Class AddFixedCurve
- java.lang.Object
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- com.opengamma.strata.market.curve.AddFixedCurve
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- All Implemented Interfaces:
Curve
,ParameterizedData
,Serializable
,org.joda.beans.Bean
,org.joda.beans.ImmutableBean
public final class AddFixedCurve extends Object implements Curve, org.joda.beans.ImmutableBean, Serializable
A curve formed from two curves, the fixed curve and the spread curve.The spread curve is the primary curve, providing the metadata, parameters, sensitivity and perturbation. The fixed curve only affects the shape of the curve via the
yValue(double)
andfirstDerivative(double)
methods. The fixed curve is not exposed in the parameters.- See Also:
- Serialized Form
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
AddFixedCurve.Meta
The meta-bean forAddFixedCurve
.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description boolean
equals(Object obj)
double
firstDerivative(double x)
Computes the first derivative of the curve.Curve
getFixedCurve()
Gets the fixed curve.CurveMetadata
getMetadata()
Gets the curve metadata.double
getParameter(int parameterIndex)
Gets the value of the parameter at the specified index.int
getParameterCount()
Gets the number of parameters.ParameterMetadata
getParameterMetadata(int parameterIndex)
Gets the metadata of the parameter at the specified index.Curve
getSpreadCurve()
Gets the spread curve.int
hashCode()
static AddFixedCurve.Meta
meta()
The meta-bean forAddFixedCurve
.AddFixedCurve.Meta
metaBean()
static AddFixedCurve
of(Curve fixedCurve, Curve spreadCurve)
Creates a curve as the sum of a fixed curve and a spread curve.ImmutableList<Curve>
split()
Obtains a list of underlying curves.String
toString()
AddFixedCurve
withMetadata(CurveMetadata metadata)
Returns a new curve with the specified metadata.AddFixedCurve
withParameter(int parameterIndex, double newValue)
Returns a copy of the data with the value at the specified index altered.AddFixedCurve
withPerturbation(ParameterPerturbation perturbation)
Returns a perturbed copy of the data.AddFixedCurve
withUnderlyingCurve(int curveIndex, Curve curve)
Replaces an underlying curve by a new curve.double
yValue(double x)
Computes the y-value for the specified x-value.UnitParameterSensitivity
yValueParameterSensitivity(double x)
Computes the sensitivity of the y-value with respect to the curve parameters.-
Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait
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Methods inherited from interface com.opengamma.strata.market.curve.Curve
createParameterSensitivity, createParameterSensitivity, findParameterIndex, getName
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Method Detail
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of
public static AddFixedCurve of(Curve fixedCurve, Curve spreadCurve)
Creates a curve as the sum of a fixed curve and a spread curve.- Parameters:
fixedCurve
- the fixed curvespreadCurve
- the spread curve- Returns:
- the curve
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getMetadata
public CurveMetadata getMetadata()
Description copied from interface:Curve
Gets the curve metadata.This method returns metadata about the curve and the curve parameters.
For example, a curve may be defined based on financial instruments. The parameters might represent 1 day, 1 week, 1 month, 3 months, 6 months and 12 months. The metadata could be used to describe each parameter in terms of a
Period
.The metadata includes an optional list of parameter metadata. If parameter metadata is present, the size of the list will match the number of parameters of this curve.
- Specified by:
getMetadata
in interfaceCurve
- Returns:
- the metadata
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withMetadata
public AddFixedCurve withMetadata(CurveMetadata metadata)
Description copied from interface:Curve
Returns a new curve with the specified metadata.This allows the metadata of the curve to be changed while retaining all other information. If parameter metadata is present, the size of the list must match the number of parameters of this curve.
- Specified by:
withMetadata
in interfaceCurve
- Parameters:
metadata
- the new metadata for the curve- Returns:
- the new curve
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getParameterCount
public int getParameterCount()
Description copied from interface:ParameterizedData
Gets the number of parameters.This returns the number of parameters, which can be used to create a loop to access the other methods on this interface.
