Package com.opengamma.strata.pricer.swaption

Class SwaptionSurfaceExpiryTenorParameterMetadata

java.lang.Object

com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata

All Implemented Interfaces:

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

public final class SwaptionSurfaceExpiryTenorParameterMetadata
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 underlying swap tenor.

This typically represents a node of swaption volatility surface parameterized by expiry and tenor. Alternative applications include a representation of a node on model parameter surface, e.g., SABR model parameters.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

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	getTenor()	Gets the tenor of the surface node.
double	getYearFraction()	Gets the year fraction of the surface node.
int	hashCode()
static SwaptionSurfaceExpiryTenorParameterMetadata.Meta	meta()	The meta-bean for SwaptionSurfaceExpiryTenorParameterMetadata.
SwaptionSurfaceExpiryTenorParameterMetadata.Meta	metaBean()
static SwaptionSurfaceExpiryTenorParameterMetadata	of(double yearFraction, double tenor)	Creates node metadata using swap convention, year fraction and strike.
static SwaptionSurfaceExpiryTenorParameterMetadata	of(double yearFraction, double tenor, 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 SwaptionSurfaceExpiryTenorParameterMetadata of(double yearFraction,
                                                             double tenor)

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

Parameters:

yearFraction - the year fraction

tenor - the tenor

Returns:

node metadata

of

public static SwaptionSurfaceExpiryTenorParameterMetadata of(double yearFraction,
                                                             double tenor,
                                                             String label)

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

Parameters:

yearFraction - the year fraction

tenor - the tenor

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 SwaptionSurfaceExpiryTenorParameterMetadata.Meta meta()

The meta-bean for SwaptionSurfaceExpiryTenorParameterMetadata.

Returns:

the meta-bean, not null

metaBean

public SwaptionSurfaceExpiryTenorParameterMetadata.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

getTenor

public double getTenor()

Gets the tenor of the surface node.

This is the tenor of the underlying swap that the node on the surface is defined as.

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