Class VolatilityAndBucketedSensitivities

  • 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
    • Method Detail

      • of

        public static VolatilityAndBucketedSensitivities of​(double volatility,
                                                            DoubleMatrix sensitivities)
        Obtains an instance.
        volatility - the volatility
        sensitivities - the bucketed sensitivities
        the volatility and sensitivities
      • getVolatility

        public double getVolatility()
        Gets the volatility.
        the value of the property
      • getSensitivities

        public DoubleMatrix getSensitivities()
        Gets the sensitivities.
        the value of the property, not null
      • hashCode

        public int hashCode()
        hashCode in class Object