Interface FxOptionVolatilitiesSpecification

    • Method Detail

      • getCurrencyPair

        CurrencyPair getCurrencyPair()
        Gets the currency pair.
        Returns:
        the currency pair
      • getNodes

        com.google.common.collect.ImmutableList<FxOptionVolatilitiesNode> getNodes()
        Gets the volatilities nodes.
        Returns:
        the nodes
      • volatilities

        FxOptionVolatilities volatilities​(java.time.ZonedDateTime valuationDateTime,
                                          DoubleArray parameters,
                                          ReferenceData refData)
        Creates FX option volatilities.

        The number and ordering of parameters must be coherent to those of nodes, #getNodes().

        Parameters:
        valuationDateTime - the valuation date time
        parameters - the parameters
        refData - the reference data
        Returns:
        the volatilities
      • volatilitiesInputs

        default com.google.common.collect.ImmutableList<QuoteId> volatilitiesInputs()
        Obtains the inputs required to create the FX option volatilities.
        Returns:
        the inputs
      • getParameterCount

        default int getParameterCount()
        Gets the number of parameters.
        Returns:
        the number of parameters