Uses of Interface
com.opengamma.strata.market.curve.Curve

Packages that use Curve

Package	Description
com.opengamma.strata.market.curve	Definitions of curves.

Uses of Curve in com.opengamma.strata.market.curve

Subinterfaces of Curve in com.opengamma.strata.market.curve

Modifier and Type	Interface and Description
interface	NodalCurve A curve based on double nodal points.

Classes in com.opengamma.strata.market.curve that implement Curve

Modifier and Type	Class and Description
class	AddFixedCurve A curve formed from two curves, the fixed curve and the spread curve.
class	CombinedCurve A curve formed from two curves, the base curve and the spread curve.
class	ConstantCurve A curve based on a single constant value.
class	ConstantNodalCurve A curve based on a single constant value.
class	HybridNodalCurve A hybrid curve which combines two underlying nodal curves, allowing different interpolators to be used for different parts of the curve.
class	InflationNodalCurve Curve specifically designed for inflation, with features for seasonality and initial point.
class	InterpolatedNodalCurve A curve based on interpolation between a number of nodal points.
class	ParallelShiftedCurve A curve with a parallel shift applied to its y-values.
class	ParameterizedFunctionalCurve A curve based on a parameterized function.

Methods in com.opengamma.strata.market.curve that return Curve

Modifier and Type	Method and Description
Curve	CurveDefinition.curve(LocalDate valuationDate, CurveMetadata metadata, DoubleArray parameters) Creates the curve from an array of parameter values.
Curve	CombinedCurve.getBaseCurve() Gets the base curve.
Curve	AddFixedCurve.getFixedCurve() Gets the fixed curve.
Curve	CombinedCurve.getSpreadCurve() Gets the spread curve.
Curve	AddFixedCurve.getSpreadCurve() Gets the spread curve.
Curve	ParallelShiftedCurve.getUnderlyingCurve() Gets the underlying curve.
Curve	Curve.withMetadata(CurveMetadata metadata) Returns a new curve with the specified metadata.
Curve	Curve.withParameter(int parameterIndex, double newValue)
default Curve	Curve.withPerturbation(ParameterPerturbation perturbation)
default Curve	Curve.withUnderlyingCurve(int curveIndex, Curve curve) Replaces an underlying curve by a new curve.

Methods in com.opengamma.strata.market.curve that return types with arguments of type Curve

Modifier and Type	Method and Description
MarketDataBox<Curve>	CurveParallelShifts.applyTo(MarketDataBox<Curve> curve, ReferenceData refData)
org.joda.beans.MetaProperty<Curve>	CombinedCurve.Meta.baseCurve() The meta-property for the baseCurve property.
org.joda.beans.MetaProperty<ImmutableMap<Currency,Curve>>	RatesCurveGroup.Meta.discountCurves() The meta-property for the discountCurves property.
Optional<Curve>	CurveGroup.findCurve(CurveName name) Finds the curve with the specified name.
Optional<Curve>	RatesCurveGroup.findCurve(CurveName name) Finds the curve with the specified name.
Optional<Curve>	LegalEntityCurveGroup.findCurve(CurveName name) Finds the curve with the specified name.
Optional<Curve>	RatesCurveGroup.findDiscountCurve(Currency currency) Finds the discount curve for the currency if there is one in the group.
Optional<Curve>	RatesCurveGroup.findForwardCurve(Index index) Finds the forward curve for the index if there is one in the group.
Optional<Curve>	LegalEntityCurveGroup.findIssuerCurve(LegalEntityGroup legalEntityGroup, Currency currency) Finds the issuer curve for the legal entity group and currency if there is one in the group.
Optional<Curve>	LegalEntityCurveGroup.findRepoCurve(RepoGroup repoGroup, Currency currency) Finds the repo curve for the repo group and currency if there is one in the group.
org.joda.beans.MetaProperty<Curve>	AddFixedCurve.Meta.fixedCurve() The meta-property for the fixedCurve property.
org.joda.beans.MetaProperty<ImmutableMap<Index,Curve>>	RatesCurveGroup.Meta.forwardCurves() The meta-property for the forwardCurves property.
ImmutableMap<Currency,Curve>	RatesCurveGroup.getDiscountCurves() Gets the discount curves in the group, keyed by currency.
ImmutableMap<Index,Curve>	RatesCurveGroup.getForwardCurves() Gets the forward curves in the group, keyed by index.
ImmutableMap<Pair<LegalEntityGroup,Currency>,Curve>	LegalEntityCurveGroup.getIssuerCurves() Gets the issuer curves in the curve group, keyed by legal entity group and currency.
MarketDataName<Curve>	CurveId.getMarketDataName()
Class<Curve>	CurveParallelShifts.getMarketDataType()
Class<Curve>	CurveName.getMarketDataType()
Class<Curve>	CurveId.getMarketDataType()
ImmutableMap<Pair<RepoGroup,Currency>,Curve>	LegalEntityCurveGroup.getRepoCurves() Gets the repo curves in the curve group, keyed by repo group and currency.
org.joda.beans.MetaProperty<ImmutableMap<Pair<LegalEntityGroup,Currency>,Curve>>	LegalEntityCurveGroup.Meta.issuerCurves() The meta-property for the issuerCurves property.
Stream<Curve>	LegalEntityCurveGroup.issuerCurveStream() Returns a stream of all issuer curves in the group.
org.joda.beans.MetaProperty<ImmutableMap<Pair<RepoGroup,Currency>,Curve>>	LegalEntityCurveGroup.Meta.repoCurves() The meta-property for the repoCurves property.
Stream<Curve>	LegalEntityCurveGroup.repoCurveStream() Returns a stream of all repo curves in the group.
default ImmutableList<Curve>	Curve.split() Obtains a list of underlying curves.
ImmutableList<Curve>	CombinedCurve.split()
ImmutableList<Curve>	AddFixedCurve.split()
org.joda.beans.MetaProperty<Curve>	CombinedCurve.Meta.spreadCurve() The meta-property for the spreadCurve property.
org.joda.beans.MetaProperty<Curve>	AddFixedCurve.Meta.spreadCurve() The meta-property for the spreadCurve property.
Stream<Curve>	CurveGroup.stream() Returns a stream of all curves in the group.
Stream<Curve>	RatesCurveGroup.stream() Returns a stream of all curves in the group.
Stream<Curve>	LegalEntityCurveGroup.stream() Returns a stream of all curves in the group.
org.joda.beans.MetaProperty<Curve>	ParallelShiftedCurve.Meta.underlyingCurve() The meta-property for the underlyingCurve property.

