/** * Creates the curve metadata for each definition. * <p> * This method returns a list of metadata, one for each curve definition. * * @param valuationDate the valuation date * @param refData the reference data * @return the metadata */ public ImmutableList<CurveMetadata> metadata(LocalDate valuationDate, ReferenceData refData) { return curveDefinitionsByName.values().stream() .map(curveDef -> curveDef.metadata(valuationDate, refData)) .collect(toImmutableList()); }
/** * Obtains a generator from an existing provider and definition. * * @param knownProvider the underlying known provider * @param groupDefn the curve group definition * @param refData the reference data to use * @return the generator */ public static ImmutableRatesProviderGenerator of( ImmutableRatesProvider knownProvider, RatesCurveGroupDefinition groupDefn, ReferenceData refData) { List<CurveDefinition> curveDefns = new ArrayList<>(); List<CurveMetadata> curveMetadata = new ArrayList<>(); SetMultimap<CurveName, Currency> discountNames = HashMultimap.create(); SetMultimap<CurveName, Index> indexNames = HashMultimap.create(); for (CurveDefinition curveDefn : groupDefn.getCurveDefinitions()) { curveDefns.add(curveDefn); curveMetadata.add(curveDefn.metadata(knownProvider.getValuationDate(), refData)); CurveName curveName = curveDefn.getName(); // A curve group is guaranteed to include an entry for every definition RatesCurveGroupEntry entry = groupDefn.findEntry(curveName).get(); Set<Currency> ccy = entry.getDiscountCurrencies(); discountNames.putAll(curveName, ccy); indexNames.putAll(curveName, entry.getIndices()); } return new ImmutableRatesProviderGenerator( knownProvider, curveDefns, curveMetadata, discountNames, indexNames); }