Uses of Class
com.opengamma.strata.collect.tuple.Pair

Packages that use Pair

Package	Description
com.opengamma.strata.basics	Basic types for modelling reference data.
com.opengamma.strata.basics.currency	Representations of currency and money.
com.opengamma.strata.basics.schedule	Basic financial tools for working with date-based schedules.
com.opengamma.strata.collect	Root package for common data structures used by Strata.
com.opengamma.strata.collect.timeseries	Time-series data structures.
com.opengamma.strata.collect.tuple	Tuple data structures.
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.math.impl.function.special
com.opengamma.strata.math.impl.interpolation
com.opengamma.strata.measure.credit	Calculation functions for credit products.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.common	Common code for pricing.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.impl.option	Internal implementations of option pricing.
com.opengamma.strata.pricer.impl.rate.model	Internal implementations of analytic models.
com.opengamma.strata.pricer.option	Pricer support classes for options.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

Uses of Pair in com.opengamma.strata.basics

Methods in com.opengamma.strata.basics that return Pair

Modifier and Type	Method	Description
static Pair<String,String>	StandardSchemes.splitTicMic(StandardId ticMic)	Splits a TICMIC identifier.

Uses of Pair in com.opengamma.strata.basics.currency

Methods in com.opengamma.strata.basics.currency that return types with arguments of type Pair

Modifier and Type	Method	Description
static Collector<? super Pair<CurrencyPair,Double>,FxMatrixBuilder,FxMatrix>	FxMatrix.pairsToFxMatrix()	Creates a Collector that allows a collection of pairs each containing a currency pair and a rate to be streamed and collected into a new FxMatrix.

Uses of Pair in com.opengamma.strata.basics.schedule

Methods in com.opengamma.strata.basics.schedule that return Pair

Modifier and Type	Method	Description
Pair<Optional<SchedulePeriod>,Optional<SchedulePeriod>>	Schedule.getStubs(boolean preferFinal)	Gets the stubs if they exist.

Uses of Pair in com.opengamma.strata.collect

Methods in com.opengamma.strata.collect that return Pair

Modifier and Type	Method	Description
static Pair<String,Map<String,String>>	Messages.formatWithAttributes(String messageTemplate, Object... args)	Formats a templated message inserting named arguments, returning the implied attribute map.

Methods in com.opengamma.strata.collect that return types with arguments of type Pair

Modifier and Type	Method	Description
static <K,V> Collector<Pair<? extends K,? extends V>,?,ImmutableMap<K,V>>	Guavate.pairsToImmutableMap()	Collector used at the end of a stream to build an immutable map from a stream containing pairs.
static <A,B> Stream<Pair<A,B>>	Guavate.zip(Stream<A> stream1, Stream<B> stream2)	Creates a stream that combines two other streams, continuing until either stream ends.

Uses of Pair in com.opengamma.strata.collect.timeseries

Methods in com.opengamma.strata.collect.timeseries that return Pair

Modifier and Type	Method	Description
default Pair<LocalDateDoubleTimeSeries,LocalDateDoubleTimeSeries>	LocalDateDoubleTimeSeries.partition(ObjDoublePredicate<LocalDate> predicate)	Partition the time-series into a pair of distinct series using a predicate.
default Pair<LocalDateDoubleTimeSeries,LocalDateDoubleTimeSeries>	LocalDateDoubleTimeSeries.partitionByValue(DoublePredicate predicate)	Partition the time-series into a pair of distinct series using a predicate.

Uses of Pair in com.opengamma.strata.collect.tuple

Methods in com.opengamma.strata.collect.tuple that return Pair

Modifier and Type	Method	Description
<C,D> Pair<A,B>	Pair.combinedWith(Pair<C,D> other, BiFunction<? super A,? super C,? extends A> combinerFirst, BiFunction<? super B,? super D,? extends B> combinerSecond)	Combines this instance with another.
static <A,B> Pair<A,B>	Pair.of(A first, B second)	Obtains a pair inferring the types.
Pair<Double,Double>	DoublesPair.toPair()	Converts this pair to an object-based Pair.
Pair<Integer,Double>	IntDoublePair.toPair()	Converts this pair to an object-based Pair.
Pair<Long,Double>	LongDoublePair.toPair()	Converts this pair to an object-based Pair.
Pair<A,Double>	ObjDoublePair.toPair()	Converts this pair to an object-based Pair.
Pair<A,Integer>	ObjIntPair.toPair()	Converts this pair to an object-based Pair.

