## Class RatesCurveGroupDefinitionBuilder

• java.lang.Object
• com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder

• public final class RatesCurveGroupDefinitionBuilder
extends Object
A mutable builder for creating instances of CurveGroupDefinition.
• ### Method Summary

All Methods
Modifier and Type Method Description
RatesCurveGroupDefinitionBuilder addCurve​(CurveDefinition curveDefinition, Currency currency, RateIndex index, RateIndex... otherIndices)
Adds the definition of a curve to the curve group definition which is used to provide discount rates and forward rates.
RatesCurveGroupDefinitionBuilder addCurve​(CurveName curveName, Currency currency, RateIndex index, RateIndex... otherIndices)
Adds a curve to the curve group definition which is used to provide discount rates and forward rates.
RatesCurveGroupDefinitionBuilder addDiscountCurve​(CurveDefinition curveDefinition, Currency currency, Currency... otherCurrencies)
Adds the definition of a discount curve to the curve group definition.
RatesCurveGroupDefinitionBuilder addDiscountCurve​(CurveName curveName, Currency currency, Currency... otherCurrencies)
Adds the definition of a discount curve to the curve group definition.
RatesCurveGroupDefinitionBuilder addForwardCurve​(CurveDefinition curveDefinition, Index index, Index... otherIndices)
Adds the definition of a forward curve to the curve group definition.
RatesCurveGroupDefinitionBuilder addForwardCurve​(CurveName curveName, Index index, Index... otherIndices)
Adds the definition of a forward curve to the curve group definition.
RatesCurveGroupDefinitionBuilder addSeasonality​(CurveName curveName, SeasonalityDefinition seasonalityDefinition)
Adds a seasonality to the curve group definition.
RatesCurveGroupDefinition build()
Builds the definition of the curve group from the data in this object.
RatesCurveGroupDefinitionBuilder computeJacobian​(boolean computeJacobian)
Sets the 'compute Jacobian' flag of the curve group definition.
RatesCurveGroupDefinitionBuilder computePvSensitivityToMarketQuote​(boolean computePvSensitivityToMarketQuote)
Sets the 'compute PV sensitivity to market quote' flag of the curve group definition.
RatesCurveGroupDefinitionBuilder name​(CurveGroupName name)
Sets the name of the curve group definition.
• ### Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
• ### Method Detail

• #### name

public RatesCurveGroupDefinitionBuilder name​(CurveGroupName name)
Sets the name of the curve group definition.
Parameters:
name - the name of the curve group, not empty
Returns:
this builder
• #### computeJacobian

public RatesCurveGroupDefinitionBuilder computeJacobian​(boolean computeJacobian)
Sets the 'compute Jacobian' flag of the curve group definition.
Parameters:
computeJacobian - the flag indicating if the Jacobian matrices should be computed and stored in metadata or not
Returns:
this builder
• #### computePvSensitivityToMarketQuote

public RatesCurveGroupDefinitionBuilder computePvSensitivityToMarketQuote​(boolean computePvSensitivityToMarketQuote)
Sets the 'compute PV sensitivity to market quote' flag of the curve group definition.

If set, the Jacobian matrices will also be calculated, even if not requested.

Parameters:
computePvSensitivityToMarketQuote - the flag indicating if present value sensitivity to market quotes should be computed and stored in metadata or not
Returns:
this builder

public RatesCurveGroupDefinitionBuilder addDiscountCurve​(CurveDefinition curveDefinition,
Currency currency,
Currency... otherCurrencies)
Adds the definition of a discount curve to the curve group definition.
Parameters:
curveDefinition - the discount curve configuration
otherCurrencies - additional currencies for which the curve can provide discount factors
currency - the currency for which the curve provides discount rates
Returns:
this builder

public RatesCurveGroupDefinitionBuilder addDiscountCurve​(CurveName curveName,
Currency currency,
Currency... otherCurrencies)
Adds the definition of a discount curve to the curve group definition.

A curve added with this method cannot be calibrated by the market data system as it does not include a curve definition. It is intended to be used with curves which are supplied by the user.

Parameters:
curveName - the name of the curve
otherCurrencies - additional currencies for which the curve can provide discount factors
currency - the currency for which the curve provides discount rates
Returns:
this builder

public RatesCurveGroupDefinitionBuilder addForwardCurve​(CurveDefinition curveDefinition,
Index index,
Index... otherIndices)
Adds the definition of a forward curve to the curve group definition.
Parameters:
curveDefinition - the definition of the forward curve
index - the index for which the curve provides forward rates
otherIndices - the additional indices for which the curve provides forward rates
Returns:
this builder

public RatesCurveGroupDefinitionBuilder addForwardCurve​(CurveName curveName,
Index index,
Index... otherIndices)
Adds the definition of a forward curve to the curve group definition.

A curve added with this method cannot be calibrated by the market data system as it does not include a curve definition. It is intended to be used with curves which are supplied by the user.

Parameters:
curveName - the name of the curve
index - the index for which the curve provides forward rates
otherIndices - the additional indices for which the curve provides forward rates
Returns:
this builder

public RatesCurveGroupDefinitionBuilder addCurve​(CurveDefinition curveDefinition,
Currency currency,
RateIndex index,
RateIndex... otherIndices)
Adds the definition of a curve to the curve group definition which is used to provide discount rates and forward rates.
Parameters:
curveDefinition - the definition of the forward curve
currency - the currency for which the curve provides discount rates
index - the index for which the curve provides forward rates
otherIndices - the additional indices for which the curve provides forward rates
Returns:
this builder

public RatesCurveGroupDefinitionBuilder addCurve​(CurveName curveName,
Currency currency,
RateIndex index,
RateIndex... otherIndices)
Adds a curve to the curve group definition which is used to provide discount rates and forward rates.

A curve added with this method cannot be calibrated by the market data system as it does not include a curve definition. It is intended to be used with curves which are supplied by the user.

Parameters:
curveName - the name of the curve
currency - the currency for which the curve provides discount rates
index - the index for which the curve provides forward rates
otherIndices - the additional indices for which the curve provides forward rates
Returns:
this builder

public RatesCurveGroupDefinitionBuilder addSeasonality​(CurveName curveName,
SeasonalityDefinition seasonalityDefinition)
Adds a seasonality to the curve group definition.
Parameters:
curveName - the name of the curve
seasonalityDefinition - the seasonality associated to the curve
Returns:
this builder
• #### build

public RatesCurveGroupDefinition build()
Builds the definition of the curve group from the data in this object.
Returns:
the definition of the curve group built from the data in this object