Surface (OpenGamma Strata Market)

All Superinterfaces:

ParameterizedData

All Known Subinterfaces:

NodalSurface

All Known Implementing Classes:

ConstantSurface, DeformedSurface, InterpolatedNodalSurface
```
public interface Surface
extends ParameterizedData
```
A surface that maps a double x-value and y-value to a double z-value.
Implementations of this interface provide the ability to find a z-value on the surface from the x-value and y-value.
Each implementation will be backed by a number of parameters. The meaning of the parameters is implementation dependent. The sensitivity of the result to each of the parameters can also be obtained.

See Also:

InterpolatedNodalSurface

Method Summary

All Methods Instance Methods Abstract Methods Default Methods
Modifier and Type	Method and Description
`default CurrencyParameterSensitivity`	`createParameterSensitivity(Currency currency, DoubleArray sensitivities)` Creates a parameter sensitivity instance for this surface when the sensitivity values are known.
`default UnitParameterSensitivity`	`createParameterSensitivity(DoubleArray sensitivities)` Creates a parameter sensitivity instance for this surface when the sensitivity values are known.
`default OptionalInt`	`findParameterIndex(ParameterMetadata metadata)` Finds the parameter index of the specified metadata.
`ValueDerivatives`	`firstPartialDerivatives(double x, double y)` Computes the partial derivatives of the surface.
`SurfaceMetadata`	`getMetadata()` Gets the surface metadata.
`default SurfaceName`	`getName()` Gets the surface name.
`default ParameterMetadata`	`getParameterMetadata(int parameterIndex)` Gets the metadata of the parameter at the specified index.
`Surface`	`withMetadata(SurfaceMetadata metadata)` Returns a new surface with the specified metadata.
`Surface`	`withParameter(int parameterIndex, double newValue)` Returns a copy of the data with the value at the specified index altered.
`default Surface`	`withPerturbation(ParameterPerturbation perturbation)` Returns a perturbed copy of the data.
`double`	`zValue(double x, double y)` Computes the z-value for the specified x-value and y-value.
`default double`	`zValue(DoublesPair xyPair)` Computes the z-value for the specified pair of x-value and y-value.
`UnitParameterSensitivity`	`zValueParameterSensitivity(double x, double y)` Computes the sensitivity of the z-value with respect to the surface parameters.
`default UnitParameterSensitivity`	`zValueParameterSensitivity(DoublesPair xyPair)` Computes the sensitivity of the z-value with respect to the surface parameters.

Methods inherited from interface com.opengamma.strata.market.param.ParameterizedData
getParameter, getParameterCount

- Method Detail
  - getMetadata
```
SurfaceMetadata getMetadata()
```
    Gets the surface metadata.
    This method returns metadata about the surface and the surface parameters.
    The metadata includes an optional list of parameter metadata. If parameter metadata is present, the size of the list will match the number of parameters of this surface.
    
    Returns:
    
    the metadata
  - withMetadata
```
Surface 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.
    
    Parameters:
    
    metadata - the new metadata for the surface
    
    Returns:
    
    the new surface
  - getName
```
default SurfaceName getName()
```
    Gets the surface name.
    
    Returns:
    
    the surface name
  - getParameterMetadata
```
default ParameterMetadata getParameterMetadata(int parameterIndex)
```
    Description copied from interface: ParameterizedData
    
    Gets the metadata of the parameter at the specified index.
    If there is no specific parameter metadata, an empty instance will be returned.
    
    Specified by:
    
    getParameterMetadata in interface ParameterizedData
    
    Parameters:
    
    parameterIndex - the zero-based index of the parameter to get
    
    Returns:
    
    the metadata of the parameter
  - findParameterIndex
```
default OptionalInt findParameterIndex(ParameterMetadata metadata)
```
    Description copied from interface: ParameterizedData
    
    Finds the parameter index of the specified metadata.
    If the parameter metadata is not matched, an empty optional will be returned.
    
    Specified by:
    
    findParameterIndex in interface ParameterizedData
    
    Parameters:
    
    metadata - the parameter metadata to find the index of
    
    Returns:
    
    the index of the parameter
  - withParameter
```
Surface 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
    
    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 Surface 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
    
    Parameters:
    
    perturbation - the perturbation to apply
    
    Returns:
    
    a parameterized data instance based on this with the specified perturbation applied
  - zValue
```
double zValue(double x,
              double y)
```
    Computes the z-value for the specified x-value and y-value.
    
