Package com.opengamma.strata.market.curve

Definitions of curves.

Interface Summary

Interface	Description
Curve	A curve that maps a double x-value to a double y-value.
CurveDefinition	Provides the definition of how to calibrate a curve.
CurveGroup	A group of curves.
CurveGroupDefinition	The definition of how to calibrate a group of curves.
CurveMetadata	Metadata about a curve and curve parameters.
CurveNode	A node in the configuration specifying how to calibrate a curve.
IsdaCreditCurveNode	A node specifying how to calibrate an ISDA compliant curve.
NodalCurve	A curve based on double nodal points.
NodalCurveDefinition	Provides the definition of how to calibrate a nodal curve.

Class Summary

Class	Description
AddFixedCurve	A curve formed from two curves, the fixed curve and the spread curve.
AddFixedCurve.Meta	The meta-bean for AddFixedCurve.
CombinedCurve	A curve formed from two curves, the base curve and the spread curve.
CombinedCurve.Meta	The meta-bean for CombinedCurve.
ConstantCurve	A curve based on a single constant value.
ConstantCurve.Meta	The meta-bean for ConstantCurve.
ConstantNodalCurve	A curve based on a single constant value.
ConstantNodalCurve.Builder	The bean-builder for ConstantNodalCurve.
ConstantNodalCurve.Meta	The meta-bean for ConstantNodalCurve.
CurveGroupName	The name of a curve group.
CurveId	An identifier used to access a curve by name.
CurveInfoType<T>	The type that provides meaning to additional curve information.
CurveName	The name of a curve.
CurveNodeDate	The date of the curve node.
CurveNodeDate.Meta	The meta-bean for CurveNodeDate.
CurveNodeDateOrder	The date order rules to apply to a pair of curve nodes.
CurveNodeDateOrder.Meta	The meta-bean for CurveNodeDateOrder.
CurveParallelShifts	Perturbation which applies a parallel shift to a curve.
CurveParallelShifts.Meta	The meta-bean for CurveParallelShifts.
CurveParameterSize	The curve name and number of parameters.
CurveParameterSize.Meta	The meta-bean for CurveParameterSize.
Curves	Helper for creating common types of curves.
DefaultCurveMetadata	Default metadata for a curve.
DefaultCurveMetadata.Meta	The meta-bean for DefaultCurveMetadata.
DefaultCurveMetadataBuilder	Builder for curve metadata.
DepositIsdaCreditCurveNode	An ISDA compliant curve node whose instrument is a term deposit.
DepositIsdaCreditCurveNode.Builder	The bean-builder for DepositIsdaCreditCurveNode.
DepositIsdaCreditCurveNode.Meta	The meta-bean for DepositIsdaCreditCurveNode.
HybridNodalCurve	A hybrid curve which combines two underlying nodal curves, allowing different interpolators to be used for different parts of the curve.
HybridNodalCurve.Meta	The meta-bean for HybridNodalCurve.
InflationNodalCurve	Curve specifically designed for inflation, with features for seasonality and initial point.
InflationNodalCurve.Meta	The meta-bean for InflationNodalCurve.
InterpolatedNodalCurve	A curve based on interpolation between a number of nodal points.
InterpolatedNodalCurve.Builder	The bean-builder for InterpolatedNodalCurve.
InterpolatedNodalCurve.Meta	The meta-bean for InterpolatedNodalCurve.
InterpolatedNodalCurveDefinition	Provides the definition of how to calibrate an interpolated nodal curve.
InterpolatedNodalCurveDefinition.Builder	The bean-builder for InterpolatedNodalCurveDefinition.
InterpolatedNodalCurveDefinition.Meta	The meta-bean for InterpolatedNodalCurveDefinition.
IsdaCreditCurveDefinition	Provides the definition of how to calibrate an ISDA compliant curve for credit.
IsdaCreditCurveDefinition.Meta	The meta-bean for IsdaCreditCurveDefinition.
IssuerCurveInputsId	An identifier used to access the inputs to curve calibration.
JacobianCalibrationMatrix	Jacobian matrix information produced during curve calibration.
JacobianCalibrationMatrix.Meta	The meta-bean for JacobianCalibrationMatrix.
LegalEntityCurveGroup	A group of repo curves and issuer curves.
LegalEntityCurveGroup.Builder	The bean-builder for LegalEntityCurveGroup.
LegalEntityCurveGroup.Meta	The meta-bean for LegalEntityCurveGroup.
LegalEntityCurveGroupId	An identifier used to access a curve group by name.
LegalEntityGroup	Legal entity group.
ParallelShiftedCurve	A curve with a parallel shift applied to its y-values.
ParallelShiftedCurve.Meta	The meta-bean for ParallelShiftedCurve.
ParameterizedFunctionalCurve	A curve based on a parameterized function.
ParameterizedFunctionalCurve.Builder	The bean-builder for ParameterizedFunctionalCurve.
ParameterizedFunctionalCurve.Meta	The meta-bean for ParameterizedFunctionalCurve.
ParameterizedFunctionalCurveDefinition	Provides the definition of how to calibrate a parameterized functional curve.
ParameterizedFunctionalCurveDefinition.Builder	The bean-builder for ParameterizedFunctionalCurveDefinition.
ParameterizedFunctionalCurveDefinition.Meta	The meta-bean for ParameterizedFunctionalCurveDefinition.
RatesCurveGroup	A group of curves.
RatesCurveGroup.Builder	The bean-builder for RatesCurveGroup.
RatesCurveGroup.Meta	The meta-bean for RatesCurveGroup.
RatesCurveGroupDefinition	Provides the definition of how to calibrate a group of curves.
RatesCurveGroupDefinition.Meta	The meta-bean for RatesCurveGroupDefinition.
RatesCurveGroupDefinitionBuilder	A mutable builder for creating instances of CurveGroupDefinition.
RatesCurveGroupEntry	A single entry in the curve group definition.
RatesCurveGroupEntry.Builder	The bean-builder for RatesCurveGroupEntry.
RatesCurveGroupEntry.Meta	The meta-bean for RatesCurveGroupEntry.
RatesCurveGroupId	An identifier used to access a curve group by name.
RatesCurveInputs	The input data used when calibrating a curve.
RatesCurveInputs.Builder	The bean-builder for RatesCurveInputs.
RatesCurveInputs.Meta	The meta-bean for RatesCurveInputs.
RatesCurveInputsId	An identifier used to access the inputs to curve calibration.
RepoCurveInputsId	An identifier used to access the inputs to curve calibration.
RepoGroup	Group used to identify a related set of repo curves when pricing bonds.
SeasonalityDefinition	Provides the definition of seasonality for a price index curve.
SeasonalityDefinition.Meta	The meta-bean for SeasonalityDefinition.
SimpleCurveParameterMetadata	Simple parameter metadata containing the x value and type.
SimpleCurveParameterMetadata.Meta	The meta-bean for SimpleCurveParameterMetadata.
SwapIsdaCreditCurveNode	An ISDA compliant curve node whose instrument is a standard Fixed-Ibor interest rate swap.
SwapIsdaCreditCurveNode.Builder	The bean-builder for SwapIsdaCreditCurveNode.
SwapIsdaCreditCurveNode.Meta	The meta-bean for SwapIsdaCreditCurveNode.

Enum Summary

Enum	Description
CurveNodeClashAction	The action to perform when the dates of two curve nodes clash.
CurveNodeDateType	The types of curve node date.