Package | Description |
---|---|
com.opengamma.strata.market.curve |
Definitions of curves.
|
Modifier and Type | Field and Description |
---|---|
static CurveInfoType<Double> |
CurveInfoType.CDS_INDEX_FACTOR
Key used to access information about the index factor.
|
static CurveInfoType<Integer> |
CurveInfoType.COMPOUNDING_PER_YEAR
Key used to access information about the number of compounding per year, as an
Integer . |
static CurveInfoType<DayCount> |
CurveInfoType.DAY_COUNT
Key used to access information about the
DayCount . |
static CurveInfoType<JacobianCalibrationMatrix> |
CurveInfoType.JACOBIAN
Key used to access information about the
JacobianCalibrationMatrix . |
static CurveInfoType<DoubleArray> |
CurveInfoType.PV_SENSITIVITY_TO_MARKET_QUOTE
Key used to access information about the present value sensitivity to market quote,
represented by a
DoubleArray . |
Modifier and Type | Method and Description |
---|---|
static <T> CurveInfoType<T> |
CurveInfoType.of(String name)
Obtains an instance from the specified name.
|
Modifier and Type | Method and Description |
---|---|
ImmutableMap<CurveInfoType<?>,Object> |
DefaultCurveMetadata.getInfo()
Gets the additional curve information.
|
MetaProperty<ImmutableMap<CurveInfoType<?>,Object>> |
DefaultCurveMetadata.Meta.info()
The meta-property for the
info property. |
Modifier and Type | Method and Description |
---|---|
<T> DefaultCurveMetadataBuilder |
DefaultCurveMetadataBuilder.addInfo(CurveInfoType<T> type,
T value)
Adds a single piece of additional information.
|
<T> Optional<T> |
CurveMetadata.findInfo(CurveInfoType<T> type)
Finds curve information of a specific type.
|
<T> Optional<T> |
DefaultCurveMetadata.findInfo(CurveInfoType<T> type) |
default <T> T |
CurveMetadata.getInfo(CurveInfoType<T> type)
Gets curve information of a specific type.
|
<T> T |
DefaultCurveMetadata.getInfo(CurveInfoType<T> type) |
<T> DefaultCurveMetadata |
CurveMetadata.withInfo(CurveInfoType<T> type,
T value)
Returns an instance where the specified additional information has been added.
|
<T> DefaultCurveMetadata |
DefaultCurveMetadata.withInfo(CurveInfoType<T> type,
T value) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.