Module net.finmath.lib

Package net.finmath.singleswaprate.data

Class DataTableBasic

java.lang.Object

net.finmath.singleswaprate.data.DataTableBasic

All Implemented Interfaces:

Serializable, Cloneable, DataTable

Direct Known Subclasses:

DataTableInterpolated, DataTableLinear

public class DataTableBasic
extends Object
implements DataTable, Cloneable

A basic implementation of DataTable, which provides no means of inter- or extrapolation.

Author:

Christian Fries, Roland Bachl

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
protected class	DataTableBasic.DoubleKey	Nested class to use as key in values map.

Nested classes/interfaces inherited from interface net.finmath.singleswaprate.data.DataTable

DataTable.TableConvention

Constructor Summary

Constructors

Constructor	Description
DataTableBasic(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData)	Create an empty table.
DataTableBasic(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData, int[] maturities, int[] terminations, double[] values)	Create a table.
DataTableBasic(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData, List<Integer> maturities, List<Integer> terminations, List<Double> values)	Create a table.

Method Summary

Modifier and Type	Method	Description
DataTable	addPoint(int maturity, int termination, double value)	Add a point to the grid of the table.
DataTable	addPoints(int[] maturities, int[] terminations, double[] values)	Add an array of points to the table.
DataTableBasic	clone()
boolean	containsEntryFor(double maturity, double termination)	Checks whether the table has an actual entry at the specified coordinates.
boolean	containsEntryFor(int maturity, int termination)	Checks whether the table has an actual entry at the specified coordinates.
DataTable.TableConvention	getConvention()	Returns the convention the table understands its coordinates in.
TreeSet<Integer>	getMaturities()	Get a sorted set view of all maturities in the table.
TreeSet<Integer>	getMaturitiesForTermination(int termination)	Get a sorted set view of all maturities for a speceific termination in the table.
String	getName()
LocalDate	getReferenceDate()	The reference date of the table.
SchedulePrototype	getScheduleMetaData()
TreeSet<Integer>	getTerminations()	Get a sorted set view of all terminations in the table.
TreeSet<Integer>	getTerminationsForMaturity(int maturity)	Get a sorted set view of all terminations for a specific maturity in the table.
double	getValue(double maturity, double termination)	Returns the value of the table at a given time.
double	getValue(int maturity, int termination)	Returns the value of the table at a given time.
protected double	getValue(DataTableBasic.DoubleKey key)
int	size()
String	toString()
String	toString(double unit)
static DataTableBasic	upgradeDataTableLight(DataTableLight baseTable, LocalDate referenceDate, SchedulePrototype scheduleMetaData)	Create a DataTableBasic by upgrading a DataTableLight to allow access via double representation.

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

DataTableBasic

public DataTableBasic(String name,
                      DataTable.TableConvention convention,
                      LocalDate referenceDate,
                      SchedulePrototype scheduleMetaData)

Create an empty table.

Parameters:

name - The name of the table.

convention - The convention of the table.

referenceDate - The referenceDate of the table.

scheduleMetaData - The schedule meta data of the table.

DataTableBasic

public DataTableBasic(String name,
                      DataTable.TableConvention convention,
                      LocalDate referenceDate,
                      SchedulePrototype scheduleMetaData,
                      int[] maturities,
                      int[] terminations,
                      double[] values)

Create a table.

Parameters:

name - The name of the table.

convention - The convention of the table.

referenceDate - The referenceDate of the table.

scheduleMetaData - The schedule meta data of the table.

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.

DataTableBasic

public DataTableBasic(String name,
                      DataTable.TableConvention convention,
                      LocalDate referenceDate,
                      SchedulePrototype scheduleMetaData,
                      List<Integer> maturities,
                      List<Integer> terminations,
                      List<Double> values)

Create a table.

Parameters:

name - The name of the table.

convention - The convention of the table.

referenceDate - The referenceDate of the table.

scheduleMetaData - The schedule meta data of the table.

