Uses of Interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries (OpenGamma Strata)

Packages that use LocalDateDoubleTimeSeries
Package	Description
com.opengamma.strata.calc.marketdata	Provides the ability to obtain market data and perform calibrations and scenario perturbations.
com.opengamma.strata.collect.timeseries	Time-series data structures.
com.opengamma.strata.data	Basic types to model market data.
com.opengamma.strata.data.scenario	Basic types to model market data across scenarios.
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.pricer.fx	Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.

Uses of LocalDateDoubleTimeSeries in com.opengamma.strata.calc.marketdata

Methods in com.opengamma.strata.calc.marketdata that return LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`LocalDateDoubleTimeSeries`	BuiltMarketData.`getTimeSeries(ObservableId id)`
`LocalDateDoubleTimeSeries`	BuiltScenarioMarketData.`getTimeSeries(ObservableId id)`

Methods in com.opengamma.strata.calc.marketdata that return types with arguments of type LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`Result<LocalDateDoubleTimeSeries>`	TimeSeriesProvider.`provideTimeSeries(ObservableId identifier)`	Provides the time-series for the specified identifier.

Uses of LocalDateDoubleTimeSeries in com.opengamma.strata.collect.timeseries

Methods in com.opengamma.strata.collect.timeseries that return LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`LocalDateDoubleTimeSeries`	LocalDateDoubleTimeSeriesBuilder.`build()`	Build the time-series from the builder.
`static LocalDateDoubleTimeSeries`	LocalDateDoubleTimeSeries.`empty()`	Returns an empty time-series.
`LocalDateDoubleTimeSeries`	LocalDateDoubleTimeSeries.`filter(ObjDoublePredicate<LocalDate> predicate)`	Create a new time-series by filtering this one.
`LocalDateDoubleTimeSeries`	LocalDateDoubleTimeSeries.`headSeries(int numPoints)`	Gets part of this series as a sub-series, choosing the earliest entries.
`default LocalDateDoubleTimeSeries`	LocalDateDoubleTimeSeries.`intersection(LocalDateDoubleTimeSeries other, DoubleBinaryOperator mapper)`	Obtains the intersection of a pair of time series.
`LocalDateDoubleTimeSeries`	LocalDateDoubleTimeSeries.`mapDates(Function<? super LocalDate,? extends LocalDate> mapper)`	Applies an operation to each date in the time series which creates a new date, returning a new time series with the new dates and the points from this time series.
`LocalDateDoubleTimeSeries`	LocalDateDoubleTimeSeries.`mapValues(DoubleUnaryOperator mapper)`	Applies an operation to each value in the time series.
`static LocalDateDoubleTimeSeries`	LocalDateDoubleTimeSeries.`of(LocalDate date, double value)`	Obtains a time-series containing a single date and value.
`LocalDateDoubleTimeSeries`	LocalDateDoubleTimeSeries.`subSeries(LocalDate startInclusive, LocalDate endExclusive)`	Gets part of this series as a sub-series between two dates.
`LocalDateDoubleTimeSeries`	LocalDateDoubleTimeSeries.`tailSeries(int numPoints)`	Gets part of this series as a sub-series, choosing the latest entries.
`default LocalDateDoubleTimeSeries`	LocalDateDoubleTimeSeries.`union(LocalDateDoubleTimeSeries other, DoubleBinaryOperator mapper)`	Obtains the union of a pair of time series.

Methods in com.opengamma.strata.collect.timeseries that return types with arguments of type LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`static Collector<LocalDateDoublePoint,LocalDateDoubleTimeSeriesBuilder,LocalDateDoubleTimeSeries>`	LocalDateDoubleTimeSeries.`collector()`	Returns a collector that can be used to create a time-series from a stream of points.
`default Pair<LocalDateDoubleTimeSeries,LocalDateDoubleTimeSeries>`	LocalDateDoubleTimeSeries.`partition(ObjDoublePredicate<LocalDate> predicate)`	Partition the time-series into a pair of distinct series using a predicate.
`default Pair<LocalDateDoubleTimeSeries,LocalDateDoubleTimeSeries>`	LocalDateDoubleTimeSeries.`partition(ObjDoublePredicate<LocalDate> predicate)`	Partition the time-series into a pair of distinct series using a predicate.
`default Pair<LocalDateDoubleTimeSeries,LocalDateDoubleTimeSeries>`	LocalDateDoubleTimeSeries.`partitionByValue(DoublePredicate predicate)`	Partition the time-series into a pair of distinct series using a predicate.
`default Pair<LocalDateDoubleTimeSeries,LocalDateDoubleTimeSeries>`	LocalDateDoubleTimeSeries.`partitionByValue(DoublePredicate predicate)`	Partition the time-series into a pair of distinct series using a predicate.

