Package com.opengamma.strata.data

Class ImmutableMarketData

java.lang.Object

com.opengamma.strata.data.ImmutableMarketData

All Implemented Interfaces:

MarketData, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ImmutableMarketData
extends Object
implements MarketData, org.joda.beans.ImmutableBean, Serializable

An immutable set of market data

This is the standard immutable implementation of MarketData.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method	Description
static ImmutableMarketDataBuilder	builder(LocalDate valuationDate)	Creates a builder that can be used to build an instance of MarketData.
ImmutableMarketData	combinedWith(ImmutableMarketData other)	Combines this set of market data with another.
MarketData	combinedWith(MarketData other)	Combines this market data with another.
boolean	containsValue(MarketDataId<?> id)	Checks if this market data contains a value for the specified identifier.
boolean	equals(Object obj)
<T> Set<MarketDataId<T>>	findIds(MarketDataName<T> name)	Finds the market data identifiers associated with the specified name.
<T> Optional<T>	findValue(MarketDataId<T> id)	Finds the market data value associated with the specified identifier.
Set<MarketDataId<?>>	getIds()	Gets the market data identifiers.
ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>	getTimeSeries()	Gets the time-series.
LocalDateDoubleTimeSeries	getTimeSeries(ObservableId id)	Gets the time-series identified by the specified identifier, empty if not found.
Set<ObservableId>	getTimeSeriesIds()	Gets the time-series identifiers.
LocalDate	getValuationDate()	Gets the valuation date associated with the market data.
<T> T	getValue(MarketDataId<T> id)	Gets the market data value associated with the specified identifier.
ImmutableMap<MarketDataId<?>,Object>	getValues()	Gets the market data values.
int	hashCode()
static ImmutableMarketData.Meta	meta()	The meta-bean for ImmutableMarketData.
ImmutableMarketData.Meta	metaBean()
static ImmutableMarketData	of(LocalDate valuationDate, Map<? extends MarketDataId<?>,?> values)	Obtains an instance from a valuation date and map of values.
ImmutableMarketDataBuilder	toBuilder()	Returns a builder populated with the same data as this instance.
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

Methods inherited from interface com.opengamma.strata.data.MarketData

withValue

Method Detail

of

public static ImmutableMarketData of(LocalDate valuationDate,
                                     Map<? extends MarketDataId<?>,?> values)

Obtains an instance from a valuation date and map of values.

Use the builder for more more complex use cases, including setting time-series.

Parameters:

valuationDate - the valuation date associated with the market data

values - the market data values

Returns:

a set of market data containing the values in the map

Throws:

ClassCastException - if a value does not match the parameterized type associated with the identifier

builder

public static ImmutableMarketDataBuilder builder(LocalDate valuationDate)

Creates a builder that can be used to build an instance of MarketData.

Parameters:

valuationDate - the valuation date

Returns:

the builder, not null

toBuilder

public ImmutableMarketDataBuilder toBuilder()

Returns a builder populated with the same data as this instance.

Returns:

the mutable builder, not null

containsValue

public boolean containsValue(MarketDataId<?> id)

Description copied from interface: MarketData

Checks if this market data contains a value for the specified identifier.

Specified by:

containsValue in interface MarketData

Parameters:

id - the identifier to find

Returns:

true if the market data contains a value for the identifier

combinedWith

public ImmutableMarketData combinedWith(ImmutableMarketData other)

Combines this set of market data with another.

The result combines both sets of market data. Values are taken from this set of market data if available, otherwise they are taken from the other set.

The valuation dates of the sets of market data must be the same.

Parameters:

other - the other market data

Returns:

the combined market data

combinedWith

public MarketData combinedWith(MarketData other)

Description copied from interface: MarketData

Combines this market data with another.

The result combines both sets of market data. Values are taken from this set of market data if available, otherwise they are taken from the other set.

The valuation dates of the sets of market data must be the same.

Specified by:

combinedWith in interface MarketData

Parameters:

other - the other market data

Returns:

the combined market data

getValue

public <T> T getValue(MarketDataId<T> id)

Description copied from interface: MarketData

Gets the market data value associated with the specified identifier.

If this market data instance contains the identifier, the value will be returned. Otherwise, an exception will be thrown.

Specified by:

getValue in interface MarketData

Type Parameters:

T - the type of the market data value

Parameters:

id - the identifier to find

Returns:

the market data value

findValue

public <T> Optional<T> findValue(MarketDataId<T> id)

Description copied from interface: MarketData

Finds the market data value associated with the specified identifier.

If this market data instance contains the identifier, the value will be returned. Otherwise, an empty optional will be returned.

Specified by:

findValue in interface MarketData

Type Parameters:

T - the type of the market data value

Parameters:

id - the identifier to find

Returns:

the market data value, empty if not found

getIds

public Set<MarketDataId<?>> getIds()

Description copied from interface: MarketData

Gets the market data identifiers.

Specified by:

getIds in interface MarketData

Returns:

the set of market data identifiers

findIds

public <T> Set<MarketDataId<T>> findIds(MarketDataName<T> name)

Description copied from interface: MarketData

Finds the market data identifiers associated with the specified name.

This returns the unique identifiers that refer to the specified name. There may be more than one identifier associated with a name as the name is not unique.

Specified by:

findIds in interface MarketData

Type Parameters:

T - the type of the market data value

Parameters:

name - the name to find

Returns:

the set of market data identifiers, empty if name not found

getTimeSeriesIds

public Set<ObservableId> getTimeSeriesIds()

Description copied from interface: MarketData

Gets the time-series identifiers.

Specified by:

getTimeSeriesIds in interface MarketData

Returns:

the set of observable identifiers

getTimeSeries

public LocalDateDoubleTimeSeries getTimeSeries(ObservableId id)

Description copied from interface: MarketData

Gets the time-series identified by the specified identifier, empty if not found.

Specified by:

getTimeSeries in interface MarketData

Parameters:

id - the identifier to find

Returns:

the time-series, empty if no time-series found

meta

public static ImmutableMarketData.Meta meta()

The meta-bean for ImmutableMarketData.

Returns:

the meta-bean, not null

metaBean

public ImmutableMarketData.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getValuationDate

public LocalDate getValuationDate()

Gets the valuation date associated with the market data.

Specified by:

getValuationDate in interface MarketData

Returns:

the value of the property, not null

getValues

public ImmutableMap<MarketDataId<?>,Object> getValues()

Gets the market data values.

Returns:

the value of the property, not null

getTimeSeries

public ImmutableMap<ObservableId,LocalDateDoubleTimeSeries> getTimeSeries()

Gets the time-series.

If a request is made for a time-series that is not in the map, an empty series will be returned.

Returns:

the value of the property, 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