Package com.opengamma.strata.market.curve

Class DefaultCurveMetadataBuilder

    • Method Detail

      • curveName

        public DefaultCurveMetadataBuilder curveName​(String curveName)
        Sets the curve name.
        Parameters:
        curveName - the curve name
        Returns:
        this, for chaining

      • xValueType

        public DefaultCurveMetadataBuilder xValueType​(ValueType xValueType)
        Sets the x-value type, providing meaning to the x-values of the curve.

        This type provides meaning to the x-values. For example, the x-value might represent a year fraction, as represented using ValueType.YEAR_FRACTION.

        If using the builder, this defaults to ValueType.UNKNOWN.

        Parameters:
        xValueType - the x-value type
        Returns:
        this, for chaining

      • yValueType

        public DefaultCurveMetadataBuilder yValueType​(ValueType yValueType)
        Sets the y-value type, providing meaning to the y-values of the curve.

        This type provides meaning to the y-values. For example, the y-value might represent a zero rate, as represented using ValueType.ZERO_RATE.

        If using the builder, this defaults to ValueType.UNKNOWN.

        Parameters:
        yValueType - the y-value type
        Returns:
        this, for chaining

      • dayCount

        public DefaultCurveMetadataBuilder dayCount​(DayCount dayCount)
        Sets the day count.

        This stores the day count in the additional information map using the key CurveInfoType.DAY_COUNT.

        This is stored in the additional information map using Map.put semantics, removing the key if the day count is null.

        Parameters:
        dayCount - the day count, may be null
        Returns:
        this, for chaining

      • jacobian

        public DefaultCurveMetadataBuilder jacobian​(JacobianCalibrationMatrix jacobian)
        Sets the calibration information.

        This stores the calibration information in the additional information map using the key CurveInfoType.JACOBIAN.

        This is stored in the additional information map using Map.put semantics, removing the key if the jacobian is null.

        Parameters:
        jacobian - the calibration information, may be null
        Returns:
        this, for chaining

      • addInfo

        public <T> DefaultCurveMetadataBuilder addInfo​(CurveInfoType<T> type,
                                               T value)
        Adds a single piece of additional information.

        This is stored in the additional information map using Map.put semantics, removing the key if the instance is null.

        Type Parameters:
        T - the type of the info
        Parameters:
        type - the type to store under
        value - the value to store, may be null
        Returns:
        this, for chaining

      • parameterMetadata

        public DefaultCurveMetadataBuilder parameterMetadata​(List<? extends ParameterMetadata> parameterMetadata)
        Sets the parameter-level metadata.

        The parameter metadata must match the number of parameters on the curve. This will replace the existing parameter-level metadata.

        Parameters:
        parameterMetadata - the parameter metadata
        Returns:
        this, for chaining

      • parameterMetadata

        public DefaultCurveMetadataBuilder parameterMetadata​(ParameterMetadata... parameterMetadata)
        Sets the parameter-level metadata.

        The parameter metadata must match the number of parameters on the curve. This will replace the existing parameter-level metadata.

        Parameters:
        parameterMetadata - the parameter metadata
        Returns:
        this, for chaining

      • clearParameterMetadata

        public DefaultCurveMetadataBuilder clearParameterMetadata()
        Clears the parameter-level metadata.

        The existing parameter-level metadata will be removed.

        Returns:
        this, for chaining