com.opengamma.strata.market.curve

Interface NodalCurve

All Superinterfaces:

Curve, ParameterizedData

All Known Implementing Classes:

ConstantNodalCurve, HybridNodalCurve, InflationNodalCurve, InterpolatedNodalCurve

public interface NodalCurve
extends Curve

A curve based on double nodal points.

This provides access to a curve mapping a double x-value to a double y-value.

The parameters of an x-y curve are the x-y values. The values themselves are returned by getXValues() and getYValues(). The metadata is returned by Curve.getMetadata().

See Also:

InterpolatedNodalCurve

Method Summary

Modifier and Type	Method and Description
default ParameterMetadata	getParameterMetadata(int parameterIndex) Gets the metadata of the parameter at the specified index.
DoubleArray	getXValues() Gets the known x-values of the curve.
DoubleArray	getYValues() Gets the known y-values of the curve.
default MapStream<Double,Double>	values() Converts this instance to a stream of y-values, keyed by the x-values.
NodalCurve	withMetadata(CurveMetadata metadata) Returns a new curve with the specified metadata.
NodalCurve	withNode(double x, double y, ParameterMetadata paramMetadata) Returns a new curve with an additional node, specifying the parameter metadata.
NodalCurve	withParameter(int parameterIndex, double newValue) Returns a copy of the data with the value at the specified index altered.
default NodalCurve	withPerturbation(ParameterPerturbation perturbation) Returns a perturbed copy of the data.
NodalCurve	withValues(DoubleArray xValues, DoubleArray yValues) Returns a new curve with the specified x-values and y-values.
NodalCurve	withYValues(DoubleArray values) Returns a new curve with the specified values.

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

createParameterSensitivity, createParameterSensitivity, findParameterIndex, firstDerivative, getMetadata, getName, split, withUnderlyingCurve, yValue, yValueParameterSensitivity

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

getParameter, getParameterCount

Method Detail

withMetadata

NodalCurve 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.

Specified by:

withMetadata in interface Curve

Parameters:

metadata - the new metadata for the curve

Returns:

the new curve

getParameterMetadata

default ParameterMetadata getParameterMetadata(int parameterIndex)

Gets the metadata of the parameter at the specified index.

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

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

Throws:

IndexOutOfBoundsException - if the index is invalid

getXValues

DoubleArray getXValues()

Gets the known x-values of the curve.

This method returns the fixed x-values used to define the curve. This will be of the same size as the y-values.

Returns:

the x-values

getYValues

DoubleArray getYValues()

Gets the known y-values of the curve.

This method returns the fixed y-values used to define the curve. This will be of the same size as the x-values.

Returns:

the y-values

withYValues

NodalCurve withYValues(DoubleArray values)

Returns a new curve with the specified values.

This allows the y-values of the curve to be changed while retaining the same x-values.

Parameters:

values - the new y-values for the curve

Returns:

the new curve

withValues

NodalCurve withValues(DoubleArray xValues,
                      DoubleArray yValues)

Returns a new curve with the specified x-values and y-values.

This allows the x values and y-values of the curve to be changed.

Parameters:

xValues - the new x-values for the curve

yValues - the new y-values for the curve

Returns:

the new curve

values

default MapStream<Double,Double> values()

Converts this instance to a stream of y-values, keyed by the x-values.

This returns a MapStream keyed by the x-values.

Returns:

a map stream containing the x-values and the y-values

withParameter

NodalCurve 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

default NodalCurve 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

withNode

NodalCurve withNode(double x,
                    double y,
                    ParameterMetadata paramMetadata)

Returns a new curve with an additional node, specifying the parameter metadata.

The result will contain the specified node. If the x-value equals an existing x-value, the y-value will be changed. If the x-value does not equal an existing x-value, the node will be added.

The result will only contain the specified parameter metadata if this curve also has parameter meta-data.

Parameters:

x - the new x-value

y - the new y-value

paramMetadata - the new parameter metadata

Returns:

the updated curve