com.opengamma.strata.calc.marketdata

Class BuiltScenarioMarketData

java.lang.Object

com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData

All Implemented Interfaces:

ScenarioMarketData, Bean, ImmutableBean

public final class BuiltScenarioMarketData
extends Object
implements ScenarioMarketData, ImmutableBean

Market data that has been built.

The MarketDataFactory can be used to build market data from external sources and by calibration. This implementation of ScenarioMarketData provides the result, and includes all the market data, such as quotes and curves.

This implementation differs from ImmutableScenarioMarketData because it stores the failures that occurred during the build process. These errors are exposed to users when data is queried.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	BuiltScenarioMarketData.Meta The meta-bean for BuiltScenarioMarketData.

Method Summary

Modifier and Type	Method and Description
boolean	containsValue(MarketDataId<?> id) Checks if this market data contains a value for the specified identifier.
boolean	equals(Object obj)
<T> Set<MarketDataId<T>>	findIds(MarketDataName<T> name) Finds the market data identifiers associated with the specified name.
<T> Optional<MarketDataBox<T>>	findValue(MarketDataId<T> id) Finds the market data value associated with the specified identifier.
Set<MarketDataId<?>>	getIds() Gets the market data identifiers.
int	getScenarioCount() Gets the number of scenarios.
LocalDateDoubleTimeSeries	getTimeSeries(ObservableId id) Gets the time-series associated with the specified identifier, empty if not found.
ImmutableMap<MarketDataId<?>,Failure>	getTimeSeriesFailures() Gets the failures that occurred when building time series of market data values.
Set<ObservableId>	getTimeSeriesIds() Gets the time-series identifiers.
ImmutableScenarioMarketData	getUnderlying() Gets the underlying market data.
MarketDataBox<LocalDate>	getValuationDate() Gets a box that can provide the valuation date of each scenario.
<T> MarketDataBox<T>	getValue(MarketDataId<T> id) Gets the market data value associated with the specified identifier.
ImmutableMap<MarketDataId<?>,Failure>	getValueFailures() Gets the failures when building single market data values.
int	hashCode()
static BuiltScenarioMarketData.Meta	meta() The meta-bean for BuiltScenarioMarketData.
BuiltScenarioMarketData.Meta	metaBean()
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.data.scenario.ScenarioMarketData

combinedWith, getScenarioValue, of, of, of, scenario, scenarios, withPerturbation, withValue

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

getValuationDate

public MarketDataBox<LocalDate> getValuationDate()

Description copied from interface: ScenarioMarketData

Gets a box that can provide the valuation date of each scenario.

Specified by:

getValuationDate in interface ScenarioMarketData

Returns:

the valuation dates of the scenarios

getScenarioCount

public int getScenarioCount()

Description copied from interface: ScenarioMarketData

Gets the number of scenarios.

Specified by:

getScenarioCount in interface ScenarioMarketData

Returns:

the number of scenarios

containsValue

public boolean containsValue(MarketDataId<?> id)

Description copied from interface: ScenarioMarketData

Checks if this market data contains a value for the specified identifier.

Specified by:

containsValue in interface ScenarioMarketData

Parameters:

id - the identifier to find

Returns:

true if the market data contains a value for the identifier

getValue

public <T> MarketDataBox<T> getValue(MarketDataId<T> id)

Description copied from interface: ScenarioMarketData

Gets the market data value associated with the specified identifier.

The result is a box that provides data for all scenarios. If this market data instance contains the identifier, the value will be returned. Otherwise, an exception will be thrown.

Specified by:

getValue in interface ScenarioMarketData

Type Parameters:

T - the type of the market data value

Parameters:

id - the identifier to find

Returns:

the market data value box providing data for all scenarios

findValue

public <T> Optional<MarketDataBox<T>> findValue(MarketDataId<T> id)

Description copied from interface: ScenarioMarketData

Finds the market data value associated with the specified identifier.

The result is a box that provides data for all scenarios. If this market data instance contains the identifier, the value will be returned. Otherwise, an empty optional will be returned.

Specified by:

findValue in interface ScenarioMarketData

Type Parameters:

T - the type of the market data value

Parameters:

id - the identifier to find

Returns:

the market data value box providing data for all scenarios, empty if not found

getIds

public Set<MarketDataId<?>> getIds()

Description copied from interface: ScenarioMarketData

Gets the market data identifiers.

Specified by:

getIds in interface ScenarioMarketData

Returns:

the set of market data identifiers

findIds

public <T> Set<MarketDataId<T>> findIds(MarketDataName<T> name)

Description copied from interface: ScenarioMarketData

Finds the market data identifiers associated with the specified name.

This returns the unique identifiers that refer to the specified name. There may be more than one identifier associated with a name as the name is not unique.

Specified by:

findIds in interface ScenarioMarketData

Type Parameters:

T - the type of the market data value

Parameters:

name - the name to find

Returns:

the set of market data identifiers, empty if name not found

getTimeSeriesIds

public Set<ObservableId> getTimeSeriesIds()

Description copied from interface: ScenarioMarketData

Gets the time-series identifiers.

Time series are not affected by scenarios, therefore there is a single time-series for each identifier which is shared between all scenarios.

Specified by:

getTimeSeriesIds in interface ScenarioMarketData

Returns:

the set of observable identifiers

getTimeSeries

public LocalDateDoubleTimeSeries getTimeSeries(ObservableId id)

Description copied from interface: ScenarioMarketData

Gets the time-series associated with the specified identifier, empty if not found.

Time series are not affected by scenarios, therefore there is a single time-series for each identifier which is shared between all scenarios.

Specified by:

getTimeSeries in interface ScenarioMarketData

Parameters:

id - the identifier to find

Returns:

the time-series, empty if no time-series found

meta

public static BuiltScenarioMarketData.Meta meta()

The meta-bean for BuiltScenarioMarketData.

Returns:

the meta-bean, not null

metaBean

public BuiltScenarioMarketData.Meta metaBean()

Specified by:

metaBean in interface Bean

getUnderlying

public ImmutableScenarioMarketData getUnderlying()

Gets the underlying market data.

Returns:

the value of the property, not null

getValueFailures

public ImmutableMap<MarketDataId<?>,Failure> getValueFailures()

Gets the failures when building single market data values.

Returns:

the value of the property, not null

getTimeSeriesFailures

public ImmutableMap<MarketDataId<?>,Failure> getTimeSeriesFailures()

Gets the failures that occurred when building time series of market data values.

Returns:

the value of the property, not null

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object