Interface SmileModelData
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- All Known Implementing Classes:
SabrFormulaData,SsviFormulaData
public interface SmileModelDataA data bundle of a volatility model.An implementation contains the data required for a volatility model. This is used with
VolatilityFunctionProvider.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description intgetNumberOfParameters()Obtains the number of model parameters.doublegetParameter(int index)Obtains a model parameter specified by the index.booleanisAllowed(int index, double value)Checks the value satisfies the constraint for a model parameter.SmileModelDatawith(int index, double value)Creates a new smile model data bundle with a model parameter replaced.
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Method Detail
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getNumberOfParameters
int getNumberOfParameters()
Obtains the number of model parameters.- Returns:
- the number of model parameters
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getParameter
double getParameter(int index)
Obtains a model parameter specified by the index.- Parameters:
index- the index- Returns:
- the model parameter
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isAllowed
boolean isAllowed(int index, double value)Checks the value satisfies the constraint for a model parameter.The parameter is specified by
index.- Parameters:
index- the indexvalue- the value- Returns:
- true if allowed, false otherwise
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with
SmileModelData with(int index, double value)
Creates a new smile model data bundle with a model parameter replaced.The parameter is specified by
indexand replaced byvalue.- Parameters:
index- the indexvalue- the value- Returns:
- the new bundle
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