com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification Maven / Gradle / Ivy
/*
* Copyright (C) 2017 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.measure.fxopt;
import static com.opengamma.strata.collect.Guavate.toImmutableList;
import static com.opengamma.strata.market.curve.interpolator.CurveExtrapolators.FLAT;
import java.io.Serializable;
import java.time.ZonedDateTime;
import java.util.List;
import java.util.Map;
import java.util.NoSuchElementException;
import org.joda.beans.Bean;
import org.joda.beans.ImmutableBean;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaBean;
import org.joda.beans.MetaProperty;
import org.joda.beans.gen.BeanDefinition;
import org.joda.beans.gen.ImmutableDefaults;
import org.joda.beans.gen.ImmutableValidator;
import org.joda.beans.gen.PropertyDefinition;
import org.joda.beans.impl.direct.DirectFieldsBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.google.common.collect.ImmutableList;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.basics.currency.CurrencyPair;
import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.collect.Messages;
import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.market.ValueType;
import com.opengamma.strata.market.curve.interpolator.CurveExtrapolator;
import com.opengamma.strata.market.curve.interpolator.CurveInterpolator;
import com.opengamma.strata.market.option.SimpleStrike;
import com.opengamma.strata.market.surface.InterpolatedNodalSurface;
import com.opengamma.strata.market.surface.SurfaceMetadata;
import com.opengamma.strata.market.surface.SurfaceName;
import com.opengamma.strata.market.surface.Surfaces;
import com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator;
import com.opengamma.strata.market.surface.interpolator.SurfaceInterpolator;
import com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities;
import com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName;
import com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata;
/**
* The specification of how to build FX option volatilities.
*
* This is the specification for a single volatility object, {@link BlackFxOptionSurfaceVolatilities}.
* The underlying surface in the volatilities is {@code InterpolatedNodalSurface}.
*/
@BeanDefinition
public final class BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
implements FxOptionVolatilitiesSpecification, ImmutableBean, Serializable {
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final FxOptionVolatilitiesName name;
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final CurrencyPair currencyPair;
@PropertyDefinition(validate = "notNull")
private final DayCount dayCount;
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final ImmutableList nodes;
/**
* The interpolator used in the time dimension.
*/
@PropertyDefinition(validate = "notNull")
private final CurveInterpolator timeInterpolator;
/**
* The left extrapolator used in the time dimension.
*/
@PropertyDefinition(validate = "notNull")
private final CurveExtrapolator timeExtrapolatorLeft;
/**
* The right extrapolator used in the time dimension.
*/
@PropertyDefinition(validate = "notNull")
private final CurveExtrapolator timeExtrapolatorRight;
/**
* The interpolator used in the strike dimension.
*/
@PropertyDefinition(validate = "notNull")
private final CurveInterpolator strikeInterpolator;
/**
* The left extrapolator used in the strike dimension.
*/
@PropertyDefinition(validate = "notNull")
private final CurveExtrapolator strikeExtrapolatorLeft;
/**
* The right extrapolator used in the strike dimension.
*/
@PropertyDefinition(validate = "notNull")
private final CurveExtrapolator strikeExtrapolatorRight;
//-------------------------------------------------------------------------
@ImmutableValidator
private void validate() {
int nParams = nodes.size();
for (int i = 0; i < nParams; ++i) {
ArgChecker.isTrue(nodes.get(i).getCurrencyPair().equals(currencyPair), "Currency pair must be the same");
ArgChecker.isTrue(nodes.get(i).getStrike() instanceof SimpleStrike, "Strike must be SimpleStrike");
ArgChecker.isTrue(nodes.get(i).getQuoteValueType().equals(ValueType.BLACK_VOLATILITY),
"Quote value type must be BLACK_VOLATILITY");
}
}
@ImmutableDefaults
private static void applyDefaults(Builder builder) {
builder.strikeExtrapolatorLeft = FLAT;
builder.strikeExtrapolatorRight = FLAT;
builder.timeExtrapolatorLeft = FLAT;
builder.timeExtrapolatorRight = FLAT;
}
//-------------------------------------------------------------------------
@Override
public BlackFxOptionSurfaceVolatilities volatilities(
ZonedDateTime valuationDateTime,
DoubleArray parameters,
ReferenceData refData) {
int nNodes = getParameterCount();
ArgChecker.isTrue(parameters.size() == nNodes,
Messages.format("size of parameters must be {}, but found {}", nNodes, parameters.size()));
DoubleArray strikes = DoubleArray.of(nNodes, i -> nodes.get(i).getStrike().getValue());
DoubleArray expiries = DoubleArray.of(nNodes, i -> nodes.get(i).timeToExpiry(valuationDateTime, dayCount, refData));
ImmutableList paramMetadata = nodes.stream()
.map(node -> node.metadata(valuationDateTime, dayCount, refData))
.collect(toImmutableList());
SurfaceMetadata metadata = Surfaces.blackVolatilityByExpiryStrike(SurfaceName.of(name.getName()), dayCount)
.withParameterMetadata(paramMetadata);
SurfaceInterpolator interp = GridSurfaceInterpolator.of(
timeInterpolator,
timeExtrapolatorLeft,
timeExtrapolatorRight,
strikeInterpolator,
strikeExtrapolatorLeft,
strikeExtrapolatorRight);
InterpolatedNodalSurface surface = InterpolatedNodalSurface.ofUnsorted(metadata, expiries, strikes, parameters, interp);
return BlackFxOptionSurfaceVolatilities.of(name, currencyPair, valuationDateTime, surface);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification}.
