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 classVolatilityAndBucketedSensitivities.MetaThe meta-bean forVolatilityAndBucketedSensitivities.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description booleanequals(Object obj)DoubleMatrixgetSensitivities()Gets the sensitivities.doublegetVolatility()Gets the volatility.inthashCode()static VolatilityAndBucketedSensitivities.Metameta()The meta-bean forVolatilityAndBucketedSensitivities.VolatilityAndBucketedSensitivities.MetametaBean()static VolatilityAndBucketedSensitivitiesof(double volatility, DoubleMatrix sensitivities)Obtains an instance.StringtoString()
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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:
metaBeanin 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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