com.opengamma.strata.pricer.swaption

Class SabrSwaptionDefinition

java.lang.Object

com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition

All Implemented Interfaces:

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

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

Definition of standard inputs to SABR swaption calibration.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object obj)
FixedFloatSwapConvention	getConvention() Gets the swap convention that the volatilities are to be used for.
DayCount	getDayCount() Gets the day count to use.
SurfaceInterpolator	getInterpolator() Gets the interpolator for the alpha, rho and nu surfaces.
SwaptionVolatilitiesName	getName() Gets the name of the volatilities.
int	hashCode()
static SabrSwaptionDefinition.Meta	meta() The meta-bean for SabrSwaptionDefinition.
SabrSwaptionDefinition.Meta	metaBean()
static SabrSwaptionDefinition	of(SwaptionVolatilitiesName name, FixedFloatSwapConvention convention, DayCount dayCount, SurfaceInterpolator interpolator) Obtains an instance from the name, convention, day count and tenors.
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 SabrSwaptionDefinition of(SwaptionVolatilitiesName name,
                                        FixedFloatSwapConvention convention,
                                        DayCount dayCount,
                                        SurfaceInterpolator interpolator)

Obtains an instance from the name, convention, day count and tenors.

Parameters:

name - the name of the volatilities

convention - the swap convention that the volatilities are to be used for

dayCount - the day count to use

interpolator - the interpolator for the alpha, rho and nu surfaces

Returns:

the volatilities

meta

public static SabrSwaptionDefinition.Meta meta()

The meta-bean for SabrSwaptionDefinition.

Returns:

the meta-bean, not null

metaBean

public SabrSwaptionDefinition.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getName

public SwaptionVolatilitiesName getName()

Gets the name of the volatilities.

Returns:

the value of the property, not null

getConvention

public FixedFloatSwapConvention getConvention()

Gets the swap convention that the volatilities are to be used for.

Returns:

the value of the property, not null

getDayCount

public DayCount getDayCount()

Gets the day count to use.

Returns:

the value of the property, not null

getInterpolator

public SurfaceInterpolator getInterpolator()

Gets the interpolator for the alpha, rho and nu surfaces.

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