com.opengamma.strata.market.surface.SurfaceMetadata Maven / Gradle / Ivy
Show all versions of strata-market Show documentation
/*
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.market.surface;
import java.util.List;
import java.util.Optional;
import java.util.OptionalInt;
import com.opengamma.strata.basics.date.Tenor;
import com.opengamma.strata.collect.Messages;
import com.opengamma.strata.market.ValueType;
import com.opengamma.strata.market.param.ParameterMetadata;
/**
* 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 {@link 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.
*/
public interface SurfaceMetadata {
/**
* Gets the surface name.
*
* @return the surface name
*/
public abstract SurfaceName getSurfaceName();
/**
* 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 {@link ValueType#YEAR_FRACTION}.
*
* @return the x-value type
*/
public abstract ValueType getXValueType();
/**
* Gets the y-value type, providing meaning to the y-values of the surface.
*
* This type provides meaning to the y-values.
*
* @return the y-value type
*/
public abstract ValueType getYValueType();
/**
* Gets the z-value type, providing meaning to the z-values of the surface.
*
* This type provides meaning to the z-values.
*
* @return the z-value type
*/
public abstract ValueType getZValueType();
//-------------------------------------------------------------------------
/**
* Gets surface information of a specific type.
*
* If the information is not found, an exception is thrown.
*
* @param the type of the info
* @param type the type to find
* @return the surface information
* @throws IllegalArgumentException if the information is not found
*/
public default T getInfo(SurfaceInfoType type) {
return findInfo(type).orElseThrow(() -> new IllegalArgumentException(
Messages.format("Surface info not found for type '{}'", type)));
}
/**
* Finds surface information of a specific type.
*
* If the info is not found, optional empty is returned.
*
* @param the type of the info
* @param type the type to find
* @return the surface information
*/
public abstract Optional findInfo(SurfaceInfoType type);
/**
* Gets the metadata of the parameter at the specified index.
*
* If there is no specific parameter metadata, an empty instance will be returned.
*
* @param parameterIndex the zero-based index of the parameter to get
* @return the metadata of the parameter
* @throws IndexOutOfBoundsException if the index is invalid
*/
public default ParameterMetadata getParameterMetadata(int parameterIndex) {
return getParameterMetadata().map(pm -> pm.get(parameterIndex)).orElse(ParameterMetadata.empty());
}
/**
* Gets metadata about each parameter underlying the surface, optional.
*
* If present, the parameter metadata will match the number of parameters on the surface.
*
* @return the parameter metadata
*/
public abstract Optional> getParameterMetadata();
/**
* Finds the parameter index of the specified metadata.
*
* If the parameter metadata is not matched, an empty optional will be returned.
*
* @param metadata the parameter metadata to find the index of
* @return the index of the parameter
*/
public default OptionalInt findParameterIndex(ParameterMetadata metadata) {
if (!ParameterMetadata.empty().equals(metadata)) {
Optional> pmOpt = getParameterMetadata();
if (pmOpt.isPresent()) {
int index = pmOpt.get().indexOf(metadata);
if (index >= 0) {
return OptionalInt.of(index);
}
}
}
return OptionalInt.empty();
}
//-------------------------------------------------------------------------
/**
* Returns an instance where the specified additional information has been added.
*
* The additional information is stored in the result using {@code Map.put} semantics,
* removing the key if the instance is null.
*
* @param the type of the info
* @param type the type to store under
* @param value the value to store, may be null
* @return the new surface metadata
*/
public abstract DefaultSurfaceMetadata withInfo(SurfaceInfoType type, T value);
/**
* 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.
*
* @param parameterMetadata the new parameter metadata, may be null
* @return the new surface metadata
*/
public abstract SurfaceMetadata withParameterMetadata(List parameterMetadata);
}