public final class TenorTenorStrikeParameterMetadata extends Object implements ParameterMetadata, org.joda.beans.ImmutableBean, Serializable
| Modifier and Type | Class and Description |
|---|---|
static class |
TenorTenorStrikeParameterMetadata.Meta
The meta-bean for
TenorTenorStrikeParameterMetadata. |
| Modifier and Type | Method and Description |
|---|---|
boolean |
equals(Object obj) |
Tenor |
getExpiryTenor()
Gets the expiry tenor associated with the parameter.
|
Triple<Tenor,Tenor,Double> |
getIdentifier()
Returns an object used to identify the parameter.
|
String |
getLabel()
Gets the label that describes the parameter, defaulted to the both tenors and strike.
|
double |
getStrike()
Gets the strike value associated with the parameter.
|
Tenor |
getUnderlyingTenor()
Gets the underlying tenor associated with the parameter.
|
int |
hashCode() |
static TenorTenorStrikeParameterMetadata.Meta |
meta()
The meta-bean for
TenorTenorStrikeParameterMetadata. |
TenorTenorStrikeParameterMetadata.Meta |
metaBean() |
static TenorTenorStrikeParameterMetadata |
of(Tenor expiryTenor,
Tenor underlyingTenor,
double strike)
Creates node metadata with expiry tenor, underlying tenor and strike.
|
static TenorTenorStrikeParameterMetadata |
of(Tenor expiryTenor,
Tenor underlyingTenor,
double strike,
String label)
Creates node metadata with expiry tenor, underlying tenor, strike and label.
|
String |
toString() |
clone, finalize, getClass, notify, notifyAll, wait, wait, waitempty, listOfEmptypublic static TenorTenorStrikeParameterMetadata of(Tenor expiryTenor, Tenor underlyingTenor, double strike)
expiryTenor - the expiry tenorunderlyingTenor - the underlyingstrike - the strikepublic static TenorTenorStrikeParameterMetadata of(Tenor expiryTenor, Tenor underlyingTenor, double strike, String label)
expiryTenor - the expiry tenorunderlyingTenor - the underlyingstrike - the strikelabel - the labelpublic Triple<Tenor,Tenor,Double> getIdentifier()
ParameterMetadataA 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:
hashCode() and equals().getIdentifier in interface ParameterMetadatapublic static TenorTenorStrikeParameterMetadata.Meta meta()
TenorTenorStrikeParameterMetadata.public TenorTenorStrikeParameterMetadata.Meta metaBean()
metaBean in interface org.joda.beans.Beanpublic Tenor getExpiryTenor()
public Tenor getUnderlyingTenor()
public double getStrike()
public String getLabel()
getLabel in interface ParameterMetadataCopyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.