A B C D E F G H I J L M N O P Q R S T U V W X Y Z

A

absolute(double...) - Static method in class com.opengamma.strata.market.curve.CurveParallelShifts

Creates a shift that adds a fixed amount to the value at every node in the curve.

absolute(Curve, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

Returns a curve based on an underlying curve with a fixed amount added to the Y values.

AbstractBoundCurveInterpolator - Class in com.opengamma.strata.market.curve.interpolator

Abstract interpolator implementation.

AbstractBoundCurveInterpolator(DoubleArray, DoubleArray) - Constructor for class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Creates an instance.

AbstractBoundCurveInterpolator(AbstractBoundCurveInterpolator, BoundCurveExtrapolator, BoundCurveExtrapolator) - Constructor for class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Creates an instance.

ACCRUAL_DAY_COUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The day count used to calculate the year fraction.

ACCRUAL_DAYS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The number of accrual days between the start and end dates.

ACCRUAL_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of accrual periods.

ACCRUAL_YEAR_FRACTION - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The year fraction between the start and end dates.

action() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

The meta-property for the action property.

add(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Adds sensitivities to the builder.

add(List<CurrencyParameterSensitivity>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Adds sensitivities to the builder.

add(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Adds a sensitivity to the builder.

add(MarketDataName<?>, Currency, ParameterMetadata, double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Adds a single sensitivity to the builder.

add(CurveSensitivities) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder

Adds another set of sensitivities to the builder.

add(CurveSensitivitiesType, CurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder

Adds sensitivities to the builder.

add(CurveSensitivitiesType, CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder

Adds a sensitivity to the builder.

add(CurveSensitivitiesType, CurveName, Currency, ParameterMetadata, double) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder

Adds a single sensitivity to the builder.

add(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Adds a point sensitivity, mutating the internal list.

addAll(List<PointSensitivity>) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Adds a list of point sensitivities, mutating the internal list.

addAll(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Merges the list of point sensitivities from another instance, mutating the internal list.

addCurve(CurveDefinition, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Adds the definition of a curve to the curve group definition which is used to provide discount rates and forward rates.

addCurve(CurveName, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Adds a curve to the curve group definition which is used to provide discount rates and forward rates.

addDiscountCurve(CurveDefinition, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Adds the definition of a discount curve to the curve group definition.

addDiscountCurve(CurveName, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Adds the definition of a discount curve to the curve group definition.

AddFixedCurve - Class in com.opengamma.strata.market.curve

A curve formed from two curves, the fixed curve and the spread curve.

AddFixedCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for AddFixedCurve.

addForwardCurve(CurveDefinition, Index, Index...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Adds the definition of a forward curve to the curve group definition.

addForwardCurve(CurveName, Index, Index...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Adds the definition of a forward curve to the curve group definition.

addInfo(CubeInfoType<T>, T) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadataBuilder

Adds a single piece of additional information.

addInfo(CurveInfoType<T>, T) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Adds a single piece of additional information.

addInfo(SurfaceInfoType<T>, T) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Adds a single piece of additional information.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

Sets the additional spread added to the fixed rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the additional spread added to the price.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the additional spread added to the market quote.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

Sets the additional spread added to the price.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the additional spread added to the market quote.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the additional spread added to the market quote.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Builder

Sets the additional spread added to the market quote.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Meta

The meta-property for the additionalSpread property.

addListEntry(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Adds a list entry using a consumer callback function.

addListEntryWithIndex(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Adds a list entry using a consumer callback function, including the list index.

addSeasonality(CurveName, SeasonalityDefinition) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Adds a seasonality to the curve group definition.

addShift(int, Object, double) - Method in class com.opengamma.strata.market.param.PointShiftsBuilder

Adds a shift for a parameter to the builder.

addShifts(int, Map<?, Double>) - Method in class com.opengamma.strata.market.param.PointShiftsBuilder

Adds multiple shifts to the builder.

adjustmentType() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

The meta-property for the adjustmentType property.

adjustmentType() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

The meta-property for the adjustmentType property.

amount(CurrencyAmount) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets the amount associated with the leg.

amount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the amount property.

amounts() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

The meta-property for the amounts property.

applyShift(double, double) - Method in enum com.opengamma.strata.market.ShiftType

Applies the shift to the value using appropriate logic for the shift type.

applyTo(MarketDataBox<Curve>, ReferenceData) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

applyTo(MarketDataBox<FxRate>, ReferenceData) - Method in class com.opengamma.strata.market.FxRateShifts

applyTo(MarketDataBox<Double>, ReferenceData) - Method in class com.opengamma.strata.market.GenericDoubleShifts

applyTo(MarketDataBox<ParameterizedData>, ReferenceData) - Method in class com.opengamma.strata.market.param.PointShifts

B

baseCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

The meta-property for the baseCurve property.

beanType() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

beanType() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

beanType() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

beanType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

beanType() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Meta

beanType() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator.Meta

beanType() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

beanType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

beanType() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

beanType() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

beanType() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

beanType() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

beanType() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

beanType() - Method in class com.opengamma.strata.market.FxRateShifts.Meta

beanType() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

beanType() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

beanType() - Method in class com.opengamma.strata.market.observable.Quote.Meta

beanType() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta

beanType() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta

beanType() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

beanType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

beanType() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

beanType() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

beanType() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

beanType() - Method in class com.opengamma.strata.market.param.PointShifts.Meta

beanType() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

beanType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

beanType() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

beanType() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

beanType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

bind(DoubleArray, DoubleArray, DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.cube.interpolator.CubeInterpolator

Binds this interpolator to a cube.

bind(DoubleArray, DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

bind(BoundCurveExtrapolator, BoundCurveExtrapolator) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator

Binds this interpolator to the specified extrapolators.

bind(DoubleArray, DoubleArray, BoundCurveInterpolator) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator

Binds this extrapolator to a curve.

bind(DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator

Binds this interpolator to a curve where no extrapolation is permitted.

bind(DoubleArray, DoubleArray, CurveExtrapolator, CurveExtrapolator) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator

Binds this interpolator to a curve specifying the extrapolators to use.

bind(DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

bind(DoubleArray, DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.surface.interpolator.SurfaceInterpolator

Binds this interpolator to a surface.

bindTimeSeries(LocalDate, Map<Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a definition that is bound to a time-series.

BLACK_VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a Black model implied volatility - 'BlackVolatility'.

blackVolatilityByExpiry(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing Black volatility by expiry.

blackVolatilityByExpiry(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing Black volatility by expiry.

blackVolatilityByExpiry(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing Black volatility by expiry.

blackVolatilityByExpiryLogMoneyness(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-log moneyness volatility.

blackVolatilityByExpiryLogMoneyness(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-log moneyness volatility.

blackVolatilityByExpiryStrike(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-strike volatility.

blackVolatilityByExpiryStrike(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-strike volatility.

blackVolatilityByExpiryTenor(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-tenor volatility.

blackVolatilityByExpiryTenor(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Black expiry-tenor volatility.

BoundCubeInterpolator - Interface in com.opengamma.strata.market.cube.interpolator

A cube interpolator that has been bound to a specific cube.

BoundCurveExtrapolator - Interface in com.opengamma.strata.market.curve.interpolator

A curve extrapolator that has been bound to a specific curve.

BoundCurveInterpolator - Interface in com.opengamma.strata.market.curve.interpolator

A curve interpolator that has been bound to a specific curve.

BoundSurfaceInterpolator - Interface in com.opengamma.strata.market.surface.interpolator

A surface interpolator that has been bound to a specific surface.

build() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

build() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadataBuilder

Builds the metadata instance.

build() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Builder

build() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

build() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Builds the metadata instance.

build() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

build() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

build() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

build() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Builds the definition of the curve group from the data in this object.

build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

build() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

build() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

build() - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Builds the map.

build() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Builds the sensitivity from the provided data.

build() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

build() - Method in class com.opengamma.strata.market.param.PointShiftsBuilder

Returns an instance of PointShifts built from the data in this builder.

build() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder

build() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder

Builds the sensitivity from the provided data.

build() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

build() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Builds the resulting point sensitivity.

build() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Builds the metadata instance.

build() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

build() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

builder() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

builder() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

builder() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

builder() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

builder() - Static method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata.Meta

builder() - Static method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Meta

builder() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator.Meta

builder() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

builder() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

builder() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

builder() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

builder() - Static method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

builder() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

builder() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

builder() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

builder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

builder() - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Meta

builder() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a mutable builder for building the definition for a curve group.

builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveInputs

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

builder() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

builder() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

builder() - Static method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.explain.ExplainMap

Returns a builder for creating the map.

builder() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

builder() - Method in class com.opengamma.strata.market.FxRateShifts.Meta

builder() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

builder() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

builder() - Method in class com.opengamma.strata.market.observable.Quote.Meta

builder() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta

builder() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta

builder() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

builder() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

builder() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

builder() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

builder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

builder() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Returns a builder that can be used to create an instance of CurrencyParameterSensitivities.

builder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta

builder() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

builder(ShiftType) - Static method in class com.opengamma.strata.market.param.PointShifts

Returns a new mutable builder for building instances of ParameterizedDataPointShifts.

builder() - Method in class com.opengamma.strata.market.param.PointShifts.Meta

builder() - Static method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata.Meta

builder() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

builder(PortfolioItemInfo) - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Returns a builder that can be used to create an instance of CurveSensitivities.

builder() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

builder() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

builder() - Static method in class com.opengamma.strata.market.surface.DeformedSurface

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

builder() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

builder() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

builder() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

buildInto(MutablePointSensitivities) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Builds the point sensitivity, adding to the specified mutable instance.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

Sets the business day adjustment to apply to the start and end date.

businessDayAdjustment() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

Sets the business day adjustment to apply to the start date, end date and accrual schedule.

businessDayAdjustment() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

The meta-property for the businessDayAdjustment property.

C

calculate(Supplier<LocalDate>, Supplier<LocalDate>) - Method in class com.opengamma.strata.market.curve.CurveNodeDate

Calculates the appropriate date for the node.

CashFlow - Class in com.opengamma.strata.market.amount

A single cash flow of a currency amount on a specific date.

CashFlow.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for CashFlow.

CashFlows - Class in com.opengamma.strata.market.amount

A collection of cash flows.

cashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

The meta-property for the cashFlows property.

CashFlows.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for CashFlows.

CDS_INDEX_FACTOR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the index factor.

cdsIndexId(StandardId) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the CDS index identifier.

cdsIndexId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

The meta-property for the cdsIndexId property.

CdsIndexIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve.node

An ISDA compliant curve node whose instrument is a CDS index.

CdsIndexIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for CdsIndexIsdaCreditCurveNode.

CdsIndexIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for CdsIndexIsdaCreditCurveNode.

CdsIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve.node

An ISDA compliant curve node whose instrument is a credit default swap.

CdsIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for CdsIsdaCreditCurveNode.

CdsIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for CdsIsdaCreditCurveNode.

checkEquals(ValueType, String) - Method in class com.opengamma.strata.market.ValueType

Checks that this instance equals the specified instance.

clearParameterMetadata() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadataBuilder

Clears the parameter-level metadata.

clearParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Clears the parameter-level metadata.

clearParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Clears the parameter-level metadata.

cloned() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

cloned() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Clones the point sensitivity builder.

closeListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Closes the currently open list.

com.opengamma.strata.market - package com.opengamma.strata.market

Data structures for market data.

com.opengamma.strata.market.amount - package com.opengamma.strata.market.amount

Defines representations of amounts typically used as result types.

com.opengamma.strata.market.cube - package com.opengamma.strata.market.cube

com.opengamma.strata.market.cube.interpolator - package com.opengamma.strata.market.cube.interpolator

com.opengamma.strata.market.curve - package com.opengamma.strata.market.curve

Definitions of curves.

com.opengamma.strata.market.curve.interpolator - package com.opengamma.strata.market.curve.interpolator

Interpolators for interpolating in one and two dimensions.

com.opengamma.strata.market.curve.node - package com.opengamma.strata.market.curve.node

Curve nodes.

com.opengamma.strata.market.explain - package com.opengamma.strata.market.explain

Support for explaining results.

com.opengamma.strata.market.model - package com.opengamma.strata.market.model

Market data related to pricing models.

com.opengamma.strata.market.observable - package com.opengamma.strata.market.observable

Market data for quotes.

com.opengamma.strata.market.option - package com.opengamma.strata.market.option

Entity objects for options.

com.opengamma.strata.market.param - package com.opengamma.strata.market.param

Market data based on parameters.

com.opengamma.strata.market.sensitivity - package com.opengamma.strata.market.sensitivity

Entity objects for sensitivities.

com.opengamma.strata.market.surface - package com.opengamma.strata.market.surface

Definitions of surfaces.

com.opengamma.strata.market.surface.interpolator - package com.opengamma.strata.market.surface.interpolator

Interpolators for surfaces.

combine(MarketDataName<?>, CurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Combines two or more instances to form a single sensitivity instance.

combine(MarketDataName<?>, UnitParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Combines two or more instances to form a single sensitivity instance.

COMBINED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The combined rate, including weighting.

CombinedCurve - Class in com.opengamma.strata.market.curve

A curve formed from two curves, the base curve and the spread curve.

CombinedCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CombinedCurve.

combinedWith(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlows

Combines this cash flows instance with another cash flow.

combinedWith(CashFlows) - Method in class com.opengamma.strata.market.amount.CashFlows

Combines this cash flows instance with another one.

combinedWith(RatesCurveGroupDefinition) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Combines this definition with another one.

combinedWith(CrossGammaParameterSensitivity) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(CrossGammaParameterSensitivities) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(UnitParameterSensitivities) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(PointSensitivityBuilder) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

combinedWith(PointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Combines this point sensitivities with another instance.

combinedWith(PointSensitivityBuilder) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Combines this sensitivity with another instance.

compareKey(CrossGammaParameterSensitivity) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Compares the key of two sensitivity objects, excluding the parameter sensitivity values.

compareKey(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Compares the key of two sensitivity objects, excluding the parameter sensitivity values.

compareKey(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Compares the key of two sensitivity objects, excluding the parameter sensitivity values.

compareKey(PointSensitivity) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Compares the key of two sensitivities, excluding the point sensitivity value.

compareTo(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlow

Compares this cash flow to another, first by date, then value.

COMPLETED - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The flag to indicate that the period has completed.

COMPOUNDING - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The method of compounding.

COMPOUNDING_PER_YEAR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the number of compounding per year, as an Integer.

compoundingPerYear(Integer) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the compounding per year, optional.

compoundingPerYear() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the compoundingPerYear property.

computeJacobian() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the computeJacobian property.

computeJacobian() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

The meta-property for the computeJacobian property.

computeJacobian(boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Sets the 'compute Jacobian' flag of the curve group definition.

computePvSensitivityToMarketQuote() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

The meta-property for the computePvSensitivityToMarketQuote property.

computePvSensitivityToMarketQuote(boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Sets the 'compute PV sensitivity to market quote' flag of the curve group definition.

computeShift(double, double) - Method in enum com.opengamma.strata.market.ShiftType

Computes the shift amount using appropriate logic for the shift type.

ConstantCurve - Class in com.opengamma.strata.market.curve

A curve based on a single constant value.

ConstantCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for ConstantCurve.

ConstantNodalCurve - Class in com.opengamma.strata.market.curve

A curve based on a single constant value.

ConstantNodalCurve.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for ConstantNodalCurve.

ConstantNodalCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for ConstantNodalCurve.

ConstantSurface - Class in com.opengamma.strata.market.surface

A surface based on a single constant value.

ConstantSurface.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for ConstantSurface.

containsCurve(CurveName) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Checks if this info contains the specified curve.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlow

Converts this cash flow to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlows

Converts this collection of cash flows to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.LegAmounts

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.SwapLegAmount

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.explain.ExplainMap

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Converts the sensitivities in this instance to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Converts this sensitivity to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Converts the sensitivities in this instance to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Converts this sensitivity to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Converts the sensitivities in this instance to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Converts this instance to an equivalent amount in the specified currency.

CONVEXITY_ADJUSTED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The convexity adjusted rate.

CORRELATION - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a correlation - 'CORRELATION'.

correlationByExpiry(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing correlation by expiry.

correlationByExpiry(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing correlation by expiry.

correlationByExpiry(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing correlation by expiry.

createGroupId(ObservableSource) - Method in interface com.opengamma.strata.market.curve.CurveGroupDefinition

Creates an identifier that can be used to resolve this definition.

createGroupId(ObservableSource) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

createParameterSensitivity(DoubleArray) - Method in interface com.opengamma.strata.market.cube.Cube

Creates a parameter sensitivity instance for this cube when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.market.cube.Cube

Creates a parameter sensitivity instance for this cube when the sensitivity values are known.

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.CombinedCurve

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.CombinedCurve

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

createParameterSensitivity(DoubleArray) - Method in interface com.opengamma.strata.market.curve.Curve

Creates a parameter sensitivity instance for this curve when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.market.curve.Curve

Creates a parameter sensitivity instance for this curve when the sensitivity values are known.

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

createParameterSensitivity(DoubleArray) - Method in interface com.opengamma.strata.market.surface.Surface

Creates a parameter sensitivity instance for this surface when the sensitivity values are known.

createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.market.surface.Surface

Creates a parameter sensitivity instance for this surface when the sensitivity values are known.

createScenarioValue(MarketDataBox<Double>, int) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

CrossGammaParameterSensitivities - Class in com.opengamma.strata.market.param

The second order parameter sensitivity for parameterized market data.

CrossGammaParameterSensitivities.Meta - Class in com.opengamma.strata.market.param

The meta-bean for CrossGammaParameterSensitivities.

CrossGammaParameterSensitivity - Class in com.opengamma.strata.market.param

The second order parameter sensitivity for parameterized market data.

CrossGammaParameterSensitivity.Meta - Class in com.opengamma.strata.market.param

The meta-bean for CrossGammaParameterSensitivity.

Cube - Interface in com.opengamma.strata.market.cube

A cube that maps a double x-value, y-value, z-value to a double w-value.

CubeInfoType<T> - Class in com.opengamma.strata.market.cube

The type that provides meaning to additional cube information.

CubeInterpolator - Interface in com.opengamma.strata.market.cube.interpolator

Interface for interpolators that interpolate a cube.

CubeMetadata - Interface in com.opengamma.strata.market.cube

Metadata about a cube and cube parameters.

CubeName - Class in com.opengamma.strata.market.cube

The name of a cube.

cubeName() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata.Meta

The meta-property for the cubeName property.

cubeName(String) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadataBuilder

Sets the cube name.

cubeName(CubeName) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadataBuilder

Sets the cube name.

Cubes - Class in com.opengamma.strata.market.cube

Helper for creating common types of cubes.

currency(Currency) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets the currency of the leg.

currency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

Sets the currency of the sensitivity.

currency() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

The meta-property for the currency property.

currencyPair() - Method in class com.opengamma.strata.market.FxRateShifts.Meta

The meta-property for the currencyPair property.

CurrencyParameterSensitivities - Class in com.opengamma.strata.market.param

Currency-based parameter sensitivity for parameterized market data, such as curves.

CurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.param

The meta-bean for CurrencyParameterSensitivities.

CurrencyParameterSensitivitiesBuilder - Class in com.opengamma.strata.market.param

Builder for CurrencyParameterSensitivities.

