| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
NodalCurveDefinition
Provides the definition of how to calibrate a nodal curve.
|
| Modifier and Type | Class and Description |
|---|---|
class |
InterpolatedNodalCurveDefinition
Provides the definition of how to calibrate an interpolated nodal curve.
|
class |
ParameterizedFunctionalCurveDefinition
Provides the definition of how to calibrate a parameterized functional curve.
|
| Modifier and Type | Method and Description |
|---|---|
CurveDefinition |
CurveDefinition.filtered(LocalDate valuationDate,
ReferenceData refData)
Returns a filtered version of this definition with no invalid nodes.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<ImmutableList<CurveDefinition>> |
RatesCurveGroupDefinition.Meta.curveDefinitions()
The meta-property for the
curveDefinitions property. |
Optional<CurveDefinition> |
RatesCurveGroupDefinition.findCurveDefinition(CurveName curveName)
Finds the definition for the curve with the specified name.
|
ImmutableList<CurveDefinition> |
RatesCurveGroupDefinition.getCurveDefinitions()
Gets definitions which specify how the curves are calibrated.
|
| Modifier and Type | Method and Description |
|---|---|
RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addCurve(CurveDefinition curveDefinition,
Currency currency,
RateIndex index,
RateIndex... otherIndices)
Adds the definition of a curve to the curve group definition which is used to provide
discount rates and forward rates.
|
RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addDiscountCurve(CurveDefinition curveDefinition,
Currency currency,
Currency... otherCurrencies)
Adds the definition of a discount curve to the curve group definition.
|
RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addForwardCurve(CurveDefinition curveDefinition,
Index index,
Index... otherIndices)
Adds the definition of a forward curve to the curve group definition.
|
| Modifier and Type | Method and Description |
|---|---|
static RatesCurveGroupDefinition |
RatesCurveGroupDefinition.of(CurveGroupName name,
Collection<RatesCurveGroupEntry> entries,
Collection<CurveDefinition> curveDefinitions)
Returns a curve group definition with the specified name and containing the specified entries.
|
static RatesCurveGroupDefinition |
RatesCurveGroupDefinition.of(CurveGroupName name,
Collection<RatesCurveGroupEntry> entries,
Collection<CurveDefinition> curveDefinitions,
Map<CurveName,SeasonalityDefinition> seasonalityDefinitions)
Returns a curve group definition with the specified name and containing the specified entries and seasonality.
|
RatesCurveGroupDefinition |
RatesCurveGroupDefinition.withCurveDefinitions(List<CurveDefinition> curveDefinitions)
Returns a copy of this object containing the specified curve definitions.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.