com.opengamma.strata.pricer.impl.volatility.smile

Interface SmileModelData

All Known Implementing Classes:

SabrFormulaData, SsviFormulaData

public interface SmileModelData

A data bundle of a volatility model.

An implementation contains the data required for a volatility model. This is used with VolatilityFunctionProvider.

Method Summary

Modifier and Type	Method and Description
int	getNumberOfParameters() Obtains the number of model parameters.
double	getParameter(int index) Obtains a model parameter specified by the index.
boolean	isAllowed(int index, double value) Checks the value satisfies the constraint for a model parameter.
SmileModelData	with(int index, double value) Creates a new smile model data bundle with a model parameter replaced.

Method Detail

getNumberOfParameters

int getNumberOfParameters()

Obtains the number of model parameters.

Returns:

the number of model parameters

getParameter

double getParameter(int index)

Obtains a model parameter specified by the index.

Parameters:

index - the index

Returns:

the model parameter

isAllowed

boolean isAllowed(int index,
                  double value)

Checks the value satisfies the constraint for a model parameter.

The parameter is specified by index.

Parameters:

index - the index

value - the value

Returns:

true if allowed, false otherwise

with

SmileModelData with(int index,
                    double value)

Creates a new smile model data bundle with a model parameter replaced.

The parameter is specified by index and replaced by value.

Parameters:

index - the index

value - the value

Returns:

the new bundle