Package com.opengamma.strata.pricer.fxopt

Class BlackFxOptionSmileVolatilities.Builder

java.lang.Object

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

com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<BlackFxOptionSmileVolatilities>

Enclosing class:

BlackFxOptionSmileVolatilities

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

The bean-builder for BlackFxOptionSmileVolatilities.

Method Summary

Modifier and Type	Method	Description
BlackFxOptionSmileVolatilities	build()
BlackFxOptionSmileVolatilities.Builder	currencyPair(CurrencyPair currencyPair)	Sets the currency pair that the volatilities are for.
Object	get(String propertyName)
BlackFxOptionSmileVolatilities.Builder	name(FxOptionVolatilitiesName name)	Sets the name of the volatilities.
BlackFxOptionSmileVolatilities.Builder	set(String propertyName, Object newValue)
BlackFxOptionSmileVolatilities.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
BlackFxOptionSmileVolatilities.Builder	smile(SmileDeltaTermStructure smile)	Sets the volatility model.
String	toString()
BlackFxOptionSmileVolatilities.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<BlackFxOptionSmileVolatilities>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public BlackFxOptionSmileVolatilities build()

name

public BlackFxOptionSmileVolatilities.Builder name(FxOptionVolatilitiesName name)

Sets the name of the volatilities.

Parameters:

name - the new value, not null

Returns:

this, for chaining, not null

currencyPair

public BlackFxOptionSmileVolatilities.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 BlackFxOptionSmileVolatilities.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

smile

public BlackFxOptionSmileVolatilities.Builder smile(SmileDeltaTermStructure smile)

Sets the volatility model.

This represents expiry dependent smile which consists of ATM, risk reversal and strangle as used in FX market.

Parameters:

smile - 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<BlackFxOptionSmileVolatilities>