Package com.opengamma.strata.pricer.fxopt

Class BlackFxOptionSurfaceVolatilities.Builder

java.lang.Object

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

com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<BlackFxOptionSurfaceVolatilities>

Enclosing class:

BlackFxOptionSurfaceVolatilities

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

The bean-builder for BlackFxOptionSurfaceVolatilities.

Method Summary

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

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public BlackFxOptionSurfaceVolatilities build()

name

public BlackFxOptionSurfaceVolatilities.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 BlackFxOptionSurfaceVolatilities.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 BlackFxOptionSurfaceVolatilities.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

surface

public BlackFxOptionSurfaceVolatilities.Builder surface(Surface surface)

Sets the Black volatility surface.

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

Parameters:

surface - 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<BlackFxOptionSurfaceVolatilities>