Uses of Class
com.opengamma.strata.market.curve.CurveName

Packages that use CurveName

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.market.sensitivity	Entity objects for sensitivities.
com.opengamma.strata.measure.rate	Base package for calculation functions.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.

Uses of CurveName in com.opengamma.strata.loader.csv

Methods in com.opengamma.strata.loader.csv that return CurveName

Modifier and Type	Method	Description
default CurveName	SensitivityCsvInfoResolver.checkCurveName(CurveName curveName)	Checks the parsed curve name, potentially altering the value.

Methods in com.opengamma.strata.loader.csv that return types with arguments of type CurveName

Modifier and Type	Method	Description
static Map<CurveName,SeasonalityDefinition>	SeasonalityDefinitionCsvLoader.loadSeasonalityDefinitions(ResourceLocator resource)	Loads the seasonality definition CSV file.
static Map<CurveName,SeasonalityDefinition>	SeasonalityDefinitionCsvLoader.parseSeasonalityDefinitions(CharSource charSource)	Parses the seasonality definition CSV file.

Methods in com.opengamma.strata.loader.csv with parameters of type CurveName

Modifier and Type	Method	Description
default CurveName	SensitivityCsvInfoResolver.checkCurveName(CurveName curveName)	Checks the parsed curve name, potentially altering the value.

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

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

Modifier and Type	Method	Description
CurveName	CurveId.getCurveName()	Gets the curve name.
CurveName	CurveMetadata.getCurveName()	Gets the curve name.
CurveName	DefaultCurveMetadata.getCurveName()	Gets the curve name.
CurveName	IssuerCurveInputsId.getCurveName()	Gets the curve name.
CurveName	RatesCurveGroupEntry.getCurveName()	Gets the curve name.
CurveName	RatesCurveInputsId.getCurveName()	Gets the curve name.
CurveName	RepoCurveInputsId.getCurveName()	Gets the curve name.
default CurveName	Curve.getName()	Gets the curve name.
CurveName	CurveDefinition.getName()	Gets the curve name.
CurveName	CurveParameterSize.getName()	Gets the curve name.
CurveName	InterpolatedNodalCurveDefinition.getName()	Gets the curve name.
CurveName	IsdaCreditCurveDefinition.getName()	Gets the curve name.
CurveName	ParallelShiftedCurve.getName()
CurveName	ParameterizedFunctionalCurveDefinition.getName()	Gets the curve name.
static CurveName	CurveName.of(String name)	Obtains an instance from the specified name.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurveName>	DefaultCurveMetadata.Meta.curveName()	The meta-property for the curveName property.
org.joda.beans.MetaProperty<CurveName>	RatesCurveGroupEntry.Meta.curveName()	The meta-property for the curveName property.
Optional<CurveName>	RatesCurveGroupDefinition.findDiscountCurveName(Currency discountCurrency)	Finds the discount curve name for the specified currency.
Optional<CurveName>	RatesCurveGroupDefinition.findForwardCurveName(Index forwardIndex)	Finds the forward curve name for the specified index.
ImmutableSet<CurveName>	RatesCurveGroupDefinition.findForwardCurveNames(FloatingRateName forwardName)	Finds the forward curve names for the specified floating rate name.
ImmutableMap<CurveName,SeasonalityDefinition>	RatesCurveGroupDefinition.getSeasonalityDefinitions()	Gets definitions which specify which seasonality should be used for some price index curves.
org.joda.beans.MetaProperty<CurveName>	CurveParameterSize.Meta.name()	The meta-property for the name property.
org.joda.beans.MetaProperty<CurveName>	InterpolatedNodalCurveDefinition.Meta.name()	The meta-property for the name property.
org.joda.beans.MetaProperty<CurveName>	IsdaCreditCurveDefinition.Meta.name()	The meta-property for the name property.
org.joda.beans.MetaProperty<CurveName>	ParameterizedFunctionalCurveDefinition.Meta.name()	The meta-property for the name property.
org.joda.beans.MetaProperty<ImmutableMap<CurveName,SeasonalityDefinition>>	RatesCurveGroupDefinition.Meta.seasonalityDefinitions()	The meta-property for the seasonalityDefinitions property.
Map<CurveName,DoubleArray>	JacobianCalibrationMatrix.splitValues(DoubleArray array)	Splits the array according to the curve order.