Methods in com.opengamma.strata.collect.tuple that return types with arguments of type Pair

Modifier and Type	Method	Description
Class<? extends Pair<A,B>>	Pair.Meta.beanType()
org.joda.beans.BeanBuilder<? extends Pair<A,B>>	Pair.Meta.builder()
static <A,B> BinaryOperator<Pair<A,B>>	Pair.combining(BiFunction<? super A,? super A,? extends A> combinerFirst, BiFunction<? super B,? super B,? extends B> combinerSecond)	Returns a combiner of pair instances.

Methods in com.opengamma.strata.collect.tuple with parameters of type Pair

Modifier and Type	Method	Description
<C,D> Pair<A,B>	Pair.combinedWith(Pair<C,D> other, BiFunction<? super A,? super C,? extends A> combinerFirst, BiFunction<? super B,? super D,? extends B> combinerSecond)	Combines this instance with another.
int	Pair.compareTo(Pair<A,B> other)	Compares the pair based on the first element followed by the second element.
static DoublesPair	DoublesPair.ofPair(Pair<Double,Double> pair)	Obtains an instance from a Pair.
static IntDoublePair	IntDoublePair.ofPair(Pair<Integer,Double> pair)	Obtains an instance from a Pair.
static LongDoublePair	LongDoublePair.ofPair(Pair<Long,Double> pair)	Obtains an instance from a Pair.
static <A> ObjDoublePair<A>	ObjDoublePair.ofPair(Pair<A,Double> pair)	Obtains an instance from a Pair.
static <A> ObjIntPair<A>	ObjIntPair.ofPair(Pair<A,Integer> pair)	Obtains an instance from a Pair.

Uses of Pair in com.opengamma.strata.loader.csv

Methods in com.opengamma.strata.loader.csv that return Pair

Modifier and Type	Method	Description
static Pair<YearMonth,EtdVariant>	CsvLoaderUtils.parseEtdVariant(CsvRow row, EtdType type)	Parses the year-month and variant.

Uses of Pair in com.opengamma.strata.market.curve

Methods in com.opengamma.strata.market.curve that return types with arguments of type Pair

Modifier and Type	Method	Description
ImmutableMap<Pair<LegalEntityGroup,Currency>,Curve>	LegalEntityCurveGroup.getIssuerCurves()	Gets the issuer curves in the curve group, keyed by legal entity group and currency.
ImmutableMap<Pair<RepoGroup,Currency>,Curve>	LegalEntityCurveGroup.getRepoCurves()	Gets the repo curves in the curve group, keyed by repo group and currency.
org.joda.beans.MetaProperty<ImmutableMap<Pair<LegalEntityGroup,Currency>,Curve>>	LegalEntityCurveGroup.Meta.issuerCurves()	The meta-property for the issuerCurves property.
org.joda.beans.MetaProperty<ImmutableMap<Pair<RepoGroup,Currency>,Curve>>	LegalEntityCurveGroup.Meta.repoCurves()	The meta-property for the repoCurves property.

Method parameters in com.opengamma.strata.market.curve with type arguments of type Pair

Modifier and Type	Method	Description
LegalEntityCurveGroup.Builder	LegalEntityCurveGroup.Builder.issuerCurves(Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves)	Sets the issuer curves in the curve group, keyed by legal entity group and currency.
static LegalEntityCurveGroup	LegalEntityCurveGroup.of(CurveGroupName name, Map<Pair<RepoGroup,Currency>,Curve> repoCurves, Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves)	Returns a curve group containing the specified curves.
LegalEntityCurveGroup.Builder	LegalEntityCurveGroup.Builder.repoCurves(Map<Pair<RepoGroup,Currency>,Curve> repoCurves)	Sets the repo curves in the curve group, keyed by repo group and currency.

