Package com.opengamma.strata.market.curve

Class ParameterizedFunctionalCurveDefinition.Builder

java.lang.Object

org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ParameterizedFunctionalCurveDefinition>

com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ParameterizedFunctionalCurveDefinition>

Enclosing class:

ParameterizedFunctionalCurveDefinition

public static final class ParameterizedFunctionalCurveDefinition.Builder
extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ParameterizedFunctionalCurveDefinition>

The bean-builder for ParameterizedFunctionalCurveDefinition.

Method Summary

Modifier and Type	Method	Description
ParameterizedFunctionalCurveDefinition	build()
ParameterizedFunctionalCurveDefinition.Builder	dayCount(DayCount dayCount)	Sets the day count, optional.
ParameterizedFunctionalCurveDefinition.Builder	derivativeFunction(BiFunction<DoubleArray,Double,Double> derivativeFunction)	Sets the derivative function.
Object	get(String propertyName)
ParameterizedFunctionalCurveDefinition.Builder	initialGuess(Double... initialGuess)	Sets the initialGuess property in the builder from an array of objects.
ParameterizedFunctionalCurveDefinition.Builder	initialGuess(List<Double> initialGuess)	Sets the initial guess values for the curve parameters.
ParameterizedFunctionalCurveDefinition.Builder	name(CurveName name)	Sets the curve name.
ParameterizedFunctionalCurveDefinition.Builder	nodes(CurveNode... nodes)	Sets the nodes property in the builder from an array of objects.
ParameterizedFunctionalCurveDefinition.Builder	nodes(List<? extends CurveNode> nodes)	Sets the nodes of the underlying instruments.
ParameterizedFunctionalCurveDefinition.Builder	parameterMetadata(ParameterMetadata... parameterMetadata)	Sets the parameterMetadata property in the builder from an array of objects.
ParameterizedFunctionalCurveDefinition.Builder	parameterMetadata(List<? extends ParameterMetadata> parameterMetadata)	Sets the parameter metadata of the curve, defaulted to empty metadata instances.
ParameterizedFunctionalCurveDefinition.Builder	sensitivityFunction(BiFunction<DoubleArray,Double,DoubleArray> sensitivityFunction)	Sets the parameter sensitivity function.
ParameterizedFunctionalCurveDefinition.Builder	set(String propertyName, Object newValue)
ParameterizedFunctionalCurveDefinition.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
String	toString()
ParameterizedFunctionalCurveDefinition.Builder	valueFunction(BiFunction<DoubleArray,Double,Double> valueFunction)	Sets the y-value function.
ParameterizedFunctionalCurveDefinition.Builder	xValueType(ValueType xValueType)	Sets the x-value type, providing meaning to the x-values of the curve.
ParameterizedFunctionalCurveDefinition.Builder	yValueType(ValueType yValueType)	Sets the y-value type, providing meaning to the y-values of the curve.

Methods inherited from class org.joda.beans.impl.direct.DirectFieldsBeanBuilder

get

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Method Detail

get

public Object get(String propertyName)

Specified by:

get in interface org.joda.beans.BeanBuilder<ParameterizedFunctionalCurveDefinition>

Overrides:

get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ParameterizedFunctionalCurveDefinition>

set

public ParameterizedFunctionalCurveDefinition.Builder set(String propertyName,
                                                          Object newValue)

set

public ParameterizedFunctionalCurveDefinition.Builder set(org.joda.beans.MetaProperty<?> property,
                                                          Object value)

Specified by:

set in interface org.joda.beans.BeanBuilder<ParameterizedFunctionalCurveDefinition>

Overrides:

set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ParameterizedFunctionalCurveDefinition>

build

public ParameterizedFunctionalCurveDefinition build()

name

public ParameterizedFunctionalCurveDefinition.Builder name(CurveName name)

Sets the curve name.

Parameters:

name - the new value, not null

Returns:

this, for chaining, not null

xValueType

public ParameterizedFunctionalCurveDefinition.Builder 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 new value, not null

Returns:

this, for chaining, not null

yValueType

public ParameterizedFunctionalCurveDefinition.Builder 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 new value, not null

Returns:

this, for chaining, not null

dayCount

public ParameterizedFunctionalCurveDefinition.Builder dayCount(DayCount dayCount)

Sets the day count, optional.

If the x-value of the curve represents time as a year fraction, the day count can be specified to define how the year fraction is calculated.

Parameters:

dayCount - the new value

Returns:

this, for chaining, not null

nodes

public ParameterizedFunctionalCurveDefinition.Builder nodes(List<? extends CurveNode> nodes)

Sets the nodes of the underlying instruments.

The nodes are used to find the quoted values to which the curve is calibrated.

Parameters:

nodes - the new value, not null

Returns:

this, for chaining, not null

nodes

public ParameterizedFunctionalCurveDefinition.Builder nodes(CurveNode... nodes)

Sets the nodes property in the builder from an array of objects.

Parameters:

nodes - the new value, not null

Returns:

this, for chaining, not null

initialGuess

public ParameterizedFunctionalCurveDefinition.Builder initialGuess(List<Double> initialGuess)

Sets the initial guess values for the curve parameters.

The size must be the same as the number of the curve parameters.

Parameters:

initialGuess - the new value, not null

Returns:

this, for chaining, not null

initialGuess

public ParameterizedFunctionalCurveDefinition.Builder initialGuess(Double... initialGuess)

Sets the initialGuess property in the builder from an array of objects.

Parameters:

initialGuess - the new value, not null

Returns:

this, for chaining, not null

parameterMetadata

public ParameterizedFunctionalCurveDefinition.Builder parameterMetadata(List<? extends ParameterMetadata> parameterMetadata)

Sets the parameter metadata of the curve, defaulted to empty metadata instances.

The size of the list must be the same as the number of the curve parameters.

Parameters:

parameterMetadata - the new value, not null

Returns:

this, for chaining, not null

parameterMetadata

public ParameterizedFunctionalCurveDefinition.Builder parameterMetadata(ParameterMetadata... parameterMetadata)

Sets the parameterMetadata property in the builder from an array of objects.

Parameters:

parameterMetadata - the new value, not null

Returns:

this, for chaining, not null

valueFunction

public ParameterizedFunctionalCurveDefinition.Builder valueFunction(BiFunction<DoubleArray,Double,Double> valueFunction)

Sets the y-value function.

The function takes parameters and x-value, then returns y-value.

Parameters:

valueFunction - the new value, not null

Returns:

this, for chaining, not null

derivativeFunction

public ParameterizedFunctionalCurveDefinition.Builder derivativeFunction(BiFunction<DoubleArray,Double,Double> derivativeFunction)

Sets the derivative function.

The function takes parameters and x-value, then returns the first derivative of y-value with respective to x, i.e., the gradient of the curve.

Parameters:

derivativeFunction - the new value, not null

Returns:

this, for chaining, not null

sensitivityFunction

public ParameterizedFunctionalCurveDefinition.Builder sensitivityFunction(BiFunction<DoubleArray,Double,DoubleArray> sensitivityFunction)

Sets the parameter sensitivity function.

The function takes parameters and x-value, then returns the sensitivities of y-value to the parameters.

Parameters:

sensitivityFunction - the new value, not null

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ParameterizedFunctionalCurveDefinition>