Serialized Form (OpenGamma Strata Market)

Package com.opengamma.strata.market
- Class com.opengamma.strata.market.FxRateShifts extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - shiftType
```
ShiftType shiftType
```
      The type of shift applied to the FX rate.
    - shiftAmount
```
DoubleArray shiftAmount
```
      The shifts to apply to FxRate.
      Each element in the array corresponds to each scenario.
    - currencyPair
```
CurrencyPair currencyPair
```
      The currency pair for which the shifts are applied.
      This also defines the direction of the FX rate to be shifted.
- Class com.opengamma.strata.market.GenericDoubleShifts extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - shiftType
```
ShiftType shiftType
```
      The type of shift applied to a Double value.
    - shiftAmount
```
DoubleArray shiftAmount
```
      The shifts to apply to a Double value.
      Each element in the array corresponds to each scenario.
    - spread
```
double spread
```
      The constant spread.
- Class com.opengamma.strata.market.ValueType extends TypedString<ValueType> implements Serializable
  
  serialVersionUID:
  
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Package com.opengamma.strata.market.amount
- Class com.opengamma.strata.market.amount.CashFlow extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - paymentDate
```
LocalDate paymentDate
```
      The payment date.
      This is the date on which the cash flow occurs.
    - presentValue
```
CurrencyAmount presentValue
```
      The present value of the cash flow.
      The present value is signed. A negative value indicates a payment while a positive value indicates receipt.
    - forecastValue
```
CurrencyAmount forecastValue
```
      The forecast value of the cash flow.
      The forecast value is signed. A negative value indicates a payment while a positive value indicates receipt.
    - discountFactor
```
double discountFactor
```
      The discount factor.
      This is the discount factor between valuation date and the payment date. Thus present value is the forecast value multiplied by the discount factor.
- Class com.opengamma.strata.market.amount.CashFlows extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - cashFlows
```
ImmutableList<E> cashFlows
```
      The cash flows.
      Each entry includes details of a single cash flow.
- Class com.opengamma.strata.market.amount.LegAmounts extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - amounts
```
ImmutableList<E> amounts
```
      The leg amounts.
- Class com.opengamma.strata.market.amount.SwapLegAmount extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - amount
```
CurrencyAmount amount
```
      The amount associated with the leg. The meaning associated with this amount is implied by the context. This amount may have been currency converted.
    - payReceive
```
PayReceive payReceive
```
      Whether the leg is pay or receive.
    - type
```
SwapLegType type
```
      The type of the leg, such as Fixed or Ibor.
    - currency
```
Currency currency
```
      The currency of the leg. This is not be affected by any currency conversion applied to the amount.
Package com.opengamma.strata.market.curve
- Class com.opengamma.strata.market.curve.AddFixedCurve extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - fixedCurve
```
Curve fixedCurve
```
      The fixed curve. Also called base or shape curve.
    - spreadCurve
```
Curve spreadCurve
```
      The spread curve. Also called the variable curve.
- Class com.opengamma.strata.market.curve.CombinedCurve extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - baseCurve
```
Curve baseCurve
```
      The base curve.
    - spreadCurve
```
Curve spreadCurve
```
      The spread curve.
    - metadata
```
CurveMetadata metadata
```
      The curve metadata.
- Class com.opengamma.strata.market.curve.ConstantCurve extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialization Methods
    - readResolve
```
private Object readResolve()
```
  - Serialized Fields
    - metadata
```
CurveMetadata metadata
```
      The curve metadata.
      The metadata will not normally have parameter metadata.
    - yValue
```
double yValue
```
      The single y-value.
- Class com.opengamma.strata.market.curve.ConstantNodalCurve extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialization Methods
    - readResolve
```
private Object readResolve()
```
  - Serialized Fields
    - metadata
```
CurveMetadata metadata
```
      The curve metadata.
      The metadata will have a single parameter metadata.
    - xValue
```
double xValue
```
      The single x-value.
    - yValue
```
double yValue
```
      The single y-value.
- Class com.opengamma.strata.market.curve.CurveGroupName extends TypedString<CurveGroupName> implements Serializable
  
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- Class com.opengamma.strata.market.curve.CurveId extends Object implements Serializable
  
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  - Serialized Fields
    - curveGroupName
```
CurveGroupName curveGroupName
```
      The curve group name.
    - curveName
```
CurveName curveName
```
      The curve name.
    - observableSource
```
ObservableSource observableSource
```
      The source of observable market data.
- Class com.opengamma.strata.market.curve.CurveInfoType extends TypedString<CurveInfoType<T>> implements Serializable
  
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- Class com.opengamma.strata.market.curve.CurveName extends MarketDataName<Curve> implements Serializable
  
