Uses of Interface
com.opengamma.strata.market.param.ParameterMetadata

Packages that use ParameterMetadata

Package	Description
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.market.sensitivity	Entity objects for sensitivities.
com.opengamma.strata.market.surface	Definitions of surfaces.
com.opengamma.strata.pricer	Calculators for financial instruments.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.common	Common code for pricing.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.fx	Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.pricer.model	Common code for model pricing.
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

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

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

Modifier and Type	Class	Description
class	SimpleCurveParameterMetadata	Simple parameter metadata containing the x value and type.

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

Modifier and Type	Method	Description
ParameterMetadata	AddFixedCurve.getParameterMetadata(int parameterIndex)
ParameterMetadata	CombinedCurve.getParameterMetadata(int parameterIndex)
default ParameterMetadata	Curve.getParameterMetadata(int parameterIndex)
default ParameterMetadata	CurveMetadata.getParameterMetadata(int parameterIndex)	Gets the metadata of the parameter at the specified index.
ParameterMetadata	InflationNodalCurve.getParameterMetadata(int parameterIndex)
default ParameterMetadata	NodalCurve.getParameterMetadata(int parameterIndex)	Gets the metadata of the parameter at the specified index.
ParameterMetadata	ParallelShiftedCurve.getParameterMetadata(int parameterIndex)

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

Modifier and Type	Method	Description
Optional<List<ParameterMetadata>>	CurveMetadata.getParameterMetadata()	Gets metadata about each parameter underlying the curve, optional.
Optional<List<ParameterMetadata>>	DefaultCurveMetadata.getParameterMetadata()	Gets the metadata about the parameters.
ImmutableList<ParameterMetadata>	ParameterizedFunctionalCurveDefinition.getParameterMetadata()	Gets the parameter metadata of the curve, defaulted to empty metadata instances.
org.joda.beans.MetaProperty<List<ParameterMetadata>>	DefaultCurveMetadata.Meta.parameterMetadata()	The meta-property for the parameterMetadata property.
org.joda.beans.MetaProperty<ImmutableList<ParameterMetadata>>	ParameterizedFunctionalCurveDefinition.Meta.parameterMetadata()	The meta-property for the parameterMetadata property.

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

Modifier and Type	Method	Description
default OptionalInt	Curve.findParameterIndex(ParameterMetadata metadata)
default OptionalInt	CurveMetadata.findParameterIndex(ParameterMetadata metadata)	Finds the parameter index of the specified metadata.
DefaultCurveMetadataBuilder	DefaultCurveMetadataBuilder.parameterMetadata(ParameterMetadata... parameterMetadata)	Sets the parameter-level metadata.
ParameterizedFunctionalCurveDefinition.Builder	ParameterizedFunctionalCurveDefinition.Builder.parameterMetadata(ParameterMetadata... parameterMetadata)	Sets the parameterMetadata property in the builder from an array of objects.
ConstantNodalCurve	ConstantNodalCurve.withNode(double x, double y, ParameterMetadata paramMetadata)
HybridNodalCurve	HybridNodalCurve.withNode(double x, double y, ParameterMetadata paramMetadata)
InflationNodalCurve	InflationNodalCurve.withNode(double x, double y, ParameterMetadata paramMetadata)
InterpolatedNodalCurve	InterpolatedNodalCurve.withNode(double x, double y, ParameterMetadata paramMetadata)	Returns a new curve with an additional node, specifying the parameter metadata.
NodalCurve	NodalCurve.withNode(double x, double y, ParameterMetadata paramMetadata)	Returns a new curve with an additional node, specifying the parameter metadata.

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

Modifier and Type	Method	Description
static CurveMetadata	Curves.blackVolatilityByExpiry(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing Black volatility by expiry.
static CurveMetadata	Curves.correlationByExpiry(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing correlation by expiry.
static CurveMetadata	Curves.discountFactors(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing discount factors.
static CurveMetadata	Curves.forwardRates(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing forward rates.
static CurveMetadata	Curves.normalVolatilityByExpiry(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing normal volatility by expiry.
DefaultCurveMetadataBuilder	DefaultCurveMetadataBuilder.parameterMetadata(List<? extends ParameterMetadata> parameterMetadata)	Sets the parameter-level metadata.
ParameterizedFunctionalCurveDefinition.Builder	ParameterizedFunctionalCurveDefinition.Builder.parameterMetadata(List<? extends ParameterMetadata> parameterMetadata)	Sets the parameter metadata of the curve, defaulted to empty metadata instances.
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, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing recovery rates.
static CurveMetadata	Curves.sabrParameterByExpiry(CurveName name, DayCount dayCount, ValueType yType, List<? extends ParameterMetadata> parameterMetadata)	Creates metadata for a curve providing a SABR parameter.
CurveMetadata	CurveMetadata.withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata)	Returns an instance where the parameter metadata has been changed.
DefaultCurveMetadata	DefaultCurveMetadata.withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata)
static CurveMetadata	Curves.zeroRates(CurveName name, DayCount dayCount, List<? extends ParameterMetadata> parameterMetadata)	Creates curve metadata for a curve providing zero rates.