CurrencyParameterSensitivity - Class in com.opengamma.strata.market.param

Currency-based parameter sensitivity for parameterized market data, such as a curve.

CurrencyParameterSensitivity.Builder - Class in com.opengamma.strata.market.param

The bean-builder for CurrencyParameterSensitivity.

CurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.param

The meta-bean for CurrencyParameterSensitivity.

Curve - Interface in com.opengamma.strata.market.curve

A curve that maps a double x-value to a double y-value.

curve(LocalDate, CurveMetadata, DoubleArray) - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Creates the curve from an array of parameter values.

curve(LocalDate, CurveMetadata, DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

curve(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Creates the ISDA compliant curve.

curve(LocalDate, CurveMetadata, DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

curve(LocalDate, CurveMetadata, DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

CurveDefinition - Interface in com.opengamma.strata.market.curve

Provides the definition of how to calibrate a curve.

curveDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

The meta-property for the curveDefinitions property.

CurveExtrapolator - Interface in com.opengamma.strata.market.curve.interpolator

Interface for extrapolators which extrapolate beyond the ends of a curve.

CurveExtrapolators - Class in com.opengamma.strata.market.curve.interpolator

The standard set of curve extrapolators.

CurveGroup - Interface in com.opengamma.strata.market.curve

A group of curves.

CurveGroupDefinition - Interface in com.opengamma.strata.market.curve

The definition of how to calibrate a group of curves.

CurveGroupName - Class in com.opengamma.strata.market.curve

The name of a curve group.

CurveId - Class in com.opengamma.strata.market.curve

An identifier used to access a curve by name.

CurveInfoType<T> - Class in com.opengamma.strata.market.curve

The type that provides meaning to additional curve information.

CurveInterpolator - Interface in com.opengamma.strata.market.curve.interpolator

Interface for interpolators that interpolate between points on a curve.

CurveInterpolators - Class in com.opengamma.strata.market.curve.interpolator

The standard set of curve interpolators.

CurveMetadata - Interface in com.opengamma.strata.market.curve

Metadata about a curve and curve parameters.

curveMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

Sets the metadata for the curve.

curveMetadata() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

The meta-property for the curveMetadata property.

CurveName - Class in com.opengamma.strata.market.curve

The name of a curve.

curveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the curveName property.

curveName(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the curve name.

curveName(CurveName) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the curve name.

curveName(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

Sets the curve name.

curveName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

The meta-property for the curveName property.

CurveNode - Interface in com.opengamma.strata.market.curve

A node in the configuration specifying how to calibrate a curve.

CurveNodeClashAction - Enum in com.opengamma.strata.market.curve

The action to perform when the dates of two curve nodes clash.

CurveNodeDate - Class in com.opengamma.strata.market.curve

The date of the curve node.

CurveNodeDate.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveNodeDate.

CurveNodeDateOrder - Class in com.opengamma.strata.market.curve

The date order rules to apply to a pair of curve nodes.

CurveNodeDateOrder.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveNodeDateOrder.

CurveNodeDateType - Enum in com.opengamma.strata.market.curve

The types of curve node date.

curveNodes() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the curveNodes property.

CurveParallelShifts - Class in com.opengamma.strata.market.curve

Perturbation which applies a parallel shift to a curve.

CurveParallelShifts.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveParallelShifts.

CurveParameterSize - Class in com.opengamma.strata.market.curve

The curve name and number of parameters.

CurveParameterSize.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveParameterSize.

Curves - Class in com.opengamma.strata.market.curve

Helper for creating common types of curves.

CurveSensitivities - Class in com.opengamma.strata.market.sensitivity

Sensitivity to a set of curves, used to pass risk into calculations.

CurveSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for CurveSensitivities.

CurveSensitivitiesBuilder - Class in com.opengamma.strata.market.sensitivity

Builder for CurveSensitivities.

CurveSensitivitiesType - Class in com.opengamma.strata.market.sensitivity

The type of curve sensitivities.

curveValuationDate() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the curveValuationDate property.

D

date(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode

Calculates the date associated with the node.

date() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

The meta-property for the date property.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

date(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode

Calculates the date associated with the node.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

date() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

date() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

date() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

date() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

date() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

date() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

date() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

date() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

date() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

date() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

date() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

date() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

date() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

date() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Meta

The meta-property for the date property.

date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

date() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

The meta-property for the date property.

DatedParameterMetadata - Interface in com.opengamma.strata.market.param

Parameter metadata that specifies a date.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the dateOrder property.

dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Builder

Sets the date order rules, used to ensure that the dates in the curve are in order.

dateOrder() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Meta

The meta-property for the dateOrder property.

DAY_COUNT - Static variable in class com.opengamma.strata.market.cube.CubeInfoType

Key used to access information about the DayCount.

DAY_COUNT - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the DayCount.

DAY_COUNT - Static variable in class com.opengamma.strata.market.surface.SurfaceInfoType

Key used to access information about the DayCount.

dayCount(DayCount) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadataBuilder

Sets the day count.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the day count.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the day count, optional.

dayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the day count, optional.

dayCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

Sets the day count convention applicable.

dayCount() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the day count.

DAYS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The actual number of days between the start and end dates.

DEFAULT - Static variable in class com.opengamma.strata.market.curve.CurveNodeDateOrder

The default instance, that throws an exception if the node is on the same date or before another node.

DefaultCubeMetadata - Class in com.opengamma.strata.market.cube

Default metadata for a cube.

DefaultCubeMetadata.Meta - Class in com.opengamma.strata.market.cube

The meta-bean for DefaultCubeMetadata.

DefaultCubeMetadataBuilder - Class in com.opengamma.strata.market.cube

Builder for cube metadata.

DefaultCurveMetadata - Class in com.opengamma.strata.market.curve

Default metadata for a curve.

DefaultCurveMetadata.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for DefaultCurveMetadata.

DefaultCurveMetadataBuilder - Class in com.opengamma.strata.market.curve

Builder for curve metadata.

defaulted() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

The meta-property for the defaulted property.

DefaultSurfaceMetadata - Class in com.opengamma.strata.market.surface

Default metadata for a surface.

DefaultSurfaceMetadata.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for DefaultSurfaceMetadata.

DefaultSurfaceMetadataBuilder - Class in com.opengamma.strata.market.surface

Builder for surface metadata.

deformationFunction(Function<DoublesPair, ValueDerivatives>) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

Sets the deformation function.

deformationFunction() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

The meta-property for the deformationFunction property.

DeformedSurface - Class in com.opengamma.strata.market.surface

The deformed surface.

DeformedSurface.Builder - Class in com.opengamma.strata.market.surface

The bean-builder for DeformedSurface.

DeformedSurface.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for DeformedSurface.

DELTA - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a strike based on absolute delta.

DeltaStrike - Class in com.opengamma.strata.market.option

A strike based on absolute delta.

DeltaStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for DeltaStrike.

DepositIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve

An ISDA compliant curve node whose instrument is a term deposit.

DepositIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for DepositIsdaCreditCurveNode.

DepositIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for DepositIsdaCreditCurveNode.

derivativeFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

Sets the derivative function.

derivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

The meta-property for the derivativeFunction property.

derivativeFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the derivative function.

derivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the derivativeFunction property.

diagonal() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Returns the diagonal part of the sensitivity values.

diagonal() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Returns the diagonal part of the sensitivity as CurrencyParameterSensitivity.

DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The discount factor, typically derived from a curve.

DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a discount factor - 'DiscountFactor'.

DISCOUNT_FACTOR_LINEAR_RIGHT_ZERO_RATE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Discount factor linear right extrapolator for zeor rates.

DISCOUNT_FACTOR_QUADRATIC_LEFT_ZERO_RATE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Discount factor quadratic left extrapolator for zero rates.

discountCurrencies(Set<Currency>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

Sets the currencies for which the curve provides discount rates.

discountCurrencies(Currency...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

Sets the discountCurrencies property in the builder from an array of objects.

discountCurrencies() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

The meta-property for the discountCurrencies property.

discountCurves(Map<Currency, Curve>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

Sets the discount curves in the group, keyed by currency.

discountCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

The meta-property for the discountCurves property.

discountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the discountFactor property.

discountFactors(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing discount factors.

discountFactors(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing discount factors.

discountFactors(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing discount factors.

DIVIDEND_YIELD - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a dividend yield - 'DividendYield'.

doFirstDerivative(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Method for subclasses to calculate the first derivative.

doInterpolate(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Method for subclasses to calculate the interpolated value.

doInterpolateFromExtrapolator(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Method for InterpolatorCurveExtrapolator to calculate the interpolated value.

doParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Method for subclasses to calculate parameter sensitivity.

DOUBLE_QUADRATIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Double quadratic interpolator.

E

empty() - Static method in class com.opengamma.strata.market.explain.ExplainMap

Creates an instance with no entries.

empty() - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

An empty sensitivity instance.

empty() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

An empty sensitivity instance.

empty() - Static method in interface com.opengamma.strata.market.param.ParameterMetadata

Gets an empty metadata instance.

empty() - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities

An empty sensitivity instance.

empty() - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Obtains an empty instance.

empty() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

An empty sensitivity instance.

END - Static variable in class com.opengamma.strata.market.curve.CurveNodeDate

An instance defining the curve node date as the end date of the trade.

END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual end date, adjusted to be a valid business day if necessary.

entries() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

The meta-property for the entries property.

ENTRY_INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The index of this entry within the parent.

ENTRY_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The type of this entry.

equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlow

equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlows

equals(Object) - Method in class com.opengamma.strata.market.amount.LegAmounts

equals(Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount

equals(Object) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

equals(Object) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

equals(Object) - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

equals(Object) - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.CombinedCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.ConstantCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveId

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveNodeDate

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveParameterSize

equals(Object) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

equals(Object) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

equals(Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

equals(Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

equals(Object) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

equals(Object) - Method in class com.opengamma.strata.market.explain.ExplainMap

equals(Object) - Method in class com.opengamma.strata.market.FxRateShifts

equals(Object) - Method in class com.opengamma.strata.market.GenericDoubleShifts

equals(Object) - Method in class com.opengamma.strata.market.observable.IndexQuoteId

equals(Object) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation

equals(Object) - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId

equals(Object) - Method in class com.opengamma.strata.market.observable.Quote

equals(Object) - Method in class com.opengamma.strata.market.observable.QuoteId

equals(Object) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

equals(Object) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

equals(Object) - Method in class com.opengamma.strata.market.option.DeltaStrike

equals(Object) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

equals(Object) - Method in class com.opengamma.strata.market.option.MoneynessStrike

equals(Object) - Method in class com.opengamma.strata.market.option.SimpleStrike

equals(Object) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

equals(Object) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

equals(Object) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

equals(Object) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

equals(Object) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.ParameterSize

equals(Object) - Method in class com.opengamma.strata.market.param.PointShifts

equals(Object) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

equals(Object) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

equals(Object) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

equals(Object) - Method in class com.opengamma.strata.market.surface.ConstantSurface

equals(Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

equals(Object) - Method in class com.opengamma.strata.market.surface.DeformedSurface

equals(Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

equals(Object) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

equals(Object) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

equalWithTolerance(CrossGammaParameterSensitivities, double) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalWithTolerance(CurrencyParameterSensitivities, double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalWithTolerance(UnitParameterSensitivities, double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalWithTolerance(PointSensitivities, double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Checks if this sensitivity equals another within the specified tolerance.

EXCEPTION - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Extrapolator that throws an exception if extrapolation is attempted.

expiryTenor() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

The meta-property for the expiryTenor property.

expiryTenor() - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata.Meta

The meta-property for the expiryTenor property.

ExplainKey<T> - Class in com.opengamma.strata.market.explain

A key for the map of explanatory values.

ExplainMap - Class in com.opengamma.strata.market.explain

A map of explanatory values.

ExplainMap.Meta - Class in com.opengamma.strata.market.explain

The meta-bean for ExplainMap.

ExplainMapBuilder - Class in com.opengamma.strata.market.explain

A builder for the map of explanatory values.

explanationString() - Method in class com.opengamma.strata.market.explain.ExplainMap

Gets the explanation as a string.

EXPONENTIAL - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Exponential extrapolator.

extendedEnum() - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator

Gets the extended enum helper.

extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the extrapolator for x-values on the left, defaulted to 'Flat".

extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the extrapolatorLeft property.

extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the extrapolator used to find points to the left of the leftmost point on the curve.

extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the extrapolatorLeft property.

extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the extrapolator for x-values on the right, defaulted to 'Flat".

extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the extrapolatorRight property.

extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the extrapolator used to find points to the right of the rightmost point on the curve.

extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the extrapolatorRight property.

F

farForwardPointsId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the identifier of the market data value which provides the FX forward points.

farForwardPointsId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the farForwardPointsId property.

filtered(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Returns a filtered version of this definition with no invalid nodes.

filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

filtered(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a filtered version of this definition with no invalid nodes.

filterSensitivity(DoublePredicate) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Filters the sensitivity values.

findCurve(CurveName) - Method in interface com.opengamma.strata.market.curve.CurveGroup

Finds the curve with the specified name.

findCurve(CurveName) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Finds the curve with the specified name.

findCurve(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Finds the curve with the specified name.

findCurveDefinition(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Finds the definition for the curve with the specified name.

findData(MarketDataName<T>) - Method in interface com.opengamma.strata.market.MarketDataView

Finds the market data with the specified name.

findDiscountCurve(Currency) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Finds the discount curve for the currency if there is one in the group.

findDiscountCurveName(Currency) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Finds the discount curve name for the specified currency.

findEntry(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Finds the entry for the curve with the specified name.

findForwardCurve(Index) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Finds the forward curve for the index if there is one in the group.

findForwardCurveName(Index) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Finds the forward curve name for the specified index.

findForwardCurveNames(FloatingRateName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Finds the forward curve names for the specified floating rate name.

findInfo(CubeInfoType<T>) - Method in interface com.opengamma.strata.market.cube.CubeMetadata

Finds cube information of a specific type.

findInfo(CubeInfoType<T>) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

findInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Finds curve information of a specific type.

findInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

findInfo(SurfaceInfoType<T>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

findInfo(SurfaceInfoType<T>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Finds surface information of a specific type.

findIssuerCurve(LegalEntityGroup, Currency) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Finds the issuer curve for the legal entity group and currency if there is one in the group.

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.cube.Cube

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.cube.CubeMetadata

Finds the parameter index of the specified metadata.

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.curve.Curve

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Finds the parameter index of the specified metadata.

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.param.ParameterizedData

Finds the parameter index of the specified metadata.

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.surface.Surface

findParameterIndex(ParameterMetadata) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Finds the parameter index of the specified metadata.

findRepoCurve(RepoGroup, Currency) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Finds the repo curve for the repo group and currency if there is one in the group.

findSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Finds a single sensitivity instance by name and currency.

findSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Finds a single sensitivity instance by name and currency.

findSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Finds a single sensitivity instance by name.

findTypedSensitivity(CurveSensitivitiesType) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Finds a sensitivity instance by type, returning empty if not found.

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.CombinedCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.Curve

Computes the first derivative of the curve.

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator

Computes the first derivative of the y-value for the specified x-value.

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

firstPartialDerivatives(double, double, double) - Method in interface com.opengamma.strata.market.cube.Cube

Computes the partial derivatives of the cube.

firstPartialDerivatives(double, double, double) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

firstPartialDerivatives(double, double, double) - Method in interface com.opengamma.strata.market.cube.interpolator.BoundCubeInterpolator

Computes the partial derivatives of the cube.

firstPartialDerivatives(double, double) - Method in class com.opengamma.strata.market.surface.ConstantSurface

firstPartialDerivatives(double, double) - Method in class com.opengamma.strata.market.surface.DeformedSurface

firstPartialDerivatives(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

firstPartialDerivatives(double, double) - Method in interface com.opengamma.strata.market.surface.interpolator.BoundSurfaceInterpolator

Computes the partial derivatives of the surface.

firstPartialDerivatives(double, double) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the partial derivatives of the surface.

FIXED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The fixed rate, as defined in the contract.

fixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

The meta-property for the fixedCurve property.

FixedIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Fixed-Ibor interest rate swap.

FixedIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FixedIborSwapCurveNode.

FixedIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FixedIborSwapCurveNode.

FixedInflationSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Fixed-Inflation swap.

FixedInflationSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FixedInflationSwapCurveNode.

FixedInflationSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FixedInflationSwapCurveNode.

FixedOvernightSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Fixed-Overnight interest rate swap.

FixedOvernightSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FixedOvernightSwapCurveNode.

FixedOvernightSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FixedOvernightSwapCurveNode.

fixedRate(Double) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the fixed coupon rate.

fixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

The meta-property for the fixedRate property.

fixedRate(Double) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

Sets the fixed coupon rate.

fixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

The meta-property for the fixedRate property.

FIXING_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The fixing date.

FLAT - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Flat extrapolator.

FORECAST_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The forecast value.

forecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the forecastValue property.

FORWARD_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The forward rate.

FORWARD_RATE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a forward rate - 'ForwardRate'.

FORWARD_RATE_END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The end date used to calculate the forward rate.

FORWARD_RATE_START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The start date used to calculate the forward rate.

forwardCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

Sets the forward curves in the group, keyed by index.

forwardCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

The meta-property for the forwardCurves property.

forwardRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing forward rates.

forwardRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing forward rates.

forwardRates(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing forward rates.

FraCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Forward Rate Agreement (FRA).

FraCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FraCurveNode.

FraCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FraCurveNode.

FROM_FIXING_SERIES - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The flag to indicate that the that the observed value is from a fixing time-series.

fxRateId(FxRateId) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the identifier used to obtain the FX rate market value, defaulted from the template.

fxRateId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the fxRateId property.

fxRateId(FxRateId) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the identifier used to obtain the FX rate market value, defaulted from the template.

fxRateId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the fxRateId property.

fxRateId(FxRateId) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Builder

Sets the identifier used to obtain the FX rate market value, defaulted from the template.

fxRateId() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Meta

The meta-property for the fxRateId property.

FxRateShifts - Class in com.opengamma.strata.market

A perturbation that applies different shifts to an FX rate.

FxRateShifts.Meta - Class in com.opengamma.strata.market

The meta-bean for FxRateShifts.

FxSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an FX Swap.

FxSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FxSwapCurveNode.

FxSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FxSwapCurveNode.

G

GEARING - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The gearing, that the rate is multiplied by.

GenericDoubleShifts - Class in com.opengamma.strata.market

A perturbation that applies different shifts to a double value.

