AddFixedCurve (OpenGamma Strata Market)

java.lang.Object
- com.opengamma.strata.market.curve.AddFixedCurve

All Implemented Interfaces:

Curve, ParameterizedData, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class AddFixedCurve
extends Object
implements Curve, org.joda.beans.ImmutableBean, Serializable
```
A curve formed from two curves, the fixed curve and the spread curve.
The spread curve is the primary curve, providing the metadata, parameters, sensitivity and perturbation. The fixed curve only affects the shape of the curve via the yValue(double) and firstDerivative(double) methods. The fixed curve is not exposed in the parameters.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

static class AddFixedCurve.Meta
The meta-bean for AddFixedCurve.

Nested Classes
Modifier and Type	Class and Description
`static class`	`AddFixedCurve.Meta` The meta-bean for `AddFixedCurve`.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`boolean`	`equals(Object obj)`
`double`	`firstDerivative(double x)` Computes the first derivative of the curve.
`Curve`	`getFixedCurve()` Gets the fixed curve.
`CurveMetadata`	`getMetadata()` Gets the curve metadata.
`double`	`getParameter(int parameterIndex)` Gets the value of the parameter at the specified index.
`int`	`getParameterCount()` Gets the number of parameters.
`ParameterMetadata`	`getParameterMetadata(int parameterIndex)` Gets the metadata of the parameter at the specified index.
`Curve`	`getSpreadCurve()` Gets the spread curve.
`int`	`hashCode()`
`static AddFixedCurve.Meta`	`meta()` The meta-bean for `AddFixedCurve`.
`AddFixedCurve.Meta`	`metaBean()`
`static AddFixedCurve`	`of(Curve fixedCurve, Curve spreadCurve)` Creates a curve as the sum of a fixed curve and a spread curve.
`ImmutableList<Curve>`	`split()` Obtains a list of underlying curves.
`String`	`toString()`
`AddFixedCurve`	`withMetadata(CurveMetadata metadata)` Returns a new curve with the specified metadata.
`AddFixedCurve`	`withParameter(int parameterIndex, double newValue)` Returns a copy of the data with the value at the specified index altered.
`AddFixedCurve`	`withPerturbation(ParameterPerturbation perturbation)` Returns a perturbed copy of the data.
`AddFixedCurve`	`withUnderlyingCurve(int curveIndex, Curve curve)` Replaces an underlying curve by a new curve.
`double`	`yValue(double x)` Computes the y-value for the specified x-value.
`UnitParameterSensitivity`	`yValueParameterSensitivity(double x)` Computes the sensitivity of the y-value with respect to the curve parameters.

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.market.curve.Curve
createParameterSensitivity, createParameterSensitivity, findParameterIndex, getName

Methods inherited from interface org.joda.beans.Bean
property, propertyNames

- Method Detail
  - of
```
public static AddFixedCurve of(Curve fixedCurve,
                               Curve spreadCurve)
```
    Creates a curve as the sum of a fixed curve and a spread curve.
    
    Parameters:
    
    fixedCurve - the fixed curve
    
    spreadCurve - the spread curve
    
    Returns:
    
    the curve
  - getMetadata
```
public CurveMetadata getMetadata()
```
    Description copied from interface: Curve
    
    Gets the curve metadata.
    This method returns metadata about the curve and the curve parameters.
    For example, a curve may be defined based on financial instruments. The parameters might represent 1 day, 1 week, 1 month, 3 months, 6 months and 12 months. The metadata could be used to describe each parameter in terms of a Period.
    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 curve.
    
    Specified by:
    
    getMetadata in interface Curve
    
    Returns:
    
    the metadata
  - withMetadata
```
public AddFixedCurve withMetadata(CurveMetadata metadata)
```
    Description copied from interface: Curve
    
    Returns a new curve with the specified metadata.
    This allows the metadata of the curve 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 curve.
    
    Specified by:
    
    withMetadata in interface Curve
    
    Parameters:
    
    metadata - the new metadata for the curve
    
    Returns:
    
    the new curve
  - getParameterCount
```
public int getParameterCount()
```
    Description copied from interface: ParameterizedData
    
    Gets the number of parameters.
    This returns the number of parameters, which can be used to create a loop to access the other methods on this interface.
    
    Specified by:
    
    getParameterCount in interface ParameterizedData
    
    Returns:
    
    the number of parameters
  - getParameter
```
public double getParameter(int parameterIndex)
```
    Description copied from interface: ParameterizedData
    
    Gets the value of the parameter at the specified index.
    
    Specified by:
    
    getParameter in interface ParameterizedData
    
    Parameters:
    
    parameterIndex - the zero-based index of the parameter to get
    
    Returns:
    
    the value of the parameter
  - getParameterMetadata
```
public 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 Curve
    
