Class TenorRawOptionData

  • All Implemented Interfaces:
    java.io.Serializable, Bean, ImmutableBean

    public final class TenorRawOptionData
    extends java.lang.Object
    implements ImmutableBean, java.io.Serializable
    Raw data from the volatility market for a set of tenors.
    See Also:
    Serialized Form
    • Method Detail

      • of

        public static TenorRawOptionData of​(java.util.Map<Tenor,​RawOptionData> data)
        Obtains an instance of the raw volatility.

        The data values can be model parameters (like Black or normal volatilities) or direct option prices.

        Parameters:
        data - the map of data by tenor
        Returns:
        the instance
      • getTenors

        public com.google.common.collect.ImmutableSet<Tenor> getTenors()
        Gets the set of tenors.
        Returns:
        the set of tenors
      • getData

        public RawOptionData getData​(Tenor tenor)
        Gets the raw option data for a given tenor.
        Parameters:
        tenor - the tenor to retrieve
        Returns:
        the raw option data
      • getData

        public com.google.common.collect.ImmutableSortedMap<Tenor,​RawOptionData> getData()
        Gets the map of tenor to option data.
        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