Uses of Pair in com.opengamma.strata.market.param

Methods in com.opengamma.strata.market.param that return Pair

Modifier and Type	Method	Description
Pair<Tenor,Tenor>	TenorTenorParameterMetadata.getIdentifier()

Methods in com.opengamma.strata.market.param that return types with arguments of type Pair

Modifier and Type	Method	Description
ImmutableList<Pair<MarketDataName<?>,List<? extends ParameterMetadata>>>	CrossGammaParameterSensitivity.getOrder()	Gets the sensitivity order.
org.joda.beans.MetaProperty<ImmutableList<Pair<MarketDataName<?>,List<? extends ParameterMetadata>>>>	CrossGammaParameterSensitivity.Meta.order()	The meta-property for the order property.

Uses of Pair in com.opengamma.strata.math.impl.function.special

Methods in com.opengamma.strata.math.impl.function.special that return Pair

Modifier and Type	Method	Description
Pair<DoubleFunction1D,DoubleFunction1D>[]	HermitePolynomialFunction.getPolynomialsAndFirstDerivative(int n)
Pair<DoubleFunction1D,DoubleFunction1D>[]	JacobiPolynomialFunction.getPolynomialsAndFirstDerivative(int n)
Pair<DoubleFunction1D,DoubleFunction1D>[]	JacobiPolynomialFunction.getPolynomialsAndFirstDerivative(int n, double alpha, double beta)	Calculates polynomials and derivative.
Pair<DoubleFunction1D,DoubleFunction1D>[]	LaguerrePolynomialFunction.getPolynomialsAndFirstDerivative(int n)
Pair<DoubleFunction1D,DoubleFunction1D>[]	LaguerrePolynomialFunction.getPolynomialsAndFirstDerivative(int n, double alpha)	Gets the polynomials and derivative.
Pair<DoubleFunction1D,DoubleFunction1D>[]	LegendrePolynomialFunction.getPolynomialsAndFirstDerivative(int n)
abstract Pair<DoubleFunction1D,DoubleFunction1D>[]	OrthogonalPolynomialFunctionGenerator.getPolynomialsAndFirstDerivative(int n)
Pair<DoubleFunction1D,DoubleFunction1D>[]	OrthonormalHermitePolynomialFunction.getPolynomialsAndFirstDerivative(int n)

Uses of Pair in com.opengamma.strata.math.impl.interpolation

Methods in com.opengamma.strata.math.impl.interpolation that return Pair

Modifier and Type	Method	Description
Pair<Double,DoubleArray>	BasisFunctionAggregation.valueAndWeightSensitivity(T x)	The value of the function at the given point and its sensitivity to the weights of the basis functions.

Uses of Pair in com.opengamma.strata.measure.credit

Methods in com.opengamma.strata.measure.credit that return types with arguments of type Pair

Modifier and Type	Method	Description
ImmutableSet<Pair<StandardId,Currency>>	CreditRatesMarketDataLookup.getCreditLegalEntities()	Gets the set of pairs of legal entity ID and currency that credit curves are provided for.

Method parameters in com.opengamma.strata.measure.credit with type arguments of type Pair

Modifier and Type	Method	Description
static CreditRatesMarketDataLookup	CreditRatesMarketDataLookup.of(Map<Pair<StandardId,Currency>,CurveId> creditCurveIds, Map<Currency,CurveId> discountCurveIds, Map<StandardId,CurveId> recoveryRateCurveIds)	Obtains an instance based on a maps for credit, discount and recovery rate curves.
static CreditRatesMarketDataLookup	CreditRatesMarketDataLookup.of(Map<Pair<StandardId,Currency>,CurveId> creditCurveIds, Map<Currency,CurveId> discountCurveIds, Map<StandardId,CurveId> recoveryRateCurveIds, ObservableSource observableSource)	Obtains an instance based on a maps for credit, discount and recovery rate curves.

