SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder (OpenGamma Strata Pricer API)

java.lang.Object
- org.joda.beans.impl.direct.DirectFieldsBeanBuilder<SabrIborCapletFloorletVolatilityBootstrapDefinition>
- - com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<SabrIborCapletFloorletVolatilityBootstrapDefinition>

Enclosing class:

SabrIborCapletFloorletVolatilityBootstrapDefinition
```
public static final class SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<SabrIborCapletFloorletVolatilityBootstrapDefinition>
```
The bean-builder for SabrIborCapletFloorletVolatilityBootstrapDefinition.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder`	`betaCurve(Curve betaCurve)` Sets the beta (elasticity) curve.
`SabrIborCapletFloorletVolatilityBootstrapDefinition`	`build()`
`SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder`	`dayCount(DayCount dayCount)` Sets the day count to measure the time in the expiry dimension.
`SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder`	`extrapolatorLeft(CurveExtrapolator extrapolatorLeft)` Sets the left extrapolator for the SABR parameter curves.
`SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder`	`extrapolatorRight(CurveExtrapolator extrapolatorRight)` Sets the right extrapolator for the SABR parameter curves.
`Object`	`get(String propertyName)`
`SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder`	`index(IborIndex index)` Sets the Ibor index for which the data is valid.
`SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder`	`interpolator(CurveInterpolator interpolator)` Sets the interpolator for the SABR parameter curves.
`SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder`	`name(IborCapletFloorletVolatilitiesName name)` Sets the name of the volatilities.
`SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder`	`rhoCurve(Curve rhoCurve)` Sets the rho (correlation) curve.
`SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder`	`sabrVolatilityFormula(SabrVolatilityFormula sabrVolatilityFormula)` Sets the SABR formula.
`SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder`	`set(org.joda.beans.MetaProperty<?> property, Object value)`
`SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder`	`set(String propertyName, Object newValue)`
`SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder`	`shiftCurve(Curve shiftCurve)` Sets the shift curve.
`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<SabrIborCapletFloorletVolatilityBootstrapDefinition>
    
    Overrides:
    
    get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<SabrIborCapletFloorletVolatilityBootstrapDefinition>
  - set
```
public SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder set(String propertyName,
                                                                       Object newValue)
```
  - set
```
public SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder set(org.joda.beans.MetaProperty<?> property,
                                                                       Object value)
```
    Specified by:
    
    set in interface org.joda.beans.BeanBuilder<SabrIborCapletFloorletVolatilityBootstrapDefinition>
    
    Overrides:
    
    set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<SabrIborCapletFloorletVolatilityBootstrapDefinition>
  - build
```
public SabrIborCapletFloorletVolatilityBootstrapDefinition build()
```
  - name
```
public SabrIborCapletFloorletVolatilityBootstrapDefinition.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 SabrIborCapletFloorletVolatilityBootstrapDefinition.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 SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder dayCount(DayCount dayCount)
```
    Sets the day count to measure the time in the expiry dimension.
    
    Parameters:
    
    dayCount - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - betaCurve
```
public SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder betaCurve(Curve betaCurve)
```
    Sets the beta (elasticity) curve.
    This represents the beta parameter of SABR model.
    The beta will be treated as one of the calibration parameters if this field is not specified.
    
    Parameters:
    
    betaCurve - the new value
    
    Returns:
    
    this, for chaining, not null
  - rhoCurve
```
public SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder rhoCurve(Curve rhoCurve)
```
    Sets the rho (correlation) curve.
    This represents the rho parameter of SABR model.
    The rho will be treated as one of the calibration parameters if this field is not specified.
    
    Parameters:
    
    rhoCurve - the new value
    
    Returns:
    
    this, for chaining, not null
  - shiftCurve
```
public SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder shiftCurve(Curve shiftCurve)
```
    Sets the shift curve.
    This represents the shift parameter of shifted SABR model. The x value of the curve is the expiry.
    The shift is set to be zero if this field is not specified.
    
    Parameters:
    
    shiftCurve - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - interpolator
```
public SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder interpolator(CurveInterpolator interpolator)
```
    Sets the interpolator for the SABR parameter curves.
    The x value of the interpolated curves is the expiry.
    
    Parameters:
    
    interpolator - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - extrapolatorLeft
```
public SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder extrapolatorLeft(CurveExtrapolator extrapolatorLeft)
```
    Sets the left extrapolator for the SABR parameter curves.
    The x value of the interpolated curves is the expiry.
    
    Parameters:
    
    extrapolatorLeft - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - extrapolatorRight
```
public SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder extrapolatorRight(CurveExtrapolator extrapolatorRight)
```
    Sets the right extrapolator for the SABR parameter curves.
    The x value of the interpolated curves is the expiry.
    
    Parameters:
    
    extrapolatorRight - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - sabrVolatilityFormula
```
public SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder sabrVolatilityFormula(SabrVolatilityFormula sabrVolatilityFormula)
```
    Sets the SABR formula.
    
    Parameters:
    
    sabrVolatilityFormula - 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<SabrIborCapletFloorletVolatilityBootstrapDefinition>

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

Method Summary

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

Methods inherited from class java.lang.Object

Method Detail

get

set

set

build

name

index

dayCount

betaCurve

rhoCurve

shiftCurve

interpolator

extrapolatorLeft

extrapolatorRight

sabrVolatilityFormula

toString