adjustmentType()
The meta-property for the
adjustmentType property. |
org.joda.beans.MetaProperty<ShiftType> |
InflationNodalCurve.Meta.adjustmentType()
The meta-property for the
adjustmentType property. |
org.joda.beans.MetaProperty<ShiftType> |
CurveParallelShifts.Meta.shiftType()
The meta-property for the
shiftType property. |
org.joda.beans.MetaProperty<ShiftType> |
ParallelShiftedCurve.Meta.shiftType()
The meta-property for the
shiftType property. |
| Modifier and Type | Method and Description |
|---|---|
static ParallelShiftedCurve |
ParallelShiftedCurve.of(Curve curve,
ShiftType shiftType,
double shiftAmount)
Returns a curve based on an underlying curve with a parallel shift applied to the Y values.
|
static SeasonalityDefinition |
SeasonalityDefinition.of(DoubleArray seasonalityMonthOnMonth,
ShiftType adjustmentType)
Obtains an instance of the seasonality.
|
static InflationNodalCurve |
InflationNodalCurve.of(NodalCurve curve,
DoubleArray seasonality,
ShiftType adjustmentType)
Obtains an instance of the curve.
|
| Modifier and Type | Method and Description |
|---|---|
ShiftType |
PointShifts.getShiftType()
Gets the type of shift applied to the parameters.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<ShiftType> |
PointShifts.Meta.shiftType()
The meta-property for the
shiftType property. |
| Modifier and Type | Method and Description |
|---|---|
static PointShiftsBuilder |
PointShifts.builder(ShiftType shiftType)
Returns a new mutable builder for building instances of
ParameterizedDataPointShifts. |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.