Uses of ParameterMetadata in com.opengamma.strata.market.param

Subinterfaces of ParameterMetadata in com.opengamma.strata.market.param

Modifier and Type	Interface	Description
interface	DatedParameterMetadata	Parameter metadata that specifies a date.
interface	TenoredParameterMetadata	Parameter metadata that specifies a tenor.

Classes in com.opengamma.strata.market.param that implement ParameterMetadata

Modifier and Type	Class	Description
class	LabelDateParameterMetadata	Parameter metadata based on a date and label.
class	LabelParameterMetadata	Parameter metadata based on a label.
class	ResolvedTradeParameterMetadata	Parameter metadata based on a resolved trade and label.
class	TenorDateParameterMetadata	Parameter metadata based on a date and tenor.
class	TenorParameterMetadata	Parameter metadata based on a tenor.
class	TenorTenorParameterMetadata	Parameter metadata based on an expiry tenor, an underlying tenor and their respective year fractions.
class	YearMonthDateParameterMetadata	Parameter metadata based on a date and year-month.

Methods in com.opengamma.strata.market.param that return ParameterMetadata

Modifier and Type	Method	Description
static ParameterMetadata	ParameterMetadata.empty()	Gets an empty metadata instance.
ParameterMetadata	CrossGammaParameterSensitivity.getParameterMetadata(int parameterIndex)	Gets the parameter metadata at the specified index.
ParameterMetadata	CurrencyParameterSensitivity.getParameterMetadata(int parameterIndex)	Gets the parameter metadata at the specified index.
ParameterMetadata	ParameterizedData.getParameterMetadata(int parameterIndex)	Gets the metadata of the parameter at the specified index.
ParameterMetadata	ParameterizedDataCombiner.getParameterMetadata(int parameterIndex)	Gets the metadata of the parameter at the specified index.
ParameterMetadata	UnitParameterSensitivity.getParameterMetadata(int parameterIndex)	Gets the parameter metadata at the specified index.

Methods in com.opengamma.strata.market.param that return types with arguments of type ParameterMetadata

Modifier and Type	Method	Description
ImmutableList<Pair<MarketDataName<?>,List<? extends ParameterMetadata>>>	CrossGammaParameterSensitivity.getOrder()	Gets the sensitivity order.
ImmutableList<ParameterMetadata>	CrossGammaParameterSensitivity.getParameterMetadata()	Gets the list of parameter metadata.
ImmutableList<ParameterMetadata>	CurrencyParameterSensitivity.getParameterMetadata()	Gets the list of parameter metadata.
ImmutableList<ParameterMetadata>	UnitParameterSensitivity.getParameterMetadata()	Gets the list of parameter metadata.
static List<ParameterMetadata>	ParameterMetadata.listOfEmpty(int size)	Gets a list of empty metadata instances.
org.joda.beans.MetaProperty<ImmutableList<Pair<MarketDataName<?>,List<? extends ParameterMetadata>>>>	CrossGammaParameterSensitivity.Meta.order()	The meta-property for the order property.
org.joda.beans.MetaProperty<ImmutableList<ParameterMetadata>>	CrossGammaParameterSensitivity.Meta.parameterMetadata()	The meta-property for the parameterMetadata property.
org.joda.beans.MetaProperty<ImmutableList<ParameterMetadata>>	CurrencyParameterSensitivity.Meta.parameterMetadata()	The meta-property for the parameterMetadata property.
org.joda.beans.MetaProperty<ImmutableList<ParameterMetadata>>	UnitParameterSensitivity.Meta.parameterMetadata()	The meta-property for the parameterMetadata property.
MapStream<ParameterMetadata,Double>	CurrencyParameterSensitivity.sensitivities()	Converts this instance to a stream of sensitivity, keyed by the parameter metadata.

