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

Packages that use CurveMetadata

Package	Description
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.

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

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

Modifier and Type	Class	Description
class	DefaultCurveMetadata	Default metadata for a curve.

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

Modifier and Type	Method	Description
static CurveMetadata	Curves.blackVolatilityByExpiry(CurveName name, DayCount dayCount)	Creates curve metadata for a curve providing Black volatility by expiry.
static CurveMetadata	Curves.blackVolatilityByExpiry(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing Black volatility by expiry.
static CurveMetadata	Curves.blackVolatilityByExpiry(String name, DayCount dayCount)	Creates curve metadata for a curve providing Black volatility by expiry.
static CurveMetadata	Curves.correlationByExpiry(CurveName name, DayCount dayCount)	Creates curve metadata for a curve providing correlation by expiry.
static CurveMetadata	Curves.correlationByExpiry(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing correlation by expiry.
static CurveMetadata	Curves.correlationByExpiry(String name, DayCount dayCount)	Creates curve metadata for a curve providing correlation by expiry.
static CurveMetadata	Curves.discountFactors(CurveName name, DayCount dayCount)	Creates curve metadata for a curve providing discount factors.
static CurveMetadata	Curves.discountFactors(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing discount factors.
static CurveMetadata	Curves.discountFactors(String name, DayCount dayCount)	Creates curve metadata for a curve providing discount factors.
static CurveMetadata	Curves.forwardRates(CurveName name, DayCount dayCount)	Creates curve metadata for a curve providing forward rates.
static CurveMetadata	Curves.forwardRates(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing forward rates.
static CurveMetadata	Curves.forwardRates(String name, DayCount dayCount)	Creates curve metadata for a curve providing forward rates.
CurveMetadata	RatesCurveInputs.getCurveMetadata()	Gets the metadata for the curve.
CurveMetadata	AddFixedCurve.getMetadata()
CurveMetadata	CombinedCurve.getMetadata()	Gets the curve metadata.
CurveMetadata	ConstantCurve.getMetadata()	Gets the curve metadata.
CurveMetadata	ConstantNodalCurve.getMetadata()	Gets the curve metadata.
CurveMetadata	Curve.getMetadata()	Gets the curve metadata.
CurveMetadata	HybridNodalCurve.getMetadata()
CurveMetadata	InflationNodalCurve.getMetadata()
CurveMetadata	InterpolatedNodalCurve.getMetadata()	Gets the curve metadata.
CurveMetadata	ParallelShiftedCurve.getMetadata()
CurveMetadata	ParameterizedFunctionalCurve.getMetadata()	Gets the curve metadata.
CurveMetadata	CurveDefinition.metadata(LocalDate valuationDate, ReferenceData refData)	Creates the curve metadata.
CurveMetadata	InterpolatedNodalCurveDefinition.metadata(LocalDate valuationDate, ReferenceData refData)
CurveMetadata	ParameterizedFunctionalCurveDefinition.metadata(LocalDate valuationDate, ReferenceData refData)
static CurveMetadata	Curves.normalVolatilityByExpiry(CurveName name, DayCount dayCount)	Creates curve metadata for a curve providing normal volatility by expiry.
static CurveMetadata	Curves.normalVolatilityByExpiry(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing normal volatility by expiry.
static CurveMetadata	Curves.normalVolatilityByExpiry(String name, DayCount dayCount)	Creates curve metadata for a curve providing normal volatility by expiry.
static CurveMetadata	Curves.prices(CurveName name)	Creates curve metadata for a curve providing monthly prices, typically used in inflation.
static CurveMetadata	Curves.prices(CurveName name, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing monthly prices, typically used in inflation.
static CurveMetadata	Curves.prices(String name)	Creates curve metadata for a curve providing monthly prices, typically used in inflation.
static CurveMetadata	Curves.recoveryRates(CurveName name, DayCount dayCount)	Creates curve metadata for a curve providing recovery rates.
static CurveMetadata	Curves.recoveryRates(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing recovery rates.
static CurveMetadata	Curves.recoveryRates(String name, DayCount dayCount)	Creates curve metadata for a curve providing recovery rates.
static CurveMetadata	Curves.sabrParameterByExpiry(CurveName name, DayCount dayCount, ValueType yType)	Creates metadata for a curve providing a SABR parameter.
static CurveMetadata	Curves.sabrParameterByExpiry(CurveName name, DayCount dayCount, ValueType yType, List<? extends ParameterMetadata> parameterMetadata)	Creates metadata for a curve providing a SABR parameter.
static CurveMetadata	Curves.sabrParameterByExpiry(String name, DayCount dayCount, ValueType yType)	Creates metadata for a curve providing a SABR parameter.
CurveMetadata	CurveMetadata.withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata)	Returns an instance where the parameter metadata has been changed.
static CurveMetadata	Curves.zeroRates(CurveName name, DayCount dayCount)	Creates curve metadata for a curve providing zero rates.
static CurveMetadata	Curves.zeroRates(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing zero rates.
static CurveMetadata	Curves.zeroRates(String name, DayCount dayCount)	Creates curve metadata for a curve providing zero rates.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurveMetadata>	RatesCurveInputs.Meta.curveMetadata()	The meta-property for the curveMetadata property.
org.joda.beans.MetaProperty<CurveMetadata>	CombinedCurve.Meta.metadata()	The meta-property for the metadata property.
org.joda.beans.MetaProperty<CurveMetadata>	ConstantCurve.Meta.metadata()	The meta-property for the metadata property.
org.joda.beans.MetaProperty<CurveMetadata>	ConstantNodalCurve.Meta.metadata()	The meta-property for the metadata property.
org.joda.beans.MetaProperty<CurveMetadata>	InterpolatedNodalCurve.Meta.metadata()	The meta-property for the metadata property.
org.joda.beans.MetaProperty<CurveMetadata>	ParameterizedFunctionalCurve.Meta.metadata()	The meta-property for the metadata property.
ImmutableList<CurveMetadata>	RatesCurveGroupDefinition.metadata(LocalDate valuationDate, ReferenceData refData)	Creates the curve metadata for each definition.

