Uses of Interface
com.opengamma.strata.market.curve.Curve

Packages that use Curve

Package	Description
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.measure.curve	Integration code that allows strata-calc to use and calibrate curves.
com.opengamma.strata.pricer	Calculators for financial instruments.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.model	Common code for model pricing.
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.sensitivity	Calculators for sensitivities.

Uses of Curve in com.opengamma.strata.market.curve

Subinterfaces of Curve in com.opengamma.strata.market.curve

Modifier and Type	Interface	Description
interface	NodalCurve	A curve based on double nodal points.

Classes in com.opengamma.strata.market.curve that implement Curve

Modifier and Type	Class	Description
class	AddFixedCurve	A curve formed from two curves, the fixed curve and the spread curve.
class	CombinedCurve	A curve formed from two curves, the base curve and the spread curve.
class	ConstantCurve	A curve based on a single constant value.
class	ConstantNodalCurve	A curve based on a single constant value.
class	HybridNodalCurve	A hybrid curve which combines two underlying nodal curves, allowing different interpolators to be used for different parts of the curve.
class	InflationNodalCurve	Curve specifically designed for inflation, with features for seasonality and initial point.
class	InterpolatedNodalCurve	A curve based on interpolation between a number of nodal points.
class	ParallelShiftedCurve	A curve with a parallel shift applied to its y-values.
class	ParameterizedFunctionalCurve	A curve based on a parameterized function.

Methods in com.opengamma.strata.market.curve that return Curve

Modifier and Type	Method	Description
Curve	CurveDefinition.curve(LocalDate valuationDate, CurveMetadata metadata, DoubleArray parameters)	Creates the curve from an array of parameter values.
Curve	CombinedCurve.getBaseCurve()	Gets the base curve.
Curve	AddFixedCurve.getFixedCurve()	Gets the fixed curve.
Curve	AddFixedCurve.getSpreadCurve()	Gets the spread curve.
Curve	CombinedCurve.getSpreadCurve()	Gets the spread curve.
Curve	ParallelShiftedCurve.getUnderlyingCurve()	Gets the underlying curve.
Curve	Curve.withMetadata(CurveMetadata metadata)	Returns a new curve with the specified metadata.
Curve	Curve.withParameter(int parameterIndex, double newValue)
default Curve	Curve.withPerturbation(ParameterPerturbation perturbation)
default Curve	Curve.withUnderlyingCurve(int curveIndex, Curve curve)	Replaces an underlying curve by a new curve.

Methods in com.opengamma.strata.market.curve that return types with arguments of type Curve

