Package com.opengamma.strata.market.curve

Class LegalEntityCurveGroup

java.lang.Object

com.opengamma.strata.market.curve.LegalEntityCurveGroup

All Implemented Interfaces:

CurveGroup, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class LegalEntityCurveGroup
extends Object
implements CurveGroup, org.joda.beans.ImmutableBean, Serializable

A group of repo curves and issuer curves.

This is used to hold a group of related curves, typically forming a logical set. It is often used to hold the results of a curve calibration.

Curve groups can also be created from a set of existing curves.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method	Description
static LegalEntityCurveGroup.Builder	builder()	Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
Optional<Curve>	findCurve(CurveName name)	Finds the curve with the specified name.
Optional<Curve>	findIssuerCurve(LegalEntityGroup legalEntityGroup, Currency currency)	Finds the issuer curve for the legal entity group and currency if there is one in the group.
Optional<Curve>	findRepoCurve(RepoGroup repoGroup, Currency currency)	Finds the repo curve for the repo group and currency if there is one in the group.
ImmutableMap<Pair<LegalEntityGroup,Currency>,Curve>	getIssuerCurves()	Gets the issuer curves in the curve group, keyed by legal entity group and currency.
CurveGroupName	getName()	Gets the name of the curve group.
ImmutableMap<Pair<RepoGroup,Currency>,Curve>	getRepoCurves()	Gets the repo curves in the curve group, keyed by repo group and currency.
int	hashCode()
Stream<Curve>	issuerCurveStream()	Returns a stream of all issuer curves in the group.
static LegalEntityCurveGroup.Meta	meta()	The meta-bean for LegalEntityCurveGroup.
LegalEntityCurveGroup.Meta	metaBean()
static LegalEntityCurveGroup	of(CurveGroupName name, Map<Pair<RepoGroup,Currency>,Curve> repoCurves, Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves)	Returns a curve group containing the specified curves.
Stream<Curve>	repoCurveStream()	Returns a stream of all repo curves in the group.
Stream<Curve>	stream()	Returns a stream of all curves in the group.
LegalEntityCurveGroup.Builder	toBuilder()	Returns a builder that allows this bean to be mutated.
String	toString()

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

Method Detail

of

public static LegalEntityCurveGroup of(CurveGroupName name,
                                       Map<Pair<RepoGroup,Currency>,Curve> repoCurves,
                                       Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves)

Returns a curve group containing the specified curves.

Parameters:

name - the name of the curve group

repoCurves - the repo curves, keyed by pair of repo group and currency

issuerCurves - the issuer curves, keyed by pair of legal entity group and currency

Returns:

a curve group containing the specified curves

findCurve

public Optional<Curve> findCurve(CurveName name)

Finds the curve with the specified name.

If the curve cannot be found, empty is returned.

Specified by:

findCurve in interface CurveGroup

Parameters:

name - the curve name

Returns:

the curve, empty if not found

findRepoCurve

public Optional<Curve> findRepoCurve(RepoGroup repoGroup,
                                     Currency currency)

Finds the repo curve for the repo group and currency if there is one in the group.

If the curve is not found, optional empty is returned.

Parameters:

repoGroup - the repo group

currency - the currency

Returns:

the repo curve for the repo group and currency if there is one in the group

findIssuerCurve

public Optional<Curve> findIssuerCurve(LegalEntityGroup legalEntityGroup,
                                       Currency currency)

Finds the issuer curve for the legal entity group and currency if there is one in the group.

If the curve is not found, optional empty is returned.

Parameters:

legalEntityGroup - the legal entity group

currency - the currency

Returns:

the issuer curve for the legal entity group and currency if there is one in the group

stream

public Stream<Curve> stream()

Returns a stream of all curves in the group.

Specified by:

stream in interface CurveGroup

Returns:

Returns a stream of all curves in the group

repoCurveStream

public Stream<Curve> repoCurveStream()

Returns a stream of all repo curves in the group.

Returns:

Returns a stream of all repo curves in the group

issuerCurveStream

public Stream<Curve> issuerCurveStream()

Returns a stream of all issuer curves in the group.

Returns:

Returns a stream of all issuer curves in the group

meta

public static LegalEntityCurveGroup.Meta meta()

The meta-bean for LegalEntityCurveGroup.

Returns:

the meta-bean, not null

builder

public static LegalEntityCurveGroup.Builder builder()

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

Returns:

the builder, not null

metaBean

public LegalEntityCurveGroup.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getName

public CurveGroupName getName()

Gets the name of the curve group.

Specified by:

getName in interface CurveGroup

Returns:

the value of the property, not null

getRepoCurves

public ImmutableMap<Pair<RepoGroup,Currency>,Curve> getRepoCurves()

Gets the repo curves in the curve group, keyed by repo group and currency.

Returns:

the value of the property, not null

getIssuerCurves

public ImmutableMap<Pair<LegalEntityGroup,Currency>,Curve> getIssuerCurves()

Gets the issuer curves in the curve group, keyed by legal entity group and currency.

Returns:

the value of the property, not null

toBuilder

public LegalEntityCurveGroup.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