Package com.opengamma.strata.data.scenario

Class ImmutableScenarioMarketData

java.lang.Object

com.opengamma.strata.data.scenario.ImmutableScenarioMarketData

All Implemented Interfaces:

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

public final class ImmutableScenarioMarketData
extends Object
implements ScenarioMarketData, org.joda.beans.ImmutableBean, Serializable

An immutable set of market data across one or more scenarios.

This is the standard immutable implementation of ScenarioMarketData.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method	Description
static ImmutableScenarioMarketDataBuilder	builder(MarketDataBox<LocalDate> valuationDate)	Creates a mutable builder that can be used to create an instance of the market data.
static ImmutableScenarioMarketDataBuilder	builder(LocalDate valuationDate)	Creates a mutable builder that can be used to create an instance of the market data.
ImmutableScenarioMarketData	combinedWith(ImmutableScenarioMarketData other)	Returns set of market data which combines the data from this set of data with another set.
ScenarioMarketData	combinedWith(ScenarioMarketData other)	Returns set of market data which combines the data from this set of data with another set.
boolean	containsValue(MarketDataId<?> id)	Checks if this market data contains a value for the specified identifier.
static ImmutableScenarioMarketData	empty()	Obtains a market data instance that contains no data and has no scenarios.
boolean	equals(Object obj)
<T> Set<MarketDataId<T>>	findIds(MarketDataName<T> name)	Finds the market data identifiers associated with the specified name.
<T> Optional<MarketDataBox<T>>	findValue(MarketDataId<T> id)	Finds the market data value associated with the specified identifier.
Set<MarketDataId<?>>	getIds()	Gets the market data identifiers.
int	getScenarioCount()	Gets the number of scenarios.
ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>	getTimeSeries()	Gets the time-series of market data values.
LocalDateDoubleTimeSeries	getTimeSeries(ObservableId id)	Gets the time-series associated with the specified identifier, empty if not found.
Set<ObservableId>	getTimeSeriesIds()	Gets the time-series identifiers.
MarketDataBox<LocalDate>	getValuationDate()	Gets the valuation date associated with each scenario.
<T> MarketDataBox<T>	getValue(MarketDataId<T> id)	Gets the market data value associated with the specified identifier.
ImmutableMap<MarketDataId<?>,MarketDataBox<?>>	getValues()	Gets the individual items of market data.
int	hashCode()
static ImmutableScenarioMarketData.Meta	meta()	The meta-bean for ImmutableScenarioMarketData.
ImmutableScenarioMarketData.Meta	metaBean()
static ImmutableScenarioMarketData	of(int scenarioCount, MarketDataBox<LocalDate> valuationDate, Map<? extends MarketDataId<?>,MarketDataBox<?>> values, Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Obtains an instance from a valuation date, map of values and time-series.
static ImmutableScenarioMarketData	of(int scenarioCount, LocalDate valuationDate, Map<? extends MarketDataId<?>,MarketDataBox<?>> values, Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Obtains an instance from a valuation date, map of values and time-series.
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.scenario.ScenarioMarketData

getScenarioValue, scenario, scenarios, withPerturbation, withValue

Method Detail

of

public static ImmutableScenarioMarketData of(int scenarioCount,
                                             LocalDate valuationDate,
                                             Map<? extends MarketDataId<?>,MarketDataBox<?>> values,
                                             Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)

Obtains an instance from a valuation date, map of values and time-series.

The valuation date and map of values must have the same number of scenarios.

Parameters:

scenarioCount - the number of scenarios

valuationDate - the valuation dates associated with all scenarios

values - the market data values, one for each scenario

timeSeries - the time-series

Returns:

a set of market data containing the values in the map

of

public static ImmutableScenarioMarketData of(int scenarioCount,
                                             MarketDataBox<LocalDate> valuationDate,
                                             Map<? extends MarketDataId<?>,MarketDataBox<?>> values,
                                             Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)

Obtains an instance from a valuation date, map of values and time-series.

The valuation date and map of values must have the same number of scenarios.

Parameters:

scenarioCount - the number of scenarios

valuationDate - the valuation dates associated with the market data, one for each scenario

values - the market data values, one for each scenario

timeSeries - the time-series

Returns:

a set of market data containing the values in the map

empty

public static ImmutableScenarioMarketData empty()

Obtains a market data instance that contains no data and has no scenarios.

