Class GenericVolatilitySurfacePeriodParameterMetadata

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

    public final class GenericVolatilitySurfacePeriodParameterMetadata
    extends Object
    implements ParameterMetadata, org.joda.beans.ImmutableBean, Serializable
    Surface node metadata for a generic volatility surface node with a specific period to expiry and strike.
    See Also:
    Serialized Form
    • Method Detail

      • getIdentifier

        public Pair<Period,​Strike> getIdentifier()
        Description copied from interface: ParameterMetadata
        Returns an object used to identify the parameter.

        A good choice of identifier is one that makes sense to the user and can easily be created as part of a scenario definition. For example, many nodes types are naturally identified by a tenor.

        The identifier must satisfy the following criteria:

        • It must be non-null
        • It should be unique within a single data set
        • It should have a sensible implementation of hashCode() and equals().
        Otherwise the choice of identifier is free and the system makes no assumptions about it.
        Specified by:
        getIdentifier in interface ParameterMetadata
        Returns:
        an object used to uniquely identify the parameter within the data
      • getPeriod

        public Period getPeriod()
        Gets the period of the surface node.

        This is the period to expiry that the node on the surface is defined as. There is not necessarily a direct relationship with a date from an underlying instrument.

        Returns:
        the value of the property
      • getStrike

        public Strike getStrike()
        Gets the strike of the surface node.

        This is the strike that the node on the surface is defined as.

        Returns:
        the value of the property, not null
      • getLabel

        public String getLabel()
        Gets the label that describes the node.
        Specified by:
        getLabel in interface ParameterMetadata
        Returns:
        the value of the property, not empty
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class Object