GenericDoubleShifts.Meta - Class in com.opengamma.strata.market

The meta-bean for GenericDoubleShifts.

get(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

get(String) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Builder

get(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

get(String) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

get(String) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

get(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

get(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

get(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

get(String) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

get(String) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

get(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMap

Gets a value by key.

get(int) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

get(String) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

get(String) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder

get(String) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

get(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

getAction() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

Gets the action to perform if a clash occurs.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the additional spread added to the fixed rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the additional spread added to the price.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the additional spread added to the market quote.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the additional spread added to the price.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the additional spread added to the market quote.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the additional spread added to the market quote.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

Gets the additional spread added to the market quote.

getAdjustmentType() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

Gets the shift type applied to the unadjusted value and the adjustment.

getAdjustmentType() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition

Gets the shift type applied to the unadjusted value and the adjustment.

getAmount() - Method in interface com.opengamma.strata.market.amount.LegAmount

Gets the amount associated with the leg.

getAmount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets the amount associated with the leg.

getAmounts() - Method in class com.opengamma.strata.market.amount.LegAmounts

Gets the leg amounts.

getBaseCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve

Gets the base curve.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the business day adjustment to apply to the start and end date.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the business day adjustment to apply to the start date, end date and accrual schedule.

getCashFlow(int) - Method in class com.opengamma.strata.market.amount.CashFlows

Gets the cash flow by index.

getCashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows

Gets the cash flows.

getCdsIndexId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the CDS index identifier.

getCompoundingPerYear() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the compounding per year, optional.

getCubeName() - Method in interface com.opengamma.strata.market.cube.CubeMetadata

Gets the cube name.

getCubeName() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

Gets the cube name.

getCurrency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets the currency of the leg.

getCurrency() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the curve currency.

getCurrency() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Gets the currency of the point sensitivity.

getCurrencyPair() - Method in class com.opengamma.strata.market.FxRateShifts

Gets the currency pair for which the shifts are applied.

getCurveCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the total number of curves.

getCurveDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets definitions which specify how the curves are calibrated.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.CurveId

Gets the curve group name.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

Gets the curve group name.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

Gets the curve group name.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

Gets the curve group name.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

Gets the curve group name.

getCurveGroupName() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

Gets the curve group name.

getCurveMetadata() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

Gets the metadata for the curve.

getCurveName() - Method in class com.opengamma.strata.market.curve.CurveId

Gets the curve name.

getCurveName() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

Gets the curve name.

getCurveNodes() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the curve nodes.

getCurveValuationDate() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the curve valuation date.

getDate() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

Gets the node date if the type is 'Fixed'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in interface com.opengamma.strata.market.param.DatedParameterMetadata

Gets the date associated with the parameter.

getDate() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

Gets the date associated with the parameter.

getDate() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

Gets the date associated with the parameter.

getDate() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

Gets the date associated with the parameter.

getDateOrder() - Method in interface com.opengamma.strata.market.curve.CurveNode

Gets the date order rules that apply to this node within the curve.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDateOrder() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

Gets the date order rules, used to ensure that the dates in the curve are in order.

getDayCount() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the day count, optional.

getDayCount() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the day count.

getDayCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the day count, optional.

getDayCount() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the day count convention applicable.

getDeformationFunction() - Method in class com.opengamma.strata.market.surface.DeformedSurface

Gets the deformation function.

getDerivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Gets the derivative function.

getDerivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the derivative function.

getDiscountCurrencies() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Gets the currencies for which the curve provides discount rates.

getDiscountCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Gets the discount curves in the group, keyed by currency.

getDiscountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the discount factor.

getEntries() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets the configuration for building the curves in the group.

getExpiryTenor() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

Gets the expiry tenor associated with the parameter.

getExpiryTenor() - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata

Gets the expiry tenor associated with the parameter.

getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the extrapolator for x-values on the left, defaulted to 'Flat".

getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the extrapolator used to find points to the left of the leftmost point on the curve.

getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the extrapolator for x-values on the right, defaulted to 'Flat".

getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the extrapolator used to find points to the right of the rightmost point on the curve.

getFarForwardPointsId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the identifier of the market data value which provides the FX forward points.

getFieldName() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

Gets the field name in the market data record that contains the market data item.

getFieldName() - Method in class com.opengamma.strata.market.observable.QuoteId

Gets the field name in the market data record that contains the market data item.

getFixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

Gets the fixed curve.

getFixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the fixed coupon rate.

getForecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the forecast value of the cash flow.

getForwardCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Gets the forward curves in the group, keyed by index.

getFxRateId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the identifier used to obtain the FX rate market value, defaulted from the template.

getFxRateId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the identifier used to obtain the FX rate market value, defaulted from the template.

getFxRateId() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

Gets the identifier used to obtain the FX rate market value, defaulted from the template.

getId() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

Gets the market data key identifying the quote.

getIdentifier() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

Gets the identifier, which is the label.

getIdentifier() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata

Gets the identifier, which is the label.

getIdentifier() - Method in interface com.opengamma.strata.market.param.ParameterMetadata

Returns an object used to identify the parameter.

getIdentifier() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

Gets the identifier, which is the tenor.

getIdentifier() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

Gets the identifier, which is the tenor.

getIdentifier() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata

getIdentifier() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

Gets the identifier, which is the year-month.

getIdentifier() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

getIndex() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

Gets the index.

getIndices(Class<T>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Gets the subset of indices matching the specified type for which the curve provides forward rates.

getIndices() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Gets the indices for which the curve provides forward rates.

getInfo(CubeInfoType<T>) - Method in interface com.opengamma.strata.market.cube.CubeMetadata

Gets cube information of a specific type.

getInfo(CubeInfoType<T>) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

getInfo() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

Gets the additional cube information.

getInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets curve information of a specific type.

getInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

getInfo() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the additional curve information.

getInfo() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Gets the additional information.

getInfo() - Method in interface com.opengamma.strata.market.sensitivity.Sensitivities

Gets the additional information.

getInfo(SurfaceInfoType<T>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

getInfo() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the additional surface information.

getInfo(SurfaceInfoType<T>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets surface information of a specific type.

getInitialGuess() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the initial guess values for the curve parameters.

getInterpolator() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

Gets the underlying interpolator.

getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the interpolator.

getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the interpolator used to find points on the curve.

getInterpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the underlying interpolator.

getIssuerCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Gets the issuer curves in the curve group, keyed by legal entity group and currency.

getJacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the inverse Jacobian matrix produced during curve calibration.

getLabel() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata

getLabel() - Method in interface com.opengamma.strata.market.curve.CurveNode

Gets the label to use for the node.

getLabel() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode

Gets the label to use for the node.

getLabel() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the label to use for the node.

getLabel() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the label to use for the node.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the label to use for the node, may be empty.

getLabel() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the label to use for the node, may be empty.

getLabel() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

getLabel() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in interface com.opengamma.strata.market.option.Strike

Gets a label describing the strike.

getLabel() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

Gets the label that describes the parameter.

getLabel() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata

Gets the label that describes the parameter.

getLabel() - Method in interface com.opengamma.strata.market.param.ParameterMetadata

Gets the label that describes the parameter.

getLabel() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

Gets the label that describes the parameter.

getLabel() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

Gets the label that describes the parameter, defaulted to the tenor.

getLabel() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

Gets the label that describes the parameter, defaulted to the tenor.

getLabel() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

Gets the label that describes the parameter, defaulted to both tenors.

getLabel() - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata

Gets the label that describes the parameter, defaulted to the both tenors and strike.

getLabel() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

Gets the label that describes the parameter, defaulted to the year-month.

getLabel() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

getLeftCurve() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

Gets the left nodal curve.

getLegalEntityId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId

Gets the legal entity identifier.

getLegalEntityIds() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the legal entity identifiers.

getMap() - Method in class com.opengamma.strata.market.explain.ExplainMap

Gets the map of explanatory values.

getMarketData() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

Gets the market data.

getMarketDataId() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

getMarketDataName() - Method in class com.opengamma.strata.market.curve.CurveId

getMarketDataName() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the market data name.

getMarketDataName() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the market data name.

getMarketDataName() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the market data name.

getMarketDataType() - Method in class com.opengamma.strata.market.cube.CubeName

getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveId

getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveName

getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

getMarketDataType() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

getMarketDataType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

getMarketDataType() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.FxRateShifts

getMarketDataType() - Method in class com.opengamma.strata.market.GenericDoubleShifts

getMarketDataType() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId

getMarketDataType() - Method in class com.opengamma.strata.market.param.PointShifts

getMarketDataType() - Method in class com.opengamma.strata.market.surface.SurfaceName

getMetadata() - Method in interface com.opengamma.strata.market.cube.Cube

Gets the cube metadata.

getMetadata() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

Gets the cube metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

getMetadata() - Method in class com.opengamma.strata.market.curve.CombinedCurve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantCurve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Gets the curve metadata.

getMetadata() - Method in interface com.opengamma.strata.market.curve.Curve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

getMetadata() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getMetadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

getMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.surface.ConstantSurface

Gets the surface metadata.

getMetadata() - Method in class com.opengamma.strata.market.surface.DeformedSurface

Gets the surface metadata.

getMetadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the surface metadata.

getMetadata() - Method in interface com.opengamma.strata.market.surface.Surface

Gets the surface metadata.

getMinGapInDays() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

Gets the minimum gap between two curve nodes, measured in calendar days.

getName() - Method in interface com.opengamma.strata.market.cube.Cube

Gets the cube name.

getName() - Method in class com.opengamma.strata.market.cube.CubeName

getName() - Method in interface com.opengamma.strata.market.curve.Curve

Gets the curve name.

getName() - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Gets the curve name.

getName() - Method in interface com.opengamma.strata.market.curve.CurveGroup

Gets the name of the curve group.

getName() - Method in interface com.opengamma.strata.market.curve.CurveGroupDefinition

Gets the name of the curve group.

getName() - Method in class com.opengamma.strata.market.curve.CurveName

getName() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the curve name.

getName() - Method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator

Gets the name that uniquely identifies this extrapolator.

getName() - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator

Gets the name that uniquely identifies this interpolator.

getName() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Gets the name of the curve group.

getName() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

getName() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Gets the name of the curve group.

getName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets the name of the curve group.

getName() - Method in class com.opengamma.strata.market.param.ParameterSize

Gets the name of the market data.

getName() - Method in interface com.opengamma.strata.market.surface.Surface

Gets the surface name.

getName() - Method in class com.opengamma.strata.market.surface.SurfaceName

getNodeIndices() - Method in class com.opengamma.strata.market.param.PointShifts

Gets indices of each parameter, keyed by an object identifying the node.

getNodes() - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Gets the nodes that define the curve.

getNodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the nodes in the curve.

getNodes() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the nodes of the underlying instruments.

getObservableId() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the identifier of the market data value that provides the rate.

getObservableId() - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode

Get the observable ID.

getObservableId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the identifier of the market data value that provides the quoted value.

getObservableId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the identifier of the market data value that provides the quoted value.

getObservableId() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the identifier of the market data value that provides the rate.

getObservableSource() - Method in class com.opengamma.strata.market.curve.CurveId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

Gets the source of observable market data.

getObservableSource() - Method in class com.opengamma.strata.market.observable.QuoteId

Gets the source of observable market data.

getOrder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the curve order.

getOrder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the sensitivity order.

getOriginalSurface() - Method in class com.opengamma.strata.market.surface.DeformedSurface

Gets the original surface.

getParameter(int) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

getParameter(int) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.CombinedCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.ConstantCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

getParameter(int) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

getParameter(int) - Method in interface com.opengamma.strata.market.param.ParameterizedData

Gets the value of the parameter at the specified index.

getParameter(int) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Gets the value of the parameter at the specified index.

getParameter(int) - Method in class com.opengamma.strata.market.surface.ConstantSurface

getParameter(int) - Method in class com.opengamma.strata.market.surface.DeformedSurface

getParameter(int) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

getParameterCount() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

getParameterCount() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.CombinedCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getParameterCount() - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Gets the number of parameters in the curve.

getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

getParameterCount() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

getParameterCount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

getParameterCount() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the number of parameters.

getParameterCount() - Method in interface com.opengamma.strata.market.param.ParameterizedData

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.param.ParameterSize

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.surface.ConstantSurface

getParameterCount() - Method in class com.opengamma.strata.market.surface.DeformedSurface

getParameterCount() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.cube.Cube

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.cube.CubeMetadata

Gets the metadata of the parameter at the specified index.

getParameterMetadata() - Method in interface com.opengamma.strata.market.cube.CubeMetadata

Gets metadata about each parameter underlying the cube, optional.

getParameterMetadata() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

Gets the metadata about the parameters.

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.cube.NodalCube

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.CombinedCurve

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.Curve

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the metadata of the parameter at the specified index.

getParameterMetadata() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets metadata about each parameter underlying the curve, optional.

getParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the metadata about the parameters.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

getParameterMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the parameter metadata of the curve, defaulted to empty metadata instances.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the parameter metadata at the specified index.

getParameterMetadata() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the list of parameter metadata.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the parameter metadata at the specified index.

getParameterMetadata() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the list of parameter metadata.

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.param.ParameterizedData

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the parameter metadata at the specified index.

getParameterMetadata() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the list of parameter metadata.

getParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the metadata about the parameters.

getParameterMetadata(int) - Method in class com.opengamma.strata.market.surface.DeformedSurface

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the metadata of the parameter at the specified index.

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.Surface

getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the metadata of the parameter at the specified index.

getParameterMetadata() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets metadata about each parameter underlying the surface, optional.

getParameters() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Gets the array of parameters for the curve function.

getParameterSplit() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the split of parameters between the underlying parameterized data.

getParameterSplit() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the split of parameters between the underlying parameterized data.

getPaymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the payment date.

getPaymentFrequency() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the periodic frequency of payments, optional with defaulting getter.

getPayReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets whether the leg is pay or receive.

getPresentValue() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the present value of the cash flow.

getQuoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the market quote convention.

getQuoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the market quote convention.

getQuoteId() - Method in class com.opengamma.strata.market.observable.Quote

Gets the identifier of the quoted value.

getQuotes() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

Gets the values of the quotes.

getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the identifier of the market data value which provides the price.

getRateId() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the identifier of the market data value which provides the price.

getRateId() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the identifier of the market data value that provides the rate.

getRateId() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the identifier of the market data value that provides the rate.

getRepoCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Gets the repo curves in the curve group, keyed by repo group and currency.

getRightCurve() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

Gets the right nodal curve.

getScenarioCount() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

getScenarioCount() - Method in class com.opengamma.strata.market.FxRateShifts

getScenarioCount() - Method in class com.opengamma.strata.market.GenericDoubleShifts

getScenarioCount() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

getScenarioCount() - Method in class com.opengamma.strata.market.param.PointShifts

getScenarioMarketDataType() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

getSeasonality() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

Gets describes the monthly seasonal adjustments.

getSeasonalityDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets definitions which specify which seasonality should be used for some price index curves.

getSeasonalityMonthOnMonth() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition

Gets the month on month adjustment.

getSensitivities() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Gets the parameter sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Gets the parameter sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Gets the parameter sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Gets the immutable list of point sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Gets the point sensitivities.

getSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Gets a single sensitivity instance by name and currency.

getSensitivity(MarketDataName<?>, MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Gets a single sensitivity instance by names and currency.

getSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Returns the sensitivity to the market data specified by name.

getSensitivity() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Gets the parameter sensitivity values.

getSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Gets a single sensitivity instance by name and currency.

getSensitivity() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Gets the parameter sensitivity values.

getSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Gets a single sensitivity instance by name.

getSensitivity() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Gets the parameter sensitivity values.

getSensitivity() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Gets the point sensitivity value.

getSensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Gets the parameter sensitivity function.

getSensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the parameter sensitivity function.

getShiftAmount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

Gets the amount by which y-values are shifted.

getShiftAmount() - Method in class com.opengamma.strata.market.FxRateShifts

Gets the shifts to apply to FxRate.

getShiftAmount() - Method in class com.opengamma.strata.market.GenericDoubleShifts

Gets the shifts to apply to a Double value.

getShiftAmounts() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

Gets the amount by which the y-values are shifted.

getShifts() - Method in class com.opengamma.strata.market.param.PointShifts

Gets the shift to apply to the rates.

getShiftType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

Gets the type of shift to apply to the y-values of the curve.

getShiftType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

Gets the type of shift to apply to the y-values of the curve.

getShiftType() - Method in class com.opengamma.strata.market.FxRateShifts

Gets the type of shift applied to the FX rate.

getShiftType() - Method in class com.opengamma.strata.market.GenericDoubleShifts

Gets the type of shift applied to a Double value.

getShiftType() - Method in class com.opengamma.strata.market.param.PointShifts

Gets the type of shift applied to the parameters.

getSpotDateOffset() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the offset of the start date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the offset of the start date from the trade date.

getSpread() - Method in class com.opengamma.strata.market.GenericDoubleShifts

Gets the constant spread.

getSpreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

Gets the spread curve.

getSpreadCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve

Gets the spread curve.

getSpreadId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the identifier of the market data value which provides the spread.

getSpreadId() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

Gets the identifier of the market data value which provides the spread.

getStandardId() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

Gets the identifier of the data.

getStandardId() - Method in class com.opengamma.strata.market.observable.QuoteId

Gets the identifier of the data.

getStrike() - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata

Gets the strike value associated with the parameter.

getSurfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the surface name.

getSurfaceName() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the surface name.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Gets the template for the single names associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Gets the template for the CDS associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the template for the FRA associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the template for the FX Swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the template for the Ibor fixing deposit associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the template for the Ibor Futures associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Gets the template for the Overnight Futures associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the template for the term deposit associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

Gets the template for the swap associated with this node.

getTenor() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Gets the period between the start date and the end date.

getTenor() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

Gets the tenor associated with the parameter.

getTenor() - Method in interface com.opengamma.strata.market.param.TenoredParameterMetadata

Gets the tenor associated with the parameter.

getTenor() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

Gets the tenor associated with the parameter.

getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the total number of parameters.

getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets the total number of parameters in the group.

getTrade() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

Gets the trade that describes the parameter.

getType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getType() - Method in class com.opengamma.strata.market.option.DeltaStrike

getType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

getType() - Method in class com.opengamma.strata.market.option.MoneynessStrike

getType() - Method in class com.opengamma.strata.market.option.SimpleStrike

getType() - Method in interface com.opengamma.strata.market.option.Strike

Gets the type of the strike.

getTypedSensitivities() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Gets the sensitivities, keyed by type.

getTypedSensitivity(CurveSensitivitiesType) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Gets a sensitivity instance by type, throwing an exception if not found.

getUnderlying() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

Gets the underlying curve, before the seasonality adjustment.

getUnderlyingCurve() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

Gets the underlying curve.

getUnderlyingTenor() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

Gets the underlying tenor associated with the parameter.

getUnderlyingTenor() - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata

Gets the underlying tenor associated with the parameter.

getValuationDate() - Method in interface com.opengamma.strata.market.MarketDataView

Gets the valuation date.

getValue() - Method in class com.opengamma.strata.market.observable.Quote

Gets the value that was quoted.

getValue() - Method in class com.opengamma.strata.market.option.DeltaStrike

Gets the value of absolute delta.

getValue() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

Gets the value of log-moneyness.

getValue() - Method in class com.opengamma.strata.market.option.MoneynessStrike

Gets the value of moneyness.

getValue() - Method in class com.opengamma.strata.market.option.SimpleStrike

Gets the value of strike.

getValue() - Method in interface com.opengamma.strata.market.option.Strike

Gets the value of the strike.

getValueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Gets the y-value function.

getValueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the y-value function.

getWValues() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

Gets the array of w-values, one for each point.

getWValues() - Method in interface com.opengamma.strata.market.cube.NodalCube

Gets the known w-values of the cube.

getWValueType() - Method in interface com.opengamma.strata.market.cube.CubeMetadata

Gets the w-value type, providing meaning to the w-values of the cube.

getWValueType() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

Gets the w-value type, providing meaning to the w-values of the cube.

getXExtrapolatorLeft() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

Gets the x-value left extrapolator.

getXExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the x-value left extrapolator.

