Class VolatilityAndBucketedSensitivities
- java.lang.Object
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- com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
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- All Implemented Interfaces:
Serializable
,org.joda.beans.Bean
,org.joda.beans.ImmutableBean
public final class VolatilityAndBucketedSensitivities extends Object implements org.joda.beans.ImmutableBean, Serializable
Combines information about a volatility and its sensitivities.This contains a volatility calculated at a particular x and y and the bucketed sensitivities of this value to the volatility data points that were used to construct the surface.
- See Also:
- Serialized Form
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
VolatilityAndBucketedSensitivities.Meta
The meta-bean forVolatilityAndBucketedSensitivities
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description boolean
equals(Object obj)
DoubleMatrix
getSensitivities()
Gets the sensitivities.double
getVolatility()
Gets the volatility.int
hashCode()
static VolatilityAndBucketedSensitivities.Meta
meta()
The meta-bean forVolatilityAndBucketedSensitivities
.VolatilityAndBucketedSensitivities.Meta
metaBean()
static VolatilityAndBucketedSensitivities
of(double volatility, DoubleMatrix sensitivities)
Obtains an instance.String
toString()
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Method Detail
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of
public static VolatilityAndBucketedSensitivities of(double volatility, DoubleMatrix sensitivities)
Obtains an instance.- Parameters:
volatility
- the volatilitysensitivities
- the bucketed sensitivities- Returns:
- the volatility and sensitivities
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meta
public static VolatilityAndBucketedSensitivities.Meta meta()
The meta-bean forVolatilityAndBucketedSensitivities
.- Returns:
- the meta-bean, not null
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metaBean
public VolatilityAndBucketedSensitivities.Meta metaBean()
- Specified by:
metaBean
in interfaceorg.joda.beans.Bean
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getVolatility
public double getVolatility()
Gets the volatility.- Returns:
- the value of the property
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getSensitivities
public DoubleMatrix getSensitivities()
Gets the sensitivities.- Returns:
- the value of the property, not null
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