com.opengamma.strata.pricer.credit

Class ConstantRecoveryRates

java.lang.Object

com.opengamma.strata.pricer.credit.ConstantRecoveryRates

All Implemented Interfaces:

MarketDataView, ParameterizedData, RecoveryRates, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ConstantRecoveryRates
extends Object
implements RecoveryRates, org.joda.beans.ImmutableBean, Serializable

The constant recovery rate.

The recovery rate is constant for any given date.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	ConstantRecoveryRates.Meta The meta-bean for ConstantRecoveryRates.

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object obj)
<T> Optional<T>	findData(MarketDataName<T> name)
StandardId	getLegalEntityId() Gets the legal entity identifier.
double	getParameter(int parameterIndex)
int	getParameterCount()
ParameterMetadata	getParameterMetadata(int parameterIndex)
double	getRecoveryRate() Gets the recovery rate.
LocalDate	getValuationDate() Gets the valuation date.
int	hashCode()
static ConstantRecoveryRates.Meta	meta() The meta-bean for ConstantRecoveryRates.
ConstantRecoveryRates.Meta	metaBean()
static ConstantRecoveryRates	of(StandardId legalEntityId, LocalDate valuationDate, double recoveryRate) Obtains an instance.
double	recoveryRate(LocalDate date) Gets the recovery rate for the specified date.
String	toString()
ConstantRecoveryRates	withParameter(int parameterIndex, double newValue)
ConstantRecoveryRates	withPerturbation(ParameterPerturbation perturbation)

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.pricer.credit.RecoveryRates

of

Methods inherited from interface com.opengamma.strata.market.param.ParameterizedData

findParameterIndex

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static ConstantRecoveryRates of(StandardId legalEntityId,
                                       LocalDate valuationDate,
                                       double recoveryRate)

Obtains an instance.

Parameters:

legalEntityId - the legal entity identifier

valuationDate - the valuation date

recoveryRate - the recovery rate

Returns:

the instance

recoveryRate

public double recoveryRate(LocalDate date)

Description copied from interface: RecoveryRates

Gets the recovery rate for the specified date.

Specified by:

recoveryRate in interface RecoveryRates

Parameters:

date - the date

Returns:

the recovery rate

findData

public <T> Optional<T> findData(MarketDataName<T> name)

Specified by:

findData in interface MarketDataView

getParameterCount

public int getParameterCount()

Specified by:

getParameterCount in interface ParameterizedData

getParameter

public double getParameter(int parameterIndex)

Specified by:

getParameter in interface ParameterizedData

getParameterMetadata

public ParameterMetadata getParameterMetadata(int parameterIndex)

Specified by:

getParameterMetadata in interface ParameterizedData

withParameter

public ConstantRecoveryRates withParameter(int parameterIndex,
                                           double newValue)

Specified by:

withParameter in interface ParameterizedData

Specified by:

withParameter in interface RecoveryRates

withPerturbation

public ConstantRecoveryRates withPerturbation(ParameterPerturbation perturbation)

Specified by:

withPerturbation in interface ParameterizedData

Specified by:

withPerturbation in interface RecoveryRates

meta

public static ConstantRecoveryRates.Meta meta()

The meta-bean for ConstantRecoveryRates.

Returns:

the meta-bean, not null

metaBean

public ConstantRecoveryRates.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getLegalEntityId

public StandardId getLegalEntityId()

Gets the legal entity identifier.

This identifier is used for the reference legal entity of a credit derivative.

Specified by:

getLegalEntityId in interface RecoveryRates

Returns:

the value of the property, not null

getValuationDate

public LocalDate getValuationDate()

Gets the valuation date.

Specified by:

getValuationDate in interface MarketDataView

Specified by:

getValuationDate in interface RecoveryRates

Returns:

the value of the property, not null

getRecoveryRate

public double getRecoveryRate()

Gets the recovery rate.

The recovery rate is represented in decimal form, and must be between 0 and 1 inclusive.

Returns:

the value of the property

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object