Package com.opengamma.strata.pricer.capfloor

Class DirectIborCapletFloorletVolatilityDefinition.Builder

java.lang.Object

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

com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<DirectIborCapletFloorletVolatilityDefinition>

Enclosing class:

DirectIborCapletFloorletVolatilityDefinition

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

The bean-builder for DirectIborCapletFloorletVolatilityDefinition.

Method Summary

Modifier and Type	Method	Description
DirectIborCapletFloorletVolatilityDefinition	build()
DirectIborCapletFloorletVolatilityDefinition.Builder	dayCount(DayCount dayCount)	Sets the day count to measure the time in the expiry dimension.
Object	get(String propertyName)
DirectIborCapletFloorletVolatilityDefinition.Builder	index(IborIndex index)	Sets the Ibor index for which the data is valid.
DirectIborCapletFloorletVolatilityDefinition.Builder	interpolator(GridSurfaceInterpolator interpolator)	Sets the interpolator for the caplet volatilities.
DirectIborCapletFloorletVolatilityDefinition.Builder	lambdaExpiry(double lambdaExpiry)	Sets penalty intensity parameter for expiry dimension.
DirectIborCapletFloorletVolatilityDefinition.Builder	lambdaStrike(double lambdaStrike)	Sets penalty intensity parameter for strike dimension.
DirectIborCapletFloorletVolatilityDefinition.Builder	name(IborCapletFloorletVolatilitiesName name)	Sets the name of the volatilities.
DirectIborCapletFloorletVolatilityDefinition.Builder	set(String propertyName, Object newValue)
DirectIborCapletFloorletVolatilityDefinition.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
DirectIborCapletFloorletVolatilityDefinition.Builder	shiftCurve(Curve shiftCurve)	Sets the shift parameter of shifted Black model.
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<DirectIborCapletFloorletVolatilityDefinition>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public DirectIborCapletFloorletVolatilityDefinition build()

name

public DirectIborCapletFloorletVolatilityDefinition.Builder name(IborCapletFloorletVolatilitiesName name)

Sets the name of the volatilities.

Parameters:

name - the new value, not null

Returns:

this, for chaining, not null

index

public DirectIborCapletFloorletVolatilityDefinition.Builder index(IborIndex index)

Sets the Ibor index for which the data is valid.

Parameters:

index - the new value, not null

Returns:

this, for chaining, not null

dayCount

public DirectIborCapletFloorletVolatilityDefinition.Builder dayCount(DayCount dayCount)

Sets the day count to measure the time in the expiry dimension.

Parameters:

dayCount - the new value, not null

Returns:

this, for chaining, not null

lambdaExpiry

public DirectIborCapletFloorletVolatilityDefinition.Builder lambdaExpiry(double lambdaExpiry)

Sets penalty intensity parameter for expiry dimension.

Parameters:

lambdaExpiry - the new value

Returns:

this, for chaining, not null

lambdaStrike

public DirectIborCapletFloorletVolatilityDefinition.Builder lambdaStrike(double lambdaStrike)

Sets penalty intensity parameter for strike dimension.

Parameters:

lambdaStrike - the new value

Returns:

this, for chaining, not null

interpolator

public DirectIborCapletFloorletVolatilityDefinition.Builder interpolator(GridSurfaceInterpolator interpolator)

Sets the interpolator for the caplet volatilities.

Parameters:

interpolator - the new value, not null

Returns:

this, for chaining, not null

shiftCurve

public DirectIborCapletFloorletVolatilityDefinition.Builder shiftCurve(Curve shiftCurve)

Sets the shift parameter of shifted Black model.

The x value of the curve is the expiry. The market volatilities are calibrated to shifted Black model if this field is not null.

Parameters:

shiftCurve - the new value

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

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