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  - Serialized Fields
    - name
```
String name
```
      The name.
- Class com.opengamma.strata.market.curve.CurveNodeDate extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - type
```
CurveNodeDateType type
```
      The method by which the date of the node is calculated, defaulted to 'End'.
    - date
```
LocalDate date
```
      The fixed date to be used on the node, only used when the type is 'Fixed'.
- Class com.opengamma.strata.market.curve.CurveNodeDateOrder extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - minGapInDays
```
int minGapInDays
```
      The minimum gap between two curve nodes, measured in calendar days. A gap of one day is the smallest allowed. A clash occurs if the period between the two nodes is less than the minimum. The gap applies to the node before this one and the node after this one.
    - action
```
CurveNodeClashAction action
```
      The action to perform if a clash occurs.
- Class com.opengamma.strata.market.curve.CurveParallelShifts extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - shiftType
```
ShiftType shiftType
```
      The type of shift to apply to the y-values of the curve.
    - shiftAmounts
```
DoubleArray shiftAmounts
```
      The amount by which the y-values are shifted.
- Class com.opengamma.strata.market.curve.CurveParameterSize extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - name
```
CurveName name
```
      The curve name.
    - parameterCount
```
int parameterCount
```
      The number of parameters.
- Class com.opengamma.strata.market.curve.DefaultCurveMetadata extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - curveName
```
CurveName curveName
```
      The curve name.
    - xValueType
```
ValueType xValueType
```
      The x-value type, providing meaning to the x-values of the curve.
      This type provides meaning to the x-values. For example, the x-value might represent a year fraction, as represented using YEAR_FRACTION.
      If using the builder, this defaults to UNKNOWN.
    - yValueType
```
ValueType yValueType
```
      The y-value type, providing meaning to the y-values of the curve.
      This type provides meaning to the y-values. For example, the y-value might represent a zero rate, as represented using ZERO_RATE.
      If using the builder, this defaults to UNKNOWN.
    - info
```
ImmutableMap<K,V> info
```
      The additional curve information.
      This stores additional information for the curve.
      The most common information is the day count and curve calibration Jacobian.
    - parameterMetadata
```
ImmutableList<E> parameterMetadata
```
      The metadata about the parameters.
      If present, the parameter metadata will match the number of parameters on the curve.
- Class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - label
```
String label
```
      The label to use for the node, defaulted.
      When building, this will default based on the tenor if not specified.
    - observableId
```
ObservableId observableId
```
      The identifier of the market data value that provides the rate.
    - tenor
```
Tenor tenor
```
      The period between the start date and the end date.
    - spotDateOffset
```
DaysAdjustment spotDateOffset
```
      The offset of the start date from the trade date.
      The offset is applied to the trade date and is typically plus 2 business days.
    - businessDayAdjustment
```
BusinessDayAdjustment businessDayAdjustment
```
      The business day adjustment to apply to the start and end date.
      The start and end date will be adjusted as defined here.
    - dayCount
```
DayCount dayCount
```
      The day count convention.
      This defines the term year fraction.
- Class com.opengamma.strata.market.curve.HybridNodalCurve extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - leftCurve
```
NodalCurve leftCurve
```
      The left nodal curve.
    - rightCurve
```
NodalCurve rightCurve
```
      The right nodal curve.
- Class com.opengamma.strata.market.curve.InflationNodalCurve extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialization Methods
    - readResolve
```
private Object readResolve()
```
  - Serialized Fields
    - underlying
```
NodalCurve underlying
```
      The underlying curve, before the seasonality adjustment. This includes the fixed initial value, which is not treated as a parameter.
    - seasonality
```
DoubleArray seasonality
```
      Describes the monthly seasonal adjustments. The array has a dimension of 12, one element for each month. The adjustments are described as a perturbation to the existing values. No adjustment to the fixing value.
    - adjustmentType
```
ShiftType adjustmentType
```
      The shift type applied to the unadjusted value and the adjustment. (value, seasonality) -> adjustmentType.applyShift(value, seasonality).
- Class com.opengamma.strata.market.curve.InterpolatedNodalCurve extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialization Methods
    - readResolve
```
private Object readResolve()
```
  - Serialized Fields
    - metadata
```
CurveMetadata metadata
```
      The curve metadata.
      The metadata includes an optional list of parameter metadata. If present, the size of the parameter metadata list will match the number of parameters of this curve.
    - xValues
```
DoubleArray xValues
```
      The array of x-values, one for each point.
      This array will contains at least two elements and be of the same length as y-values.
    - yValues
```
DoubleArray yValues
```
      The array of y-values, one for each point.
      This array will contains at least two elements and be of the same length as x-values.
    - interpolator
```
CurveInterpolator interpolator
```
      The interpolator. This is used for x-values between the smallest and largest known x-value.
    - extrapolatorLeft
```
CurveExtrapolator extrapolatorLeft
```
      The extrapolator for x-values on the left, defaulted to 'Flat". This is used for x-values smaller than the smallest known x-value.
    - extrapolatorRight
```
CurveExtrapolator extrapolatorRight
```
      The extrapolator for x-values on the right, defaulted to 'Flat". This is used for x-values larger than the largest known x-value.
- Class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - name
```
CurveName name
```
      The curve name.
    - xValueType
```
ValueType xValueType
```
      The x-value type, providing meaning to the x-values of the curve.
      This type provides meaning to the x-values. For example, the x-value might represent a year fraction, as represented using YEAR_FRACTION.
      If using the builder, this defaults to UNKNOWN.
    - yValueType
```
ValueType yValueType
```
      The y-value type, providing meaning to the y-values of the curve.
      This type provides meaning to the y-values. For example, the y-value might represent a zero rate, as represented using ZERO_RATE.
      If using the builder, this defaults to UNKNOWN.
    - dayCount
```
DayCount dayCount
```
      The day count, optional.
      If the x-value of the curve represents time as a year fraction, the day count can be specified to define how the year fraction is calculated.
    - compoundingPerYear
```
Integer compoundingPerYear
```
      The compounding per year, optional.
      The number of compounding periods per year of the zero-coupon rate. This is used for a zero rate periodically-compounded curve.
    - nodes
```
ImmutableList<E> nodes
```
      The nodes in the curve.
      The nodes are used to find the par rates and calibrate the curve. There must be at least two nodes in the curve.
    - interpolator
```
CurveInterpolator interpolator
```
      The interpolator used to find points on the curve.
    - extrapolatorLeft
```
CurveExtrapolator extrapolatorLeft
```
      The extrapolator used to find points to the left of the leftmost point on the curve.
    - extrapolatorRight
```
CurveExtrapolator extrapolatorRight
```
      The extrapolator used to find points to the right of the rightmost point on the curve.
- Class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - name
```
CurveName name
```
      The curve name.
    - currency
```
Currency currency
```
      The curve currency.
      The resultant curve will be used for discounting based on this currency. This is typically the same as the currency of the curve node instruments in curveNodes.
    - curveValuationDate
```
LocalDate curveValuationDate
```
      The curve valuation date.
      The date on which the resultant curve is used for pricing. This date is not necessarily the same as the valuationDate of MarketData on which the market data was snapped.
    - dayCount
```
DayCount dayCount
```
      The day count.
      If the x-value of the curve represents time as a year fraction, the day count can be specified to define how the year fraction is calculated.
    - curveNodes
```
ImmutableList<E> curveNodes
```
      The curve nodes.
      The nodes are used to find the par rates and calibrate the curve.
    - computeJacobian
```
boolean computeJacobian
```
      The flag indicating if the Jacobian matrices should be computed and stored in metadata or not.
    - storeNodeTrade
```
boolean storeNodeTrade
```
      The flag indicating if the node trade should be stored or not.
      This property is used only for credit curve calibration.
- Class com.opengamma.strata.market.curve.IssuerCurveInputsId extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - curveGroupName
```
CurveGroupName curveGroupName
```
      The curve group name.
    - curveName
```
CurveName curveName
```
      The curve name.
    - observableSource
```
ObservableSource observableSource
```
      The source of observable market data.
- Class com.opengamma.strata.market.curve.JacobianCalibrationMatrix extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - order
```
ImmutableList<E> order
```
      The curve order. This defines the order of the curves during calibration, which can be used as a key to interpret the Jacobian matrix.
    - jacobianMatrix
```
DoubleMatrix jacobianMatrix
```
      The inverse Jacobian matrix produced during curve calibration. This is the derivative of the curve parameters with respect to the market quotes.
- Class com.opengamma.strata.market.curve.LegalEntityCurveGroup extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - name
```
CurveGroupName name
```
      The name of the curve group.
    - repoCurves
```
ImmutableMap<K,V> repoCurves
```
      The repo curves in the curve group, keyed by repo group and currency.
    - issuerCurves
```
ImmutableMap<K,V> issuerCurves
```
      The issuer curves in the curve group, keyed by legal entity group and currency.
- Class com.opengamma.strata.market.curve.LegalEntityCurveGroupId extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - curveGroupName
```
CurveGroupName curveGroupName
```
      The curve group name.
    - observableSource
```
ObservableSource observableSource
```
      The source of observable market data.
- Class com.opengamma.strata.market.curve.LegalEntityGroup extends TypedString<LegalEntityGroup> implements Serializable
  
