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

Packages that use NodalCurve

Package	Description
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).

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

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

Modifier and Type	Class	Description
class	ConstantNodalCurve	A curve based on a single constant value.
class	HybridNodalCurve	A hybrid curve which combines two underlying nodal curves, allowing different interpolators to be used for different parts of the curve.
class	InflationNodalCurve	Curve specifically designed for inflation, with features for seasonality and initial point.
class	InterpolatedNodalCurve	A curve based on interpolation between a number of nodal points.

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

Modifier and Type	Method	Description
NodalCurve	InterpolatedNodalCurveDefinition.curve(LocalDate valuationDate, CurveMetadata metadata, DoubleArray parameters)
NodalCurve	NodalCurveDefinition.curve(LocalDate valuationDate, CurveMetadata metadata, DoubleArray parameters)
NodalCurve	HybridNodalCurve.getLeftCurve()	Gets the left nodal curve.
NodalCurve	HybridNodalCurve.getRightCurve()	Gets the right nodal curve.
NodalCurve	InflationNodalCurve.getUnderlying()	Gets the underlying curve, before the seasonality adjustment.
NodalCurve	NodalCurve.withMetadata(CurveMetadata metadata)	Returns a new curve with the specified metadata.
NodalCurve	NodalCurve.withNode(double x, double y, ParameterMetadata paramMetadata)	Returns a new curve with an additional node, specifying the parameter metadata.
NodalCurve	NodalCurve.withParameter(int parameterIndex, double newValue)
default NodalCurve	NodalCurve.withPerturbation(ParameterPerturbation perturbation)
NodalCurve	NodalCurve.withValues(DoubleArray xValues, DoubleArray yValues)	Returns a new curve with the specified x-values and y-values.
NodalCurve	NodalCurve.withYValues(DoubleArray values)	Returns a new curve with the specified values.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<NodalCurve>	HybridNodalCurve.Meta.leftCurve()	The meta-property for the leftCurve property.
org.joda.beans.MetaProperty<NodalCurve>	HybridNodalCurve.Meta.rightCurve()	The meta-property for the rightCurve property.
org.joda.beans.MetaProperty<NodalCurve>	InflationNodalCurve.Meta.underlying()	The meta-property for the underlying property.

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

Modifier and Type	Method	Description
static InflationNodalCurve	InflationNodalCurve.of(NodalCurve curve, DoubleArray seasonality, ShiftType adjustmentType)	Obtains an instance of the curve.
static InflationNodalCurve	InflationNodalCurve.of(NodalCurve curveWithoutFixing, LocalDate valuationDate, YearMonth lastMonth, double lastFixingValue, SeasonalityDefinition seasonalityDefinition)	Obtains an instance from a curve without initial fixing point and month-on-month seasonal adjustment.

Uses of NodalCurve in com.opengamma.strata.pricer.credit

Methods in com.opengamma.strata.pricer.credit that return NodalCurve

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)
NodalCurve	IsdaCreditDiscountFactors.getCurve()	Gets the underlying curve.

Methods in com.opengamma.strata.pricer.credit that return types with arguments of type NodalCurve

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<NodalCurve>	IsdaCreditDiscountFactors.Meta.curve()	The meta-property for the curve property.

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

Modifier and Type	Method	Description
static IsdaCreditDiscountFactors	IsdaCreditDiscountFactors.of(Currency currency, LocalDate valuationDate, NodalCurve curve)	Creates an instance from the underlying curve.
IsdaCreditDiscountFactors	IsdaCreditDiscountFactors.withCurve(NodalCurve curve)	Returns a new instance with a different curve.