getXExtrapolatorRight() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

Gets the x-value right extrapolator.

getXExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the x-value right extrapolator.

getXInterpolator() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

Gets the x-value interpolator.

getXInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the x-value interpolator.

getXValue() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata

Gets the x-value.

getXValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Gets the single x-value.

getXValue() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

Gets the x-value.

getXValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

Gets the x-value.

getXValues() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

Gets the array of x-values, one for each point.

getXValues() - Method in interface com.opengamma.strata.market.cube.NodalCube

Gets the known x-values of the cube.

getXValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getXValues() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

getXValues() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getXValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the array of x-values, one for each point.

getXValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve

Gets the known x-values of the curve.

getXValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the array of x-values, one for each point.

getXValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the known x-values of the surface.

getXValueType() - Method in interface com.opengamma.strata.market.cube.CubeMetadata

Gets the x-value type, providing meaning to the x-values of the cube.

getXValueType() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

Gets the x-value type, providing meaning to the x-values of the cube.

getXValueType() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata

Gets the type of the x-value.

getXValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

Gets the type of the x-value.

getXValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

Gets the type of the x-value.

getXValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the x-value type, providing meaning to the x-values of the surface.

getYearMonth() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

Gets the year-month associated with the parameter.

getYExtrapolatorLeft() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

Gets the y-value left extrapolator.

getYExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the y-value left extrapolator.

getYExtrapolatorRight() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

Gets the y-value right extrapolator.

getYExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the y-value right extrapolator.

getYInterpolator() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

Gets the y-value interpolator.

getYInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Gets the y-value interpolator.

getYValue() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata

Gets the y-value.

getYValue() - Method in class com.opengamma.strata.market.curve.ConstantCurve

Gets the single y-value.

getYValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Gets the single y-value.

getYValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

Gets the y-value.

getYValues() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

Gets the array of y-values, one for each point.

getYValues() - Method in interface com.opengamma.strata.market.cube.NodalCube

Gets the known y-values of the cube.

getYValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getYValues() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

getYValues() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

getYValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the array of y-values, one for each point.

getYValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve

Gets the known y-values of the curve.

getYValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the array of y-values, one for each point.

getYValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the known y-values of the surface.

getYValueType() - Method in interface com.opengamma.strata.market.cube.CubeMetadata

Gets the y-value type, providing meaning to the y-values of the cube.

getYValueType() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

Gets the y-value type, providing meaning to the y-values of the cube.

getYValueType() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata

Gets the type of the y-value.

getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

Gets the type of the y-value.

getYValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the y-value type, providing meaning to the y-values of the surface.

getZExtrapolatorLeft() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

Gets the z-value left extrapolator.

getZExtrapolatorRight() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

Gets the z-value right extrapolator.

getZInterpolator() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

Gets the z-value interpolator.

getZValue() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata

Gets the z-value.

getZValue() - Method in class com.opengamma.strata.market.surface.ConstantSurface

Gets the single z-value.

getZValues() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

Gets the array of z-values, one for each point.

getZValues() - Method in interface com.opengamma.strata.market.cube.NodalCube

Gets the known z-values of the cube.

getZValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the array of z-values, one for each point.

getZValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the known z-values of the surface.

getZValueType() - Method in interface com.opengamma.strata.market.cube.CubeMetadata

Gets the z-value type, providing meaning to the z-values of the cube.

getZValueType() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

Gets the z-value type, providing meaning to the z-values of the cube.

getZValueType() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata

Gets the type of the z-value.

getZValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the x-value type, providing meaning to the z-values of the curve.

getZValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the z-value type, providing meaning to the z-values of the surface.

GridCubeInterpolator - Class in com.opengamma.strata.market.cube.interpolator

A cube interpolator that is based on three curve interpolators.

GridCubeInterpolator.Meta - Class in com.opengamma.strata.market.cube.interpolator

The meta-bean for GridCubeInterpolator.

GridSurfaceInterpolator - Class in com.opengamma.strata.market.surface.interpolator

A surface interpolator that is based on two curve interpolators.

GridSurfaceInterpolator.Meta - Class in com.opengamma.strata.market.surface.interpolator

The meta-bean for GridSurfaceInterpolator.

H

hashCode() - Method in class com.opengamma.strata.market.amount.CashFlow

hashCode() - Method in class com.opengamma.strata.market.amount.CashFlows

hashCode() - Method in class com.opengamma.strata.market.amount.LegAmounts

hashCode() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

hashCode() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

hashCode() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

hashCode() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

hashCode() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

hashCode() - Method in class com.opengamma.strata.market.curve.CombinedCurve

hashCode() - Method in class com.opengamma.strata.market.curve.ConstantCurve

hashCode() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.CurveId

hashCode() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

hashCode() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

hashCode() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

hashCode() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

hashCode() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

hashCode() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

hashCode() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

hashCode() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

hashCode() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

hashCode() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

hashCode() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

hashCode() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

hashCode() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

hashCode() - Method in class com.opengamma.strata.market.explain.ExplainMap

hashCode() - Method in class com.opengamma.strata.market.FxRateShifts

hashCode() - Method in class com.opengamma.strata.market.GenericDoubleShifts

hashCode() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

hashCode() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation

hashCode() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId

hashCode() - Method in class com.opengamma.strata.market.observable.Quote

hashCode() - Method in class com.opengamma.strata.market.observable.QuoteId

hashCode() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

hashCode() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

hashCode() - Method in class com.opengamma.strata.market.option.DeltaStrike

hashCode() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

hashCode() - Method in class com.opengamma.strata.market.option.MoneynessStrike

hashCode() - Method in class com.opengamma.strata.market.option.SimpleStrike

hashCode() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

hashCode() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

hashCode() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

hashCode() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

hashCode() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.ParameterSize

hashCode() - Method in class com.opengamma.strata.market.param.PointShifts

hashCode() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

hashCode() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

hashCode() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

hashCode() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

hashCode() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

hashCode() - Method in class com.opengamma.strata.market.surface.ConstantSurface

hashCode() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

hashCode() - Method in class com.opengamma.strata.market.surface.DeformedSurface

hashCode() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

hashCode() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

hashCode() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

HybridNodalCurve - Class in com.opengamma.strata.market.curve

A hybrid curve which combines two underlying nodal curves, allowing different interpolators to be used for different parts of the curve.

HybridNodalCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for HybridNodalCurve.

I

IborFixingDepositCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an Ibor fixing deposit.

IborFixingDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for IborFixingDepositCurveNode.

IborFixingDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for IborFixingDepositCurveNode.

IborFutureCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an Ibor Future.

IborFutureCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for IborFutureCurveNode.

IborFutureCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for IborFutureCurveNode.

IborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Ibor-Ibor interest rate swap.

IborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for IborIborSwapCurveNode.

IborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for IborIborSwapCurveNode.

id() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta

The meta-property for the id property.

INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The observed index, such as an Ibor or Overnight index.

INDEX_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The observed index value, typically derived from a curve.

IndexQuoteId - Class in com.opengamma.strata.market.observable

An identifier used to access the current value of an index.

indices(Set<Index>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

Sets the indices for which the curve provides forward rates.

indices(Index...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

Sets the indices property in the builder from an array of objects.

indices() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

The meta-property for the indices property.

InflationNodalCurve - Class in com.opengamma.strata.market.curve

Curve specifically designed for inflation, with features for seasonality and initial point.

InflationNodalCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for InflationNodalCurve.

info() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the info property.

initialGuess(MarketData) - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Gets the list of all initial guesses.

initialGuess(MarketData, ValueType) - Method in interface com.opengamma.strata.market.curve.CurveNode

Gets the initial guess used for calibrating the node.

initialGuess(MarketData) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

initialGuess(List<Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the initial guess values for the curve parameters.

initialGuess(Double...) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the initialGuess property in the builder from an array of objects.

initialGuess(MarketData) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

initialGuess() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the initialGuess property.

initialGuesses(MarketData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets the list of all initial guesses.

interpolate(double, double, double) - Method in interface com.opengamma.strata.market.cube.interpolator.BoundCubeInterpolator

Computes the w-value for the specified x-y-z value by interpolation.

interpolate(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

interpolate(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator

Computes the y-value for the specified x-value by interpolation.

interpolate(double, double) - Method in interface com.opengamma.strata.market.surface.interpolator.BoundSurfaceInterpolator

Computes the z-value for the specified x-y-value by interpolation.

InterpolatedNodalCube - Class in com.opengamma.strata.market.cube

A cube based on interpolation between a number of nodal points.

InterpolatedNodalCube.Builder - Class in com.opengamma.strata.market.cube

The bean-builder for InterpolatedNodalCube.

InterpolatedNodalCube.Meta - Class in com.opengamma.strata.market.cube

The meta-bean for InterpolatedNodalCube.

InterpolatedNodalCurve - Class in com.opengamma.strata.market.curve

A curve based on interpolation between a number of nodal points.

InterpolatedNodalCurve.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for InterpolatedNodalCurve.

InterpolatedNodalCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for InterpolatedNodalCurve.

InterpolatedNodalCurveDefinition - Class in com.opengamma.strata.market.curve

Provides the definition of how to calibrate an interpolated nodal curve.

InterpolatedNodalCurveDefinition.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for InterpolatedNodalCurveDefinition.

InterpolatedNodalCurveDefinition.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for InterpolatedNodalCurveDefinition.

InterpolatedNodalSurface - Class in com.opengamma.strata.market.surface

A surface based on interpolation between a number of nodal points.

InterpolatedNodalSurface.Builder - Class in com.opengamma.strata.market.surface

The bean-builder for InterpolatedNodalSurface.

InterpolatedNodalSurface.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for InterpolatedNodalSurface.

interpolator(CubeInterpolator) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Builder

Sets the underlying interpolator.

interpolator() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Meta

The meta-property for the interpolator property.

interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the interpolator.

interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the interpolator property.

interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the interpolator used to find points on the curve.

interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the interpolator property.

INTERPOLATOR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Interpolator extrapolator.

interpolator(SurfaceInterpolator) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the underlying interpolator.

interpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the interpolator property.

isComputeJacobian() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the flag indicating if the Jacobian matrices should be computed and stored in metadata or not.

isComputeJacobian() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets the flag indicating if the Jacobian matrices should be computed and stored in metadata or not.

isComputePvSensitivityToMarketQuote() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Gets the flag indicating if present value sensitivity to market quotes should be computed and stored in metadata or not.

IsdaCreditCurveDefinition - Class in com.opengamma.strata.market.curve

Provides the definition of how to calibrate an ISDA compliant curve for credit.

IsdaCreditCurveDefinition.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for IsdaCreditCurveDefinition.

IsdaCreditCurveNode - Interface in com.opengamma.strata.market.curve

A node specifying how to calibrate an ISDA compliant curve.

isDefaulted(StandardId) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformation

Creates an instance for a legal entity which has defaulted.

isDefaulted() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation

Gets whether the legal entity has defaulted or not.

isEmpty() - Method in class com.opengamma.strata.market.explain.ExplainMap

Returns whether the explanatory map contains no entries.

isEnd() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

Checks if the type is 'End'.

isFixed() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

Checks if the type is 'Fixed'.

isLastFixing() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

Checks if the type is 'LastFixing'.

isNotDefaulted(StandardId) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformation

Creates an instance for a legal entity which has not defaulted.

isStoreNodeTrade() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Gets the flag indicating if the node trade should be stored or not.

IssuerCurveInputsId - Class in com.opengamma.strata.market.curve

An identifier used to access the inputs to curve calibration.

issuerCurves(Map<Pair<LegalEntityGroup, Currency>, Curve>) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

Sets the issuer curves in the curve group, keyed by legal entity group and currency.

issuerCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

The meta-property for the issuerCurves property.

issuerCurveStream() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Returns a stream of all issuer curves in the group.

J

JACOBIAN - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the JacobianCalibrationMatrix.

jacobian(JacobianCalibrationMatrix) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the calibration information.

JacobianCalibrationMatrix - Class in com.opengamma.strata.market.curve

Jacobian matrix information produced during curve calibration.

JacobianCalibrationMatrix.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for JacobianCalibrationMatrix.

jacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

The meta-property for the jacobianMatrix property.

L

label(String) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the label to use for the node.

label() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

Sets the label to use for the node.

label() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the label to use for the node, may be empty.

label() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

Sets the label to use for the node, may be empty.

label() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder

Sets the label that describes the parameter.

label() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

The meta-property for the label property.

LabelDateParameterMetadata - Class in com.opengamma.strata.market.param

Parameter metadata based on a date and label.

LabelDateParameterMetadata.Meta - Class in com.opengamma.strata.market.param

The meta-bean for LabelDateParameterMetadata.

LabelParameterMetadata - Class in com.opengamma.strata.market.param

Parameter metadata based on a label.

LabelParameterMetadata.Meta - Class in com.opengamma.strata.market.param

The meta-bean for LabelParameterMetadata.

LAST_FIXING - Static variable in class com.opengamma.strata.market.curve.CurveNodeDate

An instance defining the curve node date as the last fixing date date of the trade.

leftCurve() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

The meta-property for the leftCurve property.

leftExtrapolate(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator

Left extrapolates the y-value from the specified x-value.

leftExtrapolateFirstDerivative(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator

Calculates the first derivative of the left extrapolated y-value at the specified x-value.

leftExtrapolateParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator

Calculates the parameter sensitivities of the left extrapolated y-value at the specified x-value.

LEG_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

An indication of the pay-off formula that applies to the leg.

LegalEntityCurveGroup - Class in com.opengamma.strata.market.curve

A group of repo curves and issuer curves.

LegalEntityCurveGroup.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for LegalEntityCurveGroup.

LegalEntityCurveGroup.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for LegalEntityCurveGroup.

LegalEntityCurveGroupId - Class in com.opengamma.strata.market.curve

An identifier used to access a curve group by name.

LegalEntityGroup - Class in com.opengamma.strata.market.curve

Legal entity group.

legalEntityId(StandardId) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

Sets the legal entity identifier.

legalEntityId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

The meta-property for the legalEntityId property.

legalEntityId() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

The meta-property for the legalEntityId property.

legalEntityIds(List<StandardId>) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the legal entity identifiers.

legalEntityIds(StandardId...) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the legalEntityIds property in the builder from an array of objects.

legalEntityIds() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

The meta-property for the legalEntityIds property.

LegalEntityInformation - Class in com.opengamma.strata.market.observable

Legal entity information.

LegalEntityInformation.Meta - Class in com.opengamma.strata.market.observable

The meta-bean for LegalEntityInformation.

LegalEntityInformationId - Class in com.opengamma.strata.market.observable

Identifies the market data for legal entity information.

LegAmount - Interface in com.opengamma.strata.market.amount

Represents an amount of a currency associated with one leg of an instrument.

LegAmounts - Class in com.opengamma.strata.market.amount

A collection of leg amounts.

LegAmounts.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for LegAmounts.

LEGS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of legs.

LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Linear extrapolator.

LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Linear interpolator.

listOfEmpty(int) - Static method in interface com.opengamma.strata.market.param.ParameterMetadata

Gets a list of empty metadata instances.

LOCAL_VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a local volatility - 'LocalVolatility'.

LOG_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Log linear extrapolator.

LOG_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Log linear interpolator.

LOG_MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a strike based on log-moneyness, defined as the ln(strike/forward).

LOG_MONEYNESS - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is log-moneyness, i.e.

LOG_NATURAL_SPLINE_DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Log natural spline interpolator for discount factors.

LOG_NATURAL_SPLINE_MONOTONE_CUBIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Log natural spline interpolation with monotonicity filter.

LogMoneynessStrike - Class in com.opengamma.strata.market.option

A strike based on log-moneyness.

LogMoneynessStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for LogMoneynessStrike.

lowerBoundIndex(double, double[]) - Static method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

Returns the index of the last value in the input array which is lower than the specified value.

M

map() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

The meta-property for the map property.

mapMetadata(UnaryOperator<ParameterMetadata>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Maps the sensitivity metadata.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivities(BiFunction<ParameterMetadata, Double, Double>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder

Maps the sensitivity.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Applies an operation to the sensitivities in this instance.

mapSensitivitiesWithIndex(IntDoubleToDoubleFunction) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Returns an instance with an operation applied to each indexed value in the sensitivity values.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

mapSensitivity(DoubleUnaryOperator) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Returns an instance with the specified operation applied to the sensitivities in this builder.

mapSensitivityWithIndex(IntDoubleToDoubleFunction) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns an instance with an operation applied to each indexed value in the sensitivity values.

MARKET_QUOTE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is the market quote e.g.

marketData(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

Sets the market data.

marketData() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

The meta-property for the marketData property.

marketDataName() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

The meta-property for the marketDataName property.

marketDataName(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

Sets the market data name.

marketDataName() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

The meta-property for the marketDataName property.

marketDataName() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

The meta-property for the marketDataName property.

