Class RatesCurveGroupEntry

  • All Implemented Interfaces:
    Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

    public final class RatesCurveGroupEntry
    extends Object
    implements org.joda.beans.ImmutableBean, Serializable
    A single entry in the curve group definition.

    Each entry stores the definition of a single curve and how it is to be used. This structure allows the curve itself to be used for multiple purposes.

    The currencies are used to specify that the curve is to be used as a discount curve. The indices are used to specify that the curve is to be used as a forward curve.

    See Also:
    Serialized Form
    • Method Detail

      • getIndices

        public <T extends IndexImmutableSet<T> getIndices​(Class<T> indexType)
        Gets the subset of indices matching the specified type for which the curve provides forward rates.

        The set of indices is filtered and cast using the specified type. This is empty if the curve is not used for forward rates.

        Type Parameters:
        T - the type of index
        Parameters:
        indexType - the type of index required
        Returns:
        the subset of indices
      • meta

        public static RatesCurveGroupEntry.Meta meta()
        The meta-bean for RatesCurveGroupEntry.
        Returns:
        the meta-bean, not null
      • builder

        public static RatesCurveGroupEntry.Builder builder()
        Returns a builder used to create an instance of the bean.
        Returns:
        the builder, not null
      • getCurveName

        public CurveName getCurveName()
        Gets the curve name.
        Returns:
        the value of the property, not null
      • getDiscountCurrencies

        public ImmutableSet<Currency> getDiscountCurrencies()
        Gets the currencies for which the curve provides discount rates. This is empty if the curve is not used for Ibor rates.
        Returns:
        the value of the property, not null
      • getIndices

        public ImmutableSet<Index> getIndices()
        Gets the indices for which the curve provides forward rates. This is empty if the curve is not used for forward rates.
        Returns:
        the value of the property, not null
      • toBuilder

        public RatesCurveGroupEntry.Builder toBuilder()
        Returns a builder that allows this bean to be mutated.
        Returns:
        the mutable builder, not null
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class Object