Cube (OpenGamma Strata Market)

All Superinterfaces:

ParameterizedData

All Known Subinterfaces:

NodalCube

All Known Implementing Classes:

InterpolatedNodalCube
```
public interface Cube
extends ParameterizedData
```
A cube that maps a double x-value, y-value, z-value to a double w-value.
Implementations of this interface provide the ability to find a w-value on the cube from the x-value, y-value, z-value.
Each implementation will be backed by a number of parameters. The meaning of the parameters is implementation dependent. The sensitivity of the result to each of the parameters can also be obtained.

See Also:

InterpolatedNodalCube

Method Summary

All Methods Instance Methods Abstract Methods Default Methods
Modifier and Type	Method and Description
`default CurrencyParameterSensitivity`	`createParameterSensitivity(Currency currency, DoubleArray sensitivities)` Creates a parameter sensitivity instance for this cube when the sensitivity values are known.
`default UnitParameterSensitivity`	`createParameterSensitivity(DoubleArray sensitivities)` Creates a parameter sensitivity instance for this cube when the sensitivity values are known.
`default OptionalInt`	`findParameterIndex(ParameterMetadata metadata)` Finds the parameter index of the specified metadata.
`ValueDerivatives`	`firstPartialDerivatives(double x, double y, double z)` Computes the partial derivatives of the cube.
`CubeMetadata`	`getMetadata()` Gets the cube metadata.
`default CubeName`	`getName()` Gets the cube name.
`default ParameterMetadata`	`getParameterMetadata(int parameterIndex)` Gets the metadata of the parameter at the specified index.
`Cube`	`withMetadata(CubeMetadata metadata)` Returns a new cube with the specified metadata.
`Cube`	`withParameter(int parameterIndex, double newValue)` Returns a copy of the data with the value at the specified index altered.
`default Cube`	`withPerturbation(ParameterPerturbation perturbation)` Returns a perturbed copy of the data.
`double`	`wValue(double x, double y, double z)` Computes the w-value for the specified x-value, y-value, z-value.
`UnitParameterSensitivity`	`wValueParameterSensitivity(double x, double y, double z)` Computes the sensitivity of the w-value with respect to the cube parameters.

Methods inherited from interface com.opengamma.strata.market.param.ParameterizedData
getParameter, getParameterCount

- Method Detail
  - getMetadata
```
CubeMetadata getMetadata()
```
    Gets the cube metadata.
    This method returns metadata about the cube and the cube parameters.
    The metadata includes an optional list of parameter metadata. If parameter metadata is present, the size of the list will match the number of parameters of this cube.
    
    Returns:
    
    the metadata
  - withMetadata
```
Cube withMetadata(CubeMetadata metadata)
```
    Returns a new cube with the specified metadata.
    This allows the metadata of the cube to be changed while retaining all other information. If parameter metadata is present, the size of the list must match the number of parameters of this cube.
    
    Parameters:
    
    metadata - the new metadata for the cube
    
    Returns:
    
    the new cube
  - getName
```
default CubeName getName()
```
    Gets the cube name.
    
    Returns:
    
    the cube name
  - getParameterMetadata
```
default ParameterMetadata getParameterMetadata(int parameterIndex)
```
    Description copied from interface: ParameterizedData
    
    Gets the metadata of the parameter at the specified index.
    If there is no specific parameter metadata, an empty instance will be returned.
    
    Specified by:
    
    getParameterMetadata in interface ParameterizedData
    
    Parameters:
    
    parameterIndex - the zero-based index of the parameter to get
    
    Returns:
    
    the metadata of the parameter
  - findParameterIndex
```
default OptionalInt findParameterIndex(ParameterMetadata metadata)
```
    Description copied from interface: ParameterizedData
    
    Finds the parameter index of the specified metadata.
    If the parameter metadata is not matched, an empty optional will be returned.
    
    Specified by:
    
    findParameterIndex in interface ParameterizedData
    
    Parameters:
    
    metadata - the parameter metadata to find the index of
    
    Returns:
    
    the index of the parameter
  - withParameter
```
Cube withParameter(int parameterIndex,
                   double newValue)
```
    Description copied from interface: ParameterizedData
    
    Returns a copy of the data with the value at the specified index altered.
    This instance is immutable and unaffected by this method call.
    
