Package com.opengamma.strata.market

Enum ShiftType

java.lang.Object

java.lang.Enum<ShiftType>

com.opengamma.strata.market.ShiftType

All Implemented Interfaces:

Named, NamedEnum, Serializable, Comparable<ShiftType>

public enum ShiftType
extends Enum<ShiftType>
implements NamedEnum

Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.

Enum Constant Summary

Enum Constants

Enum Constant	Description
ABSOLUTE	An absolute shift where the shift amount is added to the value.
RELATIVE	A relative shift where the value is scaled by the shift amount.
SCALED	A scaled shift where the value is multiplied by the shift.

Method Summary

Modifier and Type	Method	Description
abstract double	applyShift(double value, double shiftAmount)	Applies the shift to the value using appropriate logic for the shift type.
abstract double	computeShift(double baseValue, double shiftedValue)	Computes the shift amount using appropriate logic for the shift type.
static ShiftType	of(String name)	Obtains an instance from the specified name.
String	toString()	Returns the formatted name of the type.
abstract ValueAdjustment	toValueAdjustment(double shiftAmount)	Returns a value adjustment that applies the shift amount using appropriate logic for the shift type.
static ShiftType	valueOf(String name)	Returns the enum constant of this type with the specified name.
static ShiftType[]	values()	Returns an array containing the constants of this enum type, in the order they are declared.

Methods inherited from class java.lang.Enum

clone, compareTo, equals, finalize, getDeclaringClass, hashCode, name, ordinal, valueOf

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.collect.named.NamedEnum

getName

Enum Constant Detail

RELATIVE

public static final ShiftType RELATIVE

A relative shift where the value is scaled by the shift amount.

The shift amount is interpreted as a decimal percentage. For example, a shift amount of 0.1 is a shift of +10% which multiplies the value by 1.1. A shift amount of -0.2 is a shift of -20% which multiplies the value by 0.8.

shiftedValue = (value + value * shiftAmount)

shiftAmount is well-defined for nonzero value.

ABSOLUTE

public static final ShiftType ABSOLUTE

An absolute shift where the shift amount is added to the value.

shiftedValue = (value + shiftAmount)

SCALED

public static final ShiftType SCALED

A scaled shift where the value is multiplied by the shift.

shiftedValue = (value * shiftAmount)

shiftAmount is well-defined for nonzero value.

Method Detail

values

public static ShiftType[] values()

Returns an array containing the constants of this enum type, in the order they are declared. This method may be used to iterate over the constants as follows:

for (ShiftType c : ShiftType.values())
    System.out.println(c);

Returns:

an array containing the constants of this enum type, in the order they are declared

valueOf

public static ShiftType valueOf(String name)

Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

IllegalArgumentException - if this enum type has no constant with the specified name

NullPointerException - if the argument is null

of

public static ShiftType of(String name)

Obtains an instance from the specified name.

Parsing handles the mixed case form produced by toString() and the upper and lower case variants of the enum constant name.

Parameters:

name - the name to parse

Returns:

the type

Throws:

IllegalArgumentException - if the name is not known

applyShift

public abstract double applyShift(double value,
                                  double shiftAmount)

Applies the shift to the value using appropriate logic for the shift type.

Parameters:

value - the value to shift

shiftAmount - the shift to apply

Returns:

the shifted value

toValueAdjustment

public abstract ValueAdjustment toValueAdjustment(double shiftAmount)

Returns a value adjustment that applies the shift amount using appropriate logic for the shift type.

Parameters:

shiftAmount - the shift to apply

Returns:

a value adjustment that applies the shift amount using appropriate logic for the shift type

computeShift

public abstract double computeShift(double baseValue,
                                    double shiftedValue)

Computes the shift amount using appropriate logic for the shift type.

Parameters:

baseValue - the base value

shiftedValue - the shifted value

Returns:

the shift amount

toString

public String toString()

Returns the formatted name of the type.

Overrides:

toString in class Enum<ShiftType>

Returns:

the formatted string representing the type