  serialVersionUID:
  
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- Class com.opengamma.strata.market.curve.ParallelShiftedCurve extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - underlyingCurve
```
Curve underlyingCurve
```
      The underlying curve.
    - shiftType
```
ShiftType shiftType
```
      The type of shift to apply to the y-values of the curve. The amount of the shift is determined by #getShiftAmount().
    - shiftAmount
```
double shiftAmount
```
      The amount by which y-values are shifted. The meaning of this amount is determined by #getShiftType().
- Class com.opengamma.strata.market.curve.RatesCurveGroup extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - name
```
CurveGroupName name
```
      The name of the curve group.
    - discountCurves
```
ImmutableMap<K,V> discountCurves
```
      The discount curves in the group, keyed by currency.
    - forwardCurves
```
ImmutableMap<K,V> forwardCurves
```
      The forward curves in the group, keyed by index.
- Class com.opengamma.strata.market.curve.RatesCurveGroupDefinition extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialization Methods
    - readResolve
```
private Object readResolve()
```
  - Serialized Fields
    - name
```
CurveGroupName name
```
      The name of the curve group.
    - entries
```
ImmutableList<E> entries
```
      The configuration for building the curves in the group.
    - curveDefinitions
```
ImmutableList<E> curveDefinitions
```
      Definitions which specify how the curves are calibrated.
      Curve definitions are required for curves that need to be calibrated. A definition is not necessary if the curve is not built by the Strata curve calibrator.
    - seasonalityDefinitions
```
ImmutableMap<K,V> seasonalityDefinitions
```
      Definitions which specify which seasonality should be used for some price index curves.
      If a curve linked to a price index does not have an entry in the map, no seasonality is used for that curve.
    - computeJacobian
```
boolean computeJacobian
```
      The flag indicating if the Jacobian matrices should be computed and stored in metadata or not.
    - computePvSensitivityToMarketQuote
```
boolean computePvSensitivityToMarketQuote
```
      The flag indicating if present value sensitivity to market quotes should be computed and stored in metadata or not.
- Class com.opengamma.strata.market.curve.RatesCurveGroupEntry extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - curveName
```
CurveName curveName
```
      The curve name.
    - discountCurrencies
```
ImmutableSet<E> discountCurrencies
```
      The currencies for which the curve provides discount rates. This is empty if the curve is not used for Ibor rates.
    - indices
```
ImmutableSet<E> indices
```
      The indices for which the curve provides forward rates. This is empty if the curve is not used for forward rates.
- Class com.opengamma.strata.market.curve.RatesCurveGroupId extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - curveGroupName
```
CurveGroupName curveGroupName
```
      The curve group name.
    - observableSource
```
ObservableSource observableSource
```
      The source of observable market data.
- Class com.opengamma.strata.market.curve.RatesCurveInputs extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - marketData
```
ImmutableMap<K,V> marketData
```
      The market data.
      There will typically be at least one entry for each node on the curve.
    - curveMetadata
```
CurveMetadata curveMetadata
```
      The metadata for the curve.
      This is used to identify the curve and the necessary pieces of market data.
- Class com.opengamma.strata.market.curve.RatesCurveInputsId extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - curveGroupName
```
CurveGroupName curveGroupName
```
      The curve group name.
    - curveName
```
CurveName curveName
```
      The curve name.
    - observableSource
```
ObservableSource observableSource
```
      The source of observable market data.
- Class com.opengamma.strata.market.curve.RepoCurveInputsId extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - curveGroupName
```
CurveGroupName curveGroupName
```
      The curve group name.
    - curveName
```
CurveName curveName
```
      The curve name.
    - observableSource
```
ObservableSource observableSource
```
      The source of observable market data.
- Class com.opengamma.strata.market.curve.RepoGroup extends TypedString<RepoGroup> implements Serializable
  
  serialVersionUID:
  
