Package com.opengamma.strata.market.curve

Class ConstantNodalCurve

java.lang.Object

com.opengamma.strata.market.curve.ConstantNodalCurve

All Implemented Interfaces:

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

public final class ConstantNodalCurve
extends Object
implements NodalCurve, org.joda.beans.ImmutableBean, Serializable

A curve based on a single constant value.

This class defines a curve in terms of a single node point. The resulting curve is a constant curve with the y-value of the node point. When queried, yValue(double) always returns the constant value. The x-value is not significant in most use cases. See ConstantCurve for an alternative that does not have an x-value.

The getXValues() method returns the single x-value of the node. The getYValues() method returns the single y-value of the node. The sensitivity is 1 and the first derivative is 0.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ConstantNodalCurve.Builder	The bean-builder for ConstantNodalCurve.
static class	ConstantNodalCurve.Meta	The meta-bean for ConstantNodalCurve.

Method Summary

Modifier and Type	Method	Description
static ConstantNodalCurve.Builder	builder()	Returns a builder used to create an instance of the bean.
CurrencyParameterSensitivity	createParameterSensitivity(Currency currency, DoubleArray sensitivities)	Creates a parameter sensitivity instance for this curve when the sensitivity values are known.
UnitParameterSensitivity	createParameterSensitivity(DoubleArray sensitivities)	Creates a parameter sensitivity instance for this curve when the sensitivity values are known.
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	getXValue()	Gets the single x-value.
DoubleArray	getXValues()	Gets the known x-values of the curve.
double	getYValue()	Gets the single y-value.
DoubleArray	getYValues()	Gets the known y-values of the curve.
int	hashCode()
static ConstantNodalCurve.Meta	meta()	The meta-bean for ConstantNodalCurve.
ConstantNodalCurve.Meta	metaBean()
static ConstantNodalCurve	of(CurveMetadata metadata, double xValue, double yValue)	Creates a constant nodal curve with metadata.
ConstantNodalCurve.Builder	toBuilder()	Returns a builder that allows this bean to be mutated.
String	toString()
ConstantNodalCurve	withMetadata(CurveMetadata metadata)	Returns a new curve with the specified metadata.
ConstantNodalCurve	withNode(double x, double y, ParameterMetadata paramMetadata)	Returns a new curve with an additional node, specifying the parameter metadata.
ConstantNodalCurve	withParameter(int parameterIndex, double newValue)	Returns a copy of the data with the value at the specified index altered.
ConstantNodalCurve	withPerturbation(ParameterPerturbation perturbation)	Returns a perturbed copy of the data.
ConstantNodalCurve	withValues(DoubleArray xValues, DoubleArray yValues)	Returns a new curve with the specified x-values and y-values.
ConstantNodalCurve	withYValues(DoubleArray yValues)	Returns a new curve with the specified values.
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

findParameterIndex, getName, split, withUnderlyingCurve

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

getParameterMetadata, values

Method Detail

of

public static ConstantNodalCurve of(CurveMetadata metadata,
                                    double xValue,
                                    double yValue)

Creates a constant nodal curve with metadata.

The curve is defined by a single x and y value.

Parameters:

metadata - the curve metadata

xValue - the x-value

yValue - the 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 ConstantNodalCurve 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 NodalCurve

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 ConstantNodalCurve 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 NodalCurve

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

getXValues

public DoubleArray getXValues()

Description copied from interface: NodalCurve

Gets the known x-values of the curve.

This method returns the fixed x-values used to define the curve. This will be of the same size as the y-values.

Specified by:

getXValues in interface NodalCurve

Returns:

the x-values

getYValues

public DoubleArray getYValues()

Description copied from interface: NodalCurve

Gets the known y-values of the curve.

This method returns the fixed y-values used to define the curve. This will be of the same size as the x-values.

Specified by:

getYValues in interface NodalCurve

Returns:

the y-values

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 ConstantNodalCurve withMetadata(CurveMetadata metadata)

Description copied from interface: NodalCurve

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

Specified by:

withMetadata in interface NodalCurve

Parameters:

metadata - the new metadata for the curve

Returns:

the new curve

withYValues

public ConstantNodalCurve withYValues(DoubleArray yValues)

Description copied from interface: NodalCurve

Returns a new curve with the specified values.

This allows the y-values of the curve to be changed while retaining the same x-values.

Specified by:

withYValues in interface NodalCurve

Parameters:

yValues - the new y-values for the curve

Returns:

the new curve

withValues

public ConstantNodalCurve withValues(DoubleArray xValues,
                                     DoubleArray yValues)

Description copied from interface: NodalCurve

Returns a new curve with the specified x-values and y-values.

This allows the x values and y-values of the curve to be changed.

Specified by:

withValues in interface NodalCurve

Parameters:

xValues - the new x-values for the curve

yValues - the new y-values for the curve

Returns:

the new curve

withNode

public ConstantNodalCurve withNode(double x,
                                   double y,
                                   ParameterMetadata paramMetadata)

Description copied from interface: NodalCurve

Returns a new curve with an additional node, specifying the parameter metadata.

The result will contain the specified node. If the x-value equals an existing x-value, the y-value will be changed. If the x-value does not equal an existing x-value, the node will be added.

The result will only contain the specified parameter metadata if this curve also has parameter meta-data.

Specified by:

withNode in interface NodalCurve

Parameters:

x - the new x-value

y - the new y-value

paramMetadata - the new parameter metadata

Returns:

the updated curve

createParameterSensitivity

public UnitParameterSensitivity createParameterSensitivity(DoubleArray sensitivities)

Description copied from interface: Curve

Creates a parameter sensitivity instance for this curve when the sensitivity values are known.

In most cases, Curve.yValueParameterSensitivity(double) should be used and manipulated. However, it can be useful to create a UnitParameterSensitivity from pre-computed sensitivity values.

Specified by:

createParameterSensitivity in interface Curve

Parameters:

sensitivities - the sensitivity values, which must match the parameter count of the curve

Returns:

the sensitivity

createParameterSensitivity

public CurrencyParameterSensitivity createParameterSensitivity(Currency currency,
                                                               DoubleArray sensitivities)

Description copied from interface: Curve

Creates a parameter sensitivity instance for this curve when the sensitivity values are known.

In most cases, Curve.yValueParameterSensitivity(double) should be used and manipulated. However, it can be useful to create a CurrencyParameterSensitivity from pre-computed sensitivity values.

Specified by:

createParameterSensitivity in interface Curve

Parameters:

currency - the currency

sensitivities - the sensitivity values, which must match the parameter count of the curve

Returns:

the sensitivity

meta

public static ConstantNodalCurve.Meta meta()

The meta-bean for ConstantNodalCurve.

Returns:

the meta-bean, not null

builder

public static ConstantNodalCurve.Builder builder()

Returns a builder used to create an instance of the bean.

Returns:

the builder, not null

metaBean

public ConstantNodalCurve.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getMetadata

public CurveMetadata getMetadata()

Gets the curve metadata.

The metadata will have a single parameter metadata.

Specified by:

getMetadata in interface Curve

Returns:

the value of the property, not null

getXValue

public double getXValue()

Gets the single x-value.

Returns:

the value of the property, not null

getYValue

public double getYValue()

Gets the single y-value.

Returns:

the value of the property, not null

toBuilder

public ConstantNodalCurve.Builder toBuilder()

Returns a builder that allows this bean to be mutated.

Returns:

the mutable builder, 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