    Parameters:
    
    x - the x-value to find the z-value for
    
    y - the y-value to find the z-value for
    
    Returns:
    
    the value at the x/y point
  - zValue
```
default double zValue(DoublesPair xyPair)
```
    Computes the z-value for the specified pair of x-value and y-value.
    
    Parameters:
    
    xyPair - the pair of x-value and y-value to find the z-value for
    
    Returns:
    
    the value at the x/y point
  - zValueParameterSensitivity
```
UnitParameterSensitivity zValueParameterSensitivity(double x,
                                                    double y)
```
    Computes the sensitivity of the z-value with respect to the surface parameters.
    This returns an array with one element for each x-y parameter of the surface. The array contains one a sensitivity value for each parameter used to create the surface.
    
    Parameters:
    
    x - the x-value at which the parameter sensitivity is computed
    
    y - the y-value at which the parameter sensitivity is computed
    
    Returns:
    
    the sensitivity at the x/y/ point
    
    Throws:
    
    RuntimeException - if the sensitivity cannot be calculated
  - zValueParameterSensitivity
```
default UnitParameterSensitivity zValueParameterSensitivity(DoublesPair xyPair)
```
    Computes the sensitivity of the z-value with respect to the surface parameters.
    This returns an array with one element for each x-y parameter of the surface. The array contains one sensitivity value for each parameter used to create the surface.
    
    Parameters:
    
    xyPair - the pair of x-value and y-value at which the parameter sensitivity is computed
    
    Returns:
    
    the sensitivity at the x/y/ point
    
    Throws:
    
    RuntimeException - if the sensitivity cannot be calculated
  - firstPartialDerivatives
```
ValueDerivatives firstPartialDerivatives(double x,
                                         double y)
```
    Computes the partial derivatives of the surface.
    The first derivatives are dz/dx and dz/dy. The derivatives are in the following order:
    - [0] derivative with respect to x
    - [1] derivative with respect to y
    Parameters:
    
    x - the x-value at which the partial derivative is taken
    
    y - the y-value at which the partial derivative is taken
    
    Returns:
    
    the z-value and it's partial first derivatives
    
    Throws:
    
    RuntimeException - if the derivative cannot be calculated
  - createParameterSensitivity
```
default UnitParameterSensitivity createParameterSensitivity(DoubleArray sensitivities)
```
    Creates a parameter sensitivity instance for this surface when the sensitivity values are known.
    In most cases, zValueParameterSensitivity(double, double) should be used and manipulated. However, it can be useful to create a UnitParameterSensitivity from pre-computed sensitivity values.
    
    Parameters:
    
    sensitivities - the sensitivity values, which must match the parameter count of the surface
    
    Returns:
    
    the sensitivity
  - createParameterSensitivity
```
default CurrencyParameterSensitivity createParameterSensitivity(Currency currency,
                                                                DoubleArray sensitivities)
```
    Creates a parameter sensitivity instance for this surface when the sensitivity values are known.
    In most cases, zValueParameterSensitivity(double, double) should be used and manipulated. However, it can be useful to create a CurrencyParameterSensitivity from pre-computed sensitivity values.
    
    Parameters:
    
    currency - the currency
    
    sensitivities - the sensitivity values, which must match the parameter count of the surface
    
    Returns:
    
    the sensitivity

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Interface Surface

Method Summary

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

Method Detail

getMetadata

withMetadata

getName

getParameterMetadata

findParameterIndex

withParameter

withPerturbation

zValue

zValue

zValueParameterSensitivity

zValueParameterSensitivity

firstPartialDerivatives

createParameterSensitivity

createParameterSensitivity