Methods in com.opengamma.strata.market.curve with parameters of type Curve

Modifier and Type	Method and Description
static ParallelShiftedCurve	ParallelShiftedCurve.absolute(Curve curve, double shiftAmount) Returns a curve based on an underlying curve with a fixed amount added to the Y values.
static CombinedCurve	CombinedCurve.of(Curve baseCurve, Curve spreadCurve) Creates a curve as the sum of a base curve and a spread curve.
static AddFixedCurve	AddFixedCurve.of(Curve fixedCurve, Curve spreadCurve) Creates a curve as the sum of a fixed curve and a spread curve.
static CombinedCurve	CombinedCurve.of(Curve baseCurve, Curve spreadCurve, CurveMetadata metadata) Creates a curve as the sum of a base curve and a spread curve with a specified curve metadata.
static ParallelShiftedCurve	ParallelShiftedCurve.of(Curve curve, ShiftType shiftType, double shiftAmount) Returns a curve based on an underlying curve with a parallel shift applied to the Y values.
static RatesCurveGroup	RatesCurveGroup.ofCurves(RatesCurveGroupDefinition curveGroupDefinition, Curve... curves) Creates a curve group using a curve group definition and some existing curves.
static ParallelShiftedCurve	ParallelShiftedCurve.relative(Curve curve, double shiftAmount) Returns a curve based on an underlying curve with a scaling applied to the Y values.
default Curve	Curve.withUnderlyingCurve(int curveIndex, Curve curve) Replaces an underlying curve by a new curve.
CombinedCurve	CombinedCurve.withUnderlyingCurve(int curveIndex, Curve curve)
AddFixedCurve	AddFixedCurve.withUnderlyingCurve(int curveIndex, Curve curve)

Method parameters in com.opengamma.strata.market.curve with type arguments of type Curve

Modifier and Type	Method and Description
MarketDataBox<Curve>	CurveParallelShifts.applyTo(MarketDataBox<Curve> curve, ReferenceData refData)
RatesCurveGroup.Builder	RatesCurveGroup.Builder.discountCurves(Map<Currency,Curve> discountCurves) Sets the discount curves in the group, keyed by currency.
RatesCurveGroup.Builder	RatesCurveGroup.Builder.forwardCurves(Map<? extends Index,? extends Curve> forwardCurves) Sets the forward curves in the group, keyed by index.
LegalEntityCurveGroup.Builder	LegalEntityCurveGroup.Builder.issuerCurves(Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves) Sets the issuer curves in the curve group, keyed by legal entity group and currency.
static RatesCurveGroup	RatesCurveGroup.of(CurveGroupName name, Map<Currency,Curve> discountCurves, Map<Index,Curve> forwardCurves) Returns a curve group containing the specified curves.
static RatesCurveGroup	RatesCurveGroup.of(CurveGroupName name, Map<Currency,Curve> discountCurves, Map<Index,Curve> forwardCurves) Returns a curve group containing the specified curves.
static LegalEntityCurveGroup	LegalEntityCurveGroup.of(CurveGroupName name, Map<Pair<RepoGroup,Currency>,Curve> repoCurves, Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves) Returns a curve group containing the specified curves.
static LegalEntityCurveGroup	LegalEntityCurveGroup.of(CurveGroupName name, Map<Pair<RepoGroup,Currency>,Curve> repoCurves, Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves) Returns a curve group containing the specified curves.
static RatesCurveGroup	RatesCurveGroup.ofCurves(RatesCurveGroupDefinition curveGroupDefinition, Collection<? extends Curve> curves) Creates a curve group using a curve group definition and a list of existing curves.
LegalEntityCurveGroup.Builder	LegalEntityCurveGroup.Builder.repoCurves(Map<Pair<RepoGroup,Currency>,Curve> repoCurves) Sets the repo curves in the curve group, keyed by repo group and currency.