Package com.opengamma.strata.pricer.swaption

Class SwaptionSurfaceExpiryStrikeParameterMetadata

java.lang.Object

com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata

All Implemented Interfaces:

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

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

Surface node metadata for a surface node for swaptions with a specific time to expiry and strike.

This typically represents a node of swaption volatility surface parameterized by expiry and strike.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	SwaptionSurfaceExpiryStrikeParameterMetadata.Meta	The meta-bean for SwaptionSurfaceExpiryStrikeParameterMetadata.

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
Pair<Double,Double>	getIdentifier()	Returns an object used to identify the parameter.
String	getLabel()	Gets the label that describes the node.
double	getStrike()	Gets the strike of the surface node.
double	getYearFraction()	Gets the year fraction of the surface node.
int	hashCode()
static SwaptionSurfaceExpiryStrikeParameterMetadata.Meta	meta()	The meta-bean for SwaptionSurfaceExpiryStrikeParameterMetadata.
SwaptionSurfaceExpiryStrikeParameterMetadata.Meta	metaBean()
static SwaptionSurfaceExpiryStrikeParameterMetadata	of(double yearFraction, double strike)	Creates node metadata using swap convention, year fraction and strike.
static SwaptionSurfaceExpiryStrikeParameterMetadata	of(double yearFraction, double strike, String label)	Creates node using swap convention, year fraction, strike and label.
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 SwaptionSurfaceExpiryStrikeParameterMetadata of(double yearFraction,
                                                              double strike)

Creates node metadata using swap convention, year fraction and strike.

Parameters:

yearFraction - the year fraction

strike - the strike

Returns:

node metadata

of

public static SwaptionSurfaceExpiryStrikeParameterMetadata of(double yearFraction,
                                                              double strike,
                                                              String label)

Creates node using swap convention, year fraction, strike and label.

Parameters:

yearFraction - the year fraction

strike - the simple moneyness

label - the label to use

Returns:

the metadata

getIdentifier

public Pair<Double,Double> getIdentifier()

Description copied from interface: ParameterMetadata

Returns an object used to identify the parameter.

A good choice of identifier is one that makes sense to the user and can easily be created as part of a scenario definition. For example, many nodes types are naturally identified by a tenor.

The identifier must satisfy the following criteria:

• It must be non-null
• It should be unique within a single data set
• It should have a sensible implementation of hashCode() and equals().

Otherwise the choice of identifier is free and the system makes no assumptions about it.

Specified by:

getIdentifier in interface ParameterMetadata

Returns:

an object used to uniquely identify the parameter within the data

meta

public static SwaptionSurfaceExpiryStrikeParameterMetadata.Meta meta()

The meta-bean for SwaptionSurfaceExpiryStrikeParameterMetadata.

Returns:

the meta-bean, not null

metaBean

public SwaptionSurfaceExpiryStrikeParameterMetadata.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getYearFraction

public double getYearFraction()

Gets the year fraction of the surface node.

This is the time to expiry that the node on the surface is defined as. There is not necessarily a direct relationship with a date from an underlying instrument.

Returns:

the value of the property

getStrike

public double getStrike()

Gets the strike of the surface node.

Returns:

the value of the property

getLabel

public String getLabel()

Gets the label that describes the node.

Specified by:

getLabel in interface ParameterMetadata

Returns:

the value of the property, not empty

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