FxOptionVolatilitiesSpecification (OpenGamma Strata)

All Known Implementing Classes:

BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification, BlackFxOptionSmileVolatilitiesSpecification
```
public interface FxOptionVolatilitiesSpecification
```
The specification of how to build FX option volatilities.
This is the specification for a single volatility object, FxOptionVolatilities. Each implementation of this interface must have the ability to create an instance of the respective implementation of FxOptionVolatilities.

Method Summary

All Methods Instance Methods Abstract Methods Default Methods
Modifier and Type	Method	Description
`CurrencyPair`	`getCurrencyPair()`	Gets the currency pair.
`FxOptionVolatilitiesName`	`getName()`	Gets the name of a set of FX option volatilities.
`ImmutableList<FxOptionVolatilitiesNode>`	`getNodes()`	Gets the volatilities nodes.
`default int`	`getParameterCount()`	Gets the number of parameters.
`FxOptionVolatilities`	`volatilities(ZonedDateTime valuationDateTime, DoubleArray parameters, ReferenceData refData)`	Creates FX option volatilities.
`default ImmutableList<QuoteId>`	`volatilitiesInputs()`	Obtains the inputs required to create the FX option volatilities.

- Method Detail
  - getName
```
FxOptionVolatilitiesName getName()
```
    Gets the name of a set of FX option volatilities.
    
    Returns:
    
    the name
  - getCurrencyPair
```
CurrencyPair getCurrencyPair()
```
    Gets the currency pair.
    
    Returns:
    
    the currency pair
  - getNodes
```
ImmutableList<FxOptionVolatilitiesNode> getNodes()
```
    Gets the volatilities nodes.
    
    Returns:
    
    the nodes
  - volatilities
```
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().
    
    Parameters:
    
    valuationDateTime - the valuation date time
    
    parameters - the parameters
    
    refData - the reference data
    
    Returns:
    
    the volatilities
  - volatilitiesInputs
```
default ImmutableList<QuoteId> volatilitiesInputs()
```
    Obtains the inputs required to create the FX option volatilities.
    
    Returns:
    
    the inputs
  - getParameterCount
```
default int getParameterCount()
```
    Gets the number of parameters.
    
    Returns:
    
    the number of parameters