Class GenericVolatilitySurfacePeriodParameterMetadata

  • All Implemented Interfaces:
    ParameterMetadata,, org.joda.beans.Bean, org.joda.beans.ImmutableBean

    public final class GenericVolatilitySurfacePeriodParameterMetadata
    extends java.lang.Object
    implements ParameterMetadata, org.joda.beans.ImmutableBean,
    Surface node metadata for a generic volatility surface node with a specific period to expiry and strike.
    See Also:
    Serialized Form
    • Method Detail

      • of

        public static GenericVolatilitySurfacePeriodParameterMetadata of​(java.time.Period period,
                                                                         Strike strike,
                                                                         java.lang.String label)
        Creates node using period, strike and label.
        period - the period
        strike - the strike
        label - the label to use
        the metadata
      • getIdentifier

        public Pair<java.time.Period,​Strike> getIdentifier()
        Description copied from interface: ParameterMetadata
        Returns an object used to identify the parameter.

        A good choice of identifier is one that makes sense to the user and can easily be created as part of a scenario definition. For example, many nodes types are naturally identified by a tenor.

        The identifier must satisfy the following criteria:

        • It must be non-null
        • It should be unique within a single data set
        • It should have a sensible implementation of hashCode() and equals().
        Otherwise the choice of identifier is free and the system makes no assumptions about it.
        Specified by:
        getIdentifier in interface ParameterMetadata
        an object used to uniquely identify the parameter within the data
      • getPeriod

        public java.time.Period getPeriod()
        Gets the period of the surface node.

        This is the period to expiry that the node on the surface is defined as. There is not necessarily a direct relationship with a date from an underlying instrument.

        the value of the property
      • getStrike

        public Strike getStrike()
        Gets the strike of the surface node.

        This is the strike that the node on the surface is defined as.

        the value of the property, not null
      • getLabel

        public java.lang.String getLabel()
        Gets the label that describes the node.
        Specified by:
        getLabel in interface ParameterMetadata
        the value of the property, not empty
      • equals

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

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

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