public final class RatesCurveGroupDefinitionBuilder extends Object
CurveGroupDefinition
.Modifier and Type  Method and 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.

public RatesCurveGroupDefinitionBuilder name(CurveGroupName name)
name
 the name of the curve group, not emptypublic RatesCurveGroupDefinitionBuilder computeJacobian(boolean computeJacobian)
computeJacobian
 the flag indicating if the Jacobian matrices should be
computed and stored in metadata or notpublic RatesCurveGroupDefinitionBuilder computePvSensitivityToMarketQuote(boolean computePvSensitivityToMarketQuote)
If set, the Jacobian matrices will also be calculated, even if not requested.
computePvSensitivityToMarketQuote
 the flag indicating if present value sensitivity
to market quotes should be computed and stored in metadata or notpublic RatesCurveGroupDefinitionBuilder addDiscountCurve(CurveDefinition curveDefinition, Currency currency, Currency... otherCurrencies)
curveDefinition
 the discount curve configurationotherCurrencies
 additional currencies for which the curve can provide discount factorscurrency
 the currency for which the curve provides discount ratespublic RatesCurveGroupDefinitionBuilder addDiscountCurve(CurveName curveName, Currency currency, Currency... otherCurrencies)
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.
curveName
 the name of the curveotherCurrencies
 additional currencies for which the curve can provide discount factorscurrency
 the currency for which the curve provides discount ratespublic RatesCurveGroupDefinitionBuilder addForwardCurve(CurveDefinition curveDefinition, Index index, Index... otherIndices)
curveDefinition
 the definition of the forward curveindex
 the index for which the curve provides forward ratesotherIndices
 the additional indices for which the curve provides forward ratespublic RatesCurveGroupDefinitionBuilder addForwardCurve(CurveName curveName, Index index, Index... otherIndices)
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.
curveName
 the name of the curveindex
 the index for which the curve provides forward ratesotherIndices
 the additional indices for which the curve provides forward ratespublic RatesCurveGroupDefinitionBuilder addCurve(CurveDefinition curveDefinition, Currency currency, RateIndex index, RateIndex... otherIndices)
curveDefinition
 the definition of the forward curvecurrency
 the currency for which the curve provides discount ratesindex
 the index for which the curve provides forward ratesotherIndices
 the additional indices for which the curve provides forward ratespublic RatesCurveGroupDefinitionBuilder addCurve(CurveName curveName, Currency currency, RateIndex index, RateIndex... otherIndices)
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.
curveName
 the name of the curvecurrency
 the currency for which the curve provides discount ratesindex
 the index for which the curve provides forward ratesotherIndices
 the additional indices for which the curve provides forward ratespublic RatesCurveGroupDefinitionBuilder addSeasonality(CurveName curveName, SeasonalityDefinition seasonalityDefinition)
curveName
 the name of the curveseasonalityDefinition
 the seasonality associated to the curvepublic RatesCurveGroupDefinition build()
Copyright 2009Present by OpenGamma Inc. and individual contributors
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