Package com.opengamma.strata.pricer.common

Class GenericVolatilitySurfacePeriodParameterMetadata

java.lang.Object

com.opengamma.strata.pricer.common.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

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
Pair<Period,Strike>	getIdentifier()	Returns an object used to identify the parameter.
String	getLabel()	Gets the label that describes the node.
Period	getPeriod()	Gets the period of the surface node.
Strike	getStrike()	Gets the strike of the surface node.
int	hashCode()
static GenericVolatilitySurfacePeriodParameterMetadata.Meta	meta()	The meta-bean for GenericVolatilitySurfacePeriodParameterMetadata.
GenericVolatilitySurfacePeriodParameterMetadata.Meta	metaBean()
static GenericVolatilitySurfacePeriodParameterMetadata	of(Period period, Strike strike)	Creates node metadata using period and strike.
static GenericVolatilitySurfacePeriodParameterMetadata	of(Period period, Strike strike, String label)	Creates node using period, strike and label.
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

of

public static GenericVolatilitySurfacePeriodParameterMetadata of(Period period,
                                                                 Strike strike)

Creates node metadata using period and strike.

Parameters:

period - the period

strike - the strike

Returns:

node metadata

of

public static GenericVolatilitySurfacePeriodParameterMetadata of(Period period,
                                                                 Strike strike,
                                                                 String label)

Creates node using period, strike and label.

Parameters:

period - the period

strike - the strike

label - the label to use

Returns:

the metadata

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

meta

public static GenericVolatilitySurfacePeriodParameterMetadata.Meta meta()

The meta-bean for GenericVolatilitySurfacePeriodParameterMetadata.

Returns:

the meta-bean, not null

metaBean

public GenericVolatilitySurfacePeriodParameterMetadata.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

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

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