com.opengamma.strata.measure.fxopt

Class FxOptionVolatilitiesNode.Builder

java.lang.Object

org.joda.beans.impl.direct.DirectFieldsBeanBuilder<FxOptionVolatilitiesNode>

com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<FxOptionVolatilitiesNode>

Enclosing class:

FxOptionVolatilitiesNode

public static final class FxOptionVolatilitiesNode.Builder
extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<FxOptionVolatilitiesNode>

The bean-builder for FxOptionVolatilitiesNode.

Method Summary

Modifier and Type	Method and Description
FxOptionVolatilitiesNode	build()
FxOptionVolatilitiesNode.Builder	businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment) Sets the business day adjustment to apply to the delivery date.
FxOptionVolatilitiesNode.Builder	currencyPair(CurrencyPair currencyPair) Sets the currency pair.
FxOptionVolatilitiesNode.Builder	expiryDateOffset(DaysAdjustment expiryDateOffset) Sets the offset of the expiry date from the delivery date.
Object	get(String propertyName)
FxOptionVolatilitiesNode.Builder	label(String label) Sets the label to use for the node.
FxOptionVolatilitiesNode.Builder	quoteId(QuoteId quoteId) Sets the quote ID.
FxOptionVolatilitiesNode.Builder	quoteValueType(ValueType quoteValueType) Sets the value type of the quote.
FxOptionVolatilitiesNode.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
FxOptionVolatilitiesNode.Builder	set(String propertyName, Object newValue)
FxOptionVolatilitiesNode.Builder	spotDateOffset(DaysAdjustment spotDateOffset) Sets the offset of the spot value date from the valuation date.
FxOptionVolatilitiesNode.Builder	strike(Strike strike) Sets the strike.
FxOptionVolatilitiesNode.Builder	tenor(Tenor tenor) Sets the tenor.
String	toString()

Methods inherited from class org.joda.beans.impl.direct.DirectFieldsBeanBuilder

get

Methods inherited from class java.lang.Object

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

Method Detail

get

public Object get(String propertyName)

Specified by:

get in interface org.joda.beans.BeanBuilder<FxOptionVolatilitiesNode>

Overrides:

get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<FxOptionVolatilitiesNode>

set

public FxOptionVolatilitiesNode.Builder set(String propertyName,
                                            Object newValue)

set

public FxOptionVolatilitiesNode.Builder set(org.joda.beans.MetaProperty<?> property,
                                            Object value)

Specified by:

set in interface org.joda.beans.BeanBuilder<FxOptionVolatilitiesNode>

Overrides:

set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<FxOptionVolatilitiesNode>

build

public FxOptionVolatilitiesNode build()

currencyPair

public FxOptionVolatilitiesNode.Builder currencyPair(CurrencyPair currencyPair)

Sets the currency pair.

The quote must be based on this currency pair and direction.

Parameters:

currencyPair - the new value, not null

Returns:

this, for chaining, not null

label

public FxOptionVolatilitiesNode.Builder label(String label)

Sets the label to use for the node.

Parameters:

label - the new value, not null

Returns:

this, for chaining, not null

spotDateOffset

public FxOptionVolatilitiesNode.Builder spotDateOffset(DaysAdjustment spotDateOffset)

Sets the offset of the spot value date from the valuation date.

Typically this is the same as the standard convention of the spot date offset of the underlying FX forward.

Parameters:

spotDateOffset - the new value, not null

Returns:

this, for chaining, not null

businessDayAdjustment

public FxOptionVolatilitiesNode.Builder businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)

Sets the business day adjustment to apply to the delivery date.

Typically this is the same as the standard convention of the business day adjustment applied to the delivery date of the underlying FX forward.

Parameters:

businessDayAdjustment - the new value, not null

Returns:

this, for chaining, not null

expiryDateOffset

public FxOptionVolatilitiesNode.Builder expiryDateOffset(DaysAdjustment expiryDateOffset)

Sets the offset of the expiry date from the delivery date.

By default the expiry date offset is the inverse of spotDateOffset. In this case BusinessDayAdjustment in spotDateOffset must be NONE.

Parameters:

expiryDateOffset - the new value, not null

Returns:

this, for chaining, not null

quoteValueType

public FxOptionVolatilitiesNode.Builder quoteValueType(ValueType quoteValueType)

Sets the value type of the quote.

Parameters:

quoteValueType - the new value, not null

Returns:

this, for chaining, not null

quoteId

public FxOptionVolatilitiesNode.Builder quoteId(QuoteId quoteId)

Sets the quote ID.

Parameters:

quoteId - the new value, not null

Returns:

this, for chaining, not null

tenor

public FxOptionVolatilitiesNode.Builder tenor(Tenor tenor)

Sets the tenor.

Typically the tenor is coherent to that of the underlying FX forward. Thus it spans the period between spot date to delivery date.

Parameters:

tenor - the new value, not null

Returns:

this, for chaining, not null

strike

public FxOptionVolatilitiesNode.Builder strike(Strike strike)

Sets the strike.

Parameters:

strike - the new value, not null

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<FxOptionVolatilitiesNode>