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- Class com.opengamma.strata.market.curve.SeasonalityDefinition extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - seasonalityMonthOnMonth
```
DoubleArray seasonalityMonthOnMonth
```
      The month on month adjustment.
      This is an array of length 12, with the first element being the adjustment from January to February, the second element being the adjustment from February to March, and so on to the 12th element being the adjustment from December to January.
    - adjustmentType
```
ShiftType adjustmentType
```
      The shift type applied to the unadjusted value and the adjustment. (value, seasonality) -> adjustmentType.applyShift(value, seasonality).
- Class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - xValueType
```
ValueType xValueType
```
      The type of the x-value.
    - xValue
```
double xValue
```
      The x-value.
- Class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - label
```
String label
```
      The label to use for the node, defaulted.
      When building, this will default based on the tenor if not specified.
    - observableId
```
ObservableId observableId
```
      The identifier of the market data value that provides the rate.
    - tenor
```
Tenor tenor
```
      The tenor of the swap.
      This is the period from the first accrual date to the last accrual date.
    - spotDateOffset
```
DaysAdjustment spotDateOffset
```
      The offset of the start date from the trade date.
      The offset is applied to the trade date and is typically plus 2 business days.
    - businessDayAdjustment
```
BusinessDayAdjustment businessDayAdjustment
```
      The business day adjustment to apply to the start date, end date and accrual schedule.
      The date property is an unadjusted date and as such might be a weekend or holiday. The adjustment specified here is used to convert a relevant date to a valid business day.
    - dayCount
```
DayCount dayCount
```
      The day count convention applicable.
      This is used to convert schedule period dates to a numerical value.
    - paymentFrequency
```
Frequency paymentFrequency
```
      The periodic frequency of payments, optional with defaulting getter.
      Regular payments will be made at the specified periodic frequency. The compounding is not allowed in this node. Thus the frequency is the same as the accrual periodic frequency.
Package com.opengamma.strata.market.curve.node
- Class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - template
```
CdsTemplate template
```
      The template for the single names associated with this node.
    - label
```
String label
```
      The label to use for the node.
      When building, this will default based on template if not specified.
    - observableId
```
ObservableId observableId
```
      The identifier of the market data value that provides the quoted value.
    - cdsIndexId
```
StandardId cdsIndexId
```
      The CDS index identifier.
      This identifier is used to refer this CDS index product.
    - legalEntityIds
```
ImmutableList<E> legalEntityIds
```
      The legal entity identifiers.
      These identifiers refer to the reference legal entities of the CDS index.
    - quoteConvention
```
CdsQuoteConvention quoteConvention
```
      The market quote convention.
      The CDS index is quoted in par spread, points upfront or quoted spread. See CdsQuoteConvention for detail.
    - fixedRate
```
Double fixedRate
```
      The fixed coupon rate.
      This must be represented in decimal form.
- Class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
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  - Serialized Fields
    - template
```
CdsTemplate template
```
      The template for the CDS associated with this node.
    - label
```
String label
```
      The label to use for the node.
      When building, this will default based on template if not specified.
    - observableId
```
ObservableId observableId
```
      The identifier of the market data value that provides the quoted value.
    - legalEntityId
```
StandardId legalEntityId
```
      The legal entity identifier.
      This identifier is used for the reference legal entity of the CDS.
    - quoteConvention
```
CdsQuoteConvention quoteConvention
```
      The market quote convention.
      The CDS is quoted in par spread, points upfront or quoted spread. See CdsQuoteConvention for detail.
    - fixedRate
```
Double fixedRate
```
      The fixed coupon rate.
      This must be represented in decimal form.
- Class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - template
```
FixedIborSwapTemplate template
```
      The template for the swap associated with this node.
    - rateId
```
ObservableId rateId
```
      The identifier of the market data value that provides the rate.
    - additionalSpread
```
double additionalSpread
```
      The additional spread added to the rate.
    - label
```
String label
```
      The label to use for the node, defaulted.
      When building, this will default based on the tenor if not specified.
    - date
```
CurveNodeDate date
```
      The method by which the date of the node is calculated, defaulted to 'End'.
    - dateOrder
```
CurveNodeDateOrder dateOrder
```
      The date order rules, used to ensure that the dates in the curve are in order. If not specified, this will default to CurveNodeDateOrder.DEFAULT.
- Class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - template
```
FixedInflationSwapTemplate template
```
      The template for the swap associated with this node.
    - rateId
```
ObservableId rateId
```
      The identifier of the market data value that provides the rate.
    - additionalSpread
```
double additionalSpread
```
      The additional spread added to the fixed rate.
    - label
```
String label
```
      The label to use for the node, defaulted.
      When building, this will default based on the tenor if not specified.
    - date
```
CurveNodeDate date
```
      The method by which the date of the node is calculated, defaulted to 'End'.
    - dateOrder
```
CurveNodeDateOrder dateOrder
```
      The date order rules, used to ensure that the dates in the curve are in order. If not specified, this will default to CurveNodeDateOrder.DEFAULT.
- Class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - template
```
FixedOvernightSwapTemplate template
```
      The template for the swap associated with this node.
    - rateId
```
ObservableId rateId
```
      The identifier of the market data value that provides the rate.
    - additionalSpread
```
double additionalSpread
```
      The additional spread added to the rate.
    - label
```
String label
```
      The label to use for the node, defaulted.
      When building, this will default based on the tenor if not specified.
    - date
```
CurveNodeDate date
```
      The method by which the date of the node is calculated, defaulted to 'End'.
    - dateOrder
```
CurveNodeDateOrder dateOrder
```
      The date order rules, used to ensure that the dates in the curve are in order. If not specified, this will default to CurveNodeDateOrder.DEFAULT.
- Class com.opengamma.strata.market.curve.node.FraCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - template
```
FraTemplate template
```
      The template for the FRA associated with this node.
    - rateId
```
ObservableId rateId
```
      The identifier of the market data value that provides the rate.
    - additionalSpread
```
double additionalSpread
```
      The additional spread added to the rate.
    - label
```
String label
```
      The label to use for the node, defaulted.
      When building, this will default based on the period to end if not specified.
    - date
```
CurveNodeDate date
```
      The method by which the date of the node is calculated, defaulted to 'End'.
    - dateOrder
```
CurveNodeDateOrder dateOrder
```
      The date order rules, used to ensure that the dates in the curve are in order. If not specified, this will default to CurveNodeDateOrder.DEFAULT.
- Class com.opengamma.strata.market.curve.node.FxSwapCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - template
```
FxSwapTemplate template
```
      The template for the FX Swap associated with this node.
    - fxRateId
```
FxRateId fxRateId
```
      The identifier used to obtain the FX rate market value, defaulted from the template. This only needs to be specified if using multiple market data sources.
    - farForwardPointsId
```
ObservableId farForwardPointsId
```
      The identifier of the market data value which provides the FX forward points.
    - label
```
String label
```
      The label to use for the node, defaulted.
      When building, this will default based on the far period if not specified.
    - date
```
CurveNodeDate date
```
      The method by which the date of the node is calculated, defaulted to 'End'.
    - dateOrder
```
CurveNodeDateOrder dateOrder
```
      The date order rules, used to ensure that the dates in the curve are in order. If not specified, this will default to CurveNodeDateOrder.DEFAULT.
