Package com.opengamma.strata.pricer.fxopt

Class SmileAndBucketedSensitivities

java.lang.Object

com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities

All Implemented Interfaces:

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

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

Combines information about a volatility smile expressed in delta form and its sensitivities.

This contains a volatility smile expressed in delta form and the bucketed sensitivities of the smile to the data points that were used to construct it.

See Also:

Serialized Form

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
DoubleMatrix	getSensitivities()	Gets the sensitivities.
SmileDeltaParameters	getSmile()	Gets the smile.
int	hashCode()
static org.joda.beans.TypedMetaBean<SmileAndBucketedSensitivities>	meta()	The meta-bean for SmileAndBucketedSensitivities.
org.joda.beans.TypedMetaBean<SmileAndBucketedSensitivities>	metaBean()
static SmileAndBucketedSensitivities	of(SmileDeltaParameters smile, DoubleMatrix sensitivities)	Obtains an instance.
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 SmileAndBucketedSensitivities of(SmileDeltaParameters smile,
                                               DoubleMatrix sensitivities)

Obtains an instance.

Parameters:

smile - the smile

sensitivities - the bucketed sensitivities

Returns:

the volatility and sensitivities

meta

public static org.joda.beans.TypedMetaBean<SmileAndBucketedSensitivities> meta()

The meta-bean for SmileAndBucketedSensitivities.

Returns:

the meta-bean, not null

metaBean

public org.joda.beans.TypedMetaBean<SmileAndBucketedSensitivities> metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getSmile

public SmileDeltaParameters getSmile()

Gets the smile.

Returns:

the value of the property

getSensitivities

public DoubleMatrix getSensitivities()

Gets the sensitivities.

Returns:

the value of the property, not null

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