Uses of Pair in com.opengamma.strata.pricer.bond

Methods in com.opengamma.strata.pricer.bond that return types with arguments of type Pair

Modifier and Type	Method	Description
ImmutableMap<Pair<LegalEntityGroup,Currency>,DiscountFactors>	ImmutableLegalEntityDiscountingProvider.getIssuerCurves()	Gets the issuer curves, keyed by group and currency.
ImmutableMap<Pair<RepoGroup,Currency>,DiscountFactors>	ImmutableLegalEntityDiscountingProvider.getRepoCurves()	Gets the repo curves, keyed by group and currency.
org.joda.beans.MetaProperty<ImmutableMap<Pair<LegalEntityGroup,Currency>,DiscountFactors>>	ImmutableLegalEntityDiscountingProvider.Meta.issuerCurves()	The meta-property for the issuerCurves property.
org.joda.beans.MetaProperty<ImmutableMap<Pair<RepoGroup,Currency>,DiscountFactors>>	ImmutableLegalEntityDiscountingProvider.Meta.repoCurves()	The meta-property for the repoCurves property.

Method parameters in com.opengamma.strata.pricer.bond with type arguments of type Pair

Modifier and Type	Method	Description
ImmutableLegalEntityDiscountingProvider.Builder	ImmutableLegalEntityDiscountingProvider.Builder.issuerCurves(Map<Pair<LegalEntityGroup,Currency>,DiscountFactors> issuerCurves)	Sets the issuer curves, keyed by group and currency.
ImmutableLegalEntityDiscountingProvider.Builder	ImmutableLegalEntityDiscountingProvider.Builder.repoCurves(Map<Pair<RepoGroup,Currency>,DiscountFactors> repoCurves)	Sets the repo curves, keyed by group and currency.

Uses of Pair in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return Pair

Modifier and Type	Method	Description
Pair<OvernightInArrearsCapletFloorletPeriod,OvernightInArrearsCapletFloorletPeriod>	VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer.vanillaOptionVerticalSpreadPair(OvernightInArrearsCapletFloorletBinaryPeriod binary)	Creates pair of vanilla caplet for binary caplet/floorlet pricing by call spread.
Pair<IborCapletFloorletPeriod,IborCapletFloorletPeriod>	VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer.vanillaOptionVerticalSpreadPair(IborCapletFloorletBinaryPeriod binary)	Creates pair of vanilla caplet for binary caplet/floorlet pricing by call spread.

Uses of Pair in com.opengamma.strata.pricer.common

Methods in com.opengamma.strata.pricer.common that return Pair

Modifier and Type	Method	Description
Pair<Period,Strike>	GenericVolatilitySurfacePeriodParameterMetadata.getIdentifier()
Pair<Double,Strike>	GenericVolatilitySurfaceYearFractionParameterMetadata.getIdentifier()

Uses of Pair in com.opengamma.strata.pricer.credit

Methods in com.opengamma.strata.pricer.credit that return types with arguments of type Pair

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ImmutableMap<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities>>	ImmutableCreditRatesProvider.Meta.creditCurves()	The meta-property for the creditCurves property.

Method parameters in com.opengamma.strata.pricer.credit with type arguments of type Pair

Modifier and Type	Method	Description
ImmutableCreditRatesProvider.Builder	ImmutableCreditRatesProvider.Builder.creditCurves(Map<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities> creditCurves)	Sets the credit curves.

Uses of Pair in com.opengamma.strata.pricer.fxopt

Methods in com.opengamma.strata.pricer.fxopt that return Pair

Modifier and Type	Method	Description
Pair<Double,Strike>	FxVolatilitySurfaceYearFractionParameterMetadata.getIdentifier()

Uses of Pair in com.opengamma.strata.pricer.impl.option

Methods in com.opengamma.strata.pricer.impl.option that return Pair

Modifier and Type	Method	Description
static Pair<ValueDerivatives,double[][]>	BlackFormulaRepository.priceAdjoint2(double forward, double strike, double timeToExpiry, double lognormalVol, boolean isCall)	Computes the price without numeraire and its derivatives of the first and second order.

