Package com.opengamma.strata.market.curve

Class ConstantCurve

java.lang.Object

com.opengamma.strata.market.curve.ConstantCurve

All Implemented Interfaces:

Curve, ParameterizedData, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ConstantCurve
extends Object
implements Curve, org.joda.beans.ImmutableBean, Serializable

A curve based on a single constant value.

This class defines a curve in terms of a single parameter, the constant value. When queried, yValue(double) always returns the constant value. The sensitivity is 1 and the first derivative is 0.

The curve has one parameter, the value of the constant.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
double	firstDerivative(double x)	Computes the first derivative of the 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.
double	getYValue()	Gets the single y-value.
int	hashCode()
static ConstantCurve.Meta	meta()	The meta-bean for ConstantCurve.
ConstantCurve.Meta	metaBean()
static ConstantCurve	of(CurveMetadata metadata, double yValue)	Creates a constant curve with a specific value.
static ConstantCurve	of(CurveName name, double yValue)	Creates a constant curve with a specific value.
static ConstantCurve	of(String name, double yValue)	Creates a constant curve with a specific value.
String	toString()
ConstantCurve	withMetadata(CurveMetadata metadata)	Returns a new curve with the specified metadata.
ConstantCurve	withParameter(int parameterIndex, double newValue)	Returns a copy of the data with the value at the specified index altered.
ConstantCurve	withPerturbation(ParameterPerturbation perturbation)	Returns a perturbed copy of the data.
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

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Methods inherited from interface com.opengamma.strata.market.curve.Curve

createParameterSensitivity, createParameterSensitivity, findParameterIndex, getName, getParameterMetadata, split, withUnderlyingCurve

Method Detail

of

public static ConstantCurve of(String name,
                               double yValue)

Creates a constant curve with a specific value.

Parameters:

name - the curve name

yValue - the constant y-value

Returns:

the curve

of

public static ConstantCurve of(CurveName name,
                               double yValue)

Creates a constant curve with a specific value.

Parameters:

name - the curve name

yValue - the constant y-value

Returns:

the curve

of

public static ConstantCurve of(CurveMetadata metadata,
                               double yValue)

Creates a constant curve with a specific value.

Parameters:

metadata - the curve metadata

yValue - the constant y-value

Returns:

the curve

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 interface ParameterizedData

Returns:

the number of parameters

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 interface ParameterizedData

Parameters:

parameterIndex - the zero-based index of the parameter to get

Returns:

the value of the parameter

withParameter

public ConstantCurve 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 interface Curve

Specified by:

withParameter in interface ParameterizedData

Parameters:

parameterIndex - the zero-based index of the parameter to get

newValue - the new value for the specified parameter

Returns:

a parameterized data instance based on this with the specified parameter altered

withPerturbation

public ConstantCurve 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 interface Curve

Specified by:

withPerturbation in interface ParameterizedData

Parameters:

perturbation - the perturbation to apply

Returns:

a parameterized data instance based on this with the specified perturbation applied

yValue

public double yValue(double x)

Description copied from interface: Curve

Computes the y-value for the specified x-value.

Specified by:

yValue in interface Curve

Parameters:

x - the x-value to find the y-value for

Returns:

the value at the x-value

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 interface Curve

Parameters:

x - the x-value at which the parameter sensitivity is computed

Returns:

the sensitivity

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 interface Curve

Parameters:

x - the x-value at which the derivative is taken

Returns:

the first derivative

withMetadata

public ConstantCurve 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 interface Curve

Parameters:

metadata - the new metadata for the curve

Returns:

the new curve

meta

public static ConstantCurve.Meta meta()

The meta-bean for ConstantCurve.

Returns:

the meta-bean, not null

metaBean

public ConstantCurve.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getMetadata

public CurveMetadata getMetadata()

Gets the curve metadata.

The metadata will not normally have parameter metadata.

Specified by:

getMetadata in interface Curve

Returns:

the value of the property, not null

getYValue

public double getYValue()

Gets the single y-value.

Returns:

the value of the property

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