com.opengamma.strata.market.cube

Class Cubes

java.lang.Object

com.opengamma.strata.market.cube.Cubes

public final class Cubes
extends Object

Helper for creating common types of cubes.

Method Summary

Modifier and Type	Method and Description
static CubeMetadata	normalVolatilityByExpiryTenorStrike(CubeName name, DayCount dayCount) Creates metadata for a cube providing normal expiry-tenor-strike volatility.
static CubeMetadata	normalVolatilityByExpiryTenorStrike(String name, DayCount dayCount) Creates metadata for a cube providing normal expiry-tenor-strike volatility.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

normalVolatilityByExpiryTenorStrike

public static CubeMetadata normalVolatilityByExpiryTenorStrike(String name,
                                                               DayCount dayCount)

Creates metadata for a cube providing normal expiry-tenor-strike volatility.

The x-values represent time to expiry year fractions as defined by the specified day count. The y-values represent tenor year fractions. The z-values represent strike. The z-values represent normal volatility.

Parameters:

name - the cube name

dayCount - the day count

Returns:

the cube metadata

normalVolatilityByExpiryTenorStrike

public static CubeMetadata normalVolatilityByExpiryTenorStrike(CubeName name,
                                                               DayCount dayCount)

Creates metadata for a cube providing normal expiry-tenor-strike volatility.

The x-values represent time to expiry year fractions as defined by the specified day count. The y-values represent tenor year fractions. The z-values represent strike. The w-values represent normal volatility.

Parameters:

name - the cube name

dayCount - the day count

Returns:

the cube metadata