Package com.opengamma.strata.market.param

Class ParameterizedDataCombiner

java.lang.Object

com.opengamma.strata.market.param.ParameterizedDataCombiner

public final class ParameterizedDataCombiner
extends Object

Helper that can be used to combine two or more underlying instances of ParameterizedData.

This is used by implementations of ParameterizedData that are based on more than one underlying ParameterizedData instance.

This helper should be created in the constructor of the combined instance. In each of the five ParameterizedData methods of the combined instance, this helper should be invoked. See DiscountFxForwardRates for sample usage.

Method Summary

Modifier and Type	Method	Description
double	getParameter(int parameterIndex)	Gets the value of the parameter at the specified index.
int	getParameterCount()	Gets the number of parameters.
ParameterMetadata	getParameterMetadata(int parameterIndex)	Gets the metadata of the parameter at the specified index.
static ParameterizedDataCombiner	of(ParameterizedData... instances)	Obtains an instance that can combine the specified underlying instances.
static ParameterizedDataCombiner	of(List<? extends ParameterizedData> instances)	Obtains an instance that can combine the specified underlying instances.
<R extends ParameterizedData> R	underlyingWithParameter(int underlyingIndex, Class<R> underlyingType, int parameterIndex, double newValue)	Updates a parameter on the specified underlying.
<R extends ParameterizedData> R	underlyingWithPerturbation(int underlyingIndex, Class<R> underlyingType, ParameterPerturbation perturbation)	Applies a perturbation to the specified underlying.
<R extends ParameterizedData> List<R>	withParameter(Class<R> underlyingType, int parameterIndex, double newValue)	Updates a parameter on the specified list of underlying instances.
<R extends ParameterizedData> List<R>	withPerturbation(Class<R> underlyingType, ParameterPerturbation perturbation)	Applies a perturbation to each underlying.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

of

public static ParameterizedDataCombiner of(ParameterizedData... instances)

Obtains an instance that can combine the specified underlying instances.

Parameters:

instances - the underlying instances to combine

Returns:

the combiner

of

public static ParameterizedDataCombiner of(List<? extends ParameterizedData> instances)

Obtains an instance that can combine the specified underlying instances.

Parameters:

instances - the underlying instances to combine

Returns:

the combiner

getParameterCount

public int getParameterCount()

Gets the number of parameters.

This returns the total parameter count of all the instances.

Returns:

the number of parameters

getParameter

public double getParameter(int parameterIndex)

Gets the value of the parameter at the specified index.

This gets the parameter from the correct instance.

Parameters:

parameterIndex - the zero-based index of the parameter to get

Returns:

the value of the parameter

Throws:

IndexOutOfBoundsException - if the index is invalid

getParameterMetadata

public ParameterMetadata getParameterMetadata(int parameterIndex)

Gets the metadata of the parameter at the specified index.

This gets the parameter metadata from the correct instance.

Parameters:

parameterIndex - the zero-based index of the parameter to get

Returns:

the metadata of the parameter

Throws:

IndexOutOfBoundsException - if the index is invalid

underlyingWithParameter

public <R extends ParameterizedData> R underlyingWithParameter(int underlyingIndex,
                                                               Class<R> underlyingType,
                                                               int parameterIndex,
                                                               double newValue)

Updates a parameter on the specified underlying.

This should be invoked once for each of the underlying instances. It is intended to be used to pass the result of each invocation to the constructor of the combined instance.

If the parameter index applies to the underlying, it is updated. If the parameter index does not apply to the underlying, no error occurs.

Type Parameters:

R - the type of the underlying

Parameters:

underlyingIndex - the index of the underlying instance

underlyingType - the type of the parameterized data at the specified index

parameterIndex - the zero-based index of the parameter to change

newValue - the new value for the specified parameter

Returns:

a parameterized data instance based on this with the specified parameter altered

Throws:

IndexOutOfBoundsException - if the index is invalid

underlyingWithPerturbation

public <R extends ParameterizedData> R underlyingWithPerturbation(int underlyingIndex,
                                                                  Class<R> underlyingType,
                                                                  ParameterPerturbation perturbation)

Applies a perturbation to the specified underlying.

This should be invoked once for each of the underlying instances. It is intended to be used to pass the result of each invocation to the constructor of the combined instance.

Type Parameters:

R - the type of the underlying

Parameters:

underlyingIndex - the index of the underlying instance

underlyingType - the type of the parameterized data at the specified index

perturbation - the perturbation to apply

Returns:

a parameterized data instance based on this with the specified perturbation applied

withParameter

public <R extends ParameterizedData> List<R> withParameter(Class<R> underlyingType,
                                                           int parameterIndex,
                                                           double newValue)

Updates a parameter on the specified list of underlying instances.

The correct underlying is identified and updated, with the list returned.

Type Parameters:

R - the type of the underlying

Parameters:

underlyingType - the type of the parameterized data at the specified index

parameterIndex - the zero-based index of the parameter to change

newValue - the new value for the specified parameter

Returns:

a parameterized data instance based on this with the specified parameter altered

Throws:

IndexOutOfBoundsException - if the index is invalid

withPerturbation

public <R extends ParameterizedData> List<R> withPerturbation(Class<R> underlyingType,
                                                              ParameterPerturbation perturbation)

Applies a perturbation to each underlying.

The updated list of underlying instances is returned.

Type Parameters:

R - the type of the underlying

Parameters:

underlyingType - the type of the parameterized data at the specified index

perturbation - the perturbation to apply

Returns:

a parameterized data instance based on this with the specified parameter altered

Throws:

IndexOutOfBoundsException - if the index is invalid