com.opengamma.strata.measure.fxopt

Class FxOptionVolatilitiesDefinition

java.lang.Object

com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition

All Implemented Interfaces:

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

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

The definition of how to build FX option volatilities.

This stores an instance of specification FxOptionVolatilitiesSpecification which allows different kinds of volatility to be created.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object obj)
int	getParameterCount() Gets the number of parameters.
FxOptionVolatilitiesSpecification	getSpecification() Gets the FX option volatility specification.
int	hashCode()
static FxOptionVolatilitiesDefinition.Meta	meta() The meta-bean for FxOptionVolatilitiesDefinition.
FxOptionVolatilitiesDefinition.Meta	metaBean()
static FxOptionVolatilitiesDefinition	of(FxOptionVolatilitiesSpecification specification) Obtains an instance.
String	toString()
FxOptionVolatilities	volatilities(ZonedDateTime valuationDateTime, DoubleArray parameters, ReferenceData refData) Creates FX option volatilities.
ImmutableList<QuoteId>	volatilitiesInputs() Obtains the inputs required to create the FX option volatilities.

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 FxOptionVolatilitiesDefinition of(FxOptionVolatilitiesSpecification specification)

Obtains an instance.

Parameters:

specification - the specification

Returns:

the instance

volatilities

public FxOptionVolatilities volatilities(ZonedDateTime valuationDateTime,
                                         DoubleArray parameters,
                                         ReferenceData refData)

Creates FX option volatilities.

The number and ordering of parameters must be coherent to those of nodes, #getNodes().

Parameters:

valuationDateTime - the valuation date time

parameters - the parameters

refData - the reference data

Returns:

the volatilities

volatilitiesInputs

public ImmutableList<QuoteId> volatilitiesInputs()

Obtains the inputs required to create the FX option volatilities.

Returns:

the inputs

getParameterCount

public int getParameterCount()

Gets the number of parameters.

Returns:

the number of parameters

meta

public static FxOptionVolatilitiesDefinition.Meta meta()

The meta-bean for FxOptionVolatilitiesDefinition.

Returns:

the meta-bean, not null

metaBean

public FxOptionVolatilitiesDefinition.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getSpecification

public FxOptionVolatilitiesSpecification getSpecification()

Gets the FX option volatility specification.

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