Uses of Class
com.opengamma.strata.market.curve.CurveGroupName
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Packages that use CurveGroupName Package Description com.opengamma.strata.loader.csv Loader that reads market data from CSV files.com.opengamma.strata.market.curve Definitions of curves.com.opengamma.strata.measure.rate Base package for calculation functions.com.opengamma.strata.pricer.rate Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap. -
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Uses of CurveGroupName in com.opengamma.strata.loader.csv
Methods in com.opengamma.strata.loader.csv that return types with arguments of type CurveGroupName Modifier and Type Method Description static ImmutableMap<CurveGroupName,RatesCurveGroupDefinition>RatesCalibrationCsvLoader. load(ResourceLocator groupsResource, ResourceLocator settingsResource, ResourceLocator... curveNodeResources)Loads one or more CSV format curve calibration files.static ImmutableMap<CurveGroupName,RatesCurveGroupDefinition>RatesCalibrationCsvLoader. load(ResourceLocator groupsResource, ResourceLocator settingsResource, Collection<ResourceLocator> curveNodeResources)Loads one or more CSV format curve calibration files.static ImmutableMap<CurveGroupName,RatesCurveGroupDefinition>RatesCalibrationCsvLoader. loadWithSeasonality(ResourceLocator groupsResource, ResourceLocator settingsResource, ResourceLocator seasonalityResource, Collection<ResourceLocator> curveNodeResources)Loads one or more CSV format curve calibration files with seasonality.static ImmutableMap<CurveGroupName,RatesCurveGroupDefinition>RatesCalibrationCsvLoader. parse(CharSource groupsCharSource, CharSource settingsCharSource, Collection<CharSource> curveNodeCharSources)Parses one or more CSV format curve calibration files.static ImmutableMap<CurveGroupName,RatesCurveGroupDefinition>RatesCalibrationCsvLoader. parseWithSeasonality(CharSource groupsCharSource, CharSource settingsCharSource, CharSource seasonalityResource, Collection<CharSource> curveNodeCharSources)Parses one or more CSV format curve calibration files with seasonality. -
Uses of CurveGroupName in com.opengamma.strata.market.curve
Methods in com.opengamma.strata.market.curve that return CurveGroupName Modifier and Type Method Description CurveGroupNameCurveId. getCurveGroupName()Gets the curve group name.CurveGroupNameIssuerCurveInputsId. getCurveGroupName()Gets the curve group name.CurveGroupNameLegalEntityCurveGroupId. getCurveGroupName()Gets the curve group name.CurveGroupNameRatesCurveGroupId. getCurveGroupName()Gets the curve group name.CurveGroupNameRatesCurveInputsId. getCurveGroupName()Gets the curve group name.CurveGroupNameRepoCurveInputsId. getCurveGroupName()Gets the curve group name.CurveGroupNameCurveGroup. getName()Gets the name of the curve group.CurveGroupNameCurveGroupDefinition. getName()Gets the name of the curve group.CurveGroupNameLegalEntityCurveGroup. getName()Gets the name of the curve group.CurveGroupNameRatesCurveGroup. getName()Gets the name of the curve group.CurveGroupNameRatesCurveGroupDefinition. getName()Gets the name of the curve group.static CurveGroupNameCurveGroupName. of(String name)Obtains an instance from the specified name.Methods in com.opengamma.strata.market.curve that return types with arguments of type CurveGroupName Modifier and Type Method Description org.joda.beans.MetaProperty<CurveGroupName>LegalEntityCurveGroup.Meta. name()The meta-property for thenameproperty.org.joda.beans.MetaProperty<CurveGroupName>RatesCurveGroup.Meta. name()The meta-property for thenameproperty.org.joda.beans.MetaProperty<CurveGroupName>RatesCurveGroupDefinition.Meta. name()The meta-property for thenameproperty.Methods in com.opengamma.strata.market.curve with parameters of type CurveGroupName Modifier and Type Method Description