    Specified by:
    
    withParameter in interface ParameterizedData
    
    Parameters:
    
    parameterIndex - the zero-based index of the parameter to get
    
    newValue - the new value for the specified parameter
    
    Returns:
    
    a parameterized data instance based on this with the specified parameter altered
  - withPerturbation
```
default Cube withPerturbation(ParameterPerturbation perturbation)
```
    Description copied from interface: ParameterizedData
    
    Returns a perturbed copy of the data.
    The perturbation instance will be invoked once for each parameter in this instance, returning the perturbed value for that parameter. The result of this method is a new instance that is based on those perturbed values.
    This instance is immutable and unaffected by this method call.
    
    Specified by:
    
    withPerturbation in interface ParameterizedData
    
    Parameters:
    
    perturbation - the perturbation to apply
    
    Returns:
    
    a parameterized data instance based on this with the specified perturbation applied
  - wValue
```
double wValue(double x,
              double y,
              double z)
```
    Computes the w-value for the specified x-value, y-value, z-value.
    
    Parameters:
    
    x - the x-value to find the w-value for
    
    y - the y-value to find the w-value for
    
    z - the z-value to find the w-value for
    
    Returns:
    
    the value at the (x,y,z) point
  - wValueParameterSensitivity
```
UnitParameterSensitivity wValueParameterSensitivity(double x,
                                                    double y,
                                                    double z)
```
    Computes the sensitivity of the w-value with respect to the cube parameters.
    This returns an array with one element for each x-y-z parameter of the cube. The array contains one a sensitivity value for each parameter used to create the cube.
    
    Parameters:
    
    x - the x-value at which the parameter sensitivity is computed
    
    y - the y-value at which the parameter sensitivity is computed
    
    z - the z-value at which the parameter sensitivity is computed
    
    Returns:
    
    the sensitivity at the x/y/z point
    
    Throws:
    
    RuntimeException - if the sensitivity cannot be calculated
  - firstPartialDerivatives
```
ValueDerivatives firstPartialDerivatives(double x,
                                         double y,
                                         double z)
```
    Computes the partial derivatives of the cube.
    The first derivatives are dw/dx, dw/dy, dw/dz. The derivatives are in the following order:
    - [0] derivative with respect to x
    - [1] derivative with respect to y
    - [2] derivative with respect to z
    Parameters:
    
    x - the x-value at which the partial derivative is taken
    
    y - the y-value at which the partial derivative is taken
    
    z - the z-value at which the partial derivative is taken
    
    Returns:
    
    the w-value and it's partial first derivatives
    
    Throws:
    
    RuntimeException - if the derivative cannot be calculated
  - createParameterSensitivity
```
default UnitParameterSensitivity createParameterSensitivity(DoubleArray sensitivities)
```
    Creates a parameter sensitivity instance for this cube when the sensitivity values are known.
    It can be useful to create a UnitParameterSensitivity from pre-computed sensitivity values.
    
    Parameters:
    
    sensitivities - the sensitivity values, which must match the parameter count of the cube
    
    Returns:
    
    the sensitivity
  - createParameterSensitivity
```
default CurrencyParameterSensitivity createParameterSensitivity(Currency currency,
                                                                DoubleArray sensitivities)
```
    Creates a parameter sensitivity instance for this cube when the sensitivity values are known.
    It can be useful to create a CurrencyParameterSensitivity from pre-computed sensitivity values.
    
    Parameters:
    
    currency - the currency
    
    sensitivities - the sensitivity values, which must match the parameter count of the cube
    
    Returns:
    
    the sensitivity

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Interface Cube

Method Summary

Methods inherited from interface com.opengamma.strata.market.param.ParameterizedData

Method Detail

getMetadata

withMetadata

getName

getParameterMetadata

findParameterIndex

withParameter

withPerturbation

wValue

wValueParameterSensitivity

firstPartialDerivatives

createParameterSensitivity

createParameterSensitivity