Modifier and Type	Method	Description
MarketDataBox<Curve>	CurveParallelShifts.applyTo(MarketDataBox<Curve> curve, ReferenceData refData)
org.joda.beans.MetaProperty<Curve>	CombinedCurve.Meta.baseCurve()	The meta-property for the baseCurve property.
org.joda.beans.MetaProperty<ImmutableMap<Currency,Curve>>	RatesCurveGroup.Meta.discountCurves()	The meta-property for the discountCurves property.
Optional<Curve>	CurveGroup.findCurve(CurveName name)	Finds the curve with the specified name.
Optional<Curve>	LegalEntityCurveGroup.findCurve(CurveName name)	Finds the curve with the specified name.
Optional<Curve>	RatesCurveGroup.findCurve(CurveName name)	Finds the curve with the specified name.
Optional<Curve>	RatesCurveGroup.findDiscountCurve(Currency currency)	Finds the discount curve for the currency if there is one in the group.
Optional<Curve>	RatesCurveGroup.findForwardCurve(Index index)	Finds the forward curve for the index if there is one in the group.
Optional<Curve>	LegalEntityCurveGroup.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>	LegalEntityCurveGroup.findRepoCurve(RepoGroup repoGroup, Currency currency)	Finds the repo curve for the repo group and currency if there is one in the group.
org.joda.beans.MetaProperty<Curve>	AddFixedCurve.Meta.fixedCurve()	The meta-property for the fixedCurve property.
org.joda.beans.MetaProperty<ImmutableMap<Index,Curve>>	RatesCurveGroup.Meta.forwardCurves()	The meta-property for the forwardCurves property.
ImmutableMap<Currency,Curve>	RatesCurveGroup.getDiscountCurves()	Gets the discount curves in the group, keyed by currency.
ImmutableMap<Index,Curve>	RatesCurveGroup.getForwardCurves()	Gets the forward curves in the group, keyed by index.
ImmutableMap<Pair<LegalEntityGroup,Currency>,Curve>	LegalEntityCurveGroup.getIssuerCurves()	Gets the issuer curves in the curve group, keyed by legal entity group and currency.
MarketDataName<Curve>	CurveId.getMarketDataName()
Class<Curve>	CurveId.getMarketDataType()
Class<Curve>	CurveName.getMarketDataType()
Class<Curve>	CurveParallelShifts.getMarketDataType()
ImmutableMap<Pair<RepoGroup,Currency>,Curve>	LegalEntityCurveGroup.getRepoCurves()	Gets the repo curves in the curve group, keyed by repo group and currency.
org.joda.beans.MetaProperty<ImmutableMap<Pair<LegalEntityGroup,Currency>,Curve>>	LegalEntityCurveGroup.Meta.issuerCurves()	The meta-property for the issuerCurves property.
Stream<Curve>	LegalEntityCurveGroup.issuerCurveStream()	Returns a stream of all issuer curves in the group.
org.joda.beans.MetaProperty<ImmutableMap<Pair<RepoGroup,Currency>,Curve>>	LegalEntityCurveGroup.Meta.repoCurves()	The meta-property for the repoCurves property.
Stream<Curve>	LegalEntityCurveGroup.repoCurveStream()	Returns a stream of all repo curves in the group.
ImmutableList<Curve>	AddFixedCurve.split()
ImmutableList<Curve>	CombinedCurve.split()
default ImmutableList<Curve>	Curve.split()	Obtains a list of underlying curves.
org.joda.beans.MetaProperty<Curve>	AddFixedCurve.Meta.spreadCurve()	The meta-property for the spreadCurve property.
org.joda.beans.MetaProperty<Curve>	CombinedCurve.Meta.spreadCurve()	The meta-property for the spreadCurve property.
Stream<Curve>	CurveGroup.stream()	Returns a stream of all curves in the group.
Stream<Curve>	LegalEntityCurveGroup.stream()	Returns a stream of all curves in the group.
Stream<Curve>	RatesCurveGroup.stream()	Returns a stream of all curves in the group.
org.joda.beans.MetaProperty<Curve>	ParallelShiftedCurve.Meta.underlyingCurve()	The meta-property for the underlyingCurve property.

Methods in com.opengamma.strata.market.curve with parameters of type Curve

Modifier and Type	Method	Description
static ParallelShiftedCurve	ParallelShiftedCurve.absolute(Curve curve, double shiftAmount)	Returns a curve based on an underlying curve with a fixed amount added to the Y values.
static AddFixedCurve	AddFixedCurve.of(Curve fixedCurve, Curve spreadCurve)	Creates a curve as the sum of a fixed curve and a spread curve.
static CombinedCurve	CombinedCurve.of(Curve baseCurve, Curve spreadCurve)	Creates a curve as the sum of a base curve and a spread curve.
static CombinedCurve	CombinedCurve.of(Curve baseCurve, Curve spreadCurve, CurveMetadata metadata)	Creates a curve as the sum of a base curve and a spread curve with a specified curve metadata.
static ParallelShiftedCurve	ParallelShiftedCurve.of(Curve curve, ShiftType shiftType, double shiftAmount)	Returns a curve based on an underlying curve with a parallel shift applied to the Y values.
static RatesCurveGroup	RatesCurveGroup.ofCurves(RatesCurveGroupDefinition curveGroupDefinition, Curve... curves)	Creates a curve group using a curve group definition and some existing curves.
static ParallelShiftedCurve	ParallelShiftedCurve.relative(Curve curve, double shiftAmount)	Returns a curve based on an underlying curve with a scaling applied to the Y values.
AddFixedCurve	AddFixedCurve.withUnderlyingCurve(int curveIndex, Curve curve)
CombinedCurve	CombinedCurve.withUnderlyingCurve(int curveIndex, Curve curve)
default Curve	Curve.withUnderlyingCurve(int curveIndex, Curve curve)	Replaces an underlying curve by a new curve.

