com.opengamma.strata.pricer.bond

Class BlackBondFutureExpiryLogMoneynessVolatilities.Builder

java.lang.Object

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

com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<BlackBondFutureExpiryLogMoneynessVolatilities>

Enclosing class:

BlackBondFutureExpiryLogMoneynessVolatilities

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

The bean-builder for BlackBondFutureExpiryLogMoneynessVolatilities.

Method Summary

Modifier and Type	Method and Description
BlackBondFutureExpiryLogMoneynessVolatilities	build()
Object	get(String propertyName)
BlackBondFutureExpiryLogMoneynessVolatilities.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
BlackBondFutureExpiryLogMoneynessVolatilities.Builder	set(String propertyName, Object newValue)
BlackBondFutureExpiryLogMoneynessVolatilities.Builder	surface(Surface surface) Sets the Black volatility surface.
String	toString()
BlackBondFutureExpiryLogMoneynessVolatilities.Builder	valuationDateTime(ZonedDateTime valuationDateTime) Sets the valuation date-time.

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<BlackBondFutureExpiryLogMoneynessVolatilities>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public BlackBondFutureExpiryLogMoneynessVolatilities build()

valuationDateTime

public BlackBondFutureExpiryLogMoneynessVolatilities.Builder valuationDateTime(ZonedDateTime valuationDateTime)

Sets the valuation date-time.

The volatilities are calibrated for this date-time.

Parameters:

valuationDateTime - the new value, not null

Returns:

this, for chaining, not null

surface

public BlackBondFutureExpiryLogMoneynessVolatilities.Builder surface(Surface surface)

Sets the Black volatility surface.

The x-value of the surface is the expiry, as a year fraction. The y-value of the surface is the log-moneyness.

Parameters:

surface - 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<BlackBondFutureExpiryLogMoneynessVolatilities>