MarketDataView - Interface in com.opengamma.strata.market

A high-level view of a single item of market data.

mergedWith(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Merges this parameter sensitivities with another instance taking the metadata into account.

mergedWith(Map<CurveSensitivitiesType, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Merges this set of sensitivities with another set.

mergedWith(CurveSensitivities) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Combines this set of sensitivities with another set.

meta() - Static method in class com.opengamma.strata.market.amount.CashFlow

The meta-bean for CashFlow.

meta() - Static method in class com.opengamma.strata.market.amount.CashFlows

The meta-bean for CashFlows.

meta() - Static method in class com.opengamma.strata.market.amount.LegAmounts

The meta-bean for LegAmounts.

meta() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount

The meta-bean for SwapLegAmount.

meta() - Static method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

The meta-bean for DefaultCubeMetadata.

meta() - Static method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

The meta-bean for InterpolatedNodalCube.

meta() - Static method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

The meta-bean for GridCubeInterpolator.

meta() - Static method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata

The meta-bean for SimpleCubeParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.curve.AddFixedCurve

The meta-bean for AddFixedCurve.

meta() - Static method in class com.opengamma.strata.market.curve.CombinedCurve

The meta-bean for CombinedCurve.

meta() - Static method in class com.opengamma.strata.market.curve.ConstantCurve

The meta-bean for ConstantCurve.

meta() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve

The meta-bean for ConstantNodalCurve.

meta() - Static method in class com.opengamma.strata.market.curve.CurveId

The meta-bean for CurveId.

meta() - Static method in class com.opengamma.strata.market.curve.CurveNodeDate

The meta-bean for CurveNodeDate.

meta() - Static method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

The meta-bean for CurveNodeDateOrder.

meta() - Static method in class com.opengamma.strata.market.curve.CurveParallelShifts

The meta-bean for CurveParallelShifts.

meta() - Static method in class com.opengamma.strata.market.curve.CurveParameterSize

The meta-bean for CurveParameterSize.

meta() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

The meta-bean for DefaultCurveMetadata.

meta() - Static method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

The meta-bean for DepositIsdaCreditCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.HybridNodalCurve

The meta-bean for HybridNodalCurve.

meta() - Static method in class com.opengamma.strata.market.curve.InflationNodalCurve

The meta-bean for InflationNodalCurve.

meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

The meta-bean for InterpolatedNodalCurve.

meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

The meta-bean for InterpolatedNodalCurveDefinition.

meta() - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

The meta-bean for IsdaCreditCurveDefinition.

meta() - Static method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

The meta-bean for IssuerCurveInputsId.

meta() - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

The meta-bean for JacobianCalibrationMatrix.

meta() - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

The meta-bean for LegalEntityCurveGroup.

meta() - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

The meta-bean for LegalEntityCurveGroupId.

meta() - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

The meta-bean for CdsIndexIsdaCreditCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

The meta-bean for CdsIsdaCreditCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

The meta-bean for FixedIborSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

The meta-bean for FixedInflationSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

The meta-bean for FixedOvernightSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

The meta-bean for FraCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

The meta-bean for FxSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

The meta-bean for IborFixingDepositCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

The meta-bean for IborFutureCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

The meta-bean for IborIborSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

The meta-bean for OvernightFutureCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

The meta-bean for OvernightIborSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

The meta-bean for TermDepositCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

The meta-bean for ThreeLegBasisSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

The meta-bean for XCcyIborIborSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

The meta-bean for XCcyOvernightOvernightSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

The meta-bean for ParallelShiftedCurve.

meta() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

The meta-bean for ParameterizedFunctionalCurve.

meta() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

The meta-bean for ParameterizedFunctionalCurveDefinition.

meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup

The meta-bean for RatesCurveGroup.

meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

The meta-bean for RatesCurveGroupDefinition.

meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

The meta-bean for RatesCurveGroupEntry.

meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupId

The meta-bean for RatesCurveGroupId.

meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveInputs

The meta-bean for RatesCurveInputs.

meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveInputsId

The meta-bean for RatesCurveInputsId.

meta() - Static method in class com.opengamma.strata.market.curve.RepoCurveInputsId

The meta-bean for RepoCurveInputsId.

meta() - Static method in class com.opengamma.strata.market.curve.SeasonalityDefinition

The meta-bean for SeasonalityDefinition.

meta() - Static method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

The meta-bean for SimpleCurveParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

The meta-bean for SwapIsdaCreditCurveNode.

meta() - Static method in class com.opengamma.strata.market.explain.ExplainMap

The meta-bean for ExplainMap.

meta() - Static method in class com.opengamma.strata.market.FxRateShifts

The meta-bean for FxRateShifts.

meta() - Static method in class com.opengamma.strata.market.GenericDoubleShifts

The meta-bean for GenericDoubleShifts.

meta() - Static method in class com.opengamma.strata.market.observable.IndexQuoteId

The meta-bean for IndexQuoteId.

meta() - Static method in class com.opengamma.strata.market.observable.LegalEntityInformation

The meta-bean for LegalEntityInformation.

meta() - Static method in class com.opengamma.strata.market.observable.LegalEntityInformationId

The meta-bean for LegalEntityInformationId.

meta() - Static method in class com.opengamma.strata.market.observable.Quote

The meta-bean for Quote.

meta() - Static method in class com.opengamma.strata.market.observable.QuoteId

The meta-bean for QuoteId.

meta() - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArray

The meta-bean for QuoteScenarioArray.

meta() - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

The meta-bean for QuoteScenarioArrayId.

meta() - Static method in class com.opengamma.strata.market.option.DeltaStrike

The meta-bean for DeltaStrike.

meta() - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike

The meta-bean for LogMoneynessStrike.

meta() - Static method in class com.opengamma.strata.market.option.MoneynessStrike

The meta-bean for MoneynessStrike.

meta() - Static method in class com.opengamma.strata.market.option.SimpleStrike

The meta-bean for SimpleStrike.

meta() - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

The meta-bean for CrossGammaParameterSensitivities.

meta() - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

The meta-bean for CrossGammaParameterSensitivity.

meta() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

The meta-bean for CurrencyParameterSensitivities.

meta() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

The meta-bean for CurrencyParameterSensitivity.

meta() - Static method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

The meta-bean for LabelDateParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.param.LabelParameterMetadata

The meta-bean for LabelParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.param.ParameterSize

The meta-bean for ParameterSize.

meta() - Static method in class com.opengamma.strata.market.param.PointShifts

The meta-bean for PointShifts.

meta() - Static method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

The meta-bean for ResolvedTradeParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

The meta-bean for TenorDateParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.param.TenorParameterMetadata

The meta-bean for TenorParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

The meta-bean for TenorTenorParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata

The meta-bean for TenorTenorStrikeParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities

The meta-bean for UnitParameterSensitivities.

meta() - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity

The meta-bean for UnitParameterSensitivity.

meta() - Static method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

The meta-bean for YearMonthDateParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

The meta-bean for CurveSensitivities.

meta() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

The meta-bean for PointSensitivities.

meta() - Static method in class com.opengamma.strata.market.surface.ConstantSurface

The meta-bean for ConstantSurface.

meta() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

The meta-bean for DefaultSurfaceMetadata.

meta() - Static method in class com.opengamma.strata.market.surface.DeformedSurface

The meta-bean for DeformedSurface.

meta() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

The meta-bean for InterpolatedNodalSurface.

meta() - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

The meta-bean for GridSurfaceInterpolator.

meta() - Static method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

The meta-bean for SimpleSurfaceParameterMetadata.

metaBean() - Method in class com.opengamma.strata.market.amount.CashFlow

metaBean() - Method in class com.opengamma.strata.market.amount.CashFlows

metaBean() - Method in class com.opengamma.strata.market.amount.LegAmounts

metaBean() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

metaBean() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

metaBean() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

metaBean() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

metaBean() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

metaBean() - Method in class com.opengamma.strata.market.curve.CombinedCurve

metaBean() - Method in class com.opengamma.strata.market.curve.ConstantCurve

metaBean() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

metaBean() - Method in class com.opengamma.strata.market.curve.CurveId

metaBean() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

metaBean() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

metaBean() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

metaBean() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

metaBean() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

metaBean() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

metaBean() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

metaBean() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

metaBean() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

metaBean() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

metaBean() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

metaBean() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

metaBean() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

metaBean() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

metaBean() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

metaBean() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

metaBean() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition

metaBean() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

metaBean() - Method in class com.opengamma.strata.market.explain.ExplainMap

metaBean() - Method in class com.opengamma.strata.market.FxRateShifts

metaBean() - Method in class com.opengamma.strata.market.GenericDoubleShifts

metaBean() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

metaBean() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation

metaBean() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId

metaBean() - Method in class com.opengamma.strata.market.observable.Quote

metaBean() - Method in class com.opengamma.strata.market.observable.QuoteId

metaBean() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

metaBean() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

metaBean() - Method in class com.opengamma.strata.market.option.DeltaStrike

metaBean() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

metaBean() - Method in class com.opengamma.strata.market.option.MoneynessStrike

metaBean() - Method in class com.opengamma.strata.market.option.SimpleStrike

metaBean() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

metaBean() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

metaBean() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

metaBean() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

metaBean() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.param.ParameterSize

metaBean() - Method in class com.opengamma.strata.market.param.PointShifts

metaBean() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

metaBean() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

metaBean() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

metaBean() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

metaBean() - Method in class com.opengamma.strata.market.surface.ConstantSurface

metaBean() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

metaBean() - Method in class com.opengamma.strata.market.surface.DeformedSurface

metaBean() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

metaBean() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

metaBean() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

metadata(CubeMetadata) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Builder

Sets the cube metadata.

metadata() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Meta

The meta-property for the metadata property.

metadata() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

The meta-property for the metadata property.

metadata() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

The meta-property for the metadata property.

metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

Sets the curve metadata.

metadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

The meta-property for the metadata property.

metadata(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Creates the curve metadata.

metadata(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode

Returns metadata for the node.

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the curve metadata.

metadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the metadata property.

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

metadata(LocalDate) - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode

Returns metadata for the node from the node date.

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

Sets the curve metadata.

metadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

The meta-property for the metadata property.

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Creates the curve metadata for each definition.

metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

metadata() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

The meta-property for the metadata property.

metadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

Sets the surface metadata.

metadata() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

The meta-property for the metadata property.

metadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the surface metadata.

metadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the metadata property.

metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.FxRateShifts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.Quote.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.PointShifts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.FxRateShifts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.observable.Quote.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.PointShifts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

minGapInDays() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

The meta-property for the minGapInDays property.

MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a strike based on moneyness, defined as strike/forward.

MONEYNESS_TYPE - Static variable in class com.opengamma.strata.market.cube.CubeInfoType

Key used to access information about the type of moneyness.

MONEYNESS_TYPE - Static variable in class com.opengamma.strata.market.surface.SurfaceInfoType

Key used to access information about the type of moneyness.

MoneynessStrike - Class in com.opengamma.strata.market.option

A strike based on moneyness.

MoneynessStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for MoneynessStrike.

MoneynessType - Enum in com.opengamma.strata.market.model

The approach used for simple moneyness.

MONTHS - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is the number of months relative to a base month - 'Months'.

multipliedBy(double) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Converts this sensitivity to a monetary value, multiplying by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Returns an instance converted this sensitivity to a monetary value, multiplying by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Multiplies the sensitivities in this instance by the specified factor.

multipliedBy(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Multiplies the sensitivities in this builder by the specified factor.

MutablePointSensitivities - Class in com.opengamma.strata.market.sensitivity

Mutable builder for sensitivity to a group of curves.

MutablePointSensitivities() - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Creates an empty instance.

MutablePointSensitivities(PointSensitivity) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Creates an instance with the specified sensitivity.

MutablePointSensitivities(List<? extends PointSensitivity>) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Creates an instance with the specified sensitivities.

N

name() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

The meta-property for the name property.

name(CurveName) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the curve name.

name() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the name property.

name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

Sets the name of the curve group.

name() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

The meta-property for the name property.

name(CurveName) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the curve name.

name() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the name property.

name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

Sets the name of the curve group.

name() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

The meta-property for the name property.

name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

Sets the name of the curve group definition.

name() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

The meta-property for the name property.

NATURAL_CUBIC_SPLINE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Natural cubic spline interpolator.

NATURAL_SPLINE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Natural spline interpolator.

NATURAL_SPLINE_NONNEGATIVITY_CUBIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Natural spline interpolator with non-negativity filter.

NodalCube - Interface in com.opengamma.strata.market.cube

A cube based on double nodal points.

NodalCurve - Interface in com.opengamma.strata.market.curve

A curve based on double nodal points.

NodalCurveDefinition - Interface in com.opengamma.strata.market.curve

Provides the definition of how to calibrate a nodal curve.

NodalSurface - Interface in com.opengamma.strata.market.surface

A surface based on double nodal points.

nodeIndices() - Method in class com.opengamma.strata.market.param.PointShifts.Meta

The meta-property for the nodeIndices property.

nodes(List<? extends CurveNode>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the nodes in the curve.

nodes(CurveNode...) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the nodes property in the builder from an array of objects.

nodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the nodes property.

nodes(List<? extends CurveNode>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the nodes of the underlying instruments.

nodes(CurveNode...) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the nodes property in the builder from an array of objects.

nodes() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the nodes property.

NONE - Static variable in class com.opengamma.strata.market.amount.CashFlows

A cash flows instance to be used when there is no cash flow.

none() - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Returns a builder representing no sensitivity.

NORMAL_VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a Normal (Bachelier) model implied volatility - 'NormalVolatility'.

normalize() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Normalizes the point sensitivities by sorting and merging, mutating the internal list.

normalize() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Normalizes the point sensitivities by sorting and merging.

normalized() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Normalizes the point sensitivities by sorting and merging.

normalVolatilityByExpiry(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing normal volatility by expiry.

normalVolatilityByExpiry(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing normal volatility by expiry.

normalVolatilityByExpiry(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing normal volatility by expiry.

normalVolatilityByExpirySimpleMoneyness(String, DayCount, MoneynessType) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Normal expiry-simple moneyness volatility.

normalVolatilityByExpirySimpleMoneyness(SurfaceName, DayCount, MoneynessType) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Normal expiry-simple moneyness volatility.

normalVolatilityByExpiryStrike(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Normal expiry-strike volatility.

normalVolatilityByExpiryStrike(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Normal expiry-strike volatility.

normalVolatilityByExpiryTenor(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Normal expiry-tenor volatility.

normalVolatilityByExpiryTenor(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing Normal expiry-tenor volatility.

normalVolatilityByExpiryTenorStrike(String, DayCount) - Static method in class com.opengamma.strata.market.cube.Cubes

Creates metadata for a cube providing normal expiry-tenor-strike volatility.

normalVolatilityByExpiryTenorStrike(CubeName, DayCount) - Static method in class com.opengamma.strata.market.cube.Cubes

Creates metadata for a cube providing normal expiry-tenor-strike volatility.

NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The effective notional, which may be converted from the contract notional in the case of FX reset.

O

observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

observableId() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

The meta-property for the observableId property.

observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the identifier of the market data value that provides the quoted value.

observableId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

The meta-property for the observableId property.

observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

Sets the identifier of the market data value that provides the quoted value.

observableId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

The meta-property for the observableId property.

observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

observableId() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

The meta-property for the observableId property.

OBSERVATIONS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of rate observations.

of(CashFlow) - Static method in class com.opengamma.strata.market.amount.CashFlows

Obtains an instance from a single cash flow.

of(List<CashFlow>) - Static method in class com.opengamma.strata.market.amount.CashFlows

Obtains an instance from a list of cash flows.

of(List<LegAmount>) - Static method in class com.opengamma.strata.market.amount.LegAmounts

Returns an instance containing the specified leg amounts.

of(LegAmount...) - Static method in class com.opengamma.strata.market.amount.LegAmounts

Returns an instance containing the specified leg amounts.

of(ResolvedSwapLeg, CurrencyAmount) - Static method in class com.opengamma.strata.market.amount.SwapLegAmount

Obtains an instance from a swap leg and amount.

of(String) - Static method in class com.opengamma.strata.market.cube.CubeInfoType

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.cube.CubeName

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

Creates the metadata.

of(CubeName) - Static method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

Creates the metadata.

of(CubeMetadata, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CubeInterpolator) - Static method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

Creates an interpolated cube with metadata.

of(CurveInterpolator, CurveInterpolator, CurveInterpolator) - Static method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

Obtains an instance from the specified interpolators, using flat extrapolation.

of(CurveInterpolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

Obtains an instance from the specified interpolators and extrapolators.

of(CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

Obtains an instance from the specified interpolators and extrapolators.

of(ValueType, double, ValueType, double, ValueType, double) - Static method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata

Obtains an instance specifying information.

of(Curve, Curve) - Static method in class com.opengamma.strata.market.curve.AddFixedCurve

Creates a curve as the sum of a fixed curve and a spread curve.

of(Curve, Curve, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.CombinedCurve

Creates a curve as the sum of a base curve and a spread curve with a specified curve metadata.

of(Curve, Curve) - Static method in class com.opengamma.strata.market.curve.CombinedCurve

Creates a curve as the sum of a base curve and a spread curve.

of(String, double) - Static method in class com.opengamma.strata.market.curve.ConstantCurve

Creates a constant curve with a specific value.

of(CurveName, double) - Static method in class com.opengamma.strata.market.curve.ConstantCurve

Creates a constant curve with a specific value.

of(CurveMetadata, double) - Static method in class com.opengamma.strata.market.curve.ConstantCurve

Creates a constant curve with a specific value.

of(CurveMetadata, double, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Creates a constant nodal curve with metadata.

of(String) - Static method in class com.opengamma.strata.market.curve.CurveGroupName

Obtains an instance from the specified name.

of(String, String) - Static method in class com.opengamma.strata.market.curve.CurveId

Obtains an instance used to obtain a curve by name.

of(CurveGroupName, CurveName) - Static method in class com.opengamma.strata.market.curve.CurveId

Obtains an instance used to obtain a curve by name.

of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.CurveId

Obtains an instance used to obtain a curve by name, specifying the source of observable market data.

of(String) - Static method in class com.opengamma.strata.market.curve.CurveInfoType

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.curve.CurveName

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeClashAction

Obtains an instance from the specified name.

of(LocalDate) - Static method in class com.opengamma.strata.market.curve.CurveNodeDate

Obtains an instance specifying a fixed date.

of(int, CurveNodeClashAction) - Static method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

Obtains an instance from the minimum gap, allowing reordering flag and clash action.

of(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeDateType

Obtains an instance from the specified name.

of(CurveName, int) - Static method in class com.opengamma.strata.market.curve.CurveParameterSize

Obtains an instance, specifying the name and parameter count.

of(String) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Creates the metadata.

of(CurveName) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Creates the metadata.

of(ObservableId, DaysAdjustment, BusinessDayAdjustment, Tenor, DayCount) - Static method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Returns a curve node for a term deposit.

of(CurveMetadata, DoubleArray, DoubleArray, int, CurveInterpolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.curve.HybridNodalCurve

Create a new hybrid nodal curve.

of(NodalCurve, DoubleArray, ShiftType) - Static method in class com.opengamma.strata.market.curve.InflationNodalCurve

Obtains an instance of the curve.

of(NodalCurve, LocalDate, YearMonth, double, SeasonalityDefinition) - Static method in class com.opengamma.strata.market.curve.InflationNodalCurve

Obtains an instance from a curve without initial fixing point and month-on-month seasonal adjustment.

of(CurveMetadata, DoubleArray, DoubleArray, CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Creates an interpolated curve with metadata.

of(CurveMetadata, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Creates an interpolated curve with metadata.

of(String) - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator

Obtains an instance from the specified unique name.

of(CurveName, Currency, LocalDate, DayCount, List<? extends IsdaCreditCurveNode>, boolean, boolean) - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

Obtains an instance.

of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

Obtains an instance from the curve group name, curve name and source of observable market data.

of(List<CurveParameterSize>, DoubleMatrix) - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Obtains an instance from the curve order and Jacobian matrix.

of(CurveGroupName, Map<Pair<RepoGroup, Currency>, Curve>, Map<Pair<LegalEntityGroup, Currency>, Curve>) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Returns a curve group containing the specified curves.

of(String) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

Obtains an instance used to obtain a curve group by name.

of(CurveGroupName) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

Obtains an instance used to obtain a curve group by name.

of(CurveGroupName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.

of(String) - Static method in class com.opengamma.strata.market.curve.LegalEntityGroup

Obtains an instance from the specified name.

of(FixedIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template and rate.

of(FixedIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key and spread.

of(FixedIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key, spread and label.

of(FixedInflationSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Returns a curve node for a Fixed-Inflation swap using the specified instrument template and rate key.

of(FixedInflationSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Returns a curve node for a Fixed-Inflation swap using the specified instrument template, rate key and spread.

of(FixedInflationSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Returns a curve node for a Fixed-Inflation swap using the specified instrument template, rate key, spread and label.

of(FixedOvernightSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template and rate.

of(FixedOvernightSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key and spread.

of(FixedOvernightSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key, spread and label.

of(FraTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a curve node for a FRA using the specified instrument template and rate key.

of(FraTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a curve node for a FRA using the specified instrument template, rate key and spread.

of(FraTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a curve node for a FRA using the specified instrument template, rate key, spread and label.

of(FxSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a curve node for an FX Swap using the specified instrument template and keys.

of(FxSwapTemplate, ObservableId, String) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a curve node for an FX Swap using the specified instrument template and keys and label.

of(IborFixingDepositTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a curve node for an Ibor deposit using the specified template and rate key.

of(IborFixingDepositTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a curve node for an Ibor deposit using the specified template, rate key and spread.

of(IborFixingDepositTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a curve node for an Ibor deposit using the specified template, rate key, spread and label.