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

Modifier and Type	Method	Description
RatesCurveGroupDefinitionBuilder	RatesCurveGroupDefinitionBuilder.addCurve(CurveName curveName, Currency currency, RateIndex index, RateIndex... otherIndices)	Adds a curve to the curve group definition which is used to provide discount rates and forward rates.
RatesCurveGroupDefinitionBuilder	RatesCurveGroupDefinitionBuilder.addDiscountCurve(CurveName curveName, Currency currency, Currency... otherCurrencies)	Adds the definition of a discount curve to the curve group definition.
RatesCurveGroupDefinitionBuilder	RatesCurveGroupDefinitionBuilder.addForwardCurve(CurveName curveName, Index index, Index... otherIndices)	Adds the definition of a forward curve to the curve group definition.
RatesCurveGroupDefinitionBuilder	RatesCurveGroupDefinitionBuilder.addSeasonality(CurveName curveName, SeasonalityDefinition seasonalityDefinition)	Adds a seasonality to the curve group definition.
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.
boolean	JacobianCalibrationMatrix.containsCurve(CurveName name)	Checks if this info contains the specified curve.
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.
DefaultCurveMetadataBuilder	DefaultCurveMetadataBuilder.curveName(CurveName curveName)	Sets the curve name.
RatesCurveGroupEntry.Builder	RatesCurveGroupEntry.Builder.curveName(CurveName curveName)	Sets the curve name.
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.
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<CurveDefinition>	RatesCurveGroupDefinition.findCurveDefinition(CurveName curveName)	Finds the definition for the curve with the specified name.
Optional<RatesCurveGroupEntry>	RatesCurveGroupDefinition.findEntry(CurveName curveName)	Finds the entry for the curve with the specified name.
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.
InterpolatedNodalCurveDefinition.Builder	InterpolatedNodalCurveDefinition.Builder.name(CurveName name)	Sets the curve name.
ParameterizedFunctionalCurveDefinition.Builder	ParameterizedFunctionalCurveDefinition.Builder.name(CurveName name)	Sets the curve name.
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 ConstantCurve	ConstantCurve.of(CurveName name, double yValue)	Creates a constant curve with a specific value.
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 CurveParameterSize	CurveParameterSize.of(CurveName name, int parameterCount)	Obtains an instance, specifying the name and parameter count.
static DefaultCurveMetadata	DefaultCurveMetadata.of(CurveName name)	Creates the metadata.
static IsdaCreditCurveDefinition	IsdaCreditCurveDefinition.of(CurveName name, Currency currency, LocalDate curveValuationDate, DayCount dayCount, List<? extends IsdaCreditCurveNode> curveNodes, boolean computeJacobian, boolean storeNodeTrade)	Obtains an instance.
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 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.
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.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.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.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.

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

Modifier and Type	Method	Description
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.
RatesCurveGroupDefinition	RatesCurveGroupDefinition.withSeasonalityDefinitions(Map<CurveName,SeasonalityDefinition> seasonalityDefinitions)	Returns a copy of this object containing the specified seasonality definitions.

Uses of CurveName in com.opengamma.strata.market.sensitivity

Methods in com.opengamma.strata.market.sensitivity with parameters of type CurveName

Modifier and Type	Method	Description
CurveSensitivitiesBuilder	CurveSensitivitiesBuilder.add(CurveSensitivitiesType type, CurveName curveName, Currency currency, ParameterMetadata metadata, double sensitivityValue)	Adds a single sensitivity to the builder.

Uses of CurveName in com.opengamma.strata.measure.rate

Method parameters in com.opengamma.strata.measure.rate with type arguments of type CurveName

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 CurveName in com.opengamma.strata.pricer.credit

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

Modifier and Type	Method	Description
NodalCurve	FastCreditCurveCalibrator.calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray flactionalSpreads, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)
abstract NodalCurve	IsdaCompliantCreditCurveCalibrator.calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray flactionalSpreads, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)	Calibrate the ISDA compliant credit curve to points upfront and fractional spread.
NodalCurve	SimpleCreditCurveCalibrator.calibrate(List<ResolvedCdsTrade> calibrationCDSs, DoubleArray premiums, DoubleArray pointsUpfront, CurveName name, LocalDate valuationDate, CreditDiscountFactors discountFactors, RecoveryRates recoveryRates, ReferenceData refData)
static IsdaCreditDiscountFactors	IsdaCreditDiscountFactors.of(Currency currency, LocalDate valuationDate, CurveName curveName, DoubleArray yearFractions, DoubleArray zeroRates, DayCount dayCount)	Creates an instance from year fraction and zero rate values.

Uses of CurveName in com.opengamma.strata.pricer.curve

Method parameters in com.opengamma.strata.pricer.curve with type arguments of type CurveName

Modifier and Type	Method	Description
ImmutableRatesProvider	ImmutableRatesProviderGenerator.generate(DoubleArray parameters, Map<CurveName,JacobianCalibrationMatrix> jacobians, Map<CurveName,DoubleArray> sensitivitiesMarketQuote)
default ImmutableRatesProvider	RatesProviderGenerator.generate(DoubleArray parameters, Map<CurveName,JacobianCalibrationMatrix> jacobians)	Generates a rates provider from a set of parameters and calibration information.
ImmutableRatesProvider	RatesProviderGenerator.generate(DoubleArray parameters, Map<CurveName,JacobianCalibrationMatrix> jacobians, Map<CurveName,DoubleArray> sensitivitiesMarketQuote)	Generates a rates provider from a set of parameters and calibration information.

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

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

Modifier and Type	Method	Description
Map<CurveName,Curve>	ImmutableRatesProvider.getCurves()	Returns a map containing all the curves, keyed by curve name.