Methods in com.opengamma.strata.collect.timeseries with parameters of type LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`default LocalDateDoubleTimeSeries`	LocalDateDoubleTimeSeries.`intersection(LocalDateDoubleTimeSeries other, DoubleBinaryOperator mapper)`	Obtains the intersection of a pair of time series.
`default LocalDateDoubleTimeSeries`	LocalDateDoubleTimeSeries.`union(LocalDateDoubleTimeSeries other, DoubleBinaryOperator mapper)`	Obtains the union of a pair of time series.

Uses of LocalDateDoubleTimeSeries in com.opengamma.strata.data

Methods in com.opengamma.strata.data that return LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`LocalDateDoubleTimeSeries`	ImmutableMarketData.`getTimeSeries(ObservableId id)`
`LocalDateDoubleTimeSeries`	MarketData.`getTimeSeries(ObservableId id)`	Gets the time-series identified by the specified identifier, empty if not found.

Methods in com.opengamma.strata.data that return types with arguments of type LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>`	ImmutableMarketData.`getTimeSeries()`	Gets the time-series.
`org.joda.beans.MetaProperty<ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>>`	ImmutableMarketData.Meta.`timeSeries()`	The meta-property for the `timeSeries` property.

Methods in com.opengamma.strata.data with parameters of type LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`ImmutableMarketDataBuilder`	ImmutableMarketDataBuilder.`addTimeSeries(ObservableId id, LocalDateDoubleTimeSeries timeSeries)`	Adds a time-series of observable market data values.

Method parameters in com.opengamma.strata.data with type arguments of type LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`ImmutableMarketDataBuilder`	ImmutableMarketDataBuilder.`addTimeSeriesMap(Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeriesMap)`	Adds multiple time-series of observable market data values to the builder.
`ImmutableMarketDataBuilder`	ImmutableMarketDataBuilder.`timeSeries(Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)`	Sets the time-series in the builder, replacing any existing values.

Uses of LocalDateDoubleTimeSeries in com.opengamma.strata.data.scenario

Methods in com.opengamma.strata.data.scenario that return LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`LocalDateDoubleTimeSeries`	ImmutableScenarioMarketData.`getTimeSeries(ObservableId id)`
`LocalDateDoubleTimeSeries`	ScenarioMarketData.`getTimeSeries(ObservableId id)`	Gets the time-series associated with the specified identifier, empty if not found.

Methods in com.opengamma.strata.data.scenario that return types with arguments of type LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>`	ImmutableScenarioMarketData.`getTimeSeries()`	Gets the time-series of market data values.
`org.joda.beans.MetaProperty<ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>>`	ImmutableScenarioMarketData.Meta.`timeSeries()`	The meta-property for the `timeSeries` property.

Methods in com.opengamma.strata.data.scenario with parameters of type LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`ImmutableScenarioMarketDataBuilder`	ImmutableScenarioMarketDataBuilder.`addTimeSeries(ObservableId id, LocalDateDoubleTimeSeries timeSeries)`	Adds a time-series of observable market data values.

Method parameters in com.opengamma.strata.data.scenario with type arguments of type LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`ImmutableScenarioMarketDataBuilder`	ImmutableScenarioMarketDataBuilder.`addTimeSeriesMap(Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeriesMap)`	Adds multiple time-series of observable market data values to the builder.
`ImmutableScenarioMarketDataBuilder`	ImmutableScenarioMarketDataBuilder.`timeSeries(Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)`	Sets the time-series in the builder, replacing any existing values.

Uses of LocalDateDoubleTimeSeries in com.opengamma.strata.loader.csv

Methods in com.opengamma.strata.loader.csv that return types with arguments of type LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`static ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>`	FixingSeriesCsvLoader.`load(ResourceLocator... resources)`	Loads one or more CSV format fixing series files.
`static ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>`	FixingSeriesCsvLoader.`load(Collection<ResourceLocator> resources)`	Loads one or more CSV format fixing series files.
`static ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>`	FixingSeriesCsvLoader.`parse(Collection<CharSource> charSources)`	Parses one or more CSV format fixing series files.

