Class SabrParametersIborCapletFloorletVolatilities.Meta

    • Method Detail

      • metaPropertyMap

        public java.util.Map<java.lang.String,​MetaProperty<?>> metaPropertyMap()
      • index

        public MetaProperty<IborIndex> index()
        The meta-property for the index property.
        Returns:
        the meta-property, not null
      • valuationDateTime

        public MetaProperty<java.time.ZonedDateTime> valuationDateTime()
        The meta-property for the valuationDateTime property.
        Returns:
        the meta-property, not null
      • parameters

        public MetaProperty<SabrParameters> parameters()
        The meta-property for the parameters property.
        Returns:
        the meta-property, not null
      • dataSensitivityAlpha

        public MetaProperty<com.google.common.collect.ImmutableList<DoubleArray>> dataSensitivityAlpha()
        The meta-property for the dataSensitivityAlpha property.
        Returns:
        the meta-property, not null
      • dataSensitivityBeta

        public MetaProperty<com.google.common.collect.ImmutableList<DoubleArray>> dataSensitivityBeta()
        The meta-property for the dataSensitivityBeta property.
        Returns:
        the meta-property, not null
      • dataSensitivityRho

        public MetaProperty<com.google.common.collect.ImmutableList<DoubleArray>> dataSensitivityRho()
        The meta-property for the dataSensitivityRho property.
        Returns:
        the meta-property, not null
      • dataSensitivityNu

        public MetaProperty<com.google.common.collect.ImmutableList<DoubleArray>> dataSensitivityNu()
        The meta-property for the dataSensitivityNu property.
        Returns:
        the meta-property, not null
      • propertyGet

        protected java.lang.Object propertyGet​(Bean bean,
                                               java.lang.String propertyName,
                                               boolean quiet)
        Overrides:
        propertyGet in class DirectMetaBean
      • propertySet

        protected void propertySet​(Bean bean,
                                   java.lang.String propertyName,
                                   java.lang.Object newValue,
                                   boolean quiet)
        Overrides:
        propertySet in class DirectMetaBean