Module net.finmath.lib
Package net.finmath.singleswaprate.data

Interface DataTable

    • Method Detail

      • exportTable

        static Map<String,​Object> exportTable​(DataTable table)
        Provides an overview of the contents of this table as basic java objects sorted in an unmodifiable map. Values are provided in lists, finmath components are converted to Strings.
        Parameters:
        table - The table to be exported.
        Returns:
        Map of the table contents.

      • addPoint

        DataTable addPoint​(int maturity,
                   int termination,
                   double value)
        Add a point to the grid of the table.
        Parameters:
        maturity - The maturity of the point as offset with respect to the reference date.
        termination - The termination of the point as offset with respect to the maturity date.
        value - The value at the point.
        Returns:
        The table with the point added.

      • addPoints

        DataTable addPoints​(int[] maturities,
                    int[] terminations,
                    double[] values)
        Add an array of points to the table.
        Parameters:
        maturities - The maturities of the points as offset with respect to the reference date.
        terminations - The terminations of the points as offset with respect to the maturity date.
        values - The values at the points.
        Returns:
        The table with the point added.

      • getValue

        double getValue​(int maturity,
                int termination)
        Returns the value of the table at a given time. Interpolates if the table is set up to do so.
        Parameters:
        maturity - The maturity as offset with respect to the reference date.
        termination - The termination as offset with respect to the maturity date.
        Returns:
        Value at the given time.

      • getValue

        double getValue​(double maturity,
                double termination)
        Returns the value of the table at a given time. Interpolates if the table is set up to do so.
        Parameters:
        maturity - Maturity in double as year fraction with respect to reference date.
        termination - Termination in double as year fraction with respect to reference date.
        Returns:
        Value at the given time.

      • containsEntryFor

        boolean containsEntryFor​(int maturity,
                         int termination)
        Checks whether the table has an actual entry at the specified coordinates. Note that even if this returns false the table may provide a value when calling getValue on these coordinates as the table may interpolate/extrapolate.
        Parameters:
        maturity - The maturity as offset with respect to the reference date.
        termination - The termination as offset with respect to the maturity date.
        Returns:
        True if the table contains a data point at the coordinates, false otherwise.

      • containsEntryFor

        boolean containsEntryFor​(double maturity,
                         double termination)
        Checks whether the table has an actual entry at the specified coordinates. Note that even if this returns false the table may provide a value when calling getValue on these coordinates as the table may interpolate/extrapolate.
        Parameters:
        maturity - Maturity in double as year fraction with respect to reference date.
        termination - Termination in double as year fraction with respect to reference date.
        Returns:
        True if the table contains a data point at the coordinates, false otherwise.

      • getMaturities

        TreeSet<Integer> getMaturities()
        Get a sorted set view of all maturities in the table.
        Returns:
        The maturities as sorted set.

      • getTerminations

        TreeSet<Integer> getTerminations()
        Get a sorted set view of all terminations in the table.
        Returns:
        The terminations as sorted set.

      • getTerminationsForMaturity

        TreeSet<Integer> getTerminationsForMaturity​(int maturity)
        Get a sorted set view of all terminations for a specific maturity in the table.
        Parameters:
        maturity - The maturity for which to get the terminations.
        Returns:
        The terminations as sorted set.

      • getMaturitiesForTermination

        TreeSet<Integer> getMaturitiesForTermination​(int termination)
        Get a sorted set view of all maturities for a speceific termination in the table.
        Parameters:
        termination - The termination for which to get the maturities.
        Returns:
        The maturities as sorted set.

      • getName

        String getName()
        Returns:
        The name of the table.

      • getConvention

        DataTable.TableConvention getConvention()
        Returns the convention the table understands its coordinates in. As offset form the reference date.
        Returns:
        The convention of the table.

      • getReferenceDate

        LocalDate getReferenceDate()
        The reference date of the table.
        Returns:
        The reference date.

      • clone

        DataTable clone()
        Returns:
        A copy of the table.

      • size

        int size()
        Returns:
        The number of data points in the table.