Method parameters in com.opengamma.strata.market.curve with type arguments of type Curve

Modifier and Type	Method	Description
MarketDataBox<Curve>	CurveParallelShifts.applyTo(MarketDataBox<Curve> curve, ReferenceData refData)
RatesCurveGroup.Builder	RatesCurveGroup.Builder.discountCurves(Map<Currency,Curve> discountCurves)	Sets the discount curves in the group, keyed by currency.
RatesCurveGroup.Builder	RatesCurveGroup.Builder.forwardCurves(Map<? extends Index,? extends Curve> forwardCurves)	Sets the forward curves in the group, keyed by index.
LegalEntityCurveGroup.Builder	LegalEntityCurveGroup.Builder.issuerCurves(Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves)	Sets the issuer curves in the curve group, keyed by legal entity group and currency.
static LegalEntityCurveGroup	LegalEntityCurveGroup.of(CurveGroupName name, Map<Pair<RepoGroup,Currency>,Curve> repoCurves, Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves)	Returns a curve group containing the specified curves.
static RatesCurveGroup	RatesCurveGroup.of(CurveGroupName name, Map<Currency,Curve> discountCurves, Map<Index,Curve> forwardCurves)	Returns a curve group containing the specified curves.
static RatesCurveGroup	RatesCurveGroup.ofCurves(RatesCurveGroupDefinition curveGroupDefinition, Collection<? extends Curve> curves)	Creates a curve group using a curve group definition and a list of existing curves.
LegalEntityCurveGroup.Builder	LegalEntityCurveGroup.Builder.repoCurves(Map<Pair<RepoGroup,Currency>,Curve> repoCurves)	Sets the repo curves in the curve group, keyed by repo group and currency.

Uses of Curve in com.opengamma.strata.measure.curve

Methods in com.opengamma.strata.measure.curve that return types with arguments of type Curve

Modifier and Type	Method	Description
MarketDataBox<Curve>	CurveMarketDataFunction.build(CurveId id, MarketDataConfig config, ScenarioMarketData marketData, ReferenceData refData)

Uses of Curve in com.opengamma.strata.pricer

Methods in com.opengamma.strata.pricer that return Curve

Modifier and Type	Method	Description
Curve	SimpleDiscountFactors.getCurve()	Gets the underlying curve.
Curve	ZeroRateDiscountFactors.getCurve()	Gets the underlying curve.
Curve	ZeroRatePeriodicDiscountFactors.getCurve()	Gets the underlying curve.

Methods in com.opengamma.strata.pricer that return types with arguments of type Curve

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Curve>	SimpleDiscountFactors.Meta.curve()	The meta-property for the curve property.
org.joda.beans.MetaProperty<Curve>	ZeroRateDiscountFactors.Meta.curve()	The meta-property for the curve property.
org.joda.beans.MetaProperty<Curve>	ZeroRatePeriodicDiscountFactors.Meta.curve()	The meta-property for the curve property.

Methods in com.opengamma.strata.pricer with parameters of type Curve

Modifier and Type	Method	Description
static DiscountFactors	DiscountFactors.of(Currency currency, LocalDate valuationDate, Curve curve)	Obtains an instance from a curve.
static SimpleDiscountFactors	SimpleDiscountFactors.of(Currency currency, LocalDate valuationDate, Curve underlyingCurve)	Obtains an instance based on a discount factor curve.
static ZeroRateDiscountFactors	ZeroRateDiscountFactors.of(Currency currency, LocalDate valuationDate, Curve underlyingCurve)	Obtains an instance based on a zero-rates curve.
static ZeroRatePeriodicDiscountFactors	ZeroRatePeriodicDiscountFactors.of(Currency currency, LocalDate valuationDate, Curve underlyingCurve)	Obtains an instance based on a zero-rates curve.
SimpleDiscountFactors	SimpleDiscountFactors.withCurve(Curve curve)	Returns a new instance with a different curve.
ZeroRateDiscountFactors	ZeroRateDiscountFactors.withCurve(Curve curve)	Returns a new instance with a different curve.
ZeroRatePeriodicDiscountFactors	ZeroRatePeriodicDiscountFactors.withCurve(Curve curve)	Returns a new instance with a different curve.

Uses of Curve in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return Curve

Modifier and Type	Method	Description
Curve	BlackIborCapletFloorletExpiryFlatVolatilities.getCurve()	Gets the Black volatility curve.
Curve	NormalIborCapletFloorletExpiryFlatVolatilities.getCurve()	Gets the normal volatility curve.
Curve	SabrIborCapletFloorletVolatilityBootstrapDefinition.getShiftCurve()	Gets the shift curve.
Curve	SabrIborCapletFloorletVolatilityCalibrationDefinition.getShiftCurve()	Gets the shift curve.
Curve	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.getShiftCurve()	Gets the shift parameter of shifted Black model.

Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type Curve

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Curve>	SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta.betaCurve()	The meta-property for the betaCurve property.
org.joda.beans.MetaProperty<Curve>	SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta.betaCurve()	The meta-property for the betaCurve property.
List<Curve>	SabrIborCapletFloorletVolatilityCalibrationDefinition.createSabrParameterCurve(List<CurveMetadata> metadata, DoubleArray nodeValues)	Creates the parameter curves with parameter node values.
org.joda.beans.MetaProperty<Curve>	BlackIborCapletFloorletExpiryFlatVolatilities.Meta.curve()	The meta-property for the curve property.
org.joda.beans.MetaProperty<Curve>	NormalIborCapletFloorletExpiryFlatVolatilities.Meta.curve()	The meta-property for the curve property.
Optional<Curve>	SabrIborCapletFloorletVolatilityBootstrapDefinition.getBetaCurve()	Gets the beta (elasticity) curve.
Optional<Curve>	SabrIborCapletFloorletVolatilityCalibrationDefinition.getBetaCurve()	Gets the beta (elasticity) curve.
Optional<Curve>	SabrIborCapletFloorletVolatilityBootstrapDefinition.getRhoCurve()	Gets the rho (correlation) curve.
Optional<Curve>	SabrIborCapletFloorletVolatilityCalibrationDefinition.getRhoCurve()	Gets the rho (correlation) curve.
Optional<Curve>	DirectIborCapletFloorletVolatilityDefinition.getShiftCurve()	Gets the shift parameter of shifted Black model.
Optional<Curve>	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.getShiftCurve()	Gets the shift parameter of shifted Black model.
org.joda.beans.MetaProperty<Curve>	SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta.rhoCurve()	The meta-property for the rhoCurve property.
org.joda.beans.MetaProperty<Curve>	SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta.rhoCurve()	The meta-property for the rhoCurve property.
org.joda.beans.MetaProperty<Curve>	DirectIborCapletFloorletVolatilityDefinition.Meta.shiftCurve()	The meta-property for the shiftCurve property.
org.joda.beans.MetaProperty<Curve>	SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta.shiftCurve()	The meta-property for the shiftCurve property.
org.joda.beans.MetaProperty<Curve>	SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta.shiftCurve()	The meta-property for the shiftCurve property.
org.joda.beans.MetaProperty<Curve>	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta.shiftCurve()	The meta-property for the shiftCurve property.
org.joda.beans.MetaProperty<Curve>	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta.shiftCurve()	The meta-property for the shiftCurve property.

Methods in com.opengamma.strata.pricer.capfloor with parameters of type Curve

Modifier and Type	Method	Description
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.betaCurve(Curve betaCurve)	Sets the beta (elasticity) curve.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.betaCurve(Curve betaCurve)	Sets the beta (elasticity) curve.
static BlackIborCapletFloorletExpiryFlatVolatilities	BlackIborCapletFloorletExpiryFlatVolatilities.of(IborIndex index, ZonedDateTime valuationDateTime, Curve curve)	Obtains an instance from the implied volatility curve and the date-time for which it is valid.
static DirectIborCapletFloorletVolatilityDefinition	DirectIborCapletFloorletVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambdaExpiry, double lambdaStrike, GridSurfaceInterpolator interpolator, Curve shiftCurve)	Obtains an instance with shift curve.
static NormalIborCapletFloorletExpiryFlatVolatilities	NormalIborCapletFloorletExpiryFlatVolatilities.of(IborIndex index, ZonedDateTime valuationDateTime, Curve curve)	Obtains an instance from the implied volatility curve and the date-time for which it is valid.
static ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.of(IborIndex index, ZonedDateTime valuationDateTime, Surface surface, Curve shiftCurve)	Obtains an instance from the implied volatility surface and the date-time for which it is valid.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, CurveInterpolator timeInterpolator, CurveInterpolator strikeInterpolator, Curve shiftCurve)	Obtains an instance with time interpolator, strike interpolator and shift curve.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, GridSurfaceInterpolator interpolator, Curve shiftCurve)	Obtains an instance with gird surface interpolator and shift curve.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.rhoCurve(Curve rhoCurve)	Sets the rho (correlation) curve.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.rhoCurve(Curve rhoCurve)	Sets the rho (correlation) curve.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.shiftCurve(Curve shiftCurve)	Sets the shift parameter of shifted Black model.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.shiftCurve(Curve shiftCurve)	Sets the shift curve.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.shiftCurve(Curve shiftCurve)	Sets the shift curve.

