Class CombinedCurve

  • All Implemented Interfaces:
    Curve, ParameterizedData, java.io.Serializable, Bean, ImmutableBean

    public final class CombinedCurve
    extends java.lang.Object
    implements Curve, ImmutableBean, java.io.Serializable
    A curve formed from two curves, the base curve and the spread curve.

    The parameters of this curve are the combination of the base curve parameters and spread curve parameters. The node sensitivities are calculated in terms of the nodes on the base curve and spread curve.

    If one of the two curves must be fixed, use AddFixedCurve.

    See Also:
    Serialized Form
    • Method Detail

      • of

        public static CombinedCurve of​(Curve baseCurve,
                                       Curve spreadCurve,
                                       CurveMetadata metadata)
        Creates a curve as the sum of a base curve and a spread curve with a specified curve metadata.
        Parameters:
        baseCurve - the base curve
        spreadCurve - the spread curve
        metadata - the metadata
        Returns:
        the combined curve
      • of

        public static CombinedCurve of​(Curve baseCurve,
                                       Curve spreadCurve)
        Creates a curve as the sum of a base curve and a spread curve.

        The metadata of the combined curve will be created form the base curve and spread curve.

        Parameters:
        baseCurve - the base curve
        spreadCurve - the spread curve
        Returns:
        the combined curve
      • withMetadata

        public CombinedCurve withMetadata​(CurveMetadata metadata)
        Description copied from interface: Curve
        Returns a new curve with the specified metadata.

        This allows the metadata of the curve to be changed while retaining all other information. If parameter metadata is present, the size of the list must match the number of parameters of this curve.

        Specified by:
        withMetadata in interface Curve
        Parameters:
        metadata - the new metadata for the curve
        Returns:
        the new curve
      • getParameterCount

        public int getParameterCount()
        Description copied from interface: ParameterizedData
        Gets the number of parameters.

        This returns the number of parameters, which can be used to create a loop to access the other methods on this interface.

        Specified by:
        getParameterCount in interface ParameterizedData
        Returns:
        the number of parameters
      • getParameter

        public double getParameter​(int parameterIndex)
        Description copied from interface: ParameterizedData
        Gets the value of the parameter at the specified index.
        Specified by:
        getParameter in interface ParameterizedData
        Parameters:
        parameterIndex - the zero-based index of the parameter to get
        Returns:
        the value of the parameter
      • getParameterMetadata

        public ParameterMetadata getParameterMetadata​(int parameterIndex)
        Description copied from interface: ParameterizedData
        Gets the metadata of the parameter at the specified index.

        If there is no specific parameter metadata, an empty instance will be returned.

        Specified by:
        getParameterMetadata in interface Curve
        Specified by:
        getParameterMetadata in interface ParameterizedData
        Parameters:
        parameterIndex - the zero-based index of the parameter to get
        Returns:
        the metadata of the parameter
      • withParameter

        public CombinedCurve withParameter​(int parameterIndex,
                                           double newValue)
        Description copied from interface: ParameterizedData
        Returns a copy of the data with the value at the specified index altered.

        This instance is immutable and unaffected by this method call.

        Specified by:
        withParameter in interface Curve
        Specified by:
        withParameter in interface ParameterizedData
        Parameters:
        parameterIndex - the zero-based index of the parameter to get
        newValue - the new value for the specified parameter
        Returns:
        a parameterized data instance based on this with the specified parameter altered
      • withPerturbation

        public CombinedCurve withPerturbation​(ParameterPerturbation perturbation)
        Description copied from interface: ParameterizedData
        Returns a perturbed copy of the data.

        The perturbation instance will be invoked once for each parameter in this instance, returning the perturbed value for that parameter. The result of this method is a new instance that is based on those perturbed values.

        This instance is immutable and unaffected by this method call.

        Specified by:
        withPerturbation in interface Curve
        Specified by:
        withPerturbation in interface ParameterizedData
        Parameters:
        perturbation - the perturbation to apply
        Returns:
        a parameterized data instance based on this with the specified perturbation applied
      • yValue

        public double yValue​(double x)
        Description copied from interface: Curve
        Computes the y-value for the specified x-value.
        Specified by:
        yValue in interface Curve
        Parameters:
        x - the x-value to find the y-value for
        Returns:
        the value at the x-value
      • yValueParameterSensitivity

        public UnitParameterSensitivity yValueParameterSensitivity​(double x)
        Description copied from interface: Curve
        Computes the sensitivity of the y-value with respect to the curve parameters.

        This returns an array with one element for each parameter of the curve. The array contains the sensitivity of the y-value at the specified x-value to each parameter.

        Specified by:
        yValueParameterSensitivity in interface Curve
        Parameters:
        x - the x-value at which the parameter sensitivity is computed
        Returns:
        the sensitivity
      • firstDerivative

        public double firstDerivative​(double x)
        Description copied from interface: Curve
        Computes the first derivative of the curve.

        The first derivative is dy/dx.

        Specified by:
        firstDerivative in interface Curve
        Parameters:
        x - the x-value at which the derivative is taken
        Returns:
        the first derivative
      • split

        public com.google.common.collect.ImmutableList<Curve> split()
        Description copied from interface: Curve
        Obtains a list of underlying curves.

        In most cases, the number of underlying curves is 1, thus a list of this curve is returned.

        Specified by:
        split in interface Curve
        Returns:
        the underlying curves
      • withUnderlyingCurve

        public CombinedCurve withUnderlyingCurve​(int curveIndex,
                                                 Curve curve)
        Description copied from interface: Curve
        Replaces an underlying curve by a new curve.

        curveIndex must be coherent to the index of the list in split().

        Specified by:
        withUnderlyingCurve in interface Curve
        Parameters:
        curveIndex - the curve index
        curve - the new split curve
        Returns:
        the new curve
      • meta

        public static CombinedCurve.Meta meta()
        The meta-bean for CombinedCurve.
        Returns:
        the meta-bean, not null
      • getBaseCurve

        public Curve getBaseCurve()
        Gets the base curve.
        Returns:
        the value of the property, not null
      • getSpreadCurve

        public Curve getSpreadCurve()
        Gets the spread curve.
        Returns:
        the value of the property, not null
      • getMetadata

        public CurveMetadata getMetadata()
        Gets the curve metadata.
        Specified by:
        getMetadata in interface Curve
        Returns:
        the value of the property, not null
      • equals

        public boolean equals​(java.lang.Object obj)
        Overrides:
        equals in class java.lang.Object
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class java.lang.Object
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object