Methods in com.opengamma.strata.market.param with parameters of type ParameterMetadata

Modifier and Type	Method	Description
CurrencyParameterSensitivitiesBuilder	CurrencyParameterSensitivitiesBuilder.add(MarketDataName<?> marketDataName, Currency currency, ParameterMetadata metadata, double sensitivityValue)	Adds a single sensitivity to the builder.
default OptionalInt	ParameterizedData.findParameterIndex(ParameterMetadata metadata)	Finds the parameter index of the specified metadata.
CurrencyParameterSensitivity.Builder	CurrencyParameterSensitivity.Builder.parameterMetadata(ParameterMetadata... parameterMetadata)	Sets the parameterMetadata property in the builder from an array of objects.
double	ParameterPerturbation.perturbParameter(int index, double value, ParameterMetadata metadata)	Applies a perturbation to a single parameter.

Method parameters in com.opengamma.strata.market.param with type arguments of type ParameterMetadata

Modifier and Type	Method	Description
CurrencyParameterSensitivitiesBuilder	CurrencyParameterSensitivitiesBuilder.mapMetadata(UnaryOperator<ParameterMetadata> metadataFn)	Maps the sensitivity metadata.
CurrencyParameterSensitivitiesBuilder	CurrencyParameterSensitivitiesBuilder.mapSensitivities(BiFunction<ParameterMetadata,Double,Double> mapFn)	Maps the sensitivity.
static CrossGammaParameterSensitivity	CrossGammaParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleMatrix sensitivity)	Obtains an instance from the market data name, metadata, currency and sensitivity.
static CrossGammaParameterSensitivity	CrossGammaParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, MarketDataName<?> marketDataNameOther, List<? extends ParameterMetadata> parameterMetadataOther, Currency currency, DoubleMatrix sensitivity)	Obtains an instance from the market data names, metadatas, currency and sensitivity.
static CrossGammaParameterSensitivity	CrossGammaParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, List<Pair<MarketDataName<?>,List<? extends ParameterMetadata>>> order, Currency currency, DoubleMatrix sensitivity)	Obtains an instance from the market data names, metadatas, currency and sensitivity.
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName, Currency currency, Map<? extends ParameterMetadata,Double> sensitivityMetadataMap)	Obtains an instance from the market data name, currency and a map of metadata to sensitivity.
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleArray sensitivity)	Obtains an instance from the market data name, metadata, currency and sensitivity.
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleArray sensitivity, List<ParameterSize> parameterSplit)	Obtains an instance from the market data name, metadata, currency, sensitivity and parameter split.
static UnitParameterSensitivity	UnitParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, DoubleArray sensitivity)	Obtains an instance from the market data name, metadata and sensitivity.
static UnitParameterSensitivity	UnitParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, DoubleArray sensitivity, List<ParameterSize> parameterSplit)	Obtains an instance from the market data name, metadata, sensitivity and parameter split.
CurrencyParameterSensitivity.Builder	CurrencyParameterSensitivity.Builder.parameterMetadata(List<? extends ParameterMetadata> parameterMetadata)	Sets the list of parameter metadata.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.withParameterMetadatas(UnaryOperator<ParameterMetadata> mdFn)	Checks and adjusts the parameter metadata.

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

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

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.

Method parameters in com.opengamma.strata.market.sensitivity with type arguments of type ParameterMetadata

Modifier and Type	Method	Description
CurveSensitivities	CurveSensitivities.withParameterMetadatas(UnaryOperator<ParameterMetadata> mdFn)	Checks and adjusts the parameter metadata.

Uses of ParameterMetadata in com.opengamma.strata.market.surface

Classes in com.opengamma.strata.market.surface that implement ParameterMetadata

Modifier and Type	Class	Description
class	SimpleSurfaceParameterMetadata	Simple parameter metadata containing the x and y values and type.

Methods in com.opengamma.strata.market.surface that return ParameterMetadata

Modifier and Type	Method	Description
ParameterMetadata	DeformedSurface.getParameterMetadata(int parameterIndex)
default ParameterMetadata	NodalSurface.getParameterMetadata(int parameterIndex)	Gets the metadata of the parameter at the specified index.
default ParameterMetadata	Surface.getParameterMetadata(int parameterIndex)
default ParameterMetadata	SurfaceMetadata.getParameterMetadata(int parameterIndex)	Gets the metadata of the parameter at the specified index.

