Package com.opengamma.strata.pricer.capfloor

Class IborCapletFloorletVolatilityCalibrationResult

java.lang.Object

com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult

All Implemented Interfaces:

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

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

Calibration result for Ibor caplet/floorlet volatilities.

This stores caplet volatilities IborCapletFloorletVolatilities and chi square value chiSquare.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	IborCapletFloorletVolatilityCalibrationResult.Meta	The meta-bean for IborCapletFloorletVolatilityCalibrationResult.

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
double	getChiSquare()	Gets the chi-square value.
IborCapletFloorletVolatilities	getVolatilities()	Gets the caplet volatilities.
int	hashCode()
static IborCapletFloorletVolatilityCalibrationResult.Meta	meta()	The meta-bean for IborCapletFloorletVolatilityCalibrationResult.
IborCapletFloorletVolatilityCalibrationResult.Meta	metaBean()
static IborCapletFloorletVolatilityCalibrationResult	ofLeastSquare(IborCapletFloorletVolatilities volatilities, double chiSquare)	Obtains an instance of least square result.
static IborCapletFloorletVolatilityCalibrationResult	ofRootFind(IborCapletFloorletVolatilities volatilities)	Obtains an instance of root-finding result.
String	toString()

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

Method Detail

ofLeastSquare

public static IborCapletFloorletVolatilityCalibrationResult ofLeastSquare(IborCapletFloorletVolatilities volatilities,
                                                                          double chiSquare)

Obtains an instance of least square result.

Parameters:

volatilities - the caplet volatilities

chiSquare - the chi-square value

Returns:

the instance

ofRootFind

public static IborCapletFloorletVolatilityCalibrationResult ofRootFind(IborCapletFloorletVolatilities volatilities)

Obtains an instance of root-finding result.

Parameters:

volatilities - the caplet volatilities

Returns:

the instance

meta

public static IborCapletFloorletVolatilityCalibrationResult.Meta meta()

The meta-bean for IborCapletFloorletVolatilityCalibrationResult.

Returns:

the meta-bean, not null

metaBean

public IborCapletFloorletVolatilityCalibrationResult.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getVolatilities

public IborCapletFloorletVolatilities getVolatilities()

Gets the caplet volatilities.

Returns:

the value of the property, not null

getChiSquare

public double getChiSquare()

Gets the chi-square value.

The chi square is 0 if the volatilities are computed by root-finding. The chi square is generally non-zero if the volatilities are computed by least square method.

Returns:

the value of the property, 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