com.opengamma.strata.pricer.capfloor

Class DirectIborCapletFloorletFlatVolatilityDefinition.Builder

java.lang.Object

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

com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<DirectIborCapletFloorletFlatVolatilityDefinition>

Enclosing class:

DirectIborCapletFloorletFlatVolatilityDefinition

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

The bean-builder for DirectIborCapletFloorletFlatVolatilityDefinition.

Method Summary

Modifier and Type	Method and Description
DirectIborCapletFloorletFlatVolatilityDefinition	build()
DirectIborCapletFloorletFlatVolatilityDefinition.Builder	dayCount(DayCount dayCount) Sets the day count to measure the time.
DirectIborCapletFloorletFlatVolatilityDefinition.Builder	extrapolatorLeft(CurveExtrapolator extrapolatorLeft) Sets the extrapolator for the caplet volatilities on the left.
DirectIborCapletFloorletFlatVolatilityDefinition.Builder	extrapolatorRight(CurveExtrapolator extrapolatorRight) Sets the extrapolator for the caplet volatilities on the right.
Object	get(String propertyName)
DirectIborCapletFloorletFlatVolatilityDefinition.Builder	index(IborIndex index) Sets the Ibor index for which the data is valid.
DirectIborCapletFloorletFlatVolatilityDefinition.Builder	interpolator(CurveInterpolator interpolator) Sets the interpolator for the caplet volatilities.
DirectIborCapletFloorletFlatVolatilityDefinition.Builder	lambda(double lambda) Sets penalty intensity parameter.
DirectIborCapletFloorletFlatVolatilityDefinition.Builder	name(IborCapletFloorletVolatilitiesName name) Sets the name of the volatilities.
DirectIborCapletFloorletFlatVolatilityDefinition.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
DirectIborCapletFloorletFlatVolatilityDefinition.Builder	set(String propertyName, Object newValue)
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<DirectIborCapletFloorletFlatVolatilityDefinition>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public DirectIborCapletFloorletFlatVolatilityDefinition build()

name

public DirectIborCapletFloorletFlatVolatilityDefinition.Builder name(IborCapletFloorletVolatilitiesName name)

Sets the name of the volatilities.

Parameters:

name - the new value, not null

Returns:

this, for chaining, not null

index

public DirectIborCapletFloorletFlatVolatilityDefinition.Builder index(IborIndex index)

Sets the Ibor index for which the data is valid.

Parameters:

index - the new value, not null

Returns:

this, for chaining, not null

dayCount

public DirectIborCapletFloorletFlatVolatilityDefinition.Builder dayCount(DayCount dayCount)

Sets the day count to measure the time.

Parameters:

dayCount - the new value, not null

Returns:

this, for chaining, not null

lambda

public DirectIborCapletFloorletFlatVolatilityDefinition.Builder lambda(double lambda)

Sets penalty intensity parameter.

Parameters:

lambda - the new value

Returns:

this, for chaining, not null

interpolator

public DirectIborCapletFloorletFlatVolatilityDefinition.Builder interpolator(CurveInterpolator interpolator)

Sets the interpolator for the caplet volatilities.

Parameters:

interpolator - the new value, not null

Returns:

this, for chaining, not null

extrapolatorLeft

public DirectIborCapletFloorletFlatVolatilityDefinition.Builder extrapolatorLeft(CurveExtrapolator extrapolatorLeft)

Sets the extrapolator for the caplet volatilities on the left.

Parameters:

extrapolatorLeft - the new value, not null

Returns:

this, for chaining, not null

extrapolatorRight

public DirectIborCapletFloorletFlatVolatilityDefinition.Builder extrapolatorRight(CurveExtrapolator extrapolatorRight)

Sets the extrapolator for the caplet volatilities on the right.

Parameters:

extrapolatorRight - 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<DirectIborCapletFloorletFlatVolatilityDefinition>