of(IborFutureTemplate, QuoteId) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Obtains a curve node for an Ibor Future using the specified template and rate key.

of(IborFutureTemplate, QuoteId, double) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Obtains a curve node for an Ibor Future using the specified template, rate key and spread.

of(IborFutureTemplate, QuoteId, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Obtains a curve node for an Ibor Future using the specified template, rate key, spread and label.

of(IborIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template and rate.

of(IborIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.

of(IborIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a curve node for a Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.

of(OvernightFutureTemplate, QuoteId) - Static method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Obtains a curve node for an Overnight Future using the specified contract and rate key.

of(OvernightFutureTemplate, QuoteId, double) - Static method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Obtains a curve node for an Overnight Future using the specified contract, rate key and spread.

of(OvernightFutureTemplate, QuoteId, double, String) - Static method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Obtains a curve node for an Overnight Future using the specified contract, rate key, spread and label.

of(OvernightIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template and rate.

of(OvernightIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template, rate key and spread.

of(OvernightIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template, rate key, spread and label.

of(TermDepositTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a curve node for a term deposit using the specified instrument template and rate key.

of(TermDepositTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a curve node for a term deposit using the specified instrument template, rate key and spread.

of(TermDepositTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a curve node for a term deposit using the specified instrument template, rate key, spread and label.

of(ThreeLegBasisSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a curve node for a three leg basis swap using the specified instrument template and rate.

of(ThreeLegBasisSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a curve node for a three leg basis swap using the specified instrument template, rate key and spread.

of(ThreeLegBasisSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a curve node for a three leg basis swap using the specified instrument template, rate key, spread and label.

of(XCcyIborIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template and rate.

of(XCcyIborIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.

of(XCcyIborIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.

of(XCcyOvernightOvernightSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

Returns a curve node for a cross-currency overnight-overnight interest rate swap using the specified instrument template and rate.

of(XCcyOvernightOvernightSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

Returns a curve node for a cross-currency overnight-overnight interest rate swap using the specified instrument template, rate key and spread.

of(XCcyOvernightOvernightSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

Returns a curve node for a cross-currency overnight-overnight interest rate swap using the specified instrument template, rate key, spread and label.

of(Curve, ShiftType, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

Returns a curve based on an underlying curve with a parallel shift applied to the Y values.

of(CurveMetadata, DoubleArray, BiFunction<DoubleArray, Double, Double>, BiFunction<DoubleArray, Double, Double>, BiFunction<DoubleArray, Double, DoubleArray>) - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Obtains an instance.

of(CurveGroupName, Map<Currency, Curve>, Map<Index, Curve>) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup

Returns a curve group containing the specified curves.

of(CurveGroupName, Collection<RatesCurveGroupEntry>, Collection<CurveDefinition>) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a curve group definition with the specified name and containing the specified entries.

of(CurveGroupName, Collection<RatesCurveGroupEntry>, Collection<CurveDefinition>, Map<CurveName, SeasonalityDefinition>) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a curve group definition with the specified name and containing the specified entries and seasonality.

of(String) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupId

Obtains an instance used to obtain a curve group by name.

of(CurveGroupName) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupId

Obtains an instance used to obtain a curve group by name.

of(CurveGroupName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupId

Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.

of(Map<? extends MarketDataId<?>, ?>, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.RatesCurveInputs

Returns a CurveInputs instance containing the specified market data.

of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.RatesCurveInputsId

Obtains an instance from the curve group, curve name and source of observable market data.

of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.RepoCurveInputsId

Obtains an instance from the curve group name, curve name and source of observable market data.

of(String) - Static method in class com.opengamma.strata.market.curve.RepoGroup

Obtains an instance from the specified name.

of(DoubleArray, ShiftType) - Static method in class com.opengamma.strata.market.curve.SeasonalityDefinition

Obtains an instance of the seasonality.

of(ValueType, double) - Static method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

Obtains an instance specifying information about the x-value.

of(ObservableId, DaysAdjustment, BusinessDayAdjustment, Tenor, DayCount, Frequency) - Static method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Returns a curve node for a standard fixed-Ibor swap.

of(String) - Static method in class com.opengamma.strata.market.explain.ExplainKey

Obtains an instance from the specified name.

of(Map<ExplainKey<?>, Object>) - Static method in class com.opengamma.strata.market.explain.ExplainMap

Creates an instance from a populated map.

of(ShiftType, DoubleArray, CurrencyPair) - Static method in class com.opengamma.strata.market.FxRateShifts

Creates an instance.

of(ShiftType, DoubleArray) - Static method in class com.opengamma.strata.market.GenericDoubleShifts

Creates an instance with zero spread.

of(ShiftType, DoubleArray, double) - Static method in class com.opengamma.strata.market.GenericDoubleShifts

Creates an instance with spread.

of(String) - Static method in enum com.opengamma.strata.market.model.MoneynessType

Obtains an instance from the specified name.

of(String) - Static method in enum com.opengamma.strata.market.model.SabrParameterType

Obtains an instance from the specified name.

of(Index) - Static method in class com.opengamma.strata.market.observable.IndexQuoteId

Obtains an instance used to obtain an observable value of the index.

of(Index, FieldName) - Static method in class com.opengamma.strata.market.observable.IndexQuoteId

Obtains an instance used to obtain an observable value of the index.

of(Index, FieldName, ObservableSource) - Static method in class com.opengamma.strata.market.observable.IndexQuoteId

Obtains an instance used to obtain an observable value of the index, specifying the source of observable market data.

of(String) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformationId

Obtains an identifier used to find legal entity information.

of(StandardId) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformationId

Obtains an identifier used to find legal entity information.

of(QuoteId, double) - Static method in class com.opengamma.strata.market.observable.Quote

Obtains an instance from the quote identifier and value.

of(StandardId) - Static method in class com.opengamma.strata.market.observable.QuoteId

Obtains an instance used to obtain an observable value.

of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.observable.QuoteId

Obtains an instance used to obtain an observable value.

of(StandardId, FieldName, ObservableSource) - Static method in class com.opengamma.strata.market.observable.QuoteId

Obtains an instance used to obtain an observable value, specifying the source of observable market data.

of(DoubleArray) - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArray

Obtains an instance wrapping a set of quotes.

of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

Returns a key identifying the market data with the specified ID and field name.

of(QuoteId) - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

Returns a key identifying the same market data as the quote key.

of(double) - Static method in class com.opengamma.strata.market.option.DeltaStrike

Obtains an instance of Delta with the value of absolute delta.

of(double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike

Obtains an instance of LogMoneyness with the value of log-moneyness.

of(double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike

Obtains an instance of Moneyness with the value of moneyness.

of(double) - Static method in class com.opengamma.strata.market.option.SimpleStrike

Obtains an instance of Strike with the value of strike.

of(String) - Static method in class com.opengamma.strata.market.option.StrikeType

Obtains an instance from the specified name.

of(CrossGammaParameterSensitivity) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Obtains an instance from a single sensitivity entry.

of(CrossGammaParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Obtains an instance from an array of sensitivity entries.

of(List<? extends CrossGammaParameterSensitivity>) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Obtains an instance from a list of sensitivity entries.

of(MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleMatrix) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Obtains an instance from the market data name, metadata, currency and sensitivity.

of(MarketDataName<?>, List<? extends ParameterMetadata>, MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleMatrix) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Obtains an instance from the market data names, metadatas, currency and sensitivity.

of(MarketDataName<?>, List<? extends ParameterMetadata>, List<Pair<MarketDataName<?>, List<? extends ParameterMetadata>>>, Currency, DoubleMatrix) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Obtains an instance from the market data names, metadatas, currency and sensitivity.

of(CurrencyParameterSensitivity) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Obtains an instance from a single sensitivity entry.

of(CurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Obtains an instance from an array of sensitivity entries.

of(List<? extends CurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Obtains an instance from a list of sensitivity entries.

of(MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Obtains an instance from the market data name, metadata, currency and sensitivity.

of(MarketDataName<?>, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Obtains an instance from the market data name, currency and sensitivity.

of(MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleArray, List<ParameterSize>) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Obtains an instance from the market data name, metadata, currency, sensitivity and parameter split.

of(MarketDataName<?>, Currency, Map<? extends ParameterMetadata, Double>) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Obtains an instance from the market data name, currency and a map of metadata to sensitivity.

of(LocalDate) - Static method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

Obtains an instance using the date.

of(LocalDate, String) - Static method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

Obtains an instance using the date, specifying the label.

of(String) - Static method in class com.opengamma.strata.market.param.LabelParameterMetadata

Obtains an instance specifying the label.

of(ParameterizedData...) - Static method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Obtains an instance that can combine the specified underlying instances.

of(List<? extends ParameterizedData>) - Static method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Obtains an instance that can combine the specified underlying instances.

of(MarketDataName<?>, int) - Static method in class com.opengamma.strata.market.param.ParameterSize

Obtains an instance, specifying the name and parameter count.

of(ResolvedTrade, String) - Static method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

Obtains an instance specifying the trade and label.

of(LocalDate, Tenor) - Static method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

Obtains an instance using the tenor.

of(LocalDate, Tenor, String) - Static method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

Obtains an instance using the tenor, specifying the label.

of(Tenor) - Static method in class com.opengamma.strata.market.param.TenorParameterMetadata

Obtains an instance using the tenor.

of(Tenor, String) - Static method in class com.opengamma.strata.market.param.TenorParameterMetadata

Obtains an instance using the tenor, specifying the label.

of(Tenor, Tenor) - Static method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

Creates node metadata with expiry tenor and underlying tenor.

of(Tenor, Tenor, String) - Static method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

Creates node metadata with expiry tenor, underlying tenor and label.

of(Tenor, Tenor, double) - Static method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata

Creates node metadata with expiry tenor, underlying tenor and strike.

of(Tenor, Tenor, double, String) - Static method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata

Creates node metadata with expiry tenor, underlying tenor, strike and label.

of(UnitParameterSensitivity) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Obtains an instance from a single sensitivity entry.

of(UnitParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Obtains an instance from an array of sensitivity entries.

of(List<? extends UnitParameterSensitivity>) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Obtains an instance from a list of sensitivity entries.

of(MarketDataName<?>, List<? extends ParameterMetadata>, DoubleArray) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Obtains an instance from the market data name, metadata and sensitivity.

of(MarketDataName<?>, DoubleArray) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Obtains an instance from the market data name and sensitivity.

of(MarketDataName<?>, List<? extends ParameterMetadata>, DoubleArray, List<ParameterSize>) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Obtains an instance from the market data name, metadata, sensitivity and parameter split.

of(LocalDate, YearMonth) - Static method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

Obtains an instance using the year-month.

of(LocalDate, YearMonth, String) - Static method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

Obtains an instance using the year-month, specifying the label.

of(PortfolioItemInfo, CurveSensitivitiesType, CurrencyParameterSensitivities) - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Obtains an instance from a single set of sensitivities.

of(PortfolioItemInfo, Map<CurveSensitivitiesType, CurrencyParameterSensitivities>) - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Obtains an instance from a map of sensitivities.

of(String) - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesType

Obtains an instance from the specified name.

of(PointSensitivity...) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Obtains an instance from an array of sensitivity entries.

of(List<? extends PointSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Obtains an instance from a list of sensitivity entries.

of(PointSensitivity...) - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Returns a builder with the specified sensitivities.

of(List<? extends PointSensitivity>) - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Returns a builder with the specified sensitivities.

of(String) - Static method in enum com.opengamma.strata.market.ShiftType

Obtains an instance from the specified name.

of(String, double) - Static method in class com.opengamma.strata.market.surface.ConstantSurface

Creates a constant surface with a specific value.

of(SurfaceName, double) - Static method in class com.opengamma.strata.market.surface.ConstantSurface

Creates a constant surface with a specific value.

of(SurfaceMetadata, double) - Static method in class com.opengamma.strata.market.surface.ConstantSurface

Creates a constant surface with a specific value.

of(String) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Creates the metadata.

of(SurfaceName) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Creates the metadata.

of(SurfaceMetadata, Surface, Function<DoublesPair, ValueDerivatives>) - Static method in class com.opengamma.strata.market.surface.DeformedSurface

Obtains an instance.

of(SurfaceMetadata, DoubleArray, DoubleArray, DoubleArray, SurfaceInterpolator) - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Creates an interpolated surface with metadata.

of(CurveInterpolator, CurveInterpolator) - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Obtains an instance from the specified interpolators, using flat extrapolation.

of(CurveInterpolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Obtains an instance from the specified interpolators and extrapolators.

of(CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Obtains an instance from the specified interpolators and extrapolators.

of(ValueType, double, ValueType, double) - Static method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

Obtains an instance specifying information about the x-value.

of(String) - Static method in class com.opengamma.strata.market.surface.SurfaceInfoType

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.surface.SurfaceName

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.ValueType

Obtains an instance from the specified name.

ofCurves(RatesCurveGroupDefinition, Curve...) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup

Creates a curve group using a curve group definition and some existing curves.

ofCurves(RatesCurveGroupDefinition, Collection<? extends Curve>) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup

Creates a curve group using a curve group definition and a list of existing curves.

ofForecastValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow

Creates a CashFlow representing a single cash flow from payment date, forecast value and discount factor.

ofForecastValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow

Creates a CashFlow representing a single cash flow from payment date, forecast value amount, discount factor and currency.

ofParSpread(CdsTemplate, ObservableId, StandardId, List<StandardId>) - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Returns a curve node with par spread convention.

ofParSpread(CdsTemplate, ObservableId, StandardId) - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Returns a curve node with par spread convention.

ofPointsUpfront(CdsTemplate, ObservableId, StandardId, List<StandardId>, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Returns a curve node with points upfront convention.

ofPointsUpfront(CdsTemplate, ObservableId, StandardId, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Returns a curve node with points upfront convention.

ofPresentValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow

Creates a CashFlow representing a single cash flow from payment date, present value and discount factor.

ofPresentValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow

Creates a CashFlow representing a single cash flow from payment date, present value amount, discount factor and currency.

ofQuotedSpread(CdsTemplate, ObservableId, StandardId, List<StandardId>, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Returns a curve node with quoted spread convention.

ofQuotedSpread(CdsTemplate, ObservableId, StandardId, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Returns a curve node with quoted spread convention.

ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike

Obtains an instance of LogMoneyness from the strike and forward.

ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike

Obtains an instance of Moneyness from the strike and forward.

ofUnsorted(CubeMetadata, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CubeInterpolator) - Static method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

Creates an interpolated cube with metadata, where the values are not sorted.

ofUnsorted(SurfaceMetadata, DoubleArray, DoubleArray, DoubleArray, SurfaceInterpolator) - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Creates an interpolated surface with metadata, where the values are not sorted.

openListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Opens a list entry to be populated.

order() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

The meta-property for the order property.

order() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

The meta-property for the order property.

originalSurface(Surface) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

Sets the original surface.

originalSurface() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

The meta-property for the originalSurface property.

OvernightFutureCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an Overnight Future.

OvernightFutureCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for OvernightFutureCurveNode.

OvernightFutureCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for OvernightFutureCurveNode.

OvernightIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an Overnight-Ibor interest rate swap.

OvernightIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for OvernightIborSwapCurveNode.

OvernightIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for OvernightIborSwapCurveNode.

P

ParallelShiftedCurve - Class in com.opengamma.strata.market.curve

A curve with a parallel shift applied to its y-values.

ParallelShiftedCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for ParallelShiftedCurve.

parameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

The meta-property for the parameterCount property.

parameterCount() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

The meta-property for the parameterCount property.

ParameterizedData - Interface in com.opengamma.strata.market.param

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

ParameterizedDataCombiner - Class in com.opengamma.strata.market.param

Helper that can be used to combine two or more underlying instances of ParameterizedData.

ParameterizedFunctionalCurve - Class in com.opengamma.strata.market.curve

A curve based on a parameterized function.

ParameterizedFunctionalCurve.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for ParameterizedFunctionalCurve.

ParameterizedFunctionalCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for ParameterizedFunctionalCurve.

ParameterizedFunctionalCurveDefinition - Class in com.opengamma.strata.market.curve

Provides the definition of how to calibrate a parameterized functional curve.

ParameterizedFunctionalCurveDefinition.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for ParameterizedFunctionalCurveDefinition.

ParameterizedFunctionalCurveDefinition.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for ParameterizedFunctionalCurveDefinition.

parameterMetadata() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata.Meta

The meta-property for the parameterMetadata property.

parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadataBuilder

Sets the parameter-level metadata.

parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadataBuilder

Sets the parameter-level metadata.

parameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the parameterMetadata property.

parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the parameter-level metadata.

parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the parameter-level metadata.

parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the parameter metadata of the curve, defaulted to empty metadata instances.

parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the parameterMetadata property in the builder from an array of objects.

parameterMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the parameterMetadata property.

parameterMetadata() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

The meta-property for the parameterMetadata property.

parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

Sets the list of parameter metadata.

parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

Sets the parameterMetadata property in the builder from an array of objects.

parameterMetadata() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

The meta-property for the parameterMetadata property.

ParameterMetadata - Interface in com.opengamma.strata.market.param

Information about a single parameter.

parameterMetadata() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

The meta-property for the parameterMetadata property.

parameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the parameterMetadata property.

parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the parameter-level metadata.

parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the parameter-level metadata.

ParameterPerturbation - Interface in com.opengamma.strata.market.param

A function interface that allows a single parameter to be perturbed.

parameters(DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

Sets the array of parameters for the curve function.

parameters() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

The meta-property for the parameters property.

parameterSensitivity(double, double, double) - Method in interface com.opengamma.strata.market.cube.interpolator.BoundCubeInterpolator

Computes the sensitivity of the x-y-z-value with respect to the cube parameters.

parameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator

parameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator

Computes the sensitivity of the y-value with respect to the curve parameters.

parameterSensitivity(double, double) - Method in interface com.opengamma.strata.market.surface.interpolator.BoundSurfaceInterpolator

Computes the sensitivity of the x-y-value with respect to the surface parameters.

ParameterSize - Class in com.opengamma.strata.market.param

The market data name and the associated number of parameters.

ParameterSize.Meta - Class in com.opengamma.strata.market.param

The meta-bean for ParameterSize.

parameterSplit(List<ParameterSize>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

Sets the split of parameters between the underlying parameterized data.

parameterSplit(ParameterSize...) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

Sets the parameterSplit property in the builder from an array of objects.

parameterSplit() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

The meta-property for the parameterSplit property.

parameterSplit() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

The meta-property for the parameterSplit property.

PAY_OFF_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The pay-off rate, which includes adjustments like weighting, spread and gearing.

PAY_RECEIVE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

Whether the entry is being paid or received.

PAYMENT_CURRENCY - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The currency of the payment.

PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The payment date, adjusted to be a valid business day if necessary.

PAYMENT_EVENTS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of payment events.

PAYMENT_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of payment periods.

paymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the paymentDate property.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

Sets the periodic frequency of payments, optional with defaulting getter.

paymentFrequency() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

The meta-property for the paymentFrequency property.

payReceive(PayReceive) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the payReceive property.

