Class GenericVolatilitySurfacePeriodParameterMetadata

    • Method Detail

      • of

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

        Returns:
        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.

        Returns:
        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
        Returns:
        the value of the property, not empty
      • 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