Uses of LocalDateDoubleTimeSeries in com.opengamma.strata.market.curve

Method parameters in com.opengamma.strata.market.curve with type arguments of type LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`RatesCurveGroupDefinition`	RatesCurveGroupDefinition.`bindTimeSeries(LocalDate valuationDate, Map<Index,LocalDateDoubleTimeSeries> tsMap)`	Returns a definition that is bound to a time-series.

Uses of LocalDateDoubleTimeSeries in com.opengamma.strata.pricer.fx

Methods in com.opengamma.strata.pricer.fx that return LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`LocalDateDoubleTimeSeries`	ForwardFxIndexRates.`getFixings()`	Gets the time-series of fixings, defaulted to an empty time-series.
`LocalDateDoubleTimeSeries`	FxIndexRates.`getFixings()`	Gets the time-series of fixings for the index.

Methods in com.opengamma.strata.pricer.fx that return types with arguments of type LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`org.joda.beans.MetaProperty<LocalDateDoubleTimeSeries>`	ForwardFxIndexRates.Meta.`fixings()`	The meta-property for the `fixings` property.

Methods in com.opengamma.strata.pricer.fx with parameters of type LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`static ForwardFxIndexRates`	ForwardFxIndexRates.`of(FxIndex index, FxForwardRates fxForwardRates, LocalDateDoubleTimeSeries fixings)`	Obtains an instance based on discount factors and historic fixings.

Uses of LocalDateDoubleTimeSeries in com.opengamma.strata.pricer.rate

Methods in com.opengamma.strata.pricer.rate that return LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`LocalDateDoubleTimeSeries`	DiscountIborIndexRates.`getFixings()`	Gets the time-series of fixings, defaulted to an empty time-series.
`LocalDateDoubleTimeSeries`	DiscountOvernightIndexRates.`getFixings()`	Gets the time-series of fixings, defaulted to an empty time-series.
`LocalDateDoubleTimeSeries`	HistoricIborIndexRates.`getFixings()`	Gets the time-series of fixings, defaulted to an empty time-series.
`LocalDateDoubleTimeSeries`	HistoricOvernightIndexRates.`getFixings()`	Gets the time-series of fixings, defaulted to an empty time-series.
`LocalDateDoubleTimeSeries`	HistoricPriceIndexValues.`getFixings()`	Gets the monthly time-series of fixings.
`LocalDateDoubleTimeSeries`	IborIndexRates.`getFixings()`	Gets the time-series of fixings for the index.
`LocalDateDoubleTimeSeries`	OvernightIndexRates.`getFixings()`	Gets the time-series of fixings for the index.
`LocalDateDoubleTimeSeries`	PriceIndexValues.`getFixings()`	Gets the time-series of fixings for the index.
`LocalDateDoubleTimeSeries`	SimpleIborIndexRates.`getFixings()`	Gets the time-series of fixings, defaulted to an empty time-series.
`LocalDateDoubleTimeSeries`	SimplePriceIndexValues.`getFixings()`	Gets the monthly time-series of fixings.
`LocalDateDoubleTimeSeries`	ImmutableRatesProvider.`timeSeries(Index index)`
`LocalDateDoubleTimeSeries`	RatesProvider.`timeSeries(Index index)`	Gets the time series.

Methods in com.opengamma.strata.pricer.rate that return types with arguments of type LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`org.joda.beans.MetaProperty<LocalDateDoubleTimeSeries>`	DiscountIborIndexRates.Meta.`fixings()`	The meta-property for the `fixings` property.
`org.joda.beans.MetaProperty<LocalDateDoubleTimeSeries>`	DiscountOvernightIndexRates.Meta.`fixings()`	The meta-property for the `fixings` property.
`org.joda.beans.MetaProperty<LocalDateDoubleTimeSeries>`	HistoricIborIndexRates.Meta.`fixings()`	The meta-property for the `fixings` property.
`org.joda.beans.MetaProperty<LocalDateDoubleTimeSeries>`	HistoricOvernightIndexRates.Meta.`fixings()`	The meta-property for the `fixings` property.
`org.joda.beans.MetaProperty<LocalDateDoubleTimeSeries>`	HistoricPriceIndexValues.Meta.`fixings()`	The meta-property for the `fixings` property.
`org.joda.beans.MetaProperty<LocalDateDoubleTimeSeries>`	SimpleIborIndexRates.Meta.`fixings()`	The meta-property for the `fixings` property.
`org.joda.beans.MetaProperty<LocalDateDoubleTimeSeries>`	SimplePriceIndexValues.Meta.`fixings()`	The meta-property for the `fixings` property.
`ImmutableMap<Index,LocalDateDoubleTimeSeries>`	ImmutableRatesProvider.`getTimeSeries()`	Gets the time-series, defaulted to an empty map.
`org.joda.beans.MetaProperty<ImmutableMap<Index,LocalDateDoubleTimeSeries>>`	ImmutableRatesProvider.Meta.`timeSeries()`	The meta-property for the `timeSeries` property.

