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

Interface DataTable

All Superinterfaces:
Cloneable, Serializable
All Known Implementing Classes:
DataTableBasic, DataTableExtrapolated, DataTableInterpolated, DataTableLight, DataTableLinear
public interface DataTable extends Serializable, Cloneable
An interface for storing double values in a tenor grid. Access is provided either as int, with maturity as offset from the reference date and termination as offset from the maturity date, both with regards to the table convention, or as double, with maturity and termination being year fractions from the reference date.
Author:
Christian Fries, Roland Bachl

  • Method Details

    • 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.

    • getScheduleMetaData

      SchedulePrototype getScheduleMetaData()
      Returns:
      The meta data as SchedulePrototype used by the table to convert int and double representations.