com.opengamma.strata.market.curve

Interface IsdaCreditCurveNode

All Known Implementing Classes:

CdsIndexIsdaCreditCurveNode, CdsIsdaCreditCurveNode, DepositIsdaCreditCurveNode, SwapIsdaCreditCurveNode

public interface IsdaCreditCurveNode

A node specifying how to calibrate an ISDA compliant curve.

A curve node is associated with an instrument and provide the information of the instrument for pricing.

Method Summary

Modifier and Type	Method and Description
LocalDate	date(LocalDate tradeDate, ReferenceData refData) Calculates the date associated with the node.
String	getLabel() Gets the label to use for the node.
ObservableId	getObservableId() Get the observable ID.
default DatedParameterMetadata	metadata(LocalDate nodeDate) Returns metadata for the node from the node date.

Method Detail

getLabel

String getLabel()

Gets the label to use for the node.

Returns:

the label, not empty

getObservableId

ObservableId getObservableId()

Get the observable ID.

The observable ID is the identifier of the market data value.

Returns:

the observable ID

date

LocalDate date(LocalDate tradeDate,
               ReferenceData refData)

Calculates the date associated with the node.

Each curve node has an associated date which defines the x-value in the curve. This is typically the adjusted end date of the instrument.

Parameters:

tradeDate - the trade date

refData - the reference data

Returns:

the node date

metadata

default DatedParameterMetadata metadata(LocalDate nodeDate)

Returns metadata for the node from the node date.

The node date must be computed by date(LocalDate, ReferenceData).

Parameters:

nodeDate - the node date used when calibrating the curve

Returns:

metadata for the node