Interface SmileModelData
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- All Known Implementing Classes:
SabrFormulaData
,SsviFormulaData
public interface SmileModelData
A 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 int
getNumberOfParameters()
Obtains the number of model parameters.double
getParameter(int index)
Obtains a model parameter specified by the index.boolean
isAllowed(int index, double value)
Checks the value satisfies the constraint for a model parameter.SmileModelData
with(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
index
and replaced byvalue
.- Parameters:
index
- the indexvalue
- the value- Returns:
- the new bundle
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