PCHIP - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Piecewise cubic Hermite interpolator with monotonicity.

perturbParameter(int, double, ParameterMetadata) - Method in interface com.opengamma.strata.market.param.ParameterPerturbation

Applies a perturbation to a single parameter.

plus(DoubleArray) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns an instance with the specified sensitivity array added to the array in this instance.

plus(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns an instance with the specified sensitivity array added to the array in this instance.

plus(DoubleArray) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Returns an instance with the specified sensitivity array added to the array in this instance.

plus(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Returns an instance with the specified sensitivity array added to the array in this instance.

PointSensitivities - Class in com.opengamma.strata.market.sensitivity

A collection of point sensitivities.

PointSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for PointSensitivities.

PointSensitivity - Interface in com.opengamma.strata.market.sensitivity

Point sensitivity.

PointSensitivityBuilder - Interface in com.opengamma.strata.market.sensitivity

Builder used to create point sensitivities.

PointShifts - Class in com.opengamma.strata.market.param

A perturbation that applies different shifts to specific points in a parameterized data.

PointShifts.Meta - Class in com.opengamma.strata.market.param

The meta-bean for PointShifts.

PointShiftsBuilder - Class in com.opengamma.strata.market.param

Mutable builder for building instances of PointShifts.

PRESENT_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The present value.

presentValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the presentValue property.

PRICE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a Price - 'Price'.

PRICE_INDEX - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a price index, as used for inflation products - 'PriceIndex'.

prices(String) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing monthly prices, typically used in inflation.

prices(CurveName) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing monthly prices, typically used in inflation.

prices(CurveName, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing monthly prices, typically used in inflation.

PRODUCT_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Product linear extrapolator.

PRODUCT_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Product linear interpolator.

PRODUCT_NATURAL_SPLINE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Product natural spline interpolator.

PRODUCT_NATURAL_SPLINE_MONOTONE_CUBIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Product natural spline interpolator with monotonicity filter.

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.FxRateShifts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.Quote.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.PointShifts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.FxRateShifts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.Quote.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.ParameterSize.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.PointShifts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

put(ExplainKey<R>, R) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Puts a single value into the map.

PV_SENSITIVITY_TO_MARKET_QUOTE - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the present value sensitivity to market quote, represented by a DoubleArray.

Q

QUADRATIC_LEFT - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators

Quadratic left extrapolator.

Quote - Class in com.opengamma.strata.market.observable

A quoted value for a given security, such as an equity or future.

Quote.Meta - Class in com.opengamma.strata.market.observable

The meta-bean for Quote.

quoteConvention(CdsQuoteConvention) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the market quote convention.

quoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

The meta-property for the quoteConvention property.

quoteConvention(CdsQuoteConvention) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

Sets the market quote convention.

quoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

The meta-property for the quoteConvention property.

quoteId() - Method in class com.opengamma.strata.market.observable.Quote.Meta

The meta-property for the quoteId property.

QuoteId - Class in com.opengamma.strata.market.observable

An identifier used to access a market quote.

quotes() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta

The meta-property for the quotes property.

QuoteScenarioArray - Class in com.opengamma.strata.market.observable

Container for values for an item of quoted market data in multiple scenarios.

QuoteScenarioArray.Meta - Class in com.opengamma.strata.market.observable

The meta-bean for QuoteScenarioArray.

QuoteScenarioArrayId - Class in com.opengamma.strata.market.observable

An identifier identifying a QuoteScenarioArray containing values for a piece of quoted market data in multiple scenarios.

QuoteScenarioArrayId.Meta - Class in com.opengamma.strata.market.observable

The meta-bean for QuoteScenarioArrayId.

R

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the rateId property.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

The meta-property for the rateId property.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the rateId property.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the rateId property.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the rateId property.

rateId(QuoteId) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the identifier of the market data value which provides the price.

rateId() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the rateId property.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the rateId property.

rateId(QuoteId) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

Sets the identifier of the market data value which provides the price.

rateId() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

The meta-property for the rateId property.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

The meta-property for the rateId property.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the rateId property.

rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the identifier of the market data value that provides the rate.

rateId() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the rateId property.

RatesCurveGroup - Class in com.opengamma.strata.market.curve

A group of curves.

RatesCurveGroup.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for RatesCurveGroup.

RatesCurveGroup.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for RatesCurveGroup.

RatesCurveGroupDefinition - Class in com.opengamma.strata.market.curve

Provides the definition of how to calibrate a group of curves.

RatesCurveGroupDefinition.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for RatesCurveGroupDefinition.

RatesCurveGroupDefinitionBuilder - Class in com.opengamma.strata.market.curve

A mutable builder for creating instances of CurveGroupDefinition.

RatesCurveGroupEntry - Class in com.opengamma.strata.market.curve

A single entry in the curve group definition.

RatesCurveGroupEntry.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for RatesCurveGroupEntry.

RatesCurveGroupEntry.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for RatesCurveGroupEntry.

RatesCurveGroupId - Class in com.opengamma.strata.market.curve

An identifier used to access a curve group by name.

RatesCurveInputs - Class in com.opengamma.strata.market.curve

The input data used when calibrating a curve.

RatesCurveInputs.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for RatesCurveInputs.

RatesCurveInputs.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for RatesCurveInputs.

RatesCurveInputsId - Class in com.opengamma.strata.market.curve

An identifier used to access the inputs to curve calibration.

RECOVERY_RATE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a recovery rate - 'RecoveryRate'.

recoveryRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing recovery rates.

recoveryRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing recovery rates.

recoveryRates(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing recovery rates.

relative(double...) - Static method in class com.opengamma.strata.market.curve.CurveParallelShifts

Creates a shift that multiplies the values at each curve node by a scaling factor.

relative(Curve, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

Returns a curve based on an underlying curve with a scaling applied to the Y values.

RepoCurveInputsId - Class in com.opengamma.strata.market.curve

An identifier used to access the inputs to curve calibration.

repoCurves(Map<Pair<RepoGroup, Currency>, Curve>) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

Sets the repo curves in the curve group, keyed by repo group and currency.

repoCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta

The meta-property for the repoCurves property.

repoCurveStream() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Returns a stream of all repo curves in the group.

RepoGroup - Class in com.opengamma.strata.market.curve

Group used to identify a related set of repo curves when pricing bonds.

requirements() - Method in interface com.opengamma.strata.market.curve.CurveNode

Determines the market data that is required by the node.

requirements() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

RESET_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of reset periods.

resolvedTrade(double, MarketData, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode

Creates a resolved trade representing the instrument at the node.

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

ResolvedTradeParameterMetadata - Class in com.opengamma.strata.market.param

Parameter metadata based on a resolved trade and label.

ResolvedTradeParameterMetadata.Builder - Class in com.opengamma.strata.market.param

The bean-builder for ResolvedTradeParameterMetadata.

ResolvedTradeParameterMetadata.Meta - Class in com.opengamma.strata.market.param

The meta-bean for ResolvedTradeParameterMetadata.

resolvedTrades(MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Creates a list of trades representing the instrument at each node.

rightCurve() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve.Meta

The meta-property for the rightCurve property.

rightExtrapolate(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator

Right extrapolates the y-value from the specified x-value.

rightExtrapolateFirstDerivative(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator

Calculates the first derivative of the right extrapolated y-value at the specified x-value.

rightExtrapolateParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator

Calculates the parameter sensitivities of the right extrapolated y-value at the specified x-value.

RISK_REVERSAL - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a risk reversal - 'RiskReversal'.

S

SABR_ALPHA - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is the SABR alpha parameter - 'SabrAlpha'.

SABR_BETA - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is the SABR beta parameter - 'SabrBeta'.

SABR_NU - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is the SABR nu parameter - 'SabrNu'.

SABR_RHO - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is the SABR rho parameter - 'SabrRho'.

SABR_SHIFT - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is the SABR shift parameter - 'SabrShift'.

sabrParameterByExpiry(String, DayCount, ValueType) - Static method in class com.opengamma.strata.market.curve.Curves

Creates metadata for a curve providing a SABR parameter.

sabrParameterByExpiry(CurveName, DayCount, ValueType) - Static method in class com.opengamma.strata.market.curve.Curves

Creates metadata for a curve providing a SABR parameter.

sabrParameterByExpiry(CurveName, DayCount, ValueType, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates metadata for a curve providing a SABR parameter.

sabrParameterByExpiryTenor(String, DayCount, ValueType) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing a SABR expiry-tenor parameter.

sabrParameterByExpiryTenor(SurfaceName, DayCount, ValueType) - Static method in class com.opengamma.strata.market.surface.Surfaces

Creates metadata for a surface providing a SABR expiry-tenor parameter.

SabrParameterType - Enum in com.opengamma.strata.market.model

The type of the SABR parameter - Alpha, Beta, Rho, Nu or shift.

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode

Creates a resolved trade representing the instrument at the node.

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

sampleResolvedTrade(LocalDate, FxRateProvider, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

seasonality() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

The meta-property for the seasonality property.

SeasonalityDefinition - Class in com.opengamma.strata.market.curve

Provides the definition of seasonality for a price index curve.

SeasonalityDefinition.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for SeasonalityDefinition.

seasonalityDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta

The meta-property for the seasonalityDefinitions property.

seasonalityMonthOnMonth() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta

The meta-property for the seasonalityMonthOnMonth property.

sensitivities() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Converts this instance to a stream of sensitivity, keyed by the parameter metadata.

sensitivities() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

The meta-property for the sensitivities property.

Sensitivities - Interface in com.opengamma.strata.market.sensitivity

Risk expressed as a set of sensitivities.

sensitivity() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity(DoubleArray) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

Sets the parameter sensitivity values.

sensitivity() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta

The meta-property for the sensitivity property.

sensitivityFunction(BiFunction<DoubleArray, Double, DoubleArray>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

Sets the parameter sensitivity function.

sensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

The meta-property for the sensitivityFunction property.

sensitivityFunction(BiFunction<DoubleArray, Double, DoubleArray>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the parameter sensitivity function.

sensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the sensitivityFunction property.

set(String, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

set(String, Object) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

set(String, Object) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder

set(String, Object) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

set(String, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

shiftAmount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

The meta-property for the shiftAmount property.

shiftAmount() - Method in class com.opengamma.strata.market.FxRateShifts.Meta

The meta-property for the shiftAmount property.

shiftAmount() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

The meta-property for the shiftAmount property.

shiftAmounts() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

The meta-property for the shiftAmounts property.

shifts() - Method in class com.opengamma.strata.market.param.PointShifts.Meta

The meta-property for the shifts property.

shiftType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.market.FxRateShifts.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.market.param.PointShifts.Meta

The meta-property for the shiftType property.

ShiftType - Enum in com.opengamma.strata.market

Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.

SIMPLE_MONEYNESS - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is simple-moneyness, i.e.

SimpleCubeParameterMetadata - Class in com.opengamma.strata.market.cube

Simple parameter metadata containing the x, y, z values and type.

SimpleCubeParameterMetadata.Meta - Class in com.opengamma.strata.market.cube

The meta-bean for SimpleCubeParameterMetadata.

SimpleCurveParameterMetadata - Class in com.opengamma.strata.market.curve

Simple parameter metadata containing the x value and type.

SimpleCurveParameterMetadata.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for SimpleCurveParameterMetadata.

SimpleStrike - Class in com.opengamma.strata.market.option

A simple strike value.

SimpleStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for SimpleStrike.

SimpleSurfaceParameterMetadata - Class in com.opengamma.strata.market.surface

Simple parameter metadata containing the x and y values and type.

SimpleSurfaceParameterMetadata.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for SimpleSurfaceParameterMetadata.

size() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Gets the number of sensitivity entries.

sort() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Sorts the mutable list of point sensitivities.

sorted() - Method in class com.opengamma.strata.market.amount.CashFlows

Returns an instance that is sorted.

split() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

split() - Method in class com.opengamma.strata.market.curve.CombinedCurve

split() - Method in interface com.opengamma.strata.market.curve.Curve

Obtains a list of underlying curves.

split() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Splits this sensitivity instance.

split() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Splits this sensitivity instance.

split() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

Splits this sensitivity instance.

split() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Splits this sensitivity instance.

splitValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Splits the array according to the curve order.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

Sets the offset of the start date from the trade date.

spotDateOffset() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

Sets the offset of the start date from the trade date.

spotDateOffset() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

The meta-property for the spotDateOffset property.

SPREAD - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The spread, added to the forward rate.

spread() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta

The meta-property for the spread property.

spreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

The meta-property for the spreadCurve property.

spreadCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta

The meta-property for the spreadCurve property.

spreadId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the identifier of the market data value which provides the spread.

spreadId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the spreadId property.

spreadId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Builder

Sets the identifier of the market data value which provides the spread.

spreadId() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Meta

The meta-property for the spreadId property.

SQUARE_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Square linear interpolator.

START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual start date, adjusted to be a valid business day if necessary.

STEP_UPPER - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Step upper interpolator.

storeNodeTrade() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta

The meta-property for the storeNodeTrade property.

STRANGLE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a strangle - 'Strangle'.

stream() - Method in interface com.opengamma.strata.market.curve.CurveGroup

Returns a stream of all curves in the group.

stream() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Returns a stream of all curves in the group.

stream() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Returns a stream of all curves in the group.

stream() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

Strike - Interface in com.opengamma.strata.market.option

The strike of an option, describing both type and value.

STRIKE - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a simple strike.

strike() - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata.Meta

The meta-property for the strike property.

STRIKE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a strike - 'Strike'.

STRIKE_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The strike value.

StrikeType - Class in com.opengamma.strata.market.option

The type of a strike.

summarize() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Surface - Interface in com.opengamma.strata.market.surface

A surface that maps a double x-value and y-value to a double z-value.

SurfaceInfoType<T> - Class in com.opengamma.strata.market.surface

The type that provides meaning to additional surface information.

SurfaceInterpolator - Interface in com.opengamma.strata.market.surface.interpolator

Interface for interpolators that interpolate a surface.

SurfaceMetadata - Interface in com.opengamma.strata.market.surface

Metadata about a surface and surface parameters.

surfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the surfaceName property.

surfaceName(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the surface name.

surfaceName(SurfaceName) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the surface name.

SurfaceName - Class in com.opengamma.strata.market.surface

The name of a surface.

Surfaces - Class in com.opengamma.strata.market.surface

Helper for creating common types of surfaces.

SwapIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve

An ISDA compliant curve node whose instrument is a standard Fixed-Ibor interest rate swap.

SwapIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for SwapIsdaCreditCurveNode.

SwapIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for SwapIsdaCreditCurveNode.

SwapLegAmount - Class in com.opengamma.strata.market.amount

Represents an amount associated with one leg of a swap.

SwapLegAmount.Builder - Class in com.opengamma.strata.market.amount

The bean-builder for SwapLegAmount.

SwapLegAmount.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for SwapLegAmount.

T

template(CdsTemplate) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

Sets the template for the single names associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta

The meta-property for the template property.

template(CdsTemplate) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

Sets the template for the CDS associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta

The meta-property for the template property.

template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the template property.

template(FixedInflationSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta

The meta-property for the template property.

template(FixedOvernightSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the template property.

template(FraTemplate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the template for the FRA associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the template property.

template(FxSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the template for the FX Swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the template property.

template(IborFixingDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the template for the Ibor fixing deposit associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the template property.

template(IborFutureTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the template for the Ibor Futures associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the template property.

template(IborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the template property.

template(OvernightFutureTemplate) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

Sets the template for the Overnight Futures associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Meta

The meta-property for the template property.

template(OvernightIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta

The meta-property for the template property.

template(TermDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the template for the term deposit associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the template property.

template(ThreeLegBasisSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the template property.

template(XCcyIborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the template property.

template(XCcyOvernightOvernightSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Meta

The meta-property for the template property.

tenor(Tenor) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

Sets the period between the start date and the end date.

tenor() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta

The meta-property for the tenor property.

tenor(Tenor) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

Sets the tenor of the swap.

tenor() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta

The meta-property for the tenor property.

TenorDateParameterMetadata - Class in com.opengamma.strata.market.param

Parameter metadata based on a date and tenor.

TenorDateParameterMetadata.Meta - Class in com.opengamma.strata.market.param

The meta-bean for TenorDateParameterMetadata.

TenoredParameterMetadata - Interface in com.opengamma.strata.market.param

Parameter metadata that specifies a tenor.

TenorParameterMetadata - Class in com.opengamma.strata.market.param

Parameter metadata based on a tenor.

TenorParameterMetadata.Meta - Class in com.opengamma.strata.market.param

The meta-bean for TenorParameterMetadata.

TenorTenorParameterMetadata - Class in com.opengamma.strata.market.param

Parameter metadata based on an expiry tenor, an underlying tenor and their respective year fractions.

TenorTenorParameterMetadata.Meta - Class in com.opengamma.strata.market.param

The meta-bean for TenorTenorParameterMetadata.

TenorTenorStrikeParameterMetadata - Class in com.opengamma.strata.market.param

Parameter metadata based on an expiry tenor, an underlying tenor and strike value.

TenorTenorStrikeParameterMetadata.Meta - Class in com.opengamma.strata.market.param

The meta-bean for TenorTenorStrikeParameterMetadata.

TermDepositCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a term deposit.

TermDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for TermDepositCurveNode.

TermDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for TermDepositCurveNode.

ThreeLegBasisSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a three leg basis swap.

ThreeLegBasisSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for ThreeLegBasisSwapCurveNode.

ThreeLegBasisSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for ThreeLegBasisSwapCurveNode.

