Package com.opengamma.strata.pricer.credit

Class ConstantRecoveryRates

java.lang.Object

com.opengamma.strata.pricer.credit.ConstantRecoveryRates

All Implemented Interfaces:

MarketDataView, ParameterizedData, RecoveryRates, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ConstantRecoveryRates
extends Object
implements RecoveryRates, org.joda.beans.ImmutableBean, Serializable

The constant recovery rate.

The recovery rate is constant for any given date.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ConstantRecoveryRates.Meta	The meta-bean for ConstantRecoveryRates.

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
<T> Optional<T>	findData(MarketDataName<T> name)	Finds the market data with the specified name.
StandardId	getLegalEntityId()	Gets the legal entity identifier.
double	getParameter(int parameterIndex)	Gets the value of the parameter at the specified index.
int	getParameterCount()	Gets the number of parameters.
ParameterMetadata	getParameterMetadata(int parameterIndex)	Gets the metadata of the parameter at the specified index.
double	getRecoveryRate()	Gets the recovery rate.
LocalDate	getValuationDate()	Gets the valuation date.
int	hashCode()
static ConstantRecoveryRates.Meta	meta()	The meta-bean for ConstantRecoveryRates.
ConstantRecoveryRates.Meta	metaBean()
static ConstantRecoveryRates	of(StandardId legalEntityId, LocalDate valuationDate, double recoveryRate)	Obtains an instance.
double	recoveryRate(LocalDate date)	Gets the recovery rate for the specified date.
String	toString()
ConstantRecoveryRates	withParameter(int parameterIndex, double newValue)	Returns a copy of the data with the value at the specified index altered.
ConstantRecoveryRates	withPerturbation(ParameterPerturbation perturbation)	Returns a perturbed copy of the data.

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Methods inherited from interface com.opengamma.strata.market.param.ParameterizedData

findParameterIndex

Method Detail

of

public static ConstantRecoveryRates of(StandardId legalEntityId,
                                       LocalDate valuationDate,
                                       double recoveryRate)

Obtains an instance.

Parameters:

legalEntityId - the legal entity identifier

valuationDate - the valuation date

recoveryRate - the recovery rate

Returns:

the instance

recoveryRate

public double recoveryRate(LocalDate date)

Description copied from interface: RecoveryRates

Gets the recovery rate for the specified date.

Specified by:

recoveryRate in interface RecoveryRates

Parameters:

date - the date

Returns:

the recovery rate

findData

public <T> Optional<T> findData(MarketDataName<T> name)

Description copied from interface: MarketDataView

Finds the market data with the specified name.

This is most commonly used to find an underlying curve or surface by name. If the market data cannot be found, empty is returned.

Specified by:

findData in interface MarketDataView

Type Parameters:

T - the type of the market data value

Parameters:

name - the name to find

Returns:

the market data value, empty if not found

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 ParameterizedData

Parameters:

parameterIndex - the zero-based index of the parameter to get

Returns:

the metadata of the parameter

withParameter

public ConstantRecoveryRates 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 ParameterizedData

Specified by:

withParameter in interface RecoveryRates

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 ConstantRecoveryRates 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 ParameterizedData

Specified by:

withPerturbation in interface RecoveryRates

Parameters:

perturbation - the perturbation to apply

Returns:

a parameterized data instance based on this with the specified perturbation applied

meta

public static ConstantRecoveryRates.Meta meta()

The meta-bean for ConstantRecoveryRates.

Returns:

the meta-bean, not null

metaBean

public ConstantRecoveryRates.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getLegalEntityId

public StandardId getLegalEntityId()

Gets the legal entity identifier.

This identifier is used for the reference legal entity of a credit derivative.

Specified by:

getLegalEntityId in interface RecoveryRates

Returns:

the value of the property, not null

getValuationDate

public LocalDate getValuationDate()

Gets the valuation date.

Specified by:

getValuationDate in interface MarketDataView

Specified by:

getValuationDate in interface RecoveryRates

Returns:

the value of the property, not null

getRecoveryRate

public double getRecoveryRate()

Gets the recovery rate.

The recovery rate is represented in decimal form, and must be between 0 and 1 inclusive.

Returns:

the value of the property

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object