- Class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - template
```
IborFixingDepositTemplate template
```
      The template for the Ibor fixing deposit associated with this node.
    - rateId
```
ObservableId rateId
```
      The identifier of the market data value that provides the rate.
    - additionalSpread
```
double additionalSpread
```
      The additional spread added to the rate.
    - label
```
String label
```
      The label to use for the node, defaulted.
      When building, this will default based on the deposit period if not specified.
    - date
```
CurveNodeDate date
```
      The method by which the date of the node is calculated, defaulted to 'End'.
    - dateOrder
```
CurveNodeDateOrder dateOrder
```
      The date order rules, used to ensure that the dates in the curve are in order. If not specified, this will default to CurveNodeDateOrder.DEFAULT.
- Class com.opengamma.strata.market.curve.node.IborFutureCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - template
```
IborFutureTemplate template
```
      The template for the Ibor Futures associated with this node.
    - rateId
```
QuoteId rateId
```
      The identifier of the market data value which provides the price.
    - additionalSpread
```
double additionalSpread
```
      The additional spread added to the price. This amount is directly added to the price, where 0.993 represents a 0.7% rate.
    - label
```
String label
```
      The label to use for the node, may be empty.
      If empty, a default label will be created when the metadata is built. The default label depends on the valuation date, so cannot be created in the node.
    - date
```
CurveNodeDate date
```
      The method by which the date of the node is calculated, defaulted to 'End'.
    - dateOrder
```
CurveNodeDateOrder dateOrder
```
      The date order rules, used to ensure that the dates in the curve are in order. If not specified, this will default to CurveNodeDateOrder.DEFAULT.
- Class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - template
```
IborIborSwapTemplate template
```
      The template for the swap associated with this node.
    - rateId
```
ObservableId rateId
```
      The identifier of the market data value that provides the rate.
    - additionalSpread
```
double additionalSpread
```
      The additional spread added to the market quote.
    - label
```
String label
```
      The label to use for the node, defaulted.
      When building, this will default based on the tenor if not specified.
    - date
```
CurveNodeDate date
```
      The method by which the date of the node is calculated, defaulted to 'End'.
    - dateOrder
```
CurveNodeDateOrder dateOrder
```
      The date order rules, used to ensure that the dates in the curve are in order. If not specified, this will default to CurveNodeDateOrder.DEFAULT.
- Class com.opengamma.strata.market.curve.node.OvernightFutureCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - template
```
OvernightFutureTemplate template
```
      The template for the Overnight Futures associated with this node. The contract specification of the future.
    - rateId
```
QuoteId rateId
```
      The identifier of the market data value which provides the price.
    - additionalSpread
```
double additionalSpread
```
      The additional spread added to the price. This amount is directly added to the price, where 0.993 represents a 0.7% rate.
    - label
```
String label
```
      The label to use for the node, may be empty.
      If empty, a default label will be created when the metadata is built. The default label depends on the valuation date, so cannot be created in the node.
    - date
```
CurveNodeDate date
```
      The method by which the date of the node is calculated, defaulted to 'End'.
    - dateOrder
```
CurveNodeDateOrder dateOrder
```
      The date order rules, used to ensure that the dates in the curve are in order. If not specified, this will default to CurveNodeDateOrder.DEFAULT.
- Class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - template
```
OvernightIborSwapTemplate template
```
      The template for the swap associated with this node.
    - rateId
```
ObservableId rateId
```
      The identifier of the market data value that provides the rate.
    - additionalSpread
```
double additionalSpread
```
      The additional spread added to the rate.
    - label
```
String label
```
      The label to use for the node, defaulted.
      When building, this will default based on the tenor if not specified.
    - date
```
CurveNodeDate date
```
      The method by which the date of the node is calculated, defaulted to 'End'.
    - dateOrder
```
CurveNodeDateOrder dateOrder
```
      The date order rules, used to ensure that the dates in the curve are in order. If not specified, this will default to CurveNodeDateOrder.DEFAULT.
- Class com.opengamma.strata.market.curve.node.TermDepositCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - template
```
TermDepositTemplate template
```
      The template for the term deposit associated with this node.
    - rateId
```
ObservableId rateId
```
      The identifier of the market data value that provides the rate.
    - additionalSpread
```
double additionalSpread
```
      The additional spread added to the rate.
    - label
```
String label
```
      The label to use for the node, defaulted.
      When building, this will default based on the deposit period if not specified.
    - date
```
CurveNodeDate date
```
      The method by which the date of the node is calculated, defaulted to 'End'.
    - dateOrder
```
CurveNodeDateOrder dateOrder
```
      The date order rules, used to ensure that the dates in the curve are in order. If not specified, this will default to CurveNodeDateOrder.DEFAULT.
- Class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - template
```
ThreeLegBasisSwapTemplate template
```
      The template for the swap associated with this node.
    - rateId
```
ObservableId rateId
```
      The identifier of the market data value that provides the rate.
    - additionalSpread
```
double additionalSpread
```
      The additional spread added to the market quote.
    - label
```
String label
```
      The label to use for the node, defaulted.
      When building, this will default based on the tenor if not specified.
    - date
```
CurveNodeDate date
```
      The method by which the date of the node is calculated, defaulted to 'End'.
    - dateOrder
```
CurveNodeDateOrder dateOrder
```
      The date order rules, used to ensure that the dates in the curve are in order. If not specified, this will default to CurveNodeDateOrder.DEFAULT.
- Class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - template
```
XCcyIborIborSwapTemplate template
```
      The template for the swap associated with this node.
    - fxRateId
```
FxRateId fxRateId
```
      The identifier used to obtain the FX rate market value, defaulted from the template. This only needs to be specified if using multiple market data sources.
    - spreadId
```
ObservableId spreadId
```
      The identifier of the market data value which provides the spread.
    - additionalSpread
```
double additionalSpread
```
      The additional spread added to the market quote.
    - label
```
String label
```
      The label to use for the node, defaulted.
      When building, this will default based on the tenor if not specified.
    - date
```
CurveNodeDate date
```
      The method by which the date of the node is calculated, defaulted to 'End'.
    - dateOrder
```
CurveNodeDateOrder dateOrder
```
      The date order rules, used to ensure that the dates in the curve are in order. If not specified, this will default to CurveNodeDateOrder.DEFAULT.
- Class com.opengamma.strata.market.curve.node.XCcyOvernightOvernightSwapCurveNode extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - template
```
XCcyOvernightOvernightSwapTemplate template
```
      The template for the swap associated with this node.
    - fxRateId
```
FxRateId fxRateId
```
      The identifier used to obtain the FX rate market value, defaulted from the template. This only needs to be specified if using multiple market data sources.
    - spreadId
```
ObservableId spreadId
```
      The identifier of the market data value which provides the spread.
    - additionalSpread
```
double additionalSpread
```
      The additional spread added to the market quote.
    - label
```
String label
```
      The label to use for the node, defaulted.
      When building, this will default based on the tenor if not specified.
    - date
```
CurveNodeDate date
```
      The method by which the date of the node is calculated, defaulted to 'End'.
    - dateOrder
```
CurveNodeDateOrder dateOrder
```
      The date order rules, used to ensure that the dates in the curve are in order. If not specified, this will default to CurveNodeDateOrder.DEFAULT.
Package com.opengamma.strata.market.explain
- Class com.opengamma.strata.market.explain.ExplainKey extends TypedString<ExplainKey<T>> implements Serializable
  