    Specified by:
    
    getParameterMetadata in interface ParameterizedData
    
    Parameters:
    
    parameterIndex - the zero-based index of the parameter to get
    
    Returns:
    
    the metadata of the parameter
  - withParameter
```
public AddFixedCurve 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 Curve
    
    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
```
public AddFixedCurve 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 Curve
    
    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
  - yValue
```
public double yValue(double x)
```
    Description copied from interface: Curve
    
    Computes the y-value for the specified x-value.
    
    Specified by:
    
    yValue in interface Curve
    
    Parameters:
    
    x - the x-value to find the y-value for
    
    Returns:
    
    the value at the x-value
  - yValueParameterSensitivity
```
public UnitParameterSensitivity yValueParameterSensitivity(double x)
```
    Description copied from interface: Curve
    
    Computes the sensitivity of the y-value with respect to the curve parameters.
    This returns an array with one element for each parameter of the curve. The array contains the sensitivity of the y-value at the specified x-value to each parameter.
    
    Specified by:
    
    yValueParameterSensitivity in interface Curve
    
    Parameters:
    
    x - the x-value at which the parameter sensitivity is computed
    
    Returns:
    
    the sensitivity
  - firstDerivative
```
public double firstDerivative(double x)
```
    Description copied from interface: Curve
    
    Computes the first derivative of the curve.
    The first derivative is dy/dx.
    
    Specified by:
    
    firstDerivative in interface Curve
    
    Parameters:
    
    x - the x-value at which the derivative is taken
    
    Returns:
    
    the first derivative
  - split
```
public ImmutableList<Curve> split()
```
    Description copied from interface: Curve
    
    Obtains a list of underlying curves.
    In most cases, the number of underlying curves is 1, thus a list of this curve is returned.
    
    Specified by:
    
    split in interface Curve
    
    Returns:
    
    the underlying curves
  - withUnderlyingCurve
```
public AddFixedCurve withUnderlyingCurve(int curveIndex,
                                         Curve curve)
```
    Description copied from interface: Curve
    
    Replaces an underlying curve by a new curve.
    curveIndex must be coherent to the index of the list in split().
    
    Specified by:
    
    withUnderlyingCurve in interface Curve
    
    Parameters:
    
    curveIndex - the curve index
    
    curve - the new split curve
    
    Returns:
    
    the new curve
  - meta
```
public static AddFixedCurve.Meta meta()
```
    The meta-bean for AddFixedCurve.
    
    Returns:
    
    the meta-bean, not null
  - metaBean
```
public AddFixedCurve.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getFixedCurve
```
public Curve getFixedCurve()
```
    Gets the fixed curve. Also called base or shape curve.
    
    Returns:
    
    the value of the property, not null
  - getSpreadCurve
```
public Curve getSpreadCurve()
```
    Gets the spread curve. Also called the variable curve.
    
    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

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

Class AddFixedCurve

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface com.opengamma.strata.market.curve.Curve

Methods inherited from interface org.joda.beans.Bean

Method Detail

of

getMetadata

withMetadata

getParameterCount

getParameter

getParameterMetadata

withParameter

withPerturbation

yValue

yValueParameterSensitivity

firstDerivative

split

withUnderlyingCurve

meta

metaBean

getFixedCurve

getSpreadCurve

equals

hashCode

toString