Package com.opengamma.strata.pricer.fxopt

Class BlackFxOptionFlatVolatilities.Builder

java.lang.Object

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

com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<BlackFxOptionFlatVolatilities>

Enclosing class:

BlackFxOptionFlatVolatilities

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

The bean-builder for BlackFxOptionFlatVolatilities.

Method Summary

Modifier and Type	Method	Description
BlackFxOptionFlatVolatilities	build()
BlackFxOptionFlatVolatilities.Builder	currencyPair(CurrencyPair currencyPair)	Sets the currency pair that the volatilities are for.
BlackFxOptionFlatVolatilities.Builder	curve(Curve curve)	Sets the Black volatility curve.
Object	get(String propertyName)
BlackFxOptionFlatVolatilities.Builder	set(String propertyName, Object newValue)
BlackFxOptionFlatVolatilities.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
String	toString()
BlackFxOptionFlatVolatilities.Builder	valuationDateTime(ZonedDateTime valuationDateTime)	Sets the valuation date-time.

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<BlackFxOptionFlatVolatilities>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public BlackFxOptionFlatVolatilities build()

currencyPair

public BlackFxOptionFlatVolatilities.Builder currencyPair(CurrencyPair currencyPair)

Sets the currency pair that the volatilities are for.

Parameters:

currencyPair - the new value, not null

Returns:

this, for chaining, not null

valuationDateTime

public BlackFxOptionFlatVolatilities.Builder valuationDateTime(ZonedDateTime valuationDateTime)

Sets the valuation date-time. All data items in this provider is calibrated for this date-time.

Parameters:

valuationDateTime - the new value, not null

Returns:

this, for chaining, not null

curve

public BlackFxOptionFlatVolatilities.Builder curve(Curve curve)

Sets the Black volatility curve.

The x-values represent the expiry year-fraction. The metadata of the curve must define a day count.

Parameters:

curve - the new value, not null

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

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