com.opengamma.strata.pricer.index

Class NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder

java.lang.Object

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

com.opengamma.strata.pricer.index.NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities>

Enclosing class:

NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities

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

The bean-builder for NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.

Method Summary

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

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities build()

index

public NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder index(OvernightIndex index)

Sets the index of the underlying future.

Parameters:

index - the new value, not null

Returns:

this, for chaining, not null

valuationDateTime

public NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.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 NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.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<NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities>