Package com.opengamma.strata.calc.marketdata

Class PerturbationMapping<T>

java.lang.Object

com.opengamma.strata.calc.marketdata.PerturbationMapping<T>

Type Parameters:

T - the type of the market data handled by the mapping

All Implemented Interfaces:

org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class PerturbationMapping<T>
extends Object
implements org.joda.beans.ImmutableBean

Contains a market data perturbation and a filter that decides what market data it applies to.

The mapping links the perturbation to be applied to the filter that decides whether it applies. The generic types of the filter can be for a subtype of the type that the perturbation applies to.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	PerturbationMapping.Builder<T>	The bean-builder for PerturbationMapping.
static class	PerturbationMapping.Meta<T>	The meta-bean for PerturbationMapping.

Method Summary

Modifier and Type	Method	Description
MarketDataBox<T>	applyPerturbation(MarketDataBox<T> marketData, ReferenceData refData)	Applies the perturbations in this mapping to an item of market data and returns the results.
static <T> PerturbationMapping.Builder<T>	builder()	Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
MarketDataFilter<? extends T,?>	getFilter()	Gets the filter that decides whether the perturbation should be applied to a piece of market data.
Class<T>	getMarketDataType()	Gets the type of market data handled by this mapping.
ScenarioPerturbation<T>	getPerturbation()	Gets perturbation that should be applied to market data as part of a scenario.
int	getScenarioCount()	Returns the number of scenarios for which this mapping can generate data.
int	hashCode()
boolean	matches(MarketDataId<?> marketDataId, MarketDataBox<?> marketData, ReferenceData refData)	Returns true if the filter matches the market data ID and value.
static PerturbationMapping.Meta	meta()	The meta-bean for PerturbationMapping.
PerturbationMapping.Meta<T>	metaBean()
static <R> PerturbationMapping.Meta<R>	metaPerturbationMapping(Class<R> cls)	The meta-bean for PerturbationMapping.
static <T> PerturbationMapping<T>	of(MarketDataFilter<? extends T,?> filter, ScenarioPerturbation<T> perturbation)	Returns a mapping containing a single perturbation.
PerturbationMapping.Builder<T>	toBuilder()	Returns a builder that allows this bean to be mutated.
String	toString()

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

Method Detail

of

public static <T> PerturbationMapping<T> of(MarketDataFilter<? extends T,?> filter,
                                            ScenarioPerturbation<T> perturbation)

Returns a mapping containing a single perturbation.

This uses the type from ScenarioPerturbation as the type of the mapping.

Type Parameters:

T - the type of the market data handled by the mapping

Parameters:

filter - the filter used to choose the market data

perturbation - the perturbation applied to any market data matching the filter

Returns:

a mapping containing a single perturbation

matches

public boolean matches(MarketDataId<?> marketDataId,
                       MarketDataBox<?> marketData,
                       ReferenceData refData)

Returns true if the filter matches the market data ID and value.

Parameters:

marketDataId - the ID of a piece of market data

marketData - the market data value

refData - the reference data

Returns:

true if the filter matches

applyPerturbation

public MarketDataBox<T> applyPerturbation(MarketDataBox<T> marketData,
                                          ReferenceData refData)

Applies the perturbations in this mapping to an item of market data and returns the results.

This method should only be called after calling #matches and receiving a result of true.

Parameters:

marketData - the market data value

refData - the reference data

Returns:

a list of market data values derived from the input value by applying the perturbations

getScenarioCount

public int getScenarioCount()

Returns the number of scenarios for which this mapping can generate data.

Returns:

the number of scenarios for which this mapping can generate data

meta

public static PerturbationMapping.Meta meta()

The meta-bean for PerturbationMapping.

Returns:

the meta-bean, not null

metaPerturbationMapping

public static <R> PerturbationMapping.Meta<R> metaPerturbationMapping(Class<R> cls)

The meta-bean for PerturbationMapping.

Type Parameters:

R - the bean's generic type

Parameters:

cls - the bean's generic type

Returns:

the meta-bean, not null

builder

public static <T> PerturbationMapping.Builder<T> builder()

Returns a builder used to create an instance of the bean.

Type Parameters:

T - the type

Returns:

the builder, not null

metaBean

public PerturbationMapping.Meta<T> metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getMarketDataType

public Class<T> getMarketDataType()

Gets the type of market data handled by this mapping.

Returns:

the value of the property, not null

getFilter

public MarketDataFilter<? extends T,?> getFilter()

Gets the filter that decides whether the perturbation should be applied to a piece of market data.

Returns:

the value of the property, not null

getPerturbation

public ScenarioPerturbation<T> getPerturbation()

Gets perturbation that should be applied to market data as part of a scenario.

Returns:

the value of the property, not null

toBuilder

public PerturbationMapping.Builder<T> toBuilder()

Returns a builder that allows this bean to be mutated.

Returns:

the mutable builder, not null

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