Class SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta

  • All Implemented Interfaces:
    org.joda.beans.MetaBean
    Enclosing class:
    SabrIborCapletFloorletVolatilityCalibrationDefinition

    public static final class SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
    extends org.joda.beans.impl.direct.DirectMetaBean
    The meta-bean for SabrIborCapletFloorletVolatilityCalibrationDefinition.
    • Method Detail

      • metaPropertyGet

        protected org.joda.beans.MetaProperty<?> metaPropertyGet​(String propertyName)
        Overrides:
        metaPropertyGet in class org.joda.beans.impl.direct.DirectMetaBean
      • metaPropertyMap

        public Map<String,​org.joda.beans.MetaProperty<?>> metaPropertyMap()
      • index

        public org.joda.beans.MetaProperty<IborIndex> index()
        The meta-property for the index property.
        Returns:
        the meta-property, not null
      • dayCount

        public org.joda.beans.MetaProperty<DayCount> dayCount()
        The meta-property for the dayCount property.
        Returns:
        the meta-property, not null
      • betaCurve

        public org.joda.beans.MetaProperty<Curve> betaCurve()
        The meta-property for the betaCurve property.
        Returns:
        the meta-property, not null
      • rhoCurve

        public org.joda.beans.MetaProperty<Curve> rhoCurve()
        The meta-property for the rhoCurve property.
        Returns:
        the meta-property, not null
      • shiftCurve

        public org.joda.beans.MetaProperty<Curve> shiftCurve()
        The meta-property for the shiftCurve property.
        Returns:
        the meta-property, not null
      • parameterCurveNodes

        public org.joda.beans.MetaProperty<ImmutableList<DoubleArray>> parameterCurveNodes()
        The meta-property for the parameterCurveNodes property.
        Returns:
        the meta-property, not null
      • initialParameters

        public org.joda.beans.MetaProperty<DoubleArray> initialParameters()
        The meta-property for the initialParameters property.
        Returns:
        the meta-property, not null
      • interpolator

        public org.joda.beans.MetaProperty<CurveInterpolator> interpolator()
        The meta-property for the interpolator property.
        Returns:
        the meta-property, not null
      • extrapolatorLeft

        public org.joda.beans.MetaProperty<CurveExtrapolator> extrapolatorLeft()
        The meta-property for the extrapolatorLeft property.
        Returns:
        the meta-property, not null
      • extrapolatorRight

        public org.joda.beans.MetaProperty<CurveExtrapolator> extrapolatorRight()
        The meta-property for the extrapolatorRight property.
        Returns:
        the meta-property, not null
      • sabrVolatilityFormula

        public org.joda.beans.MetaProperty<SabrVolatilityFormula> sabrVolatilityFormula()
        The meta-property for the sabrVolatilityFormula property.
        Returns:
        the meta-property, not null
      • propertyGet

        protected Object propertyGet​(org.joda.beans.Bean bean,
                                     String propertyName,
                                     boolean quiet)
        Overrides:
        propertyGet in class org.joda.beans.impl.direct.DirectMetaBean
      • propertySet

        protected void propertySet​(org.joda.beans.Bean bean,
                                   String propertyName,
                                   Object newValue,
                                   boolean quiet)
        Overrides:
        propertySet in class org.joda.beans.impl.direct.DirectMetaBean