Uses of Class
com.opengamma.strata.market.curve.RatesCurveGroupDefinition
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Packages that use RatesCurveGroupDefinition 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.curve Provides the ability to calibrate curves. -
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Uses of RatesCurveGroupDefinition in com.opengamma.strata.loader.csv
Methods in com.opengamma.strata.loader.csv that return types with arguments of type RatesCurveGroupDefinition 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 List<RatesCurveGroupDefinition>
RatesCurveGroupDefinitionCsvLoader. loadCurveGroupDefinitions(ResourceLocator groupsResource)
Loads the curve groups definition CSV file.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 List<RatesCurveGroupDefinition>
RatesCurveGroupDefinitionCsvLoader. parseCurveGroupDefinitions(CharSource charSource)
Parses the curve groups definition CSV file.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.Methods in com.opengamma.strata.loader.csv with parameters of type RatesCurveGroupDefinition Modifier and Type Method Description static void
RatesCurveGroupDefinitionCsvLoader. writeCurveGroupDefinition(File file, RatesCurveGroupDefinition... groups)
Writes the curve groups definition in a CSV format to a file.static void
RatesCurveGroupDefinitionCsvLoader. writeCurveGroupDefinition(Appendable underlying, RatesCurveGroupDefinition... groups)
Writes the curve groups definition in a CSV format to an appendable. -
Uses of RatesCurveGroupDefinition in com.opengamma.strata.market.curve
Methods in com.opengamma.strata.market.curve that return RatesCurveGroupDefinition Modifier and Type Method Description RatesCurveGroupDefinition
RatesCurveGroupDefinition. bindTimeSeries(LocalDate valuationDate, Map<Index,LocalDateDoubleTimeSeries> tsMap)
Returns a definition that is bound to a time-series.RatesCurveGroupDefinition
RatesCurveGroupDefinitionBuilder. build()
Builds the definition of the curve group from the data in this object.RatesCurveGroupDefinition
RatesCurveGroupDefinition. combinedWith(RatesCurveGroupDefinition other)
Combines this definition with another one.RatesCurveGroupDefinition
RatesCurveGroupDefinition. filtered(LocalDate valuationDate, ReferenceData refData)
Returns a filtered version of this definition with no invalid nodes.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.RatesCurveGroupDefinition
RatesCurveGroupDefinition. withCurveDefinitions(List<CurveDefinition> curveDefinitions)
Returns a copy of this object containing the specified curve definitions.RatesCurveGroupDefinition
RatesCurveGroupDefinition. withName(CurveGroupName name)
Returns a copy of this definition with a different name.RatesCurveGroupDefinition
RatesCurveGroupDefinition. withSeasonalityDefinitions(Map<CurveName,SeasonalityDefinition> seasonalityDefinitions)
Returns a copy of this object containing the specified seasonality definitions.Methods in com.opengamma.strata.market.curve that return types with arguments of type RatesCurveGroupDefinition Modifier and Type Method Description Class<? extends RatesCurveGroupDefinition>
RatesCurveGroupDefinition.Meta. beanType()
org.joda.beans.BeanBuilder<? extends RatesCurveGroupDefinition>
RatesCurveGroupDefinition.Meta. builder()
Methods in com.opengamma.strata.market.curve with parameters of type RatesCurveGroupDefinition Modifier and Type Method Description RatesCurveGroupDefinition
RatesCurveGroupDefinition. combinedWith(RatesCurveGroupDefinition other)
Combines this definition with another one.static RatesCurveGroup
RatesCurveGroup. ofCurves(RatesCurveGroupDefinition curveGroupDefinition, Curve... curves)
Creates a curve group using a curve group definition and some existing curves.static RatesCurveGroup
RatesCurveGroup. ofCurves(RatesCurveGroupDefinition curveGroupDefinition, Collection<? extends Curve> curves)
Creates a curve group using a curve group definition and a list of existing curves. -
Uses of RatesCurveGroupDefinition in com.opengamma.strata.measure.rate
Methods in com.opengamma.strata.measure.rate with parameters of type RatesCurveGroupDefinition Modifier and Type Method Description static RatesMarketDataLookup
RatesMarketDataLookup. of(RatesCurveGroupDefinition curveGroupDefinition)
Obtains an instance based on a curve group definition.static RatesMarketDataLookup
RatesMarketDataLookup. of(RatesCurveGroupDefinition curveGroupDefinition, ObservableSource observableSource, FxRateLookup fxLookup)
Obtains an instance based on a curve group definition. -
Uses of RatesCurveGroupDefinition in com.opengamma.strata.pricer.curve
Methods in com.opengamma.strata.pricer.curve with parameters of type RatesCurveGroupDefinition Modifier and Type Method Description ImmutableRatesProvider
RatesCurveCalibrator. calibrate(RatesCurveGroupDefinition curveGroupDefn, MarketData marketData, ReferenceData refData)
Calibrates a single curve group, containing one or more curves.ImmutableRatesProvider
SyntheticRatesCurveCalibrator. calibrate(RatesCurveGroupDefinition group, RatesProvider inputProvider, ReferenceData refData)
Calibrates synthetic curves from the configuration of the new curves and an existing rates provider.ImmutableMarketData
SyntheticRatesCurveCalibrator. marketData(RatesCurveGroupDefinition group, RatesProvider inputProvider, ReferenceData refData)
Constructs the synthetic market data from an existing rates provider and the configuration of the new curves.static ImmutableRatesProviderGenerator
ImmutableRatesProviderGenerator. of(ImmutableRatesProvider knownProvider, RatesCurveGroupDefinition groupDefn, ReferenceData refData)
Obtains a generator from an existing provider and definition.Method parameters in com.opengamma.strata.pricer.curve with type arguments of type RatesCurveGroupDefinition Modifier and Type Method Description ImmutableRatesProvider
RatesCurveCalibrator. calibrate(List<RatesCurveGroupDefinition> allGroupDefns, ImmutableRatesProvider knownData, MarketData marketData, ReferenceData refData)
Calibrates a list of curve groups, each containing one or more curves.
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