LegalEntityCurveGroup.BuilderLegalEntityCurveGroup.Builder. name(CurveGroupName name)Sets the name of the curve group.RatesCurveGroup.BuilderRatesCurveGroup.Builder. name(CurveGroupName name)Sets the name of the curve group.RatesCurveGroupDefinitionBuilderRatesCurveGroupDefinitionBuilder. name(CurveGroupName name)Sets the name of the curve group definition.static CurveIdCurveId. of(CurveGroupName groupName, CurveName curveName)Obtains an instance used to obtain a curve by name.static CurveIdCurveId. of(CurveGroupName groupName, CurveName curveName, ObservableSource obsSource)Obtains an instance used to obtain a curve by name, specifying the source of observable market data.static IssuerCurveInputsIdIssuerCurveInputsId. of(CurveGroupName groupName, CurveName curveName, ObservableSource obsSource)Obtains an instance from the curve group name, curve name and source of observable market data.static LegalEntityCurveGroupLegalEntityCurveGroup. of(CurveGroupName name, Map<Pair<RepoGroup,Currency>,Curve> repoCurves, Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves)Returns a curve group containing the specified curves.static LegalEntityCurveGroupIdLegalEntityCurveGroupId. of(CurveGroupName groupName)Obtains an instance used to obtain a curve group by name.static LegalEntityCurveGroupIdLegalEntityCurveGroupId. of(CurveGroupName groupName, ObservableSource obsSource)Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.static RatesCurveGroupRatesCurveGroup. of(CurveGroupName name, Map<Currency,Curve> discountCurves, Map<Index,Curve> forwardCurves)Returns a curve group containing the specified curves.static RatesCurveGroupDefinitionRatesCurveGroupDefinition. of(CurveGroupName name, Collection<RatesCurveGroupEntry> entries, Collection<CurveDefinition> curveDefinitions)Returns a curve group definition with the specified name and containing the specified entries.static RatesCurveGroupDefinitionRatesCurveGroupDefinition. of(CurveGroupName name, Collection<RatesCurveGroupEntry> entries, Collection<CurveDefinition> curveDefinitions, Map<CurveName,SeasonalityDefinition> seasonalityDefinitions)Returns a curve group definition with the specified name and containing the specified entries and seasonality.static RatesCurveGroupIdRatesCurveGroupId. of(CurveGroupName groupName)Obtains an instance used to obtain a curve group by name.static RatesCurveGroupIdRatesCurveGroupId. of(CurveGroupName groupName, ObservableSource obsSource)Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.static RatesCurveInputsIdRatesCurveInputsId. of(CurveGroupName groupName, CurveName curveName, ObservableSource obsSource)Obtains an instance from the curve group, curve name and source of observable market data.static RepoCurveInputsIdRepoCurveInputsId. of(CurveGroupName groupName, CurveName curveName, ObservableSource obsSource)Obtains an instance from the curve group name, curve name and source of observable market data.RatesCurveGroupDefinitionRatesCurveGroupDefinition. withName(CurveGroupName name)Returns a copy of this definition with a different name. -
Uses of CurveGroupName in com.opengamma.strata.measure.rate
Methods in com.opengamma.strata.measure.rate with parameters of type CurveGroupName Modifier and Type Method Description static RatesMarketDataLookupRatesMarketDataLookup. of(CurveGroupName groupName, Map<Currency,CurveName> discountCurves, Map<? extends Index,CurveName> forwardCurves)Obtains an instance based on a group of discount and forward curves. -
Uses of CurveGroupName in com.opengamma.strata.pricer.rate
Methods in com.opengamma.strata.pricer.rate with parameters of type CurveGroupName Modifier and Type Method Description Map<CurveId,Curve>ImmutableRatesProvider. getCurves(CurveGroupName groupName)Returns a map containing all the curves, keyed by curve identifier.
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