Uses of Pair in com.opengamma.strata.pricer.impl.rate.model

Methods in com.opengamma.strata.pricer.impl.rate.model that return Pair

Modifier and Type	Method	Description
Pair<DoubleArray,DoubleArray>	HullWhiteOneFactorPiecewiseConstantInterestRateModel.swapRateDx2Da1(double x, DoubleArray discountedCashFlowFixed, DoubleArray alphaFixed, DoubleArray discountedCashFlowIbor, DoubleArray alphaIbor)	Calculates the first order derivative with respect to the alphaFixed and to the alphaIbor of the of swap rate second derivative with respect to the random variable x in the P(*,theta) numeraire.
Pair<DoubleArray,DoubleArray>	HullWhiteOneFactorPiecewiseConstantInterestRateModel.swapRateDx2Ddcf1(double x, DoubleArray discountedCashFlowFixed, DoubleArray alphaFixed, DoubleArray discountedCashFlowIbor, DoubleArray alphaIbor)	Calculates the first order derivative with respect to the discountedCashFlowFixed and to the discountedCashFlowIbor of the of swap rate second derivative with respect to the random variable x in the P(*,theta) numeraire.

Uses of Pair in com.opengamma.strata.pricer.option

Methods in com.opengamma.strata.pricer.option that return Pair

Modifier and Type	Method	Description
Pair<DoubleArray,DoubleArray>	RawOptionData.availableSmileAtExpiry(Period expiry)	For a given expiration returns all the data available.

Uses of Pair in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption that return Pair

Modifier and Type	Method	Description
Pair<DoubleArray,DoubleArray>	SabrSwaptionCalibrator.blackVolatilitiesShiftedFromBlackVolatilitiesShifted(double forward, double shiftOutput, double timeToExpiry, DoubleArray strikes, DoubleArray blackVolatilities, double shiftInput)	Creates an array of shifted Black volatilities from shifted Black volatilities with a different shift and the sensitivities of the Black volatilities outputs with respect to the normal volatilities inputs.
Pair<DoubleArray,DoubleArray>	SabrSwaptionCalibrator.blackVolatilitiesShiftedFromNormalVolatilities(double forward, double shiftOutput, double timeToExpiry, DoubleArray strikes, DoubleArray normalVolatilities)	Creates an array of shifted Black volatilities from Normal volatilities and the sensitivities of the Black volatilities with respect to the normal volatilities inputs.
Pair<DoubleArray,DoubleArray>	SabrSwaptionCalibrator.blackVolatilitiesShiftedFromPrices(double forward, double shiftOutput, double timeToExpiry, DoubleArray strikes, DoubleArray prices)	Creates an array of shifted Black volatilities from option prices and the sensitivities of the Black volatilities with respect to the price inputs.
Pair<Double,Double>	SabrSwaptionCalibrator.calibrateAtmShiftedFromBlackVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, double blackVolatility, double shiftInput, DoubleArray startParameters, double shiftOutput)	Calibrate the SABR alpha parameter to an ATM Black volatility and compute the derivative of the result with respect to the input volatility.
Pair<Double,Double>	SabrSwaptionCalibrator.calibrateAtmShiftedFromNormalVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, double normalVolatility, DoubleArray startParameters, double shiftOutput)	Calibrate the SABR alpha parameter to an ATM normal volatility and compute the derivative of the result with respect to the input volatility.
Pair<LeastSquareResultsWithTransform,DoubleArray>	SabrSwaptionCalibrator.calibrateLsShiftedFromBlackVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray blackVolatilitiesInput, double shiftInput, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)	Calibrate the SABR parameters to a set of Black volatilities at given moneyness by least square.
Pair<LeastSquareResultsWithTransform,DoubleArray>	SabrSwaptionCalibrator.calibrateLsShiftedFromNormalVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray normalVolatilities, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)	Calibrate the SABR parameters to a set of normal volatilities at given moneyness.
Pair<LeastSquareResultsWithTransform,DoubleArray>	SabrSwaptionCalibrator.calibrateLsShiftedFromPrices(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray prices, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)	Calibrate the SABR parameters to a set of option prices at given moneyness.
Pair<Double,Double>	SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.getIdentifier()
Pair<Double,Double>	SwaptionSurfaceExpiryStrikeParameterMetadata.getIdentifier()
Pair<Double,Double>	SwaptionSurfaceExpiryTenorParameterMetadata.getIdentifier()