Methods in com.opengamma.strata.market.surface that return types with arguments of type ParameterMetadata

Modifier and Type	Method	Description
Optional<List<ParameterMetadata>>	DefaultSurfaceMetadata.getParameterMetadata()	Gets the metadata about the parameters.
Optional<List<ParameterMetadata>>	SurfaceMetadata.getParameterMetadata()	Gets metadata about each parameter underlying the surface, optional.
org.joda.beans.MetaProperty<List<ParameterMetadata>>	DefaultSurfaceMetadata.Meta.parameterMetadata()	The meta-property for the parameterMetadata property.

Methods in com.opengamma.strata.market.surface with parameters of type ParameterMetadata

Modifier and Type	Method	Description
default OptionalInt	Surface.findParameterIndex(ParameterMetadata metadata)
default OptionalInt	SurfaceMetadata.findParameterIndex(ParameterMetadata metadata)	Finds the parameter index of the specified metadata.
DefaultSurfaceMetadataBuilder	DefaultSurfaceMetadataBuilder.parameterMetadata(ParameterMetadata... parameterMetadata)	Sets the parameter-level metadata.

Method parameters in com.opengamma.strata.market.surface with type arguments of type ParameterMetadata

Modifier and Type	Method	Description
DefaultSurfaceMetadataBuilder	DefaultSurfaceMetadataBuilder.parameterMetadata(List<? extends ParameterMetadata> parameterMetadata)	Sets the parameter-level metadata.
DefaultSurfaceMetadata	DefaultSurfaceMetadata.withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata)
SurfaceMetadata	SurfaceMetadata.withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata)	Returns an instance where the parameter metadata has been changed.

Uses of ParameterMetadata in com.opengamma.strata.pricer

Methods in com.opengamma.strata.pricer that return ParameterMetadata

Modifier and Type	Method	Description
ParameterMetadata	SimpleDiscountFactors.getParameterMetadata(int parameterIndex)
ParameterMetadata	ZeroRateDiscountFactors.getParameterMetadata(int parameterIndex)
ParameterMetadata	ZeroRatePeriodicDiscountFactors.getParameterMetadata(int parameterIndex)

Methods in com.opengamma.strata.pricer with parameters of type ParameterMetadata

Modifier and Type	Method	Description
OptionalInt	SimpleDiscountFactors.findParameterIndex(ParameterMetadata metadata)
OptionalInt	ZeroRateDiscountFactors.findParameterIndex(ParameterMetadata metadata)
OptionalInt	ZeroRatePeriodicDiscountFactors.findParameterIndex(ParameterMetadata metadata)

Uses of ParameterMetadata in com.opengamma.strata.pricer.bond

Methods in com.opengamma.strata.pricer.bond that return ParameterMetadata

Modifier and Type	Method	Description
ParameterMetadata	BlackBondFutureExpiryLogMoneynessVolatilities.getParameterMetadata(int parameterIndex)
ParameterMetadata	NormalBondYieldExpiryDurationVolatilities.getParameterMetadata(int parameterIndex)

Methods in com.opengamma.strata.pricer.bond with parameters of type ParameterMetadata

Modifier and Type	Method	Description
OptionalInt	BlackBondFutureExpiryLogMoneynessVolatilities.findParameterIndex(ParameterMetadata metadata)
OptionalInt	NormalBondYieldExpiryDurationVolatilities.findParameterIndex(ParameterMetadata metadata)

Uses of ParameterMetadata in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return ParameterMetadata

Modifier and Type	Method	Description
ParameterMetadata	BlackIborCapletFloorletExpiryFlatVolatilities.getParameterMetadata(int parameterIndex)
ParameterMetadata	BlackIborCapletFloorletExpiryStrikeVolatilities.getParameterMetadata(int parameterIndex)
ParameterMetadata	NormalIborCapletFloorletExpiryFlatVolatilities.getParameterMetadata(int parameterIndex)
ParameterMetadata	NormalIborCapletFloorletExpiryStrikeVolatilities.getParameterMetadata(int parameterIndex)
ParameterMetadata	NormalSabrParametersIborCapletFloorletVolatilities.getParameterMetadata(int parameterIndex)
ParameterMetadata	SabrParametersIborCapletFloorletVolatilities.getParameterMetadata(int parameterIndex)
ParameterMetadata	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.getParameterMetadata(int parameterIndex)