* @return the meta-bean, not null
*/
public static BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta meta() {
return BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta.INSTANCE;
}
static {
MetaBean.register(BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder builder() {
return new BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder();
}
private BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification(
FxOptionVolatilitiesName name,
CurrencyPair currencyPair,
DayCount dayCount,
List nodes,
CurveInterpolator timeInterpolator,
CurveExtrapolator timeExtrapolatorLeft,
CurveExtrapolator timeExtrapolatorRight,
CurveInterpolator strikeInterpolator,
CurveExtrapolator strikeExtrapolatorLeft,
CurveExtrapolator strikeExtrapolatorRight) {
JodaBeanUtils.notNull(name, "name");
JodaBeanUtils.notNull(currencyPair, "currencyPair");
JodaBeanUtils.notNull(dayCount, "dayCount");
JodaBeanUtils.notNull(nodes, "nodes");
JodaBeanUtils.notNull(timeInterpolator, "timeInterpolator");
JodaBeanUtils.notNull(timeExtrapolatorLeft, "timeExtrapolatorLeft");
JodaBeanUtils.notNull(timeExtrapolatorRight, "timeExtrapolatorRight");
JodaBeanUtils.notNull(strikeInterpolator, "strikeInterpolator");
JodaBeanUtils.notNull(strikeExtrapolatorLeft, "strikeExtrapolatorLeft");
JodaBeanUtils.notNull(strikeExtrapolatorRight, "strikeExtrapolatorRight");
this.name = name;
this.currencyPair = currencyPair;
this.dayCount = dayCount;
this.nodes = ImmutableList.copyOf(nodes);
this.timeInterpolator = timeInterpolator;
this.timeExtrapolatorLeft = timeExtrapolatorLeft;
this.timeExtrapolatorRight = timeExtrapolatorRight;
this.strikeInterpolator = strikeInterpolator;
this.strikeExtrapolatorLeft = strikeExtrapolatorLeft;
this.strikeExtrapolatorRight = strikeExtrapolatorRight;
validate();
}
@Override
public BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta metaBean() {
return BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the name.
* @return the value of the property, not null
*/
@Override
public FxOptionVolatilitiesName getName() {
return name;
}
//-----------------------------------------------------------------------
/**
* Gets the currencyPair.
* @return the value of the property, not null
*/
@Override
public CurrencyPair getCurrencyPair() {
return currencyPair;
}
//-----------------------------------------------------------------------
/**
* Gets the dayCount.
* @return the value of the property, not null
*/
public DayCount getDayCount() {
return dayCount;
}
//-----------------------------------------------------------------------
/**
* Gets the nodes.
* @return the value of the property, not null
*/
@Override
public ImmutableList getNodes() {
return nodes;
}
//-----------------------------------------------------------------------
/**
* Gets the interpolator used in the time dimension.
* @return the value of the property, not null
*/
public CurveInterpolator getTimeInterpolator() {
return timeInterpolator;
}
//-----------------------------------------------------------------------
/**
* Gets the left extrapolator used in the time dimension.
* @return the value of the property, not null
*/
public CurveExtrapolator getTimeExtrapolatorLeft() {
return timeExtrapolatorLeft;
}
//-----------------------------------------------------------------------
/**
* Gets the right extrapolator used in the time dimension.
* @return the value of the property, not null
*/
public CurveExtrapolator getTimeExtrapolatorRight() {
return timeExtrapolatorRight;
}
//-----------------------------------------------------------------------
/**
* Gets the interpolator used in the strike dimension.
