com.opengamma.strata.pricer.swaption

Class SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

java.lang.Object

com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata

All Implemented Interfaces:

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

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

Surface node metadata for a surface node for swaptions with a specific time to expiry and simple moneyness.

This typically represents a node of swaption volatility surface parameterized by expiry and simple moneyness.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object obj)
Pair<Double,Double>	getIdentifier()
String	getLabel() Gets the label that describes the node.
double	getSimpleMoneyness() Gets the simple moneyness of the surface node.
double	getYearFraction() Gets the year fraction of the surface node.
int	hashCode()
static SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta	meta() The meta-bean for SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.
SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta	metaBean()
static SwaptionSurfaceExpirySimpleMoneynessParameterMetadata	of(double yearFraction, double simpleMoneyness) Creates node metadata using swap convention, year fraction and simple moneyness.
static SwaptionSurfaceExpirySimpleMoneynessParameterMetadata	of(double yearFraction, double simpleMoneyness, String label) Creates node using swap convention, year fraction, simple moneyness and label.
String	toString()

Methods inherited from class java.lang.Object

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

Methods inherited from interface com.opengamma.strata.market.param.ParameterMetadata

empty, listOfEmpty

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static SwaptionSurfaceExpirySimpleMoneynessParameterMetadata of(double yearFraction,
                                                                       double simpleMoneyness)

Creates node metadata using swap convention, year fraction and simple moneyness.

Parameters:

yearFraction - the year fraction

simpleMoneyness - the simple moneyness

Returns:

node metadata

of

public static SwaptionSurfaceExpirySimpleMoneynessParameterMetadata of(double yearFraction,
                                                                       double simpleMoneyness,
                                                                       String label)

Creates node using swap convention, year fraction, simple moneyness and label.

Parameters:

yearFraction - the year fraction

simpleMoneyness - the simple moneyness

label - the label to use

Returns:

the metadata

getIdentifier

public Pair<Double,Double> getIdentifier()

Specified by:

getIdentifier in interface ParameterMetadata

meta

public static SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta meta()

The meta-bean for SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.

Returns:

the meta-bean, not null

metaBean

public SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getYearFraction

public double getYearFraction()

Gets the year fraction of the surface node.

This is the time to expiry that the node on the surface is defined as. There is not necessarily a direct relationship with a date from an underlying instrument.

Returns:

the value of the property

getSimpleMoneyness

public double getSimpleMoneyness()

Gets the simple moneyness of the surface node.

This is defined as strike - forward.

Returns:

the value of the property

getLabel

public String getLabel()

Gets the label that describes the node.

Specified by:

getLabel in interface ParameterMetadata

Returns:

the value of the property, not empty

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