Package com.opengamma.strata.market.surface

Interface SurfaceMetadata

  • All Known Implementing Classes:
    DefaultSurfaceMetadata
    public interface SurfaceMetadata
    Metadata about a surface and surface parameters.

    Implementations of this interface are used to store metadata about a surface. For example, a surface may be defined based on financial instruments. The parameters might represent 1 day, 1 week, 1 month, 3 month and 6 months. The metadata could be used to describe each parameter in terms of a Tenor.

    This metadata can be used by applications to interpret the parameters of the surface. For example, the scenario framework uses the data when applying perturbations.

    • Method Detail

      • getSurfaceName

        SurfaceName getSurfaceName()
        Gets the surface name.
        Returns:
        the surface name

      • getXValueType

        ValueType getXValueType()
        Gets the x-value type, providing meaning to the x-values of the surface.

        This type provides meaning to the x-values. For example, the x-value might represent a year fraction, as represented using ValueType.YEAR_FRACTION.

        Returns:
        the x-value type

      • getYValueType

        ValueType getYValueType()
        Gets the y-value type, providing meaning to the y-values of the surface.

        This type provides meaning to the y-values.

        Returns:
        the y-value type

      • getZValueType

        ValueType getZValueType()
        Gets the z-value type, providing meaning to the z-values of the surface.

        This type provides meaning to the z-values.

        Returns:
        the z-value type

      • getInfo

        default <T> T getInfo​(SurfaceInfoType<T> type)
        Gets surface information of a specific type.

        If the information is not found, an exception is thrown.

        Type Parameters:
        T - the type of the info
        Parameters:
        type - the type to find
        Returns:
        the surface information
        Throws:
        IllegalArgumentException - if the information is not found

      • findInfo

        <T> Optional<T> findInfo​(SurfaceInfoType<T> type)
        Finds surface information of a specific type.

        If the info is not found, optional empty is returned.

        Type Parameters:
        T - the type of the info
        Parameters:
        type - the type to find
        Returns:
        the surface information

      • getParameterMetadata

        default ParameterMetadata getParameterMetadata​(int parameterIndex)
        Gets the metadata of the parameter at the specified index.

        If there is no specific parameter metadata, an empty instance will be returned.

        Parameters:
        parameterIndex - the zero-based index of the parameter to get
        Returns:
        the metadata of the parameter
        Throws:
        IndexOutOfBoundsException - if the index is invalid

      • getParameterMetadata

        Optional<List<ParameterMetadata>> getParameterMetadata()
        Gets metadata about each parameter underlying the surface, optional.

        If present, the parameter metadata will match the number of parameters on the surface.

        Returns:
        the parameter metadata

      • findParameterIndex

        default OptionalInt findParameterIndex​(ParameterMetadata metadata)
        Finds the parameter index of the specified metadata.

        If the parameter metadata is not matched, an empty optional will be returned.

        Parameters:
        metadata - the parameter metadata to find the index of
        Returns:
        the index of the parameter

      • withInfo

        <T> DefaultSurfaceMetadata withInfo​(SurfaceInfoType<T> type,
                                    T value)
        Returns an instance where the specified additional information has been added.

        The additional information is stored in the result using Map.put semantics, removing the key if the instance is null.

        Type Parameters:
        T - the type of the info
        Parameters:
        type - the type to store under
        value - the value to store, may be null
        Returns:
        the new surface metadata

      • withParameterMetadata

        SurfaceMetadata withParameterMetadata​(List<? extends ParameterMetadata> parameterMetadata)
        Returns an instance where the parameter metadata has been changed.

        The result will contain the specified parameter metadata. A null value is accepted and causes the result to have no parameter metadata.

        Parameters:
        parameterMetadata - the new parameter metadata, may be null
        Returns:
        the new surface metadata