Class RatesCurveInputs

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

    public final class RatesCurveInputs
    extends Object
    implements org.joda.beans.ImmutableBean, Serializable
    The input data used when calibrating a curve.

    This class contains the current market value of a set of instruments used when calibrating a curve.

    See Also:
    Serialized Form
    • Method Detail

      • of

        public static RatesCurveInputs of​(Map<? extends MarketDataId<?>,​?> marketData,
                                          CurveMetadata metadata)
        Returns a CurveInputs instance containing the specified market data.
        Parameters:
        marketData - a map of market data, keyed by the ID of the data
        metadata - the metadata for the curve
        Returns:
        a CurveInputs instance containing the specified market data
      • meta

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

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

        public RatesCurveInputs.Meta metaBean()
        Specified by:
        metaBean in interface org.joda.beans.Bean
      • getMarketData

        public ImmutableMap<? extends MarketDataId<?>,​?> getMarketData()
        Gets the market data.

        There will typically be at least one entry for each node on the curve.

        Returns:
        the value of the property, not null
      • getCurveMetadata

        public CurveMetadata getCurveMetadata()
        Gets the metadata for the curve.

        This is used to identify the curve and the necessary pieces of market data.

        Returns:
        the value of the property, not null
      • toBuilder

        public RatesCurveInputs.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