  serialVersionUID:
  
  1L
- Class com.opengamma.strata.market.explain.ExplainMap extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - map
```
ImmutableMap<K,V> map
```
      The map of explanatory values.
Package com.opengamma.strata.market.observable
- Class com.opengamma.strata.market.observable.IndexQuoteId extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - index
```
Index index
```
      The index.
    - fieldName
```
FieldName fieldName
```
      The field name in the market data record that contains the market data item. The most common field name is market value.
    - observableSource
```
ObservableSource observableSource
```
      The source of observable market data.
- Class com.opengamma.strata.market.observable.LegalEntityInformation extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - legalEntityId
```
StandardId legalEntityId
```
      The legal entity identifier.
    - defaulted
```
boolean defaulted
```
      Whether the legal entity has defaulted or not.
      True if defaulted, false otherwise.
- Class com.opengamma.strata.market.observable.LegalEntityInformationId extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - legalEntityId
```
StandardId legalEntityId
```
      The legal entity identifier.
- Class com.opengamma.strata.market.observable.QuoteId extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - standardId
```
StandardId standardId
```
      The identifier of the data. This is typically an identifier from an external data provider.
    - fieldName
```
FieldName fieldName
```
      The field name in the market data record that contains the market data item. The most common field name is market value.
    - observableSource
```
ObservableSource observableSource
```
      The source of observable market data.
- Class com.opengamma.strata.market.observable.QuoteScenarioArray extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - quotes
```
DoubleArray quotes
```
      The values of the quotes.
- Class com.opengamma.strata.market.observable.QuoteScenarioArrayId extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - id
```
QuoteId id
```
      The market data key identifying the quote.
Package com.opengamma.strata.market.option
- Class com.opengamma.strata.market.option.DeltaStrike extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - value
```
double value
```
      The value of absolute delta.
- Class com.opengamma.strata.market.option.LogMoneynessStrike extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - value
```
double value
```
      The value of log-moneyness.
- Class com.opengamma.strata.market.option.MoneynessStrike extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - value
```
double value
```
      The value of moneyness.
- Class com.opengamma.strata.market.option.SimpleStrike extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - value
```
double value
```
      The value of strike.
- Class com.opengamma.strata.market.option.StrikeType extends TypedString<StrikeType> implements Serializable
  
  serialVersionUID:
  