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.

Method Detail

upgradeDataTableLight

public static DataTableBasic upgradeDataTableLight(DataTableLight baseTable,
                                                   LocalDate referenceDate,
                                                   SchedulePrototype scheduleMetaData)

Create a DataTableBasic by upgrading a DataTableLight to allow access via double representation.

Parameters:

baseTable - The table to be upgraded.

referenceDate - The reference date.

scheduleMetaData - The schedule meta data of the table.

Returns:

The upgraded table.

addPoint

public DataTable addPoint(int maturity,
                          int termination,
                          double value)

Description copied from interface: DataTable

Add a point to the grid of the table.

Specified by:

addPoint in interface DataTable

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

public DataTable addPoints(int[] maturities,
                           int[] terminations,
                           double[] values)

Description copied from interface: DataTable

Add an array of points to the table.

Specified by:

addPoints in interface DataTable

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

public double getValue(int maturity,
                       int termination)

Description copied from interface: DataTable

Returns the value of the table at a given time. Interpolates if the table is set up to do so.

Specified by:

getValue in interface DataTable

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

public double getValue(double maturity,
                       double termination)

Description copied from interface: DataTable

Returns the value of the table at a given time. Interpolates if the table is set up to do so.

Specified by:

getValue in interface DataTable

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.

size

public int size()

Specified by:

size in interface DataTable

Returns:

The number of data points in the table.

containsEntryFor

public boolean containsEntryFor(int maturity,
                                int termination)

Description copied from interface: DataTable

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.

Specified by:

containsEntryFor in interface DataTable

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

public boolean containsEntryFor(double maturity,
                                double termination)

Description copied from interface: DataTable

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.

Specified by:

containsEntryFor in interface DataTable

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

public TreeSet<Integer> getMaturities()

Description copied from interface: DataTable

Get a sorted set view of all maturities in the table.

Specified by:

getMaturities in interface DataTable

Returns:

The maturities as sorted set.

getTerminations

public TreeSet<Integer> getTerminations()

Description copied from interface: DataTable

Get a sorted set view of all terminations in the table.

Specified by:

getTerminations in interface DataTable

Returns:

The terminations as sorted set.

getTerminationsForMaturity

public TreeSet<Integer> getTerminationsForMaturity(int maturity)

Description copied from interface: DataTable

Get a sorted set view of all terminations for a specific maturity in the table.

Specified by:

getTerminationsForMaturity in interface DataTable

Parameters:

maturity - The maturity for which to get the terminations.

Returns:

The terminations as sorted set.

getMaturitiesForTermination

public TreeSet<Integer> getMaturitiesForTermination(int termination)

Description copied from interface: DataTable

Get a sorted set view of all maturities for a speceific termination in the table.

Specified by:

getMaturitiesForTermination in interface DataTable

Parameters:

termination - The termination for which to get the maturities.

Returns:

The maturities as sorted set.

getName

public String getName()

Specified by:

getName in interface DataTable

Returns:

The name of the table.

getReferenceDate

public LocalDate getReferenceDate()

Description copied from interface: DataTable

The reference date of the table.

Specified by:

getReferenceDate in interface DataTable

Returns:

The reference date.

getConvention

public DataTable.TableConvention getConvention()

Description copied from interface: DataTable

Returns the convention the table understands its coordinates in. As offset form the reference date.

Specified by:

getConvention in interface DataTable

Returns:

The convention of the table.

getScheduleMetaData

public SchedulePrototype getScheduleMetaData()

Specified by:

getScheduleMetaData in interface DataTable

Returns:

The meta data as SchedulePrototype used by the table to convert int and double representations.

clone

public DataTableBasic clone()

Specified by:

clone in interface DataTable

Overrides:

clone in class Object

Returns:

A copy of the table.

toString

public String toString()

Overrides:

toString in class Object

toString

public String toString(double unit)

getValue

protected double getValue(DataTableBasic.DoubleKey key)