Class BlackFxOptionSmileVolatilitiesSpecification

    • Method Detail

      • getDayCount

        public DayCount getDayCount()
        Gets the day count convention used for the expiry.
        Returns:
        the value of the property, not null
      • getNodes

        public com.google.common.collect.ImmutableList<FxOptionVolatilitiesNode> getNodes()
        Gets the nodes in the FX option volatilities.

        The nodes are used to find the quotes and build the volatilities.

        Specified by:
        getNodes in interface FxOptionVolatilitiesSpecification
        Returns:
        the value of the property, not null
      • getTimeInterpolator

        public CurveInterpolator getTimeInterpolator()
        Gets the interpolator used in the time dimension.
        Returns:
        the value of the property, not null
      • getTimeExtrapolatorLeft

        public CurveExtrapolator getTimeExtrapolatorLeft()
        Gets the left extrapolator used in the time dimension.
        Returns:
        the value of the property, not null
      • getTimeExtrapolatorRight

        public CurveExtrapolator getTimeExtrapolatorRight()
        Gets the right extrapolator used in the time dimension.
        Returns:
        the value of the property, not null
      • getStrikeInterpolator

        public CurveInterpolator getStrikeInterpolator()
        Gets the interpolator used in the strike dimension.
        Returns:
        the value of the property, not null
      • getStrikeExtrapolatorLeft

        public CurveExtrapolator getStrikeExtrapolatorLeft()
        Gets the left extrapolator used in the strike dimension.
        Returns:
        the value of the property, not null
      • getStrikeExtrapolatorRight

        public CurveExtrapolator getStrikeExtrapolatorRight()
        Gets the right extrapolator used in the strike dimension.
        Returns:
        the value of the property, not null
      • equals

        public boolean equals​(java.lang.Object obj)
        Overrides:
        equals in class java.lang.Object
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class java.lang.Object
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object