Uses of Class
com.opengamma.strata.market.curve.CurveId
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Packages that use CurveId Package Description com.opengamma.strata.market.curve Definitions of curves.com.opengamma.strata.measure.credit Calculation functions for credit products.com.opengamma.strata.measure.curve Integration code that allows strata-calc to use and calibrate 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 CurveId in com.opengamma.strata.market.curve
Methods in com.opengamma.strata.market.curve that return CurveId Modifier and Type Method Description 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 CurveIdCurveId. of(String groupName, String curveName)Obtains an instance used to obtain a curve by name.Methods in com.opengamma.strata.market.curve that return types with arguments of type CurveId Modifier and Type Method Description static org.joda.beans.TypedMetaBean<CurveId>CurveId. meta()The meta-bean forCurveId.org.joda.beans.TypedMetaBean<CurveId>CurveId. metaBean() -
Uses of CurveId in com.opengamma.strata.measure.credit
Method parameters in com.opengamma.strata.measure.credit with type arguments of type CurveId Modifier and Type Method Description static CreditRatesMarketDataLookupCreditRatesMarketDataLookup. of(Map<Pair<StandardId,Currency>,CurveId> creditCurveIds, Map<Currency,CurveId> discountCurveIds, Map<StandardId,CurveId> recoveryRateCurveIds)Obtains an instance based on a maps for credit, discount and recovery rate curves.static CreditRatesMarketDataLookupCreditRatesMarketDataLookup. of(Map<Pair<StandardId,Currency>,CurveId> creditCurveIds, Map<Currency,CurveId> discountCurveIds, Map<StandardId,CurveId> recoveryRateCurveIds, ObservableSource observableSource)Obtains an instance based on a maps for credit, discount and recovery rate curves. -
Uses of CurveId in com.opengamma.strata.measure.curve
Methods in com.opengamma.strata.measure.curve that return types with arguments of type CurveId Modifier and Type Method Description Class<CurveId>CurveMarketDataFunction. getMarketDataIdType()Methods in com.opengamma.strata.measure.curve with parameters of type CurveId Modifier and Type Method Description MarketDataBox<Curve>CurveMarketDataFunction. build(CurveId id, MarketDataConfig config, ScenarioMarketData marketData, ReferenceData refData)MarketDataRequirementsCurveMarketDataFunction. requirements(CurveId id, MarketDataConfig config) -
Uses of CurveId in com.opengamma.strata.measure.rate
Method parameters in com.opengamma.strata.measure.rate with type arguments of type CurveId Modifier and Type Method Description static RatesMarketDataLookupRatesMarketDataLookup. of(Map<Currency,CurveId> discountCurveIds, Map<Index,CurveId> forwardCurveIds)Obtains an instance based on a map of discount and forward curve identifiers.static RatesMarketDataLookupRatesMarketDataLookup. of(Map<Currency,CurveId> discountCurveIds, Map<Index,CurveId> forwardCurveIds, ObservableSource obsSource, FxRateLookup fxLookup)Obtains an instance based on a map of discount and forward curve identifiers, specifying the source of FX rates. -
Uses of CurveId in com.opengamma.strata.pricer.rate
Methods in com.opengamma.strata.pricer.rate that return types with arguments of type CurveId 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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