com.opengamma.strata.pricer.fxopt

Class VolatilityAndBucketedSensitivities

java.lang.Object

com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class VolatilityAndBucketedSensitivities
extends Object
implements org.joda.beans.ImmutableBean, Serializable

Combines information about a volatility and its sensitivities.

This contains a volatility calculated at a particular x and y and the bucketed sensitivities of this value to the volatility data points that were used to construct the surface.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	VolatilityAndBucketedSensitivities.Meta The meta-bean for VolatilityAndBucketedSensitivities.

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object obj)
DoubleMatrix	getSensitivities() Gets the sensitivities.
double	getVolatility() Gets the volatility.
int	hashCode()
static VolatilityAndBucketedSensitivities.Meta	meta() The meta-bean for VolatilityAndBucketedSensitivities.
VolatilityAndBucketedSensitivities.Meta	metaBean()
static VolatilityAndBucketedSensitivities	of(double volatility, DoubleMatrix sensitivities) Obtains an instance.
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static VolatilityAndBucketedSensitivities of(double volatility,
                                                    DoubleMatrix sensitivities)

Obtains an instance.

Parameters:

volatility - the volatility

sensitivities - the bucketed sensitivities

Returns:

the volatility and sensitivities

meta

public static VolatilityAndBucketedSensitivities.Meta meta()

The meta-bean for VolatilityAndBucketedSensitivities.

Returns:

the meta-bean, not null

metaBean

public VolatilityAndBucketedSensitivities.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getVolatility

public double getVolatility()

Gets the volatility.

Returns:

the value of the property

getSensitivities

public DoubleMatrix getSensitivities()

Gets the sensitivities.

Returns:

the value of the property, not null

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object