  1L
Package com.opengamma.strata.market.param
- Class com.opengamma.strata.market.param.CrossGammaParameterSensitivities extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - sensitivities
```
ImmutableList<E> sensitivities
```
      The parameter sensitivities.
      Each entry includes details of the ParameterizedData it relates to.
- Class com.opengamma.strata.market.param.CrossGammaParameterSensitivity extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - marketDataName
```
MarketDataName<T> marketDataName
```
      The market data name.
      This name is used in the market data system to identify the data that the sensitivities refer to.
    - parameterMetadata
```
ImmutableList<E> parameterMetadata
```
      The list of parameter metadata.
      There is one entry for each parameter.
    - order
```
ImmutableList<E> order
```
      The sensitivity order.
      This defines the order of sensitivity values, which can be used as a key to interpret sensitivity.
    - currency
```
Currency currency
```
      The currency of the sensitivity.
    - sensitivity
```
DoubleMatrix sensitivity
```
      The parameter sensitivity values.
      The curve delta sensitivities to parameterized market data. This is a n x m matrix, where n must agree with the size of parameterMetadata and m must be the sum of parameter count in order.
- Class com.opengamma.strata.market.param.CurrencyParameterSensitivities extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - sensitivities
```
ImmutableList<E> sensitivities
```
      The parameter sensitivities.
      Each entry includes details of the ParameterizedData it relates to.
- Class com.opengamma.strata.market.param.CurrencyParameterSensitivity extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - marketDataName
```
MarketDataName<T> marketDataName
```
      The market data name.
      This name is used in the market data system to identify the data that the sensitivities refer to.
    - parameterMetadata
```
ImmutableList<E> parameterMetadata
```
      The list of parameter metadata.
      There is one entry for each parameter.
    - currency
```
Currency currency
```
      The currency of the sensitivity.
    - sensitivity
```
DoubleArray sensitivity
```
      The parameter sensitivity values.
      There is one sensitivity value for each parameter.
    - parameterSplit
```
ImmutableList<E> parameterSplit
```
      The split of parameters between the underlying parameterized data.
      A single CurrencyParameterSensitivity represents the sensitivity to a single ParameterizedData instance. However, a ParameterizedData instance can itself be backed by more than one underlying instance. For example, a curve formed from two underlying curves. If this list is present, it represents how to split this sensitivity between the underlying instances.
- Class com.opengamma.strata.market.param.LabelDateParameterMetadata extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - date
```
LocalDate date
```
      The date associated with the parameter.
      This is the date that is most closely associated with the parameter. The actual parameter is typically a year fraction based on a day count.
    - label
```
String label
```
      The label that describes the parameter.
- Class com.opengamma.strata.market.param.LabelParameterMetadata extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - label
```
String label
```
      The label that describes the parameter.
- Class com.opengamma.strata.market.param.ParameterSize extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - name
```
MarketDataName<T> name
```
      The name of the market data.
    - parameterCount
```
int parameterCount
```
      The number of parameters.
- Class com.opengamma.strata.market.param.PointShifts extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - shiftType
```
ShiftType shiftType
```
      The type of shift applied to the parameters.
    - shifts
```
DoubleMatrix shifts
```
      The shift to apply to the rates.
      There is one row in the matrix for each scenario and one column for each parameter in the data. Node indices are found using nodeIndices.
    - nodeIndices
```
ImmutableMap<K,V> nodeIndices
```
      Indices of each parameter, keyed by an object identifying the node.
      The key is typically the node identifier. The key may also be the node label.
- Class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - trade
```
ResolvedTrade trade
```
      The trade that describes the parameter.
    - label
```
String label
```
      The label that describes the parameter.
- Class com.opengamma.strata.market.param.TenorDateParameterMetadata extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - date
```
LocalDate date
```
      The date associated with the parameter.
      This is the date that is most closely associated with the parameter. The actual parameter is typically a year fraction based on a day count.
    - tenor
```
Tenor tenor
```
      The tenor associated with the parameter.
    - label
```
String label
```
      The label that describes the parameter, defaulted to the tenor.
- Class com.opengamma.strata.market.param.TenorParameterMetadata extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - tenor
```
Tenor tenor
```
      The tenor associated with the parameter.
    - label
```
String label
```
      The label that describes the parameter, defaulted to the tenor.
- Class com.opengamma.strata.market.param.TenorTenorParameterMetadata extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - expiryTenor
```
Tenor expiryTenor
```
      The expiry tenor associated with the parameter.
    - underlyingTenor
```
Tenor underlyingTenor
```
      The underlying tenor associated with the parameter.
    - label
```
String label
```
      The label that describes the parameter, defaulted to both tenors.
- Class com.opengamma.strata.market.param.UnitParameterSensitivities extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - sensitivities
```
ImmutableList<E> sensitivities
```
      The parameter sensitivities.
      Each entry includes details of the ParameterizedData it relates to.
- Class com.opengamma.strata.market.param.UnitParameterSensitivity extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - marketDataName
```
MarketDataName<T> marketDataName
```
      The market data name.
      This name is used in the market data system to identify the data that the sensitivities refer to.
    - parameterMetadata
```
ImmutableList<E> parameterMetadata
```
      The list of parameter metadata.
      There is one entry for each parameter.
    - sensitivity
```
DoubleArray sensitivity
```
      The parameter sensitivity values.
      There is one sensitivity value for each parameter.
    - parameterSplit
```
ImmutableList<E> parameterSplit
```
      The split of parameters between the underlying parameterized data.
      A single UnitParameterSensitivity represents the sensitivity to a single ParameterizedData instance. However, a ParameterizedData instance can itself be backed by more than one underlying instance. For example, a curve formed from two underlying curves. This list is present, it represents how to split this sensitivity between the underlying instances.
- Class com.opengamma.strata.market.param.YearMonthDateParameterMetadata extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - date
```
LocalDate date
```
      The date associated with the parameter.
      This is the date that is most closely associated with the parameter. The actual parameter is typically a year fraction based on a day count.
    - yearMonth
```
YearMonth yearMonth
```
      The year-month associated with the parameter.
    - label
```
String label
```
      The label that describes the parameter, defaulted to the year-month.
Package com.opengamma.strata.market.sensitivity
- Class com.opengamma.strata.market.sensitivity.CurveSensitivities extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - info
```
PortfolioItemInfo info
```
      The additional information.
      This allows additional information to be attached to the sensitivities.
    - typedSensitivities
```
ImmutableMap<K,V> typedSensitivities
```
      The sensitivities, keyed by type.
      The map allows sensitivity to different types to be expressed. For example, there might be both delta and gamma sensitivity.
- Class com.opengamma.strata.market.sensitivity.CurveSensitivitiesType extends TypedString<CurveSensitivitiesType> implements Serializable
  
  serialVersionUID:
  
