com.opengamma.strata.market.surface

Interface NodalSurface

All Superinterfaces:

ParameterizedData, Surface

All Known Implementing Classes:

InterpolatedNodalSurface

public interface NodalSurface
extends Surface

A surface based on double nodal points.

This provides access to a surface mapping a double x-value and double y-value to a double z-value.

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

See Also:

InterpolatedNodalSurface

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 surface.
DoubleArray	getYValues() Gets the known y-values of the surface.
DoubleArray	getZValues() Gets the known z-values of the surface.
NodalSurface	withMetadata(SurfaceMetadata metadata) Returns a new surface with the specified metadata.
NodalSurface	withParameter(int parameterIndex, double newValue) Returns a copy of the data with the value at the specified index altered.
default NodalSurface	withPerturbation(ParameterPerturbation perturbation) Returns a perturbed copy of the data.
NodalSurface	withZValues(DoubleArray values) Returns a new surface with the specified values.

Methods inherited from interface com.opengamma.strata.market.surface.Surface

createParameterSensitivity, createParameterSensitivity, findParameterIndex, firstPartialDerivatives, getMetadata, getName, zValue, zValue, zValueParameterSensitivity, zValueParameterSensitivity

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

getParameter, getParameterCount

Method Detail

withMetadata

NodalSurface withMetadata(SurfaceMetadata metadata)

Returns a new surface with the specified metadata.

This allows the metadata of the surface 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 surface.

Specified by:

withMetadata in interface Surface

Parameters:

metadata - the new metadata for the surface

Returns:

the new surface

getParameterMetadata

default ParameterMetadata getParameterMetadata(int parameterIndex)

Gets the metadata of the parameter at the specified index.

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

Specified by:

getParameterMetadata in interface ParameterizedData

Specified by:

getParameterMetadata in interface Surface

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 surface.

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

Returns:

the x-values

getYValues

DoubleArray getYValues()

Gets the known y-values of the surface.

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

Returns:

the y-values

getZValues

DoubleArray getZValues()

Gets the known z-values of the surface.

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

Returns:

the z-values

withZValues

NodalSurface withZValues(DoubleArray values)

Returns a new surface with the specified values.

This allows the z-values of the surface to be changed while retaining the same x-values and y-values.

Parameters:

values - the new y-values for the surface

Returns:

the new surface

withParameter

NodalSurface 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 ParameterizedData

Specified by:

withParameter in interface Surface

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 NodalSurface 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 ParameterizedData

Specified by:

withPerturbation in interface Surface

Parameters:

perturbation - the perturbation to apply

Returns:

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