Package com.opengamma.strata.pricer.option

Class TenorRawOptionData

java.lang.Object

com.opengamma.strata.pricer.option.TenorRawOptionData

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class TenorRawOptionData
extends Object
implements org.joda.beans.ImmutableBean, Serializable

Raw data from the volatility market for a set of tenors.

See Also:

Serialized Form

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
ImmutableSortedMap<Tenor,RawOptionData>	getData()	Gets the map of tenor to option data.
RawOptionData	getData(Tenor tenor)	Gets the raw option data for a given tenor.
ImmutableSet<Tenor>	getTenors()	Gets the set of tenors.
int	hashCode()
static org.joda.beans.TypedMetaBean<TenorRawOptionData>	meta()	The meta-bean for TenorRawOptionData.
org.joda.beans.TypedMetaBean<TenorRawOptionData>	metaBean()
static TenorRawOptionData	of(Map<Tenor,RawOptionData> data)	Obtains an instance of the raw volatility.
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static TenorRawOptionData of(Map<Tenor,RawOptionData> data)

Obtains an instance of the raw volatility.

The data values can be model parameters (like Black or normal volatilities) or direct option prices.

Parameters:

data - the map of data by tenor

Returns:

the instance

getTenors

public ImmutableSet<Tenor> getTenors()

Gets the set of tenors.

Returns:

the set of tenors

getData

public RawOptionData getData(Tenor tenor)

Gets the raw option data for a given tenor.

Parameters:

tenor - the tenor to retrieve

Returns:

the raw option data

meta

public static org.joda.beans.TypedMetaBean<TenorRawOptionData> meta()

The meta-bean for TenorRawOptionData.

Returns:

the meta-bean, not null

metaBean

public org.joda.beans.TypedMetaBean<TenorRawOptionData> metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getData

public ImmutableSortedMap<Tenor,RawOptionData> getData()

Gets the map of tenor to option data.

Returns:

the value of the property, not null

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object