Package com.opengamma.strata.pricer.fxopt

Class FxVolatilitySurfaceYearFractionParameterMetadata

java.lang.Object

com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata

All Implemented Interfaces:

ParameterMetadata, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class FxVolatilitySurfaceYearFractionParameterMetadata
extends Object
implements ParameterMetadata, org.joda.beans.ImmutableBean, Serializable

Surface node metadata for a surface node with a specific time to expiry and strike.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
CurrencyPair	getCurrencyPair()	Gets the currency pair that describes the node.
Pair<Double,Strike>	getIdentifier()	Returns an object used to identify the parameter.
String	getLabel()	Gets the label that describes the node.
Strike	getStrike()	Gets the strike of the surface node.
double	getYearFraction()	Gets the year fraction of the surface node.
Optional<Tenor>	getYearFractionTenor()	Gets the tenor associated with the year fraction.
int	hashCode()
static FxVolatilitySurfaceYearFractionParameterMetadata.Meta	meta()	The meta-bean for FxVolatilitySurfaceYearFractionParameterMetadata.
FxVolatilitySurfaceYearFractionParameterMetadata.Meta	metaBean()
static FxVolatilitySurfaceYearFractionParameterMetadata	of(double yearFraction, Tenor yearFractionTenor, Strike strike, CurrencyPair currencyPair)	Creates node metadata using year fraction, associated tenor, strike and currency pair.
static FxVolatilitySurfaceYearFractionParameterMetadata	of(double yearFraction, Tenor yearFractionTenor, Strike strike, String label, CurrencyPair currencyPair)	Creates node using year fraction, associated tenor, strike, label and currency pair.
static FxVolatilitySurfaceYearFractionParameterMetadata	of(double yearFraction, Strike strike, CurrencyPair currencyPair)	Creates node metadata using year fraction, strike and currency pair.
static FxVolatilitySurfaceYearFractionParameterMetadata	of(double yearFraction, Strike strike, String label, CurrencyPair currencyPair)	Creates node using year fraction, strike, label and currency pair.
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 FxVolatilitySurfaceYearFractionParameterMetadata of(double yearFraction,
                                                                  Strike strike,
                                                                  CurrencyPair currencyPair)

Creates node metadata using year fraction, strike and currency pair.

Parameters:

yearFraction - the year fraction

strike - the strike

currencyPair - the currency pair

Returns:

node metadata

of

public static FxVolatilitySurfaceYearFractionParameterMetadata of(double yearFraction,
                                                                  Tenor yearFractionTenor,
                                                                  Strike strike,
                                                                  CurrencyPair currencyPair)

Creates node metadata using year fraction, associated tenor, strike and currency pair.

Parameters:

yearFraction - the year fraction

yearFractionTenor - the tenor associated with year fraction

strike - the strike

currencyPair - the currency pair

Returns:

node metadata

of

public static FxVolatilitySurfaceYearFractionParameterMetadata of(double yearFraction,
                                                                  Strike strike,
                                                                  String label,
                                                                  CurrencyPair currencyPair)

Creates node using year fraction, strike, label and currency pair.

Parameters:

yearFraction - the year fraction

strike - the strike

label - the label to use

currencyPair - the currency pair

Returns:

the metadata

of

public static FxVolatilitySurfaceYearFractionParameterMetadata of(double yearFraction,
                                                                  Tenor yearFractionTenor,
                                                                  Strike strike,
                                                                  String label,
                                                                  CurrencyPair currencyPair)

Creates node using year fraction, associated tenor, strike, label and currency pair.

Parameters:

yearFraction - the year fraction

yearFractionTenor - the tenor associated with year fraction

strike - the strike

label - the label to use

currencyPair - the currency pair

Returns:

the metadata

getIdentifier

public Pair<Double,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 FxVolatilitySurfaceYearFractionParameterMetadata.Meta meta()

The meta-bean for FxVolatilitySurfaceYearFractionParameterMetadata.

Returns:

the meta-bean, not null

metaBean

public FxVolatilitySurfaceYearFractionParameterMetadata.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getYearFraction

public double getYearFraction()

Gets the year fraction of the surface node.

This is the time 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

getYearFractionTenor

public Optional<Tenor> getYearFractionTenor()

Gets the tenor associated with the year fraction.

Returns:

the optional value of the property, not null

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

getCurrencyPair

public CurrencyPair getCurrencyPair()

Gets the currency pair that describes the node.

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