Package com.opengamma.strata.market.curve

Class SeasonalityDefinition

java.lang.Object

com.opengamma.strata.market.curve.SeasonalityDefinition

All Implemented Interfaces:

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

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

Provides the definition of seasonality for a price index curve.

The seasonality is describe by a adjustment type and the month on month adjustments. The adjustment type is usually ShiftType.SCALED (multiplicative) or ShiftType.ABSOLUTE (additive). The month on month adjustment is an array of length 12 with the first element being the adjustment from January to February, the second element being the adjustment from February to March, and so on to the 12th element being the adjustment from December to January.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	SeasonalityDefinition.Meta	The meta-bean for SeasonalityDefinition.

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
ShiftType	getAdjustmentType()	Gets the shift type applied to the unadjusted value and the adjustment.
DoubleArray	getSeasonalityMonthOnMonth()	Gets the month on month adjustment.
int	hashCode()
static SeasonalityDefinition.Meta	meta()	The meta-bean for SeasonalityDefinition.
SeasonalityDefinition.Meta	metaBean()
static SeasonalityDefinition	of(DoubleArray seasonalityMonthOnMonth, ShiftType adjustmentType)	Obtains an instance of the seasonality.
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 SeasonalityDefinition of(DoubleArray seasonalityMonthOnMonth,
                                       ShiftType adjustmentType)

Obtains an instance of the seasonality.

Parameters:

seasonalityMonthOnMonth - the month-on-month seasonality

adjustmentType - the adjustment type

Returns:

the instance

meta

public static SeasonalityDefinition.Meta meta()

The meta-bean for SeasonalityDefinition.

Returns:

the meta-bean, not null

metaBean

public SeasonalityDefinition.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getSeasonalityMonthOnMonth

public DoubleArray getSeasonalityMonthOnMonth()

Gets the month on month adjustment.

This is an array of length 12, with the first element being the adjustment from January to February, the second element being the adjustment from February to March, and so on to the 12th element being the adjustment from December to January.

Returns:

the value of the property, not null

getAdjustmentType

public ShiftType getAdjustmentType()

Gets the shift type applied to the unadjusted value and the adjustment. (value, seasonality) -> adjustmentType.applyShift(value, seasonality).

Returns:

the value of the property, 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