* @return the value of the property, not null
*/
public CurveInterpolator getStrikeInterpolator() {
return strikeInterpolator;
}
//-----------------------------------------------------------------------
/**
* Gets the left extrapolator used in the strike dimension.
* @return the value of the property, not null
*/
public CurveExtrapolator getStrikeExtrapolatorLeft() {
return strikeExtrapolatorLeft;
}
//-----------------------------------------------------------------------
/**
* Gets the right extrapolator used in the strike dimension.
* @return the value of the property, not null
*/
public CurveExtrapolator getStrikeExtrapolatorRight() {
return strikeExtrapolatorRight;
}
//-----------------------------------------------------------------------
/**
* Returns a builder that allows this bean to be mutated.
* @return the mutable builder, not null
*/
public Builder toBuilder() {
return new Builder(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification other = (BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification) obj;
return JodaBeanUtils.equal(name, other.name) &&
JodaBeanUtils.equal(currencyPair, other.currencyPair) &&
JodaBeanUtils.equal(dayCount, other.dayCount) &&
JodaBeanUtils.equal(nodes, other.nodes) &&
JodaBeanUtils.equal(timeInterpolator, other.timeInterpolator) &&
JodaBeanUtils.equal(timeExtrapolatorLeft, other.timeExtrapolatorLeft) &&
JodaBeanUtils.equal(timeExtrapolatorRight, other.timeExtrapolatorRight) &&
JodaBeanUtils.equal(strikeInterpolator, other.strikeInterpolator) &&
JodaBeanUtils.equal(strikeExtrapolatorLeft, other.strikeExtrapolatorLeft) &&
JodaBeanUtils.equal(strikeExtrapolatorRight, other.strikeExtrapolatorRight);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(name);
hash = hash * 31 + JodaBeanUtils.hashCode(currencyPair);
hash = hash * 31 + JodaBeanUtils.hashCode(dayCount);
hash = hash * 31 + JodaBeanUtils.hashCode(nodes);
hash = hash * 31 + JodaBeanUtils.hashCode(timeInterpolator);
hash = hash * 31 + JodaBeanUtils.hashCode(timeExtrapolatorLeft);
hash = hash * 31 + JodaBeanUtils.hashCode(timeExtrapolatorRight);
hash = hash * 31 + JodaBeanUtils.hashCode(strikeInterpolator);
hash = hash * 31 + JodaBeanUtils.hashCode(strikeExtrapolatorLeft);
hash = hash * 31 + JodaBeanUtils.hashCode(strikeExtrapolatorRight);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(352);
buf.append("BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification{");
buf.append("name").append('=').append(JodaBeanUtils.toString(name)).append(',').append(' ');
buf.append("currencyPair").append('=').append(JodaBeanUtils.toString(currencyPair)).append(',').append(' ');
buf.append("dayCount").append('=').append(JodaBeanUtils.toString(dayCount)).append(',').append(' ');
buf.append("nodes").append('=').append(JodaBeanUtils.toString(nodes)).append(',').append(' ');
buf.append("timeInterpolator").append('=').append(JodaBeanUtils.toString(timeInterpolator)).append(',').append(' ');
buf.append("timeExtrapolatorLeft").append('=').append(JodaBeanUtils.toString(timeExtrapolatorLeft)).append(',').append(' ');
buf.append("timeExtrapolatorRight").append('=').append(JodaBeanUtils.toString(timeExtrapolatorRight)).append(',').append(' ');
buf.append("strikeInterpolator").append('=').append(JodaBeanUtils.toString(strikeInterpolator)).append(',').append(' ');
buf.append("strikeExtrapolatorLeft").append('=').append(JodaBeanUtils.toString(strikeExtrapolatorLeft)).append(',').append(' ');
buf.append("strikeExtrapolatorRight").append('=').append(JodaBeanUtils.toString(strikeExtrapolatorRight));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification}.
*/
public static final class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code name} property.
*/
private final MetaProperty name = DirectMetaProperty.ofImmutable(
this, "name", BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.class, FxOptionVolatilitiesName.class);
/**
* The meta-property for the {@code currencyPair} property.
*/
private final MetaProperty currencyPair = DirectMetaProperty.ofImmutable(
this, "currencyPair", BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.class, CurrencyPair.class);
/**
* The meta-property for the {@code dayCount} property.