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

Modifier and Type	Method	Description
Curve	CurveDefinition.curve(LocalDate valuationDate, CurveMetadata metadata, DoubleArray parameters)	Creates the curve from an array of parameter values.
NodalCurve	InterpolatedNodalCurveDefinition.curve(LocalDate valuationDate, CurveMetadata metadata, DoubleArray parameters)
NodalCurve	NodalCurveDefinition.curve(LocalDate valuationDate, CurveMetadata metadata, DoubleArray parameters)
ParameterizedFunctionalCurve	ParameterizedFunctionalCurveDefinition.curve(LocalDate valuationDate, CurveMetadata metadata, DoubleArray parameters)
RatesCurveInputs.Builder	RatesCurveInputs.Builder.curveMetadata(CurveMetadata curveMetadata)	Sets the metadata for the curve.
ConstantNodalCurve.Builder	ConstantNodalCurve.Builder.metadata(CurveMetadata metadata)	Sets the curve metadata.
InterpolatedNodalCurve.Builder	InterpolatedNodalCurve.Builder.metadata(CurveMetadata metadata)	Sets the curve metadata.
ParameterizedFunctionalCurve.Builder	ParameterizedFunctionalCurve.Builder.metadata(CurveMetadata metadata)	Sets the curve metadata.
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 ConstantCurve	ConstantCurve.of(CurveMetadata metadata, double yValue)	Creates a constant curve with a specific value.
static ConstantNodalCurve	ConstantNodalCurve.of(CurveMetadata metadata, double xValue, double yValue)	Creates a constant nodal curve with metadata.
static HybridNodalCurve	HybridNodalCurve.of(CurveMetadata metadata, DoubleArray xValues, DoubleArray yValues, int spliceIndex, CurveInterpolator interpolatorLeft, CurveInterpolator interpolatorRight, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight)	Create a new hybrid nodal curve.
static InterpolatedNodalCurve	InterpolatedNodalCurve.of(CurveMetadata metadata, DoubleArray xValues, DoubleArray yValues, CurveInterpolator interpolator)	Creates an interpolated curve with metadata.
static InterpolatedNodalCurve	InterpolatedNodalCurve.of(CurveMetadata metadata, DoubleArray xValues, DoubleArray yValues, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight)	Creates an interpolated curve with metadata.
static ParameterizedFunctionalCurve	ParameterizedFunctionalCurve.of(CurveMetadata metadata, DoubleArray parameters, BiFunction<DoubleArray,Double,Double> valueFunction, BiFunction<DoubleArray,Double,Double> derivativeFunction, BiFunction<DoubleArray,Double,DoubleArray> sensitivityFunction)	Obtains an instance.
static RatesCurveInputs	RatesCurveInputs.of(Map<? extends MarketDataId<?>,?> marketData, CurveMetadata metadata)	Returns a CurveInputs instance containing the specified market data.
AddFixedCurve	AddFixedCurve.withMetadata(CurveMetadata metadata)
CombinedCurve	CombinedCurve.withMetadata(CurveMetadata metadata)
ConstantCurve	ConstantCurve.withMetadata(CurveMetadata metadata)
ConstantNodalCurve	ConstantNodalCurve.withMetadata(CurveMetadata metadata)
Curve	Curve.withMetadata(CurveMetadata metadata)	Returns a new curve with the specified metadata.
HybridNodalCurve	HybridNodalCurve.withMetadata(CurveMetadata metadata)
InflationNodalCurve	InflationNodalCurve.withMetadata(CurveMetadata metadata)
InterpolatedNodalCurve	InterpolatedNodalCurve.withMetadata(CurveMetadata metadata)
NodalCurve	NodalCurve.withMetadata(CurveMetadata metadata)	Returns a new curve with the specified metadata.
ParallelShiftedCurve	ParallelShiftedCurve.withMetadata(CurveMetadata metadata)
ParameterizedFunctionalCurve	ParameterizedFunctionalCurve.withMetadata(CurveMetadata metadata)

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

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

Modifier and Type	Method	Description
CurveMetadata	DirectIborCapletFloorletFlatVolatilityDefinition.createCurveMetadata(RawOptionData capFloorData)	Creates curve metadata.

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

Modifier and Type	Method	Description
ImmutableList<CurveMetadata>	SabrIborCapletFloorletVolatilityBootstrapDefinition.createSabrParameterMetadata()	Creates curve metadata for SABR parameters.
ImmutableList<CurveMetadata>	SabrIborCapletFloorletVolatilityCalibrationDefinition.createSabrParameterMetadata()	Creates curve metadata for SABR parameters.

Method parameters in com.opengamma.strata.pricer.capfloor with type arguments of type CurveMetadata

Modifier and Type	Method	Description
List<Curve>	SabrIborCapletFloorletVolatilityCalibrationDefinition.createSabrParameterCurve(List<CurveMetadata> metadata, DoubleArray nodeValues)	Creates the parameter curves with parameter node values.