TIME_SQUARE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators

Time square interpolator.

toBuilder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

Returns a mutable builder initialized with the state of this bean.

toBuilder() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Returns a mutable builder initialized with the state of this bean.

toBuilder() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Converts to builder.

toBuilder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Returns a builder populated with the set of sensitivities from this instance.

toBuilder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Returns a mutable builder initialized with the state of this bean.

toBuilder() - Method in class com.opengamma.strata.market.surface.DeformedSurface

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Returns a builder that allows this bean to be mutated.

toCurveParameterSize() - Method in interface com.opengamma.strata.market.curve.CurveDefinition

Converts this definition to the summary form.

toImmutable() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Returns an immutable version of this object.

toMergedSensitivities() - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Returns a collector that merges sensitivities.

toMutable() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Returns a mutable version of this object.

toSensitivityMap(Class<T>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Converts this instance to a map of sensitivities, keyed by the identifier.

toString() - Method in class com.opengamma.strata.market.amount.CashFlow

toString() - Method in class com.opengamma.strata.market.amount.CashFlows

toString() - Method in class com.opengamma.strata.market.amount.LegAmounts

toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

toString() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

toString() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Builder

toString() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

toString() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

toString() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata

toString() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

toString() - Method in class com.opengamma.strata.market.curve.CombinedCurve

toString() - Method in class com.opengamma.strata.market.curve.ConstantCurve

toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

toString() - Method in class com.opengamma.strata.market.curve.CurveId

toString() - Method in enum com.opengamma.strata.market.curve.CurveNodeClashAction

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.market.curve.CurveNodeDate

toString() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder

toString() - Method in enum com.opengamma.strata.market.curve.CurveNodeDateType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts

toString() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

toString() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

toString() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode

toString() - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

toString() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

toString() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition

toString() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId

toString() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

toString() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder

toString() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup

toString() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId

toString() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs

toString() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId

toString() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId

toString() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition

toString() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata

toString() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode

toString() - Method in class com.opengamma.strata.market.explain.ExplainMap

toString() - Method in class com.opengamma.strata.market.FxRateShifts

toString() - Method in class com.opengamma.strata.market.GenericDoubleShifts

toString() - Method in enum com.opengamma.strata.market.model.MoneynessType

Returns the formatted name of the type.

toString() - Method in enum com.opengamma.strata.market.model.SabrParameterType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.market.observable.IndexQuoteId

toString() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation

toString() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId

toString() - Method in class com.opengamma.strata.market.observable.Quote

toString() - Method in class com.opengamma.strata.market.observable.QuoteId

toString() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray

toString() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId

toString() - Method in class com.opengamma.strata.market.option.DeltaStrike

toString() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

toString() - Method in class com.opengamma.strata.market.option.MoneynessStrike

toString() - Method in class com.opengamma.strata.market.option.SimpleStrike

toString() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

toString() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

toString() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

toString() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder

toString() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

toString() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata

toString() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata

toString() - Method in class com.opengamma.strata.market.param.ParameterSize

toString() - Method in class com.opengamma.strata.market.param.PointShifts

toString() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder

toString() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata

toString() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

toString() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

toString() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata

toString() - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata

toString() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities

toString() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

toString() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata

toString() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

toString() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

toString() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

toString() - Method in enum com.opengamma.strata.market.ShiftType

Returns the formatted name of the type.

toString() - Method in class com.opengamma.strata.market.surface.ConstantSurface

toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

toString() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder

toString() - Method in class com.opengamma.strata.market.surface.DeformedSurface

toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

toString() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

toString() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata

total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Returns the total of the sensitivity values.

total() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities

Returns the total of the sensitivity values.

total() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Returns the total of the sensitivity values.

total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Returns the total of the sensitivity values.

total() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Returns the total of the sensitivity values.

total() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns the total of the sensitivity values.

total() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Returns the total of the sensitivity values.

toUnitParameterSensitivity() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Converts this instance to the equivalent unit sensitivity.

toValueAdjustment(double) - Method in enum com.opengamma.strata.market.ShiftType

Returns a value adjustment that applies the shift amount using appropriate logic for the shift type.

trade(double, MarketData, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode

Creates a trade representing the instrument at the node.

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode

Creates a trade representing the CDS index at the node.

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode

Creates a trade representing the CDS at the node.

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

trade(ResolvedTrade) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder

Sets the trade that describes the parameter.

trade() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta

The meta-property for the trade property.

TRADE_NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The notional, as defined in the trade.

type(SwapLegType) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets the type of the leg, such as Fixed or Ibor.

type() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta

The meta-property for the type property.

typedSensitivities() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta

The meta-property for the typedSensitivities property.

U

UNADJUSTED_END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual end date, before any business day adjustment.

UNADJUSTED_PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The payment date, before any business day adjustment.

UNADJUSTED_START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual start date, before any business day adjustment.

underlying() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta

The meta-property for the underlying property.

underlyingCurve() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta

The meta-property for the underlyingCurve property.

underlyingTenor() - Method in class com.opengamma.strata.market.param.TenorTenorParameterMetadata.Meta

The meta-property for the underlyingTenor property.

underlyingTenor() - Method in class com.opengamma.strata.market.param.TenorTenorStrikeParameterMetadata.Meta

The meta-property for the underlyingTenor property.

underlyingWithParameter(int, Class<R>, int, double) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Updates a parameter on the specified underlying.

underlyingWithPerturbation(int, Class<R>, ParameterPerturbation) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Applies a perturbation to the specified underlying.

UNIT_AMOUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The unit amount.

UnitParameterSensitivities - Class in com.opengamma.strata.market.param

Unit parameter sensitivity for parameterized market data, such as curves.

UnitParameterSensitivities.Meta - Class in com.opengamma.strata.market.param

The meta-bean for UnitParameterSensitivities.

UnitParameterSensitivity - Class in com.opengamma.strata.market.param

Unit parameter sensitivity for parameterized market data, such as a curve.

UnitParameterSensitivity.Meta - Class in com.opengamma.strata.market.param

The meta-bean for UnitParameterSensitivity.

UNKNOWN - Static variable in class com.opengamma.strata.market.ValueType

Type used when the meaning of each value is not known - 'Unknown'.

V

value() - Method in class com.opengamma.strata.market.observable.Quote.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

The meta-property for the value property.

valueFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder

Sets the y-value function.

valueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta

The meta-property for the valueFunction property.

valueFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the y-value function.

valueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the valueFunction property.

valueOf(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeClashAction

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeDateType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.market.model.MoneynessType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.market.model.SabrParameterType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.market.ShiftType

Returns the enum constant of this type with the specified name.

values() - Static method in enum com.opengamma.strata.market.curve.CurveNodeClashAction

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.market.curve.CurveNodeDateType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Method in interface com.opengamma.strata.market.curve.NodalCurve

Converts this instance to a stream of y-values, keyed by the x-values.

values() - Static method in enum com.opengamma.strata.market.model.MoneynessType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.market.model.SabrParameterType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.market.ShiftType

Returns an array containing the constants of this enum type, in the order they are declared.

ValueType - Class in com.opengamma.strata.market

The type of a value.

W

WEIGHT - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The weight of this observation.

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Returns an instance with the specified sensitivity currency set.

withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Returns an instance with the specified currency applied to the sensitivities in this builder.

withCurveDefinitions(List<CurveDefinition>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a copy of this object containing the specified curve definitions.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode

Returns a copy of this node with the specified date.

withInfo(CubeInfoType<T>, T) - Method in interface com.opengamma.strata.market.cube.CubeMetadata

Returns an instance where the specified additional information has been added.

withInfo(CubeInfoType<T>, T) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

withInfo(CurveInfoType<T>, T) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Returns an instance where the specified additional information has been added.

withInfo(CurveInfoType<T>, T) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

withInfo(PortfolioItemInfo) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

withInfo(PortfolioItemInfo) - Method in interface com.opengamma.strata.market.sensitivity.Sensitivities

Returns an instance with the specified info.

withInfo(SurfaceInfoType<T>, T) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

withInfo(SurfaceInfoType<T>, T) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Returns an instance where the specified additional information has been added.

withMarketDataNames(Function<MarketDataName<?>, MarketDataName<?>>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Checks and adjusts the market data names.

withMarketDataNames(Function<MarketDataName<?>, MarketDataName<?>>) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Checks and adjusts the market data names.

withMetadata(CubeMetadata) - Method in interface com.opengamma.strata.market.cube.Cube

Returns a new cube with the specified metadata.

withMetadata(CubeMetadata) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

withMetadata(CubeMetadata) - Method in interface com.opengamma.strata.market.cube.NodalCube

Returns a new cube with the specified metadata.

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.CombinedCurve

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ConstantCurve

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

withMetadata(CurveMetadata) - Method in interface com.opengamma.strata.market.curve.Curve

Returns a new curve with the specified metadata.

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

withMetadata(CurveMetadata) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Returns a new curve with the specified metadata.

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

withMetadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.ConstantSurface

withMetadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.DeformedSurface

withMetadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

withMetadata(SurfaceMetadata) - Method in interface com.opengamma.strata.market.surface.NodalSurface

Returns a new surface with the specified metadata.

withMetadata(SurfaceMetadata) - Method in interface com.opengamma.strata.market.surface.Surface

Returns a new surface with the specified metadata.

withName(CurveGroupName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a copy of this definition with a different name.

withNode(double, double, ParameterMetadata) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

withNode(double, double, ParameterMetadata) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

withNode(double, double, ParameterMetadata) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

withNode(double, double, ParameterMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Returns a new curve with an additional node, specifying the parameter metadata.

withNode(double, double, ParameterMetadata) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Returns a new curve with an additional node, specifying the parameter metadata.

withObservableSource(ObservableSource) - Method in class com.opengamma.strata.market.observable.IndexQuoteId

withObservableSource(ObservableSource) - Method in class com.opengamma.strata.market.observable.QuoteId

withParameter(int, double) - Method in interface com.opengamma.strata.market.cube.Cube

withParameter(int, double) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

withParameter(int, double) - Method in interface com.opengamma.strata.market.cube.NodalCube

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.CombinedCurve

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.ConstantCurve

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

withParameter(int, double) - Method in interface com.opengamma.strata.market.curve.Curve

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

withParameter(int, double) - Method in interface com.opengamma.strata.market.curve.NodalCurve

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

withParameter(int, double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

withParameter(int, double) - Method in interface com.opengamma.strata.market.param.ParameterizedData

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

withParameter(Class<R>, int, double) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Updates a parameter on the specified list of underlying instances.

withParameter(int, double) - Method in class com.opengamma.strata.market.surface.ConstantSurface

withParameter(int, double) - Method in class com.opengamma.strata.market.surface.DeformedSurface

withParameter(int, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

withParameter(int, double) - Method in interface com.opengamma.strata.market.surface.NodalSurface

withParameter(int, double) - Method in interface com.opengamma.strata.market.surface.Surface

withParameterMetadata(List<? extends ParameterMetadata>) - Method in interface com.opengamma.strata.market.cube.CubeMetadata

Returns an instance where the parameter metadata has been changed.

withParameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata

withParameterMetadata(List<? extends ParameterMetadata>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Returns an instance where the parameter metadata has been changed.

withParameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

withParameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

withParameterMetadata(List<? extends ParameterMetadata>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Returns an instance where the parameter metadata has been changed.

withParameterMetadatas(UnaryOperator<ParameterMetadata>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities

Checks and adjusts the parameter metadata.

withParameterMetadatas(UnaryOperator<ParameterMetadata>) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities

Checks and adjusts the parameter metadata.

withParameters(DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

Returns a copy of the curve with all of the parameters altered.

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.cube.Cube

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.cube.NodalCube

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.CombinedCurve

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.ConstantCurve

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.curve.Curve

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.curve.NodalCurve

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.param.ParameterizedData

Returns a perturbed copy of the data.

withPerturbation(Class<R>, ParameterPerturbation) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner

Applies a perturbation to each underlying.

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.surface.ConstantSurface

withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.surface.NodalSurface

withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.surface.Surface

withSeasonalityDefinitions(Map<CurveName, SeasonalityDefinition>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition

Returns a copy of this object containing the specified seasonality definitions.

withSensitivity(DoubleMatrix) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity

Returns an instance with new parameter sensitivity values.

withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity

Returns an instance with new parameter sensitivity values.

withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity

Returns an instance with new parameter sensitivity values.

withSensitivity(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Returns an instance with the new point sensitivity value.

withTenor(Tenor) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata

withTenor(Tenor) - Method in interface com.opengamma.strata.market.param.TenoredParameterMetadata

Returns an instance with the tenor updated.

withTenor(Tenor) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata

withUnderlyingCurve(int, Curve) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

withUnderlyingCurve(int, Curve) - Method in class com.opengamma.strata.market.curve.CombinedCurve

withUnderlyingCurve(int, Curve) - Method in interface com.opengamma.strata.market.curve.Curve

Replaces an underlying curve by a new curve.

withValue(double) - Method in class com.opengamma.strata.market.option.DeltaStrike

withValue(double) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

withValue(double) - Method in class com.opengamma.strata.market.option.MoneynessStrike

withValue(double) - Method in class com.opengamma.strata.market.option.SimpleStrike

withValue(double) - Method in interface com.opengamma.strata.market.option.Strike

Creates an new instance of the same strike type with value.

withValues(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

withValues(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

withValues(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

withValues(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

withValues(DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Returns a new curve with the specified x-values and y-values.

withWValues(DoubleArray) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

withWValues(DoubleArray) - Method in interface com.opengamma.strata.market.cube.NodalCube

Returns a new cube with the specified values.

withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

withYValues(DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Returns a new curve with the specified values.

withZValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

withZValues(DoubleArray) - Method in interface com.opengamma.strata.market.surface.NodalSurface

Returns a new surface with the specified values.

wValue(double, double, double) - Method in interface com.opengamma.strata.market.cube.Cube

Computes the w-value for the specified x-value, y-value, z-value.

wValue(double, double, double) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

wValueParameterSensitivity(double, double, double) - Method in interface com.opengamma.strata.market.cube.Cube

Computes the sensitivity of the w-value with respect to the cube parameters.

wValueParameterSensitivity(double, double, double) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube

wValues(DoubleArray) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Builder

Sets the array of w-values, one for each point.

wValues() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Meta

The meta-property for the wValues property.

wValueType() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata.Meta

The meta-property for the wValueType property.

wValueType(ValueType) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadataBuilder

Sets the w-value type, providing meaning to the w-values of the cube.

X

XCcyIborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a cross-currency Ibor-Ibor interest rate swap.

XCcyIborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for XCcyIborIborSwapCurveNode.

XCcyIborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for XCcyIborIborSwapCurveNode.

XCcyOvernightOvernightSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a cross-currency overnight-overnight interest rate swap.

XCcyOvernightOvernightSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for XCcyOvernightOvernightSwapCurveNode.

XCcyOvernightOvernightSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for XCcyOvernightOvernightSwapCurveNode.

xExtrapolatorLeft() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator.Meta

The meta-property for the xExtrapolatorLeft property.

xExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

The meta-property for the xExtrapolatorLeft property.

xExtrapolatorRight() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator.Meta

The meta-property for the xExtrapolatorRight property.

xExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

The meta-property for the xExtrapolatorRight property.

xInterpolator() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator.Meta

The meta-property for the xInterpolator property.

xInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

The meta-property for the xInterpolator property.

xValue() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata.Meta

The meta-property for the xValue property.

xValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

Sets the single x-value.

xValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

The meta-property for the xValue property.

xValue() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

The meta-property for the xValue property.

xValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

The meta-property for the xValue property.

xValues(DoubleArray) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Builder

Sets the array of x-values, one for each point.

xValues() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Meta

The meta-property for the xValues property.

xValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the array of x-values, one for each point.

xValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the xValues property.

xValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the array of x-values, one for each point.

xValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the xValues property.

xValueType() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata.Meta

The meta-property for the xValueType property.

xValueType(ValueType) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadataBuilder

Sets the x-value type, providing meaning to the x-values of the cube.

xValueType() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata.Meta

The meta-property for the xValueType property.

xValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the xValueType property.

xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the x-value type, providing meaning to the x-values of the curve.

xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the x-value type, providing meaning to the x-values of the curve.

xValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the xValueType property.

xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the x-value type, providing meaning to the x-values of the curve.

xValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the xValueType property.

xValueType() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta

The meta-property for the xValueType property.

xValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the xValueType property.

xValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the x-value type, providing meaning to the x-values of the surface.

xValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

The meta-property for the xValueType property.

Y

YEAR_FRACTION - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a year fraction relative to a base date - 'YearFraction'.

yearMonth() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta

The meta-property for the yearMonth property.

YearMonthDateParameterMetadata - Class in com.opengamma.strata.market.param

Parameter metadata based on a date and year-month.

YearMonthDateParameterMetadata.Meta - Class in com.opengamma.strata.market.param

The meta-bean for YearMonthDateParameterMetadata.

yExtrapolatorLeft() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator.Meta

The meta-property for the yExtrapolatorLeft property.

yExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

The meta-property for the yExtrapolatorLeft property.

yExtrapolatorRight() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator.Meta

The meta-property for the yExtrapolatorRight property.

yExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

The meta-property for the yExtrapolatorRight property.

yInterpolator() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator.Meta

The meta-property for the yInterpolator property.

yInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta

The meta-property for the yInterpolator property.

yValue() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata.Meta

The meta-property for the yValue property.

yValue(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

yValue(double) - Method in class com.opengamma.strata.market.curve.CombinedCurve

yValue() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta

The meta-property for the yValue property.

yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantCurve

yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder

Sets the single y-value.

yValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

The meta-property for the yValue property.

yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

yValue(double) - Method in interface com.opengamma.strata.market.curve.Curve

Computes the y-value for the specified x-value.

yValue(double) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

yValue(double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

yValue(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

yValue(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

yValue(double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

yValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

The meta-property for the yValue property.

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.CombinedCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ConstantCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

yValueParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.Curve

Computes the sensitivity of the y-value with respect to the curve parameters.

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.HybridNodalCurve

Computes the sensitivity of the y-value with respect to the curve parameters

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve

yValues(DoubleArray) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Builder

Sets the array of y-values, one for each point.

yValues() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Meta

The meta-property for the yValues property.

yValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the array of y-values, one for each point.

yValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the yValues property.

yValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the array of y-values, one for each point.

yValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the yValues property.

yValueType() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata.Meta

The meta-property for the yValueType property.

yValueType(ValueType) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadataBuilder

Sets the y-value type, providing meaning to the y-values of the cube.

yValueType() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata.Meta

The meta-property for the yValueType property.

yValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the yValueType property.

yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the y-value type, providing meaning to the y-values of the curve.

yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the y-value type, providing meaning to the y-values of the curve.

yValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the yValueType property.

yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

Sets the y-value type, providing meaning to the y-values of the curve.

yValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta

The meta-property for the yValueType property.

yValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the yValueType property.

yValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the y-value type, providing meaning to the y-values of the surface.

yValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta

The meta-property for the yValueType property.

Z

ZERO_RATE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a zero rate - 'ZeroRate'.

ZERO_RATE_DELTA - Static variable in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesType

Type used when each sensitivity is a zero rate delta - 'ZeroRateDelta'.

ZERO_RATE_GAMMA - Static variable in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesType

Type used when each sensitivity is a zero rate gamma - 'ZeroRateGamma'.

zeroRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing zero rates.

zeroRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing zero rates.

zeroRates(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing zero rates.

zExtrapolatorLeft() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator.Meta

The meta-property for the zExtrapolatorLeft property.

zExtrapolatorRight() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator.Meta

The meta-property for the zExtrapolatorRight property.

zInterpolator() - Method in class com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator.Meta

The meta-property for the zInterpolator property.

zValue() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata.Meta

The meta-property for the zValue property.

zValue() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta

The meta-property for the zValue property.

zValue(double, double) - Method in class com.opengamma.strata.market.surface.ConstantSurface

zValue(double, double) - Method in class com.opengamma.strata.market.surface.DeformedSurface

zValue(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

zValue(double, double) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the z-value for the specified x-value and y-value.

zValue(DoublesPair) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the z-value for the specified pair of x-value and y-value.

zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.ConstantSurface

zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.DeformedSurface

zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

zValueParameterSensitivity(double, double) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the sensitivity of the z-value with respect to the surface parameters.

zValueParameterSensitivity(DoublesPair) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the sensitivity of the z-value with respect to the surface parameters.

zValues(DoubleArray) - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Builder

Sets the array of z-values, one for each point.

zValues() - Method in class com.opengamma.strata.market.cube.InterpolatedNodalCube.Meta

The meta-property for the zValues property.

zValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the array of z-values, one for each point.

zValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the zValues property.

zValueType() - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadata.Meta

The meta-property for the zValueType property.

zValueType(ValueType) - Method in class com.opengamma.strata.market.cube.DefaultCubeMetadataBuilder

Sets the z-value type, providing meaning to the z-values of the cube.

zValueType() - Method in class com.opengamma.strata.market.cube.SimpleCubeParameterMetadata.Meta

The meta-property for the zValueType property.

zValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the zValueType property.

zValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder

Sets the z-value type, providing meaning to the z-values of the surface.

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