Returns:

an empty instance

builder

public static ImmutableScenarioMarketDataBuilder builder(LocalDate valuationDate)

Creates a mutable builder that can be used to create an instance of the market data.

Parameters:

valuationDate - the valuation date associated with the market data

Returns:

the mutable builder

builder

public static ImmutableScenarioMarketDataBuilder builder(MarketDataBox<LocalDate> valuationDate)

Creates a mutable builder that can be used to create an instance of the market data.

Parameters:

valuationDate - the valuation dates associated with the market data, one for each scenario

Returns:

the mutable builder

containsValue

public boolean containsValue(MarketDataId<?> id)

Description copied from interface: ScenarioMarketData

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

Specified by:

containsValue in interface ScenarioMarketData

Parameters:

id - the identifier to find

Returns:

true if the market data contains a value for the identifier

getValue

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

Description copied from interface: ScenarioMarketData

Gets the market data value associated with the specified identifier.

The result is a box that provides data for all scenarios. If this market data instance contains the identifier, the value will be returned. Otherwise, an exception will be thrown.

Specified by:

getValue in interface ScenarioMarketData

Type Parameters:

T - the type of the market data value

Parameters:

id - the identifier to find

Returns:

the market data value box providing data for all scenarios

findValue

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

Description copied from interface: ScenarioMarketData

Finds the market data value associated with the specified identifier.

The result is a box that provides data for all scenarios. 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 ScenarioMarketData

Type Parameters:

T - the type of the market data value

Parameters:

id - the identifier to find

Returns:

the market data value box providing data for all scenarios, empty if not found

getIds

public Set<MarketDataId<?>> getIds()

Description copied from interface: ScenarioMarketData

Gets the market data identifiers.

Specified by:

getIds in interface ScenarioMarketData

Returns:

the set of market data identifiers

findIds

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

Description copied from interface: ScenarioMarketData

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 ScenarioMarketData

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: ScenarioMarketData

Gets the time-series identifiers.

Time series are not affected by scenarios, therefore there is a single time-series for each identifier which is shared between all scenarios.

Specified by:

getTimeSeriesIds in interface ScenarioMarketData

Returns:

the set of observable identifiers

getTimeSeries

public LocalDateDoubleTimeSeries getTimeSeries(ObservableId id)

Description copied from interface: ScenarioMarketData

Gets the time-series associated with the specified identifier, empty if not found.

Time series are not affected by scenarios, therefore there is a single time-series for each identifier which is shared between all scenarios.

Specified by:

getTimeSeries in interface ScenarioMarketData

Parameters:

id - the identifier to find

Returns:

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

combinedWith

public ImmutableScenarioMarketData combinedWith(ImmutableScenarioMarketData other)

Returns set of market data which combines the data from this set of data with another set.

If the same item of data is available in both sets, it will be taken from this set.

Both sets of data must contain the same number of scenarios, or one of them must have one scenario. If one of the sets of data has one scenario, the combined set will have the scenario count of the other set.

The valuation dates are taken from this set of data.

Parameters:

other - another set of market data

Returns:

a set of market data combining the data in this set with the data in the other

combinedWith

public ScenarioMarketData combinedWith(ScenarioMarketData other)

Description copied from interface: ScenarioMarketData

Returns set of market data which combines the data from this set of data with another set.

If the same item of data is available in both sets, it will be taken from this set.

Both sets of data must contain the same number of scenarios, or one of them must have one scenario. If one of the sets of data has one scenario, the combined set will have the scenario count of the other set.

Specified by:

combinedWith in interface ScenarioMarketData

Parameters:

other - another set of market data

Returns:

a set of market data combining the data in this set with the data in the other

meta

public static ImmutableScenarioMarketData.Meta meta()

The meta-bean for ImmutableScenarioMarketData.

Returns:

the meta-bean, not null

metaBean

public ImmutableScenarioMarketData.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getScenarioCount

public int getScenarioCount()

Gets the number of scenarios.

Specified by:

getScenarioCount in interface ScenarioMarketData

Returns:

the value of the property

getValuationDate

public MarketDataBox<LocalDate> getValuationDate()

Gets the valuation date associated with each scenario.

Specified by:

getValuationDate in interface ScenarioMarketData

Returns:

the value of the property, not null

getValues

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

Gets the individual items of market data.

Returns:

the value of the property, not null

getTimeSeries

public ImmutableMap<ObservableId,LocalDateDoubleTimeSeries> getTimeSeries()

Gets the time-series of market data values.

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