java.lang.Object
net.finmath.singleswaprate.data.DataTableBasic
- All Implemented Interfaces:
Serializable
,Cloneable
,DataTable
- Direct Known Subclasses:
DataTableInterpolated
,DataTableLinear
A basic implementation of
DataTable
, which provides no means of inter- or extrapolation.- Author:
- Christian Fries, Roland Bachl
- See Also:
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Nested Class Summary
Modifier and TypeClassDescriptionprotected class
Nested class to use as key in values map.Nested classes/interfaces inherited from interface net.finmath.singleswaprate.data.DataTable
DataTable.TableConvention
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Constructor Summary
ConstructorDescriptionDataTableBasic
(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 TypeMethodDescriptionaddPoint
(int maturity, int termination, double value) Add a point to the grid of the table.addPoints
(int[] maturities, int[] terminations, double[] values) Add an array of points to the table.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.Returns the convention the table understands its coordinates in.Get a sorted set view of all maturities in the table.getMaturitiesForTermination
(int termination) Get a sorted set view of all maturities for a speceific termination in the table.getName()
The reference date of the table.Get a sorted set view of all terminations in the table.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
int
size()
toString()
toString
(double unit) static DataTableBasic
upgradeDataTableLight
(DataTableLight baseTable, LocalDate referenceDate, SchedulePrototype scheduleMetaData) Create a DataTableBasic by upgrading aDataTableLight
to allow access via double representation.
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Constructor Details
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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.
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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.
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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.
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Method Details
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upgradeDataTableLight
public static DataTableBasic upgradeDataTableLight(DataTableLight baseTable, LocalDate referenceDate, SchedulePrototype scheduleMetaData) Create a DataTableBasic by upgrading aDataTableLight
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.
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addPoint
Description copied from interface:DataTable
Add a point to the grid of the table.- Specified by:
addPoint
in interfaceDataTable
- 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.
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addPoints
Description copied from interface:DataTable
Add an array of points to the table.- Specified by:
addPoints
in interfaceDataTable
- 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.
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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. -
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. -
size
public int size() -
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 callinggetValue
on these coordinates as the table may interpolate/extrapolate.- Specified by:
containsEntryFor
in interfaceDataTable
- 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.
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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 callinggetValue
on these coordinates as the table may interpolate/extrapolate.- Specified by:
containsEntryFor
in interfaceDataTable
- 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.
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getMaturities
Description copied from interface:DataTable
Get a sorted set view of all maturities in the table.- Specified by:
getMaturities
in interfaceDataTable
- Returns:
- The maturities as sorted set.
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getTerminations
Description copied from interface:DataTable
Get a sorted set view of all terminations in the table.- Specified by:
getTerminations
in interfaceDataTable
- Returns:
- The terminations as sorted set.
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getTerminationsForMaturity
Description copied from interface:DataTable
Get a sorted set view of all terminations for a specific maturity in the table.- Specified by:
getTerminationsForMaturity
in interfaceDataTable
- Parameters:
maturity
- The maturity for which to get the terminations.- Returns:
- The terminations as sorted set.
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getMaturitiesForTermination
Description copied from interface:DataTable
Get a sorted set view of all maturities for a speceific termination in the table.- Specified by:
getMaturitiesForTermination
in interfaceDataTable
- Parameters:
termination
- The termination for which to get the maturities.- Returns:
- The maturities as sorted set.
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getName
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getReferenceDate
Description copied from interface:DataTable
The reference date of the table.- Specified by:
getReferenceDate
in interfaceDataTable
- Returns:
- The reference date.
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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 interfaceDataTable
- Returns:
- The convention of the table.
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getScheduleMetaData
- Specified by:
getScheduleMetaData
in interfaceDataTable
- Returns:
- The meta data as
SchedulePrototype
used by the table to convert int and double representations.
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clone
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toString
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toString
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getValue
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