Curve (OpenGamma Strata Market)

All Superinterfaces:

ParameterizedData

All Known Subinterfaces:

NodalCurve

All Known Implementing Classes:

AddFixedCurve, CombinedCurve, ConstantCurve, ConstantNodalCurve, HybridNodalCurve, InflationNodalCurve, InterpolatedNodalCurve, ParallelShiftedCurve, ParameterizedFunctionalCurve
```
public interface Curve
extends ParameterizedData
```
A curve that maps a double x-value to a double y-value.
Implementations of this interface provide the ability to find a y-value on the curve from the x-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:

InterpolatedNodalCurve

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 curve when the sensitivity values are known.
`default UnitParameterSensitivity`	`createParameterSensitivity(DoubleArray sensitivities)` Creates a parameter sensitivity instance for this curve when the sensitivity values are known.
`default OptionalInt`	`findParameterIndex(ParameterMetadata metadata)` Finds the parameter index of the specified metadata.
`double`	`firstDerivative(double x)` Computes the first derivative of the curve.
`CurveMetadata`	`getMetadata()` Gets the curve metadata.
`default CurveName`	`getName()` Gets the curve name.
`default ParameterMetadata`	`getParameterMetadata(int parameterIndex)` Gets the metadata of the parameter at the specified index.
`default ImmutableList<Curve>`	`split()` Obtains a list of underlying curves.
`Curve`	`withMetadata(CurveMetadata metadata)` Returns a new curve with the specified metadata.
`Curve`	`withParameter(int parameterIndex, double newValue)` Returns a copy of the data with the value at the specified index altered.
`default Curve`	`withPerturbation(ParameterPerturbation perturbation)` Returns a perturbed copy of the data.
`default Curve`	`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 interface com.opengamma.strata.market.param.ParameterizedData
getParameter, getParameterCount

- Method Detail
  - getMetadata
```
CurveMetadata getMetadata()
```
    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.
    
    Returns:
    
    the metadata
  - withMetadata
```
Curve withMetadata(CurveMetadata metadata)
```
    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.
    
    Parameters:
    
    metadata - the new metadata for the curve
    
    Returns:
    
    the new curve
  - getName
```
default CurveName getName()
```
    Gets the curve name.
    
    Returns:
    
    the curve 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
```
Curve 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 Curve 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
  - yValue
```
double yValue(double x)
```
    Computes the y-value for the specified x-value.
    
    Parameters:
    
    x - the x-value to find the y-value for
    
    Returns:
    
    the value at the x-value
  - yValueParameterSensitivity
```
UnitParameterSensitivity yValueParameterSensitivity(double x)
```
    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.
    
    Parameters:
    
    x - the x-value at which the parameter sensitivity is computed
    
    Returns:
    
    the sensitivity
    
    Throws:
    
    RuntimeException - if the sensitivity cannot be calculated
  - firstDerivative
```
double firstDerivative(double x)
```
    Computes the first derivative of the curve.
    The first derivative is dy/dx.
    
    Parameters:
    
    x - the x-value at which the derivative is taken
    
    Returns:
    
    the first derivative
    
    Throws:
    
    RuntimeException - if the derivative cannot be calculated
  - createParameterSensitivity
```
default UnitParameterSensitivity createParameterSensitivity(DoubleArray sensitivities)
```
    Creates a parameter sensitivity instance for this curve when the sensitivity values are known.
    In most cases, yValueParameterSensitivity(double) should be used and manipulated. However, 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 curve
    
    Returns:
    
    the sensitivity
  - createParameterSensitivity
```
default CurrencyParameterSensitivity createParameterSensitivity(Currency currency,
                                                                DoubleArray sensitivities)
```
    Creates a parameter sensitivity instance for this curve when the sensitivity values are known.
    In most cases, yValueParameterSensitivity(double) should be used and manipulated. However, 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 curve
    
    Returns:
    
    the sensitivity
  - split
```
default ImmutableList<Curve> split()
```
    Obtains a list of underlying curves.
    In most cases, the number of underlying curves is 1, thus a list of this curve is returned.
    
    Returns:
    
    the underlying curves
  - withUnderlyingCurve
```
default Curve withUnderlyingCurve(int curveIndex,
                                  Curve curve)
```
    Replaces an underlying curve by a new curve.
    curveIndex must be coherent to the index of the list in split().
    
    Parameters:
    
    curveIndex - the curve index
    
    curve - the new split curve
    
    Returns:
    
    the new curve
    
    Throws:
    
    IllegalArgumentException - if curveIndex is outside the range

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

Interface Curve

Method Summary

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

Method Detail

getMetadata

withMetadata

getName

getParameterMetadata

findParameterIndex

withParameter

withPerturbation

yValue

yValueParameterSensitivity

firstDerivative

createParameterSensitivity

createParameterSensitivity

split

withUnderlyingCurve