public static final class BlackFxOptionSmileVolatilities.Builder extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<BlackFxOptionSmileVolatilities>
BlackFxOptionSmileVolatilities
.Modifier and Type | Method and Description |
---|---|
BlackFxOptionSmileVolatilities |
build() |
BlackFxOptionSmileVolatilities.Builder |
currencyPair(CurrencyPair currencyPair)
Sets the currency pair that the volatilities are for.
|
Object |
get(String propertyName) |
BlackFxOptionSmileVolatilities.Builder |
name(FxOptionVolatilitiesName name)
Sets the name of the volatilities.
|
BlackFxOptionSmileVolatilities.Builder |
set(org.joda.beans.MetaProperty<?> property,
Object value) |
BlackFxOptionSmileVolatilities.Builder |
set(String propertyName,
Object newValue) |
BlackFxOptionSmileVolatilities.Builder |
smile(SmileDeltaTermStructure smile)
Sets the volatility model.
|
String |
toString() |
BlackFxOptionSmileVolatilities.Builder |
valuationDateTime(ZonedDateTime valuationDateTime)
Sets the valuation date-time.
|
public Object get(String propertyName)
get
in interface org.joda.beans.BeanBuilder<BlackFxOptionSmileVolatilities>
get
in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<BlackFxOptionSmileVolatilities>
public BlackFxOptionSmileVolatilities.Builder set(String propertyName, Object newValue)
public BlackFxOptionSmileVolatilities.Builder set(org.joda.beans.MetaProperty<?> property, Object value)
set
in interface org.joda.beans.BeanBuilder<BlackFxOptionSmileVolatilities>
set
in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<BlackFxOptionSmileVolatilities>
public BlackFxOptionSmileVolatilities build()
public BlackFxOptionSmileVolatilities.Builder name(FxOptionVolatilitiesName name)
name
- the new value, not nullpublic BlackFxOptionSmileVolatilities.Builder currencyPair(CurrencyPair currencyPair)
currencyPair
- the new value, not nullpublic BlackFxOptionSmileVolatilities.Builder valuationDateTime(ZonedDateTime valuationDateTime)
valuationDateTime
- the new value, not nullpublic BlackFxOptionSmileVolatilities.Builder smile(SmileDeltaTermStructure smile)
This represents expiry dependent smile which consists of ATM, risk reversal and strangle as used in FX market.
smile
- the new value, not nullpublic String toString()
toString
in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<BlackFxOptionSmileVolatilities>
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.