com.opengamma.strata.market.cube

Interface NodalCube

All Superinterfaces:

Cube, ParameterizedData

All Known Implementing Classes:

InterpolatedNodalCube

public interface NodalCube
extends Cube

A cube based on double nodal points.

This provides access to a cube mapping a double x-value, double y-value, double z-value to a double w-value.

The parameters of an x-y-z cube are the x-y-z values. The values themselves are returned by getXValues(), getYValues(), getZValues(), getWValues(). The metadata is returned by Cube.getMetadata().

See Also:

InterpolatedNodalCube

Method Summary

Modifier and Type	Method and Description
default ParameterMetadata	getParameterMetadata(int parameterIndex) Gets the metadata of the parameter at the specified index.
DoubleArray	getWValues() Gets the known w-values of the cube.
DoubleArray	getXValues() Gets the known x-values of the cube.
DoubleArray	getYValues() Gets the known y-values of the cube.
DoubleArray	getZValues() Gets the known z-values of the cube.
NodalCube	withMetadata(CubeMetadata metadata) Returns a new cube with the specified metadata.
NodalCube	withParameter(int parameterIndex, double newValue) Returns a copy of the data with the value at the specified index altered.
default NodalCube	withPerturbation(ParameterPerturbation perturbation) Returns a perturbed copy of the data.
NodalCube	withWValues(DoubleArray values) Returns a new cube with the specified values.

Methods inherited from interface com.opengamma.strata.market.cube.Cube

createParameterSensitivity, createParameterSensitivity, findParameterIndex, firstPartialDerivatives, getMetadata, getName, wValue, wValueParameterSensitivity

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

getParameter, getParameterCount

Method Detail

withMetadata

NodalCube 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.

Specified by:

withMetadata in interface Cube

Parameters:

metadata - the new metadata for the cube

Returns:

the new cube

getParameterMetadata

default ParameterMetadata getParameterMetadata(int parameterIndex)

Gets the metadata of the parameter at the specified index.

If there is no specific parameter metadata, SimpleCubeParameterMetadata will be created.

Specified by:

getParameterMetadata in interface Cube

Specified by:

getParameterMetadata in interface ParameterizedData

Parameters:

parameterIndex - the zero-based index of the parameter to get

Returns:

the metadata of the parameter

Throws:

IndexOutOfBoundsException - if the index is invalid

getXValues

DoubleArray getXValues()

Gets the known x-values of the cube.

This method returns the fixed x-values used to define the cube. This will be of the same size as the y-values, z-values and w-values.

Returns:

the x-values

getYValues

DoubleArray getYValues()

Gets the known y-values of the cube.

This method returns the fixed y-values used to define the cube. This will be of the same size as the y-values, z-values and w-values.

Returns:

the y-values

getZValues

DoubleArray getZValues()

Gets the known z-values of the cube.

This method returns the fixed z-values used to define the cube. This will be of the same size as the x-values, y-values and w-values.

Returns:

the z-values

getWValues

DoubleArray getWValues()

Gets the known w-values of the cube.

This method returns the fixed w-values used to define the cube. This will be of the same size as the x-values, y-values and z-values.

Returns:

the w-values

withWValues

NodalCube withWValues(DoubleArray values)

Returns a new cube with the specified values.

This allows the w-values of the cube to be changed while retaining the same x-values, y-values, z-values.

Parameters:

values - the new w-values for the cube

Returns:

the new cube

withParameter

NodalCube 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 Cube

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 NodalCube 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 Cube

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