Uses of Curve in com.opengamma.strata.pricer.credit

Methods in com.opengamma.strata.pricer.credit with parameters of type Curve

Modifier and Type	Method	Description
static CreditDiscountFactors	CreditDiscountFactors.of(Currency currency, LocalDate valuationDate, Curve curve)	Obtains an instance from a curve.
static RecoveryRates	RecoveryRates.of(StandardId legalEntityId, LocalDate valuationDate, Curve curve)	Obtains an instance from a curve.

Uses of Curve in com.opengamma.strata.pricer.fxopt

Methods in com.opengamma.strata.pricer.fxopt that return Curve

Modifier and Type	Method	Description
Curve	BlackFxOptionFlatVolatilities.getCurve()	Gets the Black volatility curve.

Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type Curve

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Curve>	BlackFxOptionFlatVolatilities.Meta.curve()	The meta-property for the curve property.

Methods in com.opengamma.strata.pricer.fxopt with parameters of type Curve

Modifier and Type	Method	Description
BlackFxOptionFlatVolatilities.Builder	BlackFxOptionFlatVolatilities.Builder.curve(Curve curve)	Sets the Black volatility curve.
static BlackFxOptionFlatVolatilities	BlackFxOptionFlatVolatilities.of(CurrencyPair currencyPair, ZonedDateTime valuationDateTime, Curve curve)	Obtains an instance from an expiry-volatility curve and the date-time for which it is valid.

Uses of Curve in com.opengamma.strata.pricer.model

Methods in com.opengamma.strata.pricer.model that return Curve

Modifier and Type	Method	Description
Curve	SabrParameters.getAlphaCurve()	Gets the alpha (volatility level) curve.
Curve	SabrParameters.getBetaCurve()	Gets the beta (elasticity) curve.
Curve	SabrParameters.getNuCurve()	Gets the nu (volatility of volatility) curve.
Curve	SabrParameters.getRhoCurve()	Gets the rho (correlation) curve.
Curve	SabrParameters.getShiftCurve()	Gets the shift parameter of shifted SABR model.

Methods in com.opengamma.strata.pricer.model with parameters of type Curve

Modifier and Type	Method	Description
static SabrParameters	SabrParameters.of(Curve alphaCurve, Curve betaCurve, Curve rhoCurve, Curve nuCurve, Curve shiftCurve, SabrVolatilityFormula sabrFormula)	Obtains an instance with shift from nodal curves and volatility function provider.
static SabrParameters	SabrParameters.of(Curve alphaCurve, Curve betaCurve, Curve rhoCurve, Curve nuCurve, SabrVolatilityFormula sabrFormula)	Obtains an instance without shift from nodal curves and volatility function provider.

Uses of Curve in com.opengamma.strata.pricer.rate

Methods in com.opengamma.strata.pricer.rate that return Curve

Modifier and Type	Method	Description
Curve	SimpleIborIndexRates.getCurve()	Gets the underlying forward curve.
Curve	SimplePriceIndexValues.getCurve()	Gets the underlying curve.

Methods in com.opengamma.strata.pricer.rate that return types with arguments of type Curve

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Curve>	SimpleIborIndexRates.Meta.curve()	The meta-property for the curve property.
org.joda.beans.MetaProperty<Curve>	SimplePriceIndexValues.Meta.curve()	The meta-property for the curve property.
org.joda.beans.MetaProperty<ImmutableMap<Currency,Curve>>	ImmutableRatesProvider.Meta.discountCurves()	The meta-property for the discountCurves property.
Map<CurveName,Curve>	ImmutableRatesProvider.getCurves()	Returns a map containing all the curves, keyed by curve name.
Map<CurveId,Curve>	ImmutableRatesProvider.getCurves(CurveGroupName groupName)	Returns a map containing all the curves, keyed by curve identifier.
ImmutableMap<Currency,Curve>	ImmutableRatesProvider.getDiscountCurves()	Gets the discount curves, defaulted to an empty map.
ImmutableMap<Index,Curve>	ImmutableRatesProvider.getIndexCurves()	Gets the forward curves, defaulted to an empty map.
org.joda.beans.MetaProperty<ImmutableMap<Index,Curve>>	ImmutableRatesProvider.Meta.indexCurves()	The meta-property for the indexCurves property.