  1L
- Class com.opengamma.strata.market.sensitivity.PointSensitivities extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - sensitivities
```
ImmutableList<E> sensitivities
```
      The point sensitivities.
      Each entry includes details of the market data query it relates to.
Package com.opengamma.strata.market.surface
- Class com.opengamma.strata.market.surface.ConstantSurface extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialization Methods
    - readResolve
```
private Object readResolve()
```
  - Serialized Fields
    - metadata
```
SurfaceMetadata metadata
```
      The surface metadata.
      The metadata will have not have parameter metadata.
    - zValue
```
double zValue
```
      The single z-value.
- Class com.opengamma.strata.market.surface.DefaultSurfaceMetadata extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - surfaceName
```
SurfaceName surfaceName
```
      The surface name.
    - xValueType
```
ValueType xValueType
```
      The x-value type, providing meaning to the x-values of the curve.
      This type provides meaning to the x-values. For example, the x-value might represent a year fraction, as represented using YEAR_FRACTION.
      If using the builder, this defaults to UNKNOWN.
    - yValueType
```
ValueType yValueType
```
      The y-value type, providing meaning to the y-values of the curve.
      This type provides meaning to the y-values.
      If using the builder, this defaults to UNKNOWN.
    - zValueType
```
ValueType zValueType
```
      The x-value type, providing meaning to the z-values of the curve.
      This type provides meaning to the z-values.
      If using the builder, this defaults to UNKNOWN.
    - info
```
ImmutableMap<K,V> info
```
      The additional surface information.
      This stores additional information for the surface.
    - parameterMetadata
```
ImmutableList<E> parameterMetadata
```
      The metadata about the parameters.
      If present, the parameter metadata should match the number of parameters on the surface.
- Class com.opengamma.strata.market.surface.DeformedSurface extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - metadata
```
SurfaceMetadata metadata
```
      The surface metadata.
      The metadata includes an optional list of parameter metadata.
    - originalSurface
```
Surface originalSurface
```
      The original surface.
      The underlying surface which receives the deformation defined by deformationFunction.
    - deformationFunction
```
Function<T,R> deformationFunction
```
      The deformation function.
      The deformation to the original surface is define by this function. The function takes DoublesPair of x-value and y-value, then returns ValueDerivatives which contains z-value for the specified x,y values, and node sensitivities to the original surface.
- Class com.opengamma.strata.market.surface.InterpolatedNodalSurface extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialization Methods
    - readResolve
```
private Object readResolve()
```
  - Serialized Fields
    - metadata
```
SurfaceMetadata metadata
```
      The surface metadata.
      The metadata includes an optional list of parameter metadata. If present, the size of the parameter metadata list will match the number of parameters of this surface.
    - xValues
```
DoubleArray xValues
```
      The array of x-values, one for each point.
      This array will contains at least two elements.
    - yValues
```
DoubleArray yValues
```
      The array of y-values, one for each point.
      This array will contains at least two elements and be of the same length as x-values.
    - zValues
```
DoubleArray zValues
```
      The array of z-values, one for each point.
      This array will contains at least two elements and be of the same length as x-values.
    - interpolator
```
SurfaceInterpolator interpolator
```
      The underlying interpolator.
- Class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - xValueType
```
ValueType xValueType
```
      The type of the x-value.
    - xValue
```
double xValue
```
      The x-value.
    - yValueType
```
ValueType yValueType
```
      The type of the y-value.
    - yValue
```
double yValue
```
      The y-value.
- Class com.opengamma.strata.market.surface.SurfaceInfoType extends TypedString<SurfaceInfoType<T>> implements Serializable
  
  serialVersionUID:
  
  1L
- Class com.opengamma.strata.market.surface.SurfaceName extends MarketDataName<Surface> implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - name
```
String name
```
      The name.
Package com.opengamma.strata.market.surface.interpolator
- Class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator extends Object implements Serializable
  
  serialVersionUID:
  
  1L
  - Serialized Fields
    - xInterpolator
```
CurveInterpolator xInterpolator
```
      The x-value interpolator.
    - xExtrapolatorLeft
```
CurveExtrapolator xExtrapolatorLeft
```
      The x-value left extrapolator.
    - xExtrapolatorRight
```
CurveExtrapolator xExtrapolatorRight
```
      The x-value right extrapolator.
    - yInterpolator
```
CurveInterpolator yInterpolator
```
      The y-value interpolator.
    - yExtrapolatorLeft
```
CurveExtrapolator yExtrapolatorLeft
```
      The y-value left extrapolator.
    - yExtrapolatorRight
```
CurveExtrapolator yExtrapolatorRight
```
      The y-value right extrapolator.

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Serialized Form

Package com.opengamma.strata.market

Class com.opengamma.strata.market.FxRateShifts extends Object implements Serializable

Serialized Fields

shiftType

shiftAmount

currencyPair

Class com.opengamma.strata.market.GenericDoubleShifts extends Object implements Serializable

Serialized Fields

shiftType

shiftAmount

spread

Class com.opengamma.strata.market.ValueType extends TypedString<ValueType> implements Serializable

Package com.opengamma.strata.market.amount

Class com.opengamma.strata.market.amount.CashFlow extends Object implements Serializable

Serialized Fields

paymentDate

presentValue

forecastValue

discountFactor

Class com.opengamma.strata.market.amount.CashFlows extends Object implements Serializable

Serialized Fields

cashFlows

Class com.opengamma.strata.market.amount.LegAmounts extends Object implements Serializable

Serialized Fields

amounts

Class com.opengamma.strata.market.amount.SwapLegAmount extends Object implements Serializable

Serialized Fields

amount

payReceive

type

currency

Package com.opengamma.strata.market.curve

Class com.opengamma.strata.market.curve.AddFixedCurve extends Object implements Serializable

Serialized Fields

fixedCurve

spreadCurve

Class com.opengamma.strata.market.curve.CombinedCurve extends Object implements Serializable

Serialized Fields

baseCurve

spreadCurve

metadata

Class com.opengamma.strata.market.curve.ConstantCurve extends Object implements Serializable

Serialization Methods

readResolve

Serialized Fields

metadata

yValue

Class com.opengamma.strata.market.curve.ConstantNodalCurve extends Object implements Serializable

Serialization Methods

readResolve

Serialized Fields

metadata

xValue

yValue

Class com.opengamma.strata.market.curve.CurveGroupName extends TypedString<CurveGroupName> implements Serializable

Class com.opengamma.strata.market.curve.CurveId extends Object implements Serializable

Serialized Fields

curveGroupName

curveName

observableSource

Class com.opengamma.strata.market.curve.CurveInfoType extends TypedString<CurveInfoType<T>> implements Serializable

Class com.opengamma.strata.market.curve.CurveName extends MarketDataName<Curve> implements Serializable

Serialized Fields

name

Class com.opengamma.strata.market.curve.CurveNodeDate extends Object implements Serializable

Serialized Fields

type

date

Class com.opengamma.strata.market.curve.CurveNodeDateOrder extends Object implements Serializable

Serialized Fields

minGapInDays

action

Class com.opengamma.strata.market.curve.CurveParallelShifts extends Object implements Serializable

Serialized Fields

shiftType

shiftAmounts

Class com.opengamma.strata.market.curve.CurveParameterSize extends Object implements Serializable

Serialized Fields

name