Class FxOptionVolatilitiesDefinition

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

    public final class FxOptionVolatilitiesDefinition
    extends Object
    implements org.joda.beans.ImmutableBean, Serializable
    The definition of how to build FX option volatilities.

    This stores an instance of specification FxOptionVolatilitiesSpecification which allows different kinds of volatility to be created.

    See Also:
    Serialized Form
    • Method Detail

      • volatilities

        public FxOptionVolatilities volatilities​(ZonedDateTime valuationDateTime,
                                                 DoubleArray parameters,
                                                 ReferenceData refData)
        Creates FX option volatilities.

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

        valuationDateTime - the valuation date time
        parameters - the parameters
        refData - the reference data
        the volatilities
      • volatilitiesInputs

        public ImmutableList<QuoteId> volatilitiesInputs()
        Obtains the inputs required to create the FX option volatilities.
        the inputs
      • getParameterCount

        public int getParameterCount()
        Gets the number of parameters.
        the number of parameters
      • getSpecification

        public FxOptionVolatilitiesSpecification getSpecification()
        Gets the FX option volatility specification.
        the value of the property, not null
      • hashCode

        public int hashCode()
        hashCode in class Object