Methods in com.opengamma.strata.pricer.rate with parameters of type Curve

Modifier and Type	Method	Description
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.discountCurve(Currency currency, Curve discountCurve)	Adds a discount curve to the provider.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.iborIndexCurve(IborIndex index, Curve forwardCurve)	Adds an Ibor index forward curve to the provider.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.iborIndexCurve(IborIndex index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries)	Adds an Ibor index forward curve to the provider with associated time-series.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.indexCurve(Index index, Curve forwardCurve)	Adds an index forward curve to the provider.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.indexCurve(Index index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries)	Adds an index forward curve to the provider with associated time-series.
static IborIndexRates	IborIndexRates.of(IborIndex index, LocalDate valuationDate, Curve forwardCurve)	Obtains an instance from a forward curve, with an empty time-series of fixings.
static IborIndexRates	IborIndexRates.of(IborIndex index, LocalDate valuationDate, Curve forwardCurve, LocalDateDoubleTimeSeries fixings)	Obtains an instance from a curve and time-series of fixings.
static OvernightIndexRates	OvernightIndexRates.of(OvernightIndex index, LocalDate valuationDate, Curve forwardCurve)	Obtains an instance from a forward curve, with an empty time-series of fixings.
static OvernightIndexRates	OvernightIndexRates.of(OvernightIndex index, LocalDate valuationDate, Curve forwardCurve, LocalDateDoubleTimeSeries fixings)	Obtains an instance from a curve and time-series of fixings.
static PriceIndexValues	PriceIndexValues.of(PriceIndex index, LocalDate valuationDate, Curve forwardCurve, LocalDateDoubleTimeSeries fixings)	Obtains an instance from a curve and time-series of fixings.
static SimpleIborIndexRates	SimpleIborIndexRates.of(IborIndex index, LocalDate valuationDate, Curve curve)	Obtains an instance from a curve, with an empty time-series of fixings.
static SimpleIborIndexRates	SimpleIborIndexRates.of(IborIndex index, LocalDate valuationDate, Curve curve, LocalDateDoubleTimeSeries fixings)	Obtains an instance from a curve and time-series of fixing.
static SimplePriceIndexValues	SimplePriceIndexValues.of(PriceIndex index, LocalDate valuationDate, Curve curve, LocalDateDoubleTimeSeries fixings)	Obtains an instance based on a curve with no seasonality adjustment.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.overnightIndexCurve(OvernightIndex index, Curve forwardCurve)	Adds an Overnight index forward curve to the provider.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.overnightIndexCurve(OvernightIndex index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries)	Adds an Overnight index forward curve to the provider with associated time-series.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.priceIndexCurve(PriceIndex index, Curve forwardCurve)	Adds a Price index forward curve to the provider.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.priceIndexCurve(PriceIndex index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries)	Adds an index forward curve to the provider with associated time-series.
SimpleIborIndexRates	SimpleIborIndexRates.withCurve(Curve curve)	Returns a new instance with a different curve.
SimplePriceIndexValues	SimplePriceIndexValues.withCurve(Curve curve)	Returns a new instance with a different curve.

Method parameters in com.opengamma.strata.pricer.rate with type arguments of type Curve

Modifier and Type	Method	Description
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.discountCurves(Map<Currency,? extends Curve> discountCurves)	Adds discount curves to the provider.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.indexCurves(Map<? extends Index,? extends Curve> indexCurves)	Adds index forward curves to the provider with associated time-series.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.indexCurves(Map<? extends Index,? extends Curve> indexCurves, Map<? extends Index,LocalDateDoubleTimeSeries> timeSeries)	Adds index forward curves to the provider with associated time-series.

Uses of Curve in com.opengamma.strata.pricer.sensitivity

Methods in com.opengamma.strata.pricer.sensitivity with parameters of type Curve

Modifier and Type	Method	Description
CurrencyParameterSensitivity	CurveGammaCalculator.calculateSemiParallelGamma(Curve curve, Currency curveCurrency, Function<Curve,CurrencyParameterSensitivity> sensitivitiesFn)	Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.

Method parameters in com.opengamma.strata.pricer.sensitivity with type arguments of type Curve

Modifier and Type	Method	Description
CurrencyParameterSensitivity	CurveGammaCalculator.calculateSemiParallelGamma(Curve curve, Currency curveCurrency, Function<Curve,CurrencyParameterSensitivity> sensitivitiesFn)	Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.