Methods in com.opengamma.strata.pricer.capfloor with parameters of type ParameterMetadata

Modifier and Type	Method	Description
OptionalInt	BlackIborCapletFloorletExpiryFlatVolatilities.findParameterIndex(ParameterMetadata metadata)
OptionalInt	BlackIborCapletFloorletExpiryStrikeVolatilities.findParameterIndex(ParameterMetadata metadata)
OptionalInt	NormalIborCapletFloorletExpiryFlatVolatilities.findParameterIndex(ParameterMetadata metadata)
OptionalInt	NormalIborCapletFloorletExpiryStrikeVolatilities.findParameterIndex(ParameterMetadata metadata)
OptionalInt	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.findParameterIndex(ParameterMetadata metadata)

Uses of ParameterMetadata in com.opengamma.strata.pricer.common

Classes in com.opengamma.strata.pricer.common that implement ParameterMetadata

Modifier and Type	Class	Description
class	GenericVolatilitySurfacePeriodParameterMetadata	Surface node metadata for a generic volatility surface node with a specific period to expiry and strike.
class	GenericVolatilitySurfaceYearFractionParameterMetadata	Surface node metadata for a generic volatility surface node with a specific time to expiry and strike.

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

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

Modifier and Type	Method	Description
ParameterMetadata	ConstantRecoveryRates.getParameterMetadata(int parameterIndex)
ParameterMetadata	IsdaCreditDiscountFactors.getParameterMetadata(int parameterIndex)

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

Modifier and Type	Method	Description
OptionalInt	IsdaCreditDiscountFactors.findParameterIndex(ParameterMetadata metadata)

Uses of ParameterMetadata in com.opengamma.strata.pricer.fx

Methods in com.opengamma.strata.pricer.fx that return ParameterMetadata

Modifier and Type	Method	Description
ParameterMetadata	DiscountFxForwardRates.getParameterMetadata(int parameterIndex)
ParameterMetadata	ForwardFxIndexRates.getParameterMetadata(int parameterIndex)

Uses of ParameterMetadata in com.opengamma.strata.pricer.fxopt

Classes in com.opengamma.strata.pricer.fxopt that implement ParameterMetadata

Modifier and Type	Class	Description
class	FxVolatilitySurfaceYearFractionParameterMetadata	Surface node metadata for a surface node with a specific time to expiry and strike.

Methods in com.opengamma.strata.pricer.fxopt that return ParameterMetadata

Modifier and Type	Method	Description
ParameterMetadata	BlackFxOptionFlatVolatilities.getParameterMetadata(int parameterIndex)
ParameterMetadata	BlackFxOptionSmileVolatilities.getParameterMetadata(int parameterIndex)
ParameterMetadata	BlackFxOptionSurfaceVolatilities.getParameterMetadata(int parameterIndex)
ParameterMetadata	InterpolatedStrikeSmileDeltaTermStructure.getParameterMetadata(int parameterIndex)
ParameterMetadata	SmileDeltaParameters.getParameterMetadata(int parameterIndex)

Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type ParameterMetadata

Modifier and Type	Method	Description
ImmutableList<ParameterMetadata>	SmileDeltaParameters.getParameterMetadata()	Gets the associated metadata.
org.joda.beans.MetaProperty<ImmutableList<ParameterMetadata>>	SmileDeltaParameters.Meta.parameterMetadata()	The meta-property for the parameterMetadata property.

Methods in com.opengamma.strata.pricer.fxopt with parameters of type ParameterMetadata

Modifier and Type	Method	Description
OptionalInt	BlackFxOptionFlatVolatilities.findParameterIndex(ParameterMetadata metadata)
OptionalInt	BlackFxOptionSurfaceVolatilities.findParameterIndex(ParameterMetadata metadata)

Method parameters in com.opengamma.strata.pricer.fxopt with type arguments of type ParameterMetadata

Modifier and Type	Method	Description
static SmileDeltaParameters	SmileDeltaParameters.of(double expiry, double atmVolatility, DoubleArray delta, DoubleArray riskReversal, DoubleArray strangle, List<ParameterMetadata> parameterMetadata)	Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.
static SmileDeltaParameters	SmileDeltaParameters.of(double expiry, DoubleArray delta, DoubleArray volatility, List<ParameterMetadata> parameterMetadata)	Obtains an instance from volatility.

