com.opengamma.strata.market.param

Interface ParameterizedData

All Known Subinterfaces:

Cube, Curve, NodalCube, NodalCurve, NodalSurface, Surface

All Known Implementing Classes:

AddFixedCurve, CombinedCurve, ConstantCurve, ConstantNodalCurve, ConstantSurface, DeformedSurface, HybridNodalCurve, InflationNodalCurve, InterpolatedNodalCube, InterpolatedNodalCurve, InterpolatedNodalSurface, ParallelShiftedCurve, ParameterizedFunctionalCurve

public interface ParameterizedData

An abstraction of market data in terms of a number of arbitrary double parameters.

This interface provides an abstraction over many different kinds of market data, including curves, surfaces and cubes. This abstraction allows an API to be structured in such a way that it does not directly expose the underlying data. For example, swaption volatilities might be based on a surface or a cube.

Implementations must be immutable and thread-safe.

Method Summary

Modifier and Type	Method and Description
default OptionalInt	findParameterIndex(ParameterMetadata metadata) Finds the parameter index of the specified metadata.
double	getParameter(int parameterIndex) Gets the value of the parameter at the specified index.
int	getParameterCount() Gets the number of parameters.
ParameterMetadata	getParameterMetadata(int parameterIndex) Gets the metadata of the parameter at the specified index.
ParameterizedData	withParameter(int parameterIndex, double newValue) Returns a copy of the data with the value at the specified index altered.
default ParameterizedData	withPerturbation(ParameterPerturbation perturbation) Returns a perturbed copy of the data.

Method Detail

getParameterCount

int getParameterCount()

Gets the number of parameters.

This returns the number of parameters, which can be used to create a loop to access the other methods on this interface.

Returns:

the number of parameters

getParameter

double getParameter(int parameterIndex)

Gets the value of the parameter at the specified index.

Parameters:

parameterIndex - the zero-based index of the parameter to get

Returns:

the value of the parameter

Throws:

IndexOutOfBoundsException - if the index is invalid

getParameterMetadata

ParameterMetadata getParameterMetadata(int parameterIndex)

Gets the metadata of the parameter at the specified index.

If there is no specific parameter metadata, an empty instance will be returned.

Parameters:

parameterIndex - the zero-based index of the parameter to get

Returns:

the metadata of the parameter

Throws:

IndexOutOfBoundsException - if the index is invalid

findParameterIndex

default OptionalInt findParameterIndex(ParameterMetadata metadata)

Finds the parameter index of the specified metadata.

If the parameter metadata is not matched, an empty optional will be returned.

Parameters:

metadata - the parameter metadata to find the index of

Returns:

the index of the parameter

withParameter

ParameterizedData withParameter(int parameterIndex,
                                double newValue)

Returns a copy of the data with the value at the specified index altered.

This instance is immutable and unaffected by this method call.

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

Throws:

IndexOutOfBoundsException - if the index is invalid

withPerturbation

default ParameterizedData withPerturbation(ParameterPerturbation perturbation)

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.

Parameters:

perturbation - the perturbation to apply

Returns:

a parameterized data instance based on this with the specified perturbation applied