com.opengamma.strata.pricer.index

Class NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder

java.lang.Object

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

com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<NormalIborFutureOptionExpirySimpleMoneynessVolatilities>

Enclosing class:

NormalIborFutureOptionExpirySimpleMoneynessVolatilities

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

The bean-builder for NormalIborFutureOptionExpirySimpleMoneynessVolatilities.

Method Summary

Modifier and Type	Method and Description
NormalIborFutureOptionExpirySimpleMoneynessVolatilities	build()
Object	get(String propertyName)
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder	index(IborIndex index) Sets the index of the underlying future.
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder	set(String propertyName, Object newValue)
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder	surface(Surface surface) Sets the normal volatility surface.
String	toString()
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.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<NormalIborFutureOptionExpirySimpleMoneynessVolatilities>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public NormalIborFutureOptionExpirySimpleMoneynessVolatilities build()

index

public NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder index(IborIndex index)

Sets the index of the underlying future.

Parameters:

index - the new value, not null

Returns:

this, for chaining, not null

valuationDateTime

public NormalIborFutureOptionExpirySimpleMoneynessVolatilities.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 NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder surface(Surface surface)

Sets the normal volatility surface.

The x-value of the surface is the expiry, as a year fraction. The y-value of the surface is the simple 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<NormalIborFutureOptionExpirySimpleMoneynessVolatilities>