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 CurveGroupName
CurveId. getCurveGroupName()
Gets the curve group name.CurveGroupName
IssuerCurveInputsId. getCurveGroupName()
Gets the curve group name.CurveGroupName
LegalEntityCurveGroupId. getCurveGroupName()
Gets the curve group name.CurveGroupName
RatesCurveGroupId. getCurveGroupName()
Gets the curve group name.CurveGroupName
RatesCurveInputsId. getCurveGroupName()
Gets the curve group name.CurveGroupName
RepoCurveInputsId. getCurveGroupName()
Gets the curve group name.CurveGroupName
CurveGroup. getName()
Gets the name of the curve group.CurveGroupName
CurveGroupDefinition. getName()
Gets the name of the curve group.CurveGroupName
LegalEntityCurveGroup. getName()
Gets the name of the curve group.CurveGroupName
RatesCurveGroup. getName()
Gets the name of the curve group.CurveGroupName
RatesCurveGroupDefinition. getName()
Gets the name of the curve group.static CurveGroupName
CurveGroupName. 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 thename
property.org.joda.beans.MetaProperty<CurveGroupName>
RatesCurveGroup.Meta. name()
The meta-property for thename
property.org.joda.beans.MetaProperty<CurveGroupName>
RatesCurveGroupDefinition.Meta. name()
The meta-property for thename
property.Methods in com.opengamma.strata.market.curve with parameters of type CurveGroupName Modifier and Type Method Description LegalEntityCurveGroup.Builder
LegalEntityCurveGroup.Builder. name(CurveGroupName name)
Sets the name of the curve group.RatesCurveGroup.Builder
RatesCurveGroup.Builder. name(CurveGroupName name)
Sets the name of the curve group.RatesCurveGroupDefinitionBuilder
RatesCurveGroupDefinitionBuilder. name(CurveGroupName name)
Sets the name of the curve group definition.static CurveId
CurveId. of(CurveGroupName groupName, CurveName curveName)
Obtains an instance used to obtain a curve by name.static CurveId
CurveId. 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 IssuerCurveInputsId
IssuerCurveInputsId. of(CurveGroupName groupName, CurveName curveName, ObservableSource obsSource)
Obtains an instance from the curve group name, curve name and source of observable market data.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 LegalEntityCurveGroupId
LegalEntityCurveGroupId. of(CurveGroupName groupName)
Obtains an instance used to obtain a curve group by name.static LegalEntityCurveGroupId
LegalEntityCurveGroupId. of(CurveGroupName groupName, ObservableSource obsSource)
Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.static RatesCurveGroup
RatesCurveGroup. of(CurveGroupName name, Map<Currency,Curve> discountCurves, Map<Index,Curve> forwardCurves)
Returns a curve group containing the specified curves.static RatesCurveGroupDefinition
RatesCurveGroupDefinition. of(CurveGroupName name, Collection<RatesCurveGroupEntry> entries, Collection<CurveDefinition> curveDefinitions)
Returns a curve group definition with the specified name and containing the specified entries.static RatesCurveGroupDefinition
RatesCurveGroupDefinition. 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 RatesCurveGroupId
RatesCurveGroupId. of(CurveGroupName groupName)
Obtains an instance used to obtain a curve group by name.static RatesCurveGroupId
RatesCurveGroupId. of(CurveGroupName groupName, ObservableSource obsSource)
Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.static RatesCurveInputsId
RatesCurveInputsId. of(CurveGroupName groupName, CurveName curveName, ObservableSource obsSource)
Obtains an instance from the curve group, curve name and source of observable market data.static RepoCurveInputsId
RepoCurveInputsId. of(CurveGroupName groupName, CurveName curveName, ObservableSource obsSource)
Obtains an instance from the curve group name, curve name and source of observable market data.RatesCurveGroupDefinition
RatesCurveGroupDefinition. 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 RatesMarketDataLookup
RatesMarketDataLookup. 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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