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/*
 * Copyright (C) 2024 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.market.cube;

import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.market.ValueType;

/**
 * Helper for creating common types of cubes.
 */
public final class Cubes {

  /**
   * Restricted constructor.
   */
  private Cubes() {
  }

  //-------------------------------------------------------------------------
  /**
   * Creates metadata for a cube providing normal expiry-tenor-strike volatility.
   * 

* The x-values represent time to expiry year fractions as defined by the specified day count. * The y-values represent tenor year fractions. * The z-values represent strike. * The z-values represent normal volatility. * * @param name the cube name * @param dayCount the day count * @return the cube metadata */ public static CubeMetadata normalVolatilityByExpiryTenorStrike(String name, DayCount dayCount) { return normalVolatilityByExpiryTenorStrike(CubeName.of(name), dayCount); } /** * Creates metadata for a cube providing normal expiry-tenor-strike volatility. *

* The x-values represent time to expiry year fractions as defined by the specified day count. * The y-values represent tenor year fractions. * The z-values represent strike. * The w-values represent normal volatility. * * @param name the cube name * @param dayCount the day count * @return the cube metadata */ public static CubeMetadata normalVolatilityByExpiryTenorStrike(CubeName name, DayCount dayCount) { return DefaultCubeMetadata.builder() .cubeName(name) .xValueType(ValueType.YEAR_FRACTION) .yValueType(ValueType.YEAR_FRACTION) .zValueType(ValueType.STRIKE) .wValueType(ValueType.NORMAL_VOLATILITY) .dayCount(dayCount) .build(); } }





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