Uses of ParameterMetadata in com.opengamma.strata.pricer.index

Methods in com.opengamma.strata.pricer.index that return ParameterMetadata

Modifier and Type	Method	Description
ParameterMetadata	NormalIborFutureOptionExpirySimpleMoneynessVolatilities.getParameterMetadata(int parameterIndex)

Methods in com.opengamma.strata.pricer.index with parameters of type ParameterMetadata

Modifier and Type	Method	Description
OptionalInt	NormalIborFutureOptionExpirySimpleMoneynessVolatilities.findParameterIndex(ParameterMetadata metadata)

Uses of ParameterMetadata in com.opengamma.strata.pricer.model

Methods in com.opengamma.strata.pricer.model that return ParameterMetadata

Modifier and Type	Method	Description
ParameterMetadata	SabrInterestRateParameters.getParameterMetadata(int parameterIndex)
ParameterMetadata	SabrParameters.getParameterMetadata(int parameterIndex)

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

Methods in com.opengamma.strata.pricer.rate that return ParameterMetadata

Modifier and Type	Method	Description
ParameterMetadata	DiscountIborIndexRates.getParameterMetadata(int parameterIndex)
ParameterMetadata	DiscountOvernightIndexRates.getParameterMetadata(int parameterIndex)
ParameterMetadata	HistoricIborIndexRates.getParameterMetadata(int parameterIndex)
ParameterMetadata	HistoricOvernightIndexRates.getParameterMetadata(int parameterIndex)
ParameterMetadata	HistoricPriceIndexValues.getParameterMetadata(int parameterIndex)
ParameterMetadata	SimpleIborIndexRates.getParameterMetadata(int parameterIndex)
ParameterMetadata	SimplePriceIndexValues.getParameterMetadata(int parameterIndex)

Methods in com.opengamma.strata.pricer.rate with parameters of type ParameterMetadata

Modifier and Type	Method	Description
OptionalInt	DiscountIborIndexRates.findParameterIndex(ParameterMetadata metadata)
OptionalInt	DiscountOvernightIndexRates.findParameterIndex(ParameterMetadata metadata)
OptionalInt	SimpleIborIndexRates.findParameterIndex(ParameterMetadata metadata)
OptionalInt	SimplePriceIndexValues.findParameterIndex(ParameterMetadata metadata)

Uses of ParameterMetadata in com.opengamma.strata.pricer.swaption

Classes in com.opengamma.strata.pricer.swaption that implement ParameterMetadata

Modifier and Type	Class	Description
class	SwaptionSurfaceExpirySimpleMoneynessParameterMetadata	Surface node metadata for a surface node for swaptions with a specific time to expiry and simple moneyness.
class	SwaptionSurfaceExpiryStrikeParameterMetadata	Surface node metadata for a surface node for swaptions with a specific time to expiry and strike.
class	SwaptionSurfaceExpiryTenorParameterMetadata	Surface node metadata for a surface node for swaptions with a specific time to expiry and underlying swap tenor.

Methods in com.opengamma.strata.pricer.swaption that return ParameterMetadata

Modifier and Type	Method	Description
ParameterMetadata	BlackSwaptionExpiryTenorVolatilities.getParameterMetadata(int parameterIndex)
ParameterMetadata	NormalSwaptionExpirySimpleMoneynessVolatilities.getParameterMetadata(int parameterIndex)
ParameterMetadata	NormalSwaptionExpiryStrikeVolatilities.getParameterMetadata(int parameterIndex)
ParameterMetadata	NormalSwaptionExpiryTenorVolatilities.getParameterMetadata(int parameterIndex)
ParameterMetadata	SabrParametersSwaptionVolatilities.getParameterMetadata(int parameterIndex)

Methods in com.opengamma.strata.pricer.swaption with parameters of type ParameterMetadata

Modifier and Type	Method	Description
OptionalInt	BlackSwaptionExpiryTenorVolatilities.findParameterIndex(ParameterMetadata metadata)
OptionalInt	NormalSwaptionExpirySimpleMoneynessVolatilities.findParameterIndex(ParameterMetadata metadata)
OptionalInt	NormalSwaptionExpiryStrikeVolatilities.findParameterIndex(ParameterMetadata metadata)
OptionalInt	NormalSwaptionExpiryTenorVolatilities.findParameterIndex(ParameterMetadata metadata)