- Specified by:
getParameterCount
in interfaceParameterizedData
- Returns:
- the number of parameters
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getParameter
public double getParameter(int parameterIndex)
Description copied from interface:ParameterizedData
Gets the value of the parameter at the specified index.- Specified by:
getParameter
in interfaceParameterizedData
- Parameters:
parameterIndex
- the zero-based index of the parameter to get- Returns:
- the value of the parameter
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getParameterMetadata
public ParameterMetadata getParameterMetadata(int parameterIndex)
Description copied from interface:ParameterizedData
Gets the metadata of the parameter at the specified index.If there is no specific parameter metadata, an empty instance will be returned.
- Specified by:
getParameterMetadata
in interfaceCurve
- Specified by:
getParameterMetadata
in interfaceParameterizedData
- Parameters:
parameterIndex
- the zero-based index of the parameter to get- Returns:
- the metadata of the parameter
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withParameter
public AddFixedCurve withParameter(int parameterIndex, double newValue)
Description copied from interface:ParameterizedData
Returns a copy of the data with the value at the specified index altered.This instance is immutable and unaffected by this method call.
- Specified by:
withParameter
in interfaceCurve
- Specified by:
withParameter
in interfaceParameterizedData
- Parameters:
parameterIndex
- the zero-based index of the parameter to getnewValue
- the new value for the specified parameter- Returns:
- a parameterized data instance based on this with the specified parameter altered
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withPerturbation
public AddFixedCurve withPerturbation(ParameterPerturbation perturbation)
Description copied from interface:ParameterizedData
Returns a perturbed copy of the data.The perturbation instance will be invoked once for each parameter in this instance, returning the perturbed value for that parameter. The result of this method is a new instance that is based on those perturbed values.
This instance is immutable and unaffected by this method call.
- Specified by:
withPerturbation
in interfaceCurve
- Specified by:
withPerturbation
in interfaceParameterizedData
- Parameters:
perturbation
- the perturbation to apply- Returns:
- a parameterized data instance based on this with the specified perturbation applied
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yValue
public double yValue(double x)
Description copied from interface:Curve
Computes the y-value for the specified x-value.
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yValueParameterSensitivity
public UnitParameterSensitivity yValueParameterSensitivity(double x)
Description copied from interface:Curve
Computes the sensitivity of the y-value with respect to the curve parameters.This returns an array with one element for each parameter of the curve. The array contains the sensitivity of the y-value at the specified x-value to each parameter.
- Specified by:
yValueParameterSensitivity
in interfaceCurve
- Parameters:
x
- the x-value at which the parameter sensitivity is computed- Returns:
- the sensitivity
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firstDerivative
public double firstDerivative(double x)
Description copied from interface:Curve
Computes the first derivative of the curve.The first derivative is
dy/dx
.- Specified by:
firstDerivative
in interfaceCurve
- Parameters:
x
- the x-value at which the derivative is taken- Returns:
- the first derivative
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split
public ImmutableList<Curve> split()
Description copied from interface:Curve
Obtains a list of underlying curves.In most cases, the number of underlying curves is 1, thus a list of this curve is returned.
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withUnderlyingCurve
public AddFixedCurve withUnderlyingCurve(int curveIndex, Curve curve)
Description copied from interface:Curve
Replaces an underlying curve by a new curve.curveIndex
must be coherent to the index of the list insplit()
.- Specified by:
withUnderlyingCurve
in interfaceCurve
- Parameters:
curveIndex
- the curve indexcurve
- the new split curve- Returns:
- the new curve
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meta
public static AddFixedCurve.Meta meta()
The meta-bean forAddFixedCurve
.- Returns:
- the meta-bean, not null
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metaBean
public AddFixedCurve.Meta metaBean()
- Specified by:
metaBean
in interfaceorg.joda.beans.Bean
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getFixedCurve
public Curve getFixedCurve()
Gets the fixed curve. Also called base or shape curve.- Returns:
- the value of the property, not null
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getSpreadCurve
public Curve getSpreadCurve()
Gets the spread curve. Also called the variable curve.- Returns:
- the value of the property, not null
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