Package com.opengamma.strata.measure.fxopt

Class BlackFxOptionSmileVolatilitiesSpecification.Builder

java.lang.Object

org.joda.beans.impl.direct.DirectFieldsBeanBuilder<BlackFxOptionSmileVolatilitiesSpecification>

com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<BlackFxOptionSmileVolatilitiesSpecification>

Enclosing class:

BlackFxOptionSmileVolatilitiesSpecification

public static final class BlackFxOptionSmileVolatilitiesSpecification.Builder
extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<BlackFxOptionSmileVolatilitiesSpecification>

The bean-builder for BlackFxOptionSmileVolatilitiesSpecification.

Method Summary

Modifier and Type	Method	Description
BlackFxOptionSmileVolatilitiesSpecification	build()
BlackFxOptionSmileVolatilitiesSpecification.Builder	currencyPair(CurrencyPair currencyPair)	Sets the currency pair that the volatilities are for.
BlackFxOptionSmileVolatilitiesSpecification.Builder	dayCount(DayCount dayCount)	Sets the day count convention used for the expiry.
Object	get(String propertyName)
BlackFxOptionSmileVolatilitiesSpecification.Builder	name(FxOptionVolatilitiesName name)	Sets the name of the volatilities.
BlackFxOptionSmileVolatilitiesSpecification.Builder	nodes(FxOptionVolatilitiesNode... nodes)	Sets the nodes property in the builder from an array of objects.
BlackFxOptionSmileVolatilitiesSpecification.Builder	nodes(List<FxOptionVolatilitiesNode> nodes)	Sets the nodes in the FX option volatilities.
BlackFxOptionSmileVolatilitiesSpecification.Builder	set(String propertyName, Object newValue)
BlackFxOptionSmileVolatilitiesSpecification.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
BlackFxOptionSmileVolatilitiesSpecification.Builder	strikeExtrapolatorLeft(CurveExtrapolator strikeExtrapolatorLeft)	Sets the left extrapolator used in the strike dimension.
BlackFxOptionSmileVolatilitiesSpecification.Builder	strikeExtrapolatorRight(CurveExtrapolator strikeExtrapolatorRight)	Sets the right extrapolator used in the strike dimension.
BlackFxOptionSmileVolatilitiesSpecification.Builder	strikeInterpolator(CurveInterpolator strikeInterpolator)	Sets the interpolator used in the strike dimension.
BlackFxOptionSmileVolatilitiesSpecification.Builder	timeExtrapolatorLeft(CurveExtrapolator timeExtrapolatorLeft)	Sets the left extrapolator used in the time dimension.
BlackFxOptionSmileVolatilitiesSpecification.Builder	timeExtrapolatorRight(CurveExtrapolator timeExtrapolatorRight)	Sets the right extrapolator used in the time dimension.
BlackFxOptionSmileVolatilitiesSpecification.Builder	timeInterpolator(CurveInterpolator timeInterpolator)	Sets the interpolator used in the time dimension.
String	toString()

Methods inherited from class org.joda.beans.impl.direct.DirectFieldsBeanBuilder

get

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Method Detail

get

public Object get(String propertyName)

Specified by:

get in interface org.joda.beans.BeanBuilder<BlackFxOptionSmileVolatilitiesSpecification>

Overrides:

get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<BlackFxOptionSmileVolatilitiesSpecification>

set

public BlackFxOptionSmileVolatilitiesSpecification.Builder set(String propertyName,
                                                               Object newValue)

set

public BlackFxOptionSmileVolatilitiesSpecification.Builder set(org.joda.beans.MetaProperty<?> property,
                                                               Object value)

Specified by:

set in interface org.joda.beans.BeanBuilder<BlackFxOptionSmileVolatilitiesSpecification>

Overrides:

set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<BlackFxOptionSmileVolatilitiesSpecification>

build

public BlackFxOptionSmileVolatilitiesSpecification build()

name

public BlackFxOptionSmileVolatilitiesSpecification.Builder name(FxOptionVolatilitiesName name)

Sets the name of the volatilities.

Parameters:

name - the new value, not null

Returns:

this, for chaining, not null

currencyPair

public BlackFxOptionSmileVolatilitiesSpecification.Builder currencyPair(CurrencyPair currencyPair)

Sets the currency pair that the volatilities are for.

Parameters:

currencyPair - the new value, not null

Returns:

this, for chaining, not null

dayCount

public BlackFxOptionSmileVolatilitiesSpecification.Builder dayCount(DayCount dayCount)

Sets the day count convention used for the expiry.

Parameters:

dayCount - the new value, not null

Returns:

this, for chaining, not null

nodes

public BlackFxOptionSmileVolatilitiesSpecification.Builder nodes(List<FxOptionVolatilitiesNode> nodes)

Sets the nodes in the FX option volatilities.

The nodes are used to find the quotes and build the volatilities.

Parameters:

nodes - the new value, not null

Returns:

this, for chaining, not null

nodes

public BlackFxOptionSmileVolatilitiesSpecification.Builder nodes(FxOptionVolatilitiesNode... nodes)

Sets the nodes property in the builder from an array of objects.

Parameters:

nodes - the new value, not null

Returns:

this, for chaining, not null

timeInterpolator

public BlackFxOptionSmileVolatilitiesSpecification.Builder timeInterpolator(CurveInterpolator timeInterpolator)

Sets the interpolator used in the time dimension.

Parameters:

timeInterpolator - the new value, not null

Returns:

this, for chaining, not null

timeExtrapolatorLeft

public BlackFxOptionSmileVolatilitiesSpecification.Builder timeExtrapolatorLeft(CurveExtrapolator timeExtrapolatorLeft)

Sets the left extrapolator used in the time dimension.

Parameters:

timeExtrapolatorLeft - the new value, not null

Returns:

this, for chaining, not null

timeExtrapolatorRight

public BlackFxOptionSmileVolatilitiesSpecification.Builder timeExtrapolatorRight(CurveExtrapolator timeExtrapolatorRight)

Sets the right extrapolator used in the time dimension.

Parameters:

timeExtrapolatorRight - the new value, not null

Returns:

this, for chaining, not null

strikeInterpolator

public BlackFxOptionSmileVolatilitiesSpecification.Builder strikeInterpolator(CurveInterpolator strikeInterpolator)

Sets the interpolator used in the strike dimension.

Parameters:

strikeInterpolator - the new value, not null

Returns:

this, for chaining, not null

strikeExtrapolatorLeft

public BlackFxOptionSmileVolatilitiesSpecification.Builder strikeExtrapolatorLeft(CurveExtrapolator strikeExtrapolatorLeft)

Sets the left extrapolator used in the strike dimension.

Parameters:

strikeExtrapolatorLeft - the new value, not null

Returns:

this, for chaining, not null

strikeExtrapolatorRight

public BlackFxOptionSmileVolatilitiesSpecification.Builder strikeExtrapolatorRight(CurveExtrapolator strikeExtrapolatorRight)

Sets the right extrapolator used in the strike dimension.

Parameters:

strikeExtrapolatorRight - the new value, not null

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<BlackFxOptionSmileVolatilitiesSpecification>