Methods in com.opengamma.strata.pricer.rate with parameters of type LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`ImmutableRatesProviderBuilder`	ImmutableRatesProviderBuilder.`iborIndexCurve(IborIndex index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries)`	Adds an Ibor index forward curve to the provider with associated time-series.
`ImmutableRatesProviderBuilder`	ImmutableRatesProviderBuilder.`indexCurve(Index index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries)`	Adds an index forward curve to the provider with associated time-series.
`static DiscountIborIndexRates`	DiscountIborIndexRates.`of(IborIndex index, DiscountFactors discountFactors, LocalDateDoubleTimeSeries fixings)`	Obtains an instance based on discount factors and historic fixings.
`static DiscountOvernightIndexRates`	DiscountOvernightIndexRates.`of(OvernightIndex index, DiscountFactors discountFactors, LocalDateDoubleTimeSeries fixings)`	Obtains an instance based on discount factors and historic fixings.
`static HistoricIborIndexRates`	HistoricIborIndexRates.`of(IborIndex index, LocalDate valuationDate, LocalDateDoubleTimeSeries fixings)`	Obtains an instance from a time-series of fixings.
`static HistoricOvernightIndexRates`	HistoricOvernightIndexRates.`of(OvernightIndex index, LocalDate valuationDate, LocalDateDoubleTimeSeries fixings)`	Obtains an instance from a time-series of fixings.
`static HistoricPriceIndexValues`	HistoricPriceIndexValues.`of(PriceIndex index, LocalDate valuationDate, LocalDateDoubleTimeSeries fixings)`	Obtains an instance from a time-series of fixings.
`static IborIndexRates`	IborIndexRates.`of(IborIndex index, LocalDate valuationDate, Curve forwardCurve, LocalDateDoubleTimeSeries fixings)`	Obtains an instance from a curve and time-series of fixings.
`static OvernightIndexRates`	OvernightIndexRates.`of(OvernightIndex index, LocalDate valuationDate, Curve forwardCurve, LocalDateDoubleTimeSeries fixings)`	Obtains an instance from a curve and time-series of fixings.
`static PriceIndexValues`	PriceIndexValues.`of(PriceIndex index, LocalDate valuationDate, Curve forwardCurve, LocalDateDoubleTimeSeries fixings)`	Obtains an instance from a curve and time-series of fixings.
`static SimpleIborIndexRates`	SimpleIborIndexRates.`of(IborIndex index, LocalDate valuationDate, Curve curve, LocalDateDoubleTimeSeries fixings)`	Obtains an instance from a curve and time-series of fixing.
`static SimplePriceIndexValues`	SimplePriceIndexValues.`of(PriceIndex index, LocalDate valuationDate, Curve curve, LocalDateDoubleTimeSeries fixings)`	Obtains an instance based on a curve with no seasonality adjustment.
`ImmutableRatesProviderBuilder`	ImmutableRatesProviderBuilder.`overnightIndexCurve(OvernightIndex index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries)`	Adds an Overnight index forward curve to the provider with associated time-series.
`ImmutableRatesProviderBuilder`	ImmutableRatesProviderBuilder.`priceIndexCurve(PriceIndex index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries)`	Adds an index forward curve to the provider with associated time-series.
`ImmutableRatesProviderBuilder`	ImmutableRatesProviderBuilder.`timeSeries(Index index, LocalDateDoubleTimeSeries timeSeries)`	Adds a time-series to the provider.

Method parameters in com.opengamma.strata.pricer.rate with type arguments of type LocalDateDoubleTimeSeries
Modifier and Type	Method	Description
`ImmutableRatesProviderBuilder`	ImmutableRatesProviderBuilder.`timeSeries(Map<? extends Index,LocalDateDoubleTimeSeries> timeSeries)`	Adds time-series to the provider.