Package com.opengamma.strata.measure.fxopt

Class BlackFxOptionSmileVolatilitiesSpecification

java.lang.Object

com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification

All Implemented Interfaces:

FxOptionVolatilitiesSpecification, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class BlackFxOptionSmileVolatilitiesSpecification
extends Object
implements FxOptionVolatilitiesSpecification, org.joda.beans.ImmutableBean, Serializable

The specification of how to build FX option volatilities.

This is the specification for a single volatility object, BlackFxOptionSmileVolatilities.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	BlackFxOptionSmileVolatilitiesSpecification.Builder	The bean-builder for BlackFxOptionSmileVolatilitiesSpecification.
static class	BlackFxOptionSmileVolatilitiesSpecification.Meta	The meta-bean for BlackFxOptionSmileVolatilitiesSpecification.

Method Summary

Modifier and Type	Method	Description
static BlackFxOptionSmileVolatilitiesSpecification.Builder	builder()	Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
CurrencyPair	getCurrencyPair()	Gets the currency pair that the volatilities are for.
DayCount	getDayCount()	Gets the day count convention used for the expiry.
FxOptionVolatilitiesName	getName()	Gets the name of the volatilities.
ImmutableList<FxOptionVolatilitiesNode>	getNodes()	Gets the nodes in the FX option volatilities.
CurveExtrapolator	getStrikeExtrapolatorLeft()	Gets the left extrapolator used in the strike dimension.
CurveExtrapolator	getStrikeExtrapolatorRight()	Gets the right extrapolator used in the strike dimension.
CurveInterpolator	getStrikeInterpolator()	Gets the interpolator used in the strike dimension.
CurveExtrapolator	getTimeExtrapolatorLeft()	Gets the left extrapolator used in the time dimension.
CurveExtrapolator	getTimeExtrapolatorRight()	Gets the right extrapolator used in the time dimension.
CurveInterpolator	getTimeInterpolator()	Gets the interpolator used in the time dimension.
int	hashCode()
static BlackFxOptionSmileVolatilitiesSpecification.Meta	meta()	The meta-bean for BlackFxOptionSmileVolatilitiesSpecification.
BlackFxOptionSmileVolatilitiesSpecification.Meta	metaBean()
BlackFxOptionSmileVolatilitiesSpecification.Builder	toBuilder()	Returns a builder that allows this bean to be mutated.
String	toString()
BlackFxOptionSmileVolatilities	volatilities(ZonedDateTime valuationDateTime, DoubleArray parameters, ReferenceData refData)	Creates FX option volatilities.

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Methods inherited from interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification

getParameterCount, volatilitiesInputs

Method Detail

volatilities

public BlackFxOptionSmileVolatilities volatilities(ZonedDateTime valuationDateTime,
                                                   DoubleArray parameters,
                                                   ReferenceData refData)

Description copied from interface: FxOptionVolatilitiesSpecification

Creates FX option volatilities.

The number and ordering of parameters must be coherent to those of nodes, #getNodes().

Specified by:

volatilities in interface FxOptionVolatilitiesSpecification

Parameters:

valuationDateTime - the valuation date time

parameters - the parameters

refData - the reference data

Returns:

the volatilities

meta

public static BlackFxOptionSmileVolatilitiesSpecification.Meta meta()

The meta-bean for BlackFxOptionSmileVolatilitiesSpecification.

Returns:

the meta-bean, not null

builder

public static BlackFxOptionSmileVolatilitiesSpecification.Builder builder()

Returns a builder used to create an instance of the bean.

Returns:

the builder, not null

metaBean

public BlackFxOptionSmileVolatilitiesSpecification.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getName

public FxOptionVolatilitiesName getName()

Gets the name of the volatilities.

Specified by:

getName in interface FxOptionVolatilitiesSpecification

Returns:

the value of the property, not null

getCurrencyPair

public CurrencyPair getCurrencyPair()

Gets the currency pair that the volatilities are for.

Specified by:

getCurrencyPair in interface FxOptionVolatilitiesSpecification

Returns:

the value of the property, not null

getDayCount

public DayCount getDayCount()

Gets the day count convention used for the expiry.

Returns:

the value of the property, not null

getNodes

public ImmutableList<FxOptionVolatilitiesNode> getNodes()

Gets the nodes in the FX option volatilities.

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

Specified by:

getNodes in interface FxOptionVolatilitiesSpecification

Returns:

the value of the property, not null

getTimeInterpolator

public CurveInterpolator getTimeInterpolator()

Gets the interpolator used in the time dimension.

Returns:

the value of the property, not null

getTimeExtrapolatorLeft

public CurveExtrapolator getTimeExtrapolatorLeft()

Gets the left extrapolator used in the time dimension.

Returns:

the value of the property, not null

getTimeExtrapolatorRight

public CurveExtrapolator getTimeExtrapolatorRight()

Gets the right extrapolator used in the time dimension.

Returns:

the value of the property, not null

getStrikeInterpolator

public CurveInterpolator getStrikeInterpolator()

Gets the interpolator used in the strike dimension.

Returns:

the value of the property, not null

getStrikeExtrapolatorLeft

public CurveExtrapolator getStrikeExtrapolatorLeft()

Gets the left extrapolator used in the strike dimension.

Returns:

the value of the property, not null

getStrikeExtrapolatorRight

public CurveExtrapolator getStrikeExtrapolatorRight()

Gets the right extrapolator used in the strike dimension.

Returns:

the value of the property, not null

toBuilder

public BlackFxOptionSmileVolatilitiesSpecification.Builder toBuilder()

Returns a builder that allows this bean to be mutated.

Returns:

the mutable builder, not null

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object