Package com.opengamma.strata.market

Class GenericDoubleShifts

java.lang.Object

com.opengamma.strata.market.GenericDoubleShifts

All Implemented Interfaces:

ScenarioPerturbation<Double>, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class GenericDoubleShifts
extends Object
implements ScenarioPerturbation<Double>, org.joda.beans.ImmutableBean, Serializable

A perturbation that applies different shifts to a double value.

This class contains shifts, each of which is associated with a scenario and applied to a value based on the shift type. A constant spread can be added for all of the scenarios.

A typical application of this is to generate scenario perturbation to market quotes, where the market quote is represented in terms of QuoteId and Double.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method	Description
MarketDataBox<Double>	applyTo(MarketDataBox<Double> marketData, ReferenceData refData)	Applies this perturbation to the market data in a box, returning a box containing new, modified data.
boolean	equals(Object obj)
Class<Double>	getMarketDataType()	Returns the market data type that the perturbation changes.
int	getScenarioCount()	Returns the number of scenarios for which this perturbation generates data.
DoubleArray	getShiftAmount()	Gets the shifts to apply to a Double value.
ShiftType	getShiftType()	Gets the type of shift applied to a Double value.
double	getSpread()	Gets the constant spread.
int	hashCode()
static GenericDoubleShifts.Meta	meta()	The meta-bean for GenericDoubleShifts.
GenericDoubleShifts.Meta	metaBean()
static GenericDoubleShifts	of(ShiftType shiftType, DoubleArray shiftAmount)	Creates an instance with zero spread.
static GenericDoubleShifts	of(ShiftType shiftType, DoubleArray shiftAmount, double spread)	Creates an instance with spread.
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 GenericDoubleShifts of(ShiftType shiftType,
                                     DoubleArray shiftAmount)

Creates an instance with zero spread.

Parameters:

shiftType - the shift type

shiftAmount - the shift amount

Returns:

the instance

of

public static GenericDoubleShifts of(ShiftType shiftType,
                                     DoubleArray shiftAmount,
                                     double spread)

Creates an instance with spread.

Parameters:

shiftType - the shift type

shiftAmount - the shift amount

spread - the spread

Returns:

the instance

applyTo

public MarketDataBox<Double> applyTo(MarketDataBox<Double> marketData,
                                     ReferenceData refData)

Description copied from interface: ScenarioPerturbation

Applies this perturbation to the market data in a box, returning a box containing new, modified data.

The original market data must not be altered. Instead a perturbed copy must be returned.

Specified by:

applyTo in interface ScenarioPerturbation<Double>

Parameters:

marketData - the market data to perturb

refData - the reference data

Returns:

new market data derived by applying the perturbation to the input data

getScenarioCount

public int getScenarioCount()

Description copied from interface: ScenarioPerturbation

Returns the number of scenarios for which this perturbation generates data.

Specified by:

getScenarioCount in interface ScenarioPerturbation<Double>

Returns:

the number of scenarios for which this perturbation generates data

getMarketDataType

public Class<Double> getMarketDataType()

Description copied from interface: ScenarioPerturbation

Returns the market data type that the perturbation changes.

Specified by:

getMarketDataType in interface ScenarioPerturbation<Double>

Returns:

the data type

meta

public static GenericDoubleShifts.Meta meta()

The meta-bean for GenericDoubleShifts.

Returns:

the meta-bean, not null

metaBean

public GenericDoubleShifts.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getShiftType

public ShiftType getShiftType()

Gets the type of shift applied to a Double value.

Returns:

the value of the property, not null

getShiftAmount

public DoubleArray getShiftAmount()

Gets the shifts to apply to a Double value.

Each element in the array corresponds to each scenario.

Returns:

the value of the property, not null

getSpread

public double getSpread()

Gets the constant spread.

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