*/
private final MetaProperty dayCount = DirectMetaProperty.ofImmutable(
this, "dayCount", BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.class, DayCount.class);
/**
* The meta-property for the {@code nodes} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty> nodes = DirectMetaProperty.ofImmutable(
this, "nodes", BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.class, (Class) ImmutableList.class);
/**
* The meta-property for the {@code timeInterpolator} property.
*/
private final MetaProperty timeInterpolator = DirectMetaProperty.ofImmutable(
this, "timeInterpolator", BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.class, CurveInterpolator.class);
/**
* The meta-property for the {@code timeExtrapolatorLeft} property.
*/
private final MetaProperty timeExtrapolatorLeft = DirectMetaProperty.ofImmutable(
this, "timeExtrapolatorLeft", BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.class, CurveExtrapolator.class);
/**
* The meta-property for the {@code timeExtrapolatorRight} property.
*/
private final MetaProperty timeExtrapolatorRight = DirectMetaProperty.ofImmutable(
this, "timeExtrapolatorRight", BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.class, CurveExtrapolator.class);
/**
* The meta-property for the {@code strikeInterpolator} property.
*/
private final MetaProperty strikeInterpolator = DirectMetaProperty.ofImmutable(
this, "strikeInterpolator", BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.class, CurveInterpolator.class);
/**
* The meta-property for the {@code strikeExtrapolatorLeft} property.
*/
private final MetaProperty strikeExtrapolatorLeft = DirectMetaProperty.ofImmutable(
this, "strikeExtrapolatorLeft", BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.class, CurveExtrapolator.class);
/**
* The meta-property for the {@code strikeExtrapolatorRight} property.
*/
private final MetaProperty strikeExtrapolatorRight = DirectMetaProperty.ofImmutable(
this, "strikeExtrapolatorRight", BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.class, CurveExtrapolator.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"name",
"currencyPair",
"dayCount",
"nodes",
"timeInterpolator",
"timeExtrapolatorLeft",
"timeExtrapolatorRight",
"strikeInterpolator",
"strikeExtrapolatorLeft",
"strikeExtrapolatorRight");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 3373707: // name
return name;
case 1005147787: // currencyPair
return currencyPair;
case 1905311443: // dayCount
return dayCount;
case 104993457: // nodes
return nodes;
case -587914188: // timeInterpolator
return timeInterpolator;
case -286652761: // timeExtrapolatorLeft
return timeExtrapolatorLeft;
case -290640004: // timeExtrapolatorRight
return timeExtrapolatorRight;
case 815202713: // strikeInterpolator
return strikeInterpolator;
case -1176196724: // strikeExtrapolatorLeft
return strikeExtrapolatorLeft;
case -2096699081: // strikeExtrapolatorRight
return strikeExtrapolatorRight;
}
return super.metaPropertyGet(propertyName);
}
@Override
public BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder builder() {
return new BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder();
}
@Override
public Class beanType() {
return BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code name} property.
* @return the meta-property, not null
*/
public MetaProperty name() {
return name;
}
/**
* The meta-property for the {@code currencyPair} property.
* @return the meta-property, not null
*/
public MetaProperty currencyPair() {
return currencyPair;
}
/**
* The meta-property for the {@code dayCount} property.
* @return the meta-property, not null
*/
public MetaProperty dayCount() {
return dayCount;
}
/**
* The meta-property for the {@code nodes} property.
* @return the meta-property, not null
*/
public MetaProperty> nodes() {
return nodes;
}
/**
* The meta-property for the {@code timeInterpolator} property.
* @return the meta-property, not null
*/
public MetaProperty timeInterpolator() {
return timeInterpolator;
}
/**
* The meta-property for the {@code timeExtrapolatorLeft} property.
* @return the meta-property, not null
*/
public MetaProperty timeExtrapolatorLeft() {
return timeExtrapolatorLeft;
}
/**
* The meta-property for the {@code timeExtrapolatorRight} property.
* @return the meta-property, not null
*/
public MetaProperty timeExtrapolatorRight() {
return timeExtrapolatorRight;
}
/**
* The meta-property for the {@code strikeInterpolator} property.
* @return the meta-property, not null
*/
public MetaProperty strikeInterpolator() {
return strikeInterpolator;
}
/**
* The meta-property for the {@code strikeExtrapolatorLeft} property.
* @return the meta-property, not null
*/
public MetaProperty strikeExtrapolatorLeft() {
return strikeExtrapolatorLeft;
}
/**
* The meta-property for the {@code strikeExtrapolatorRight} property.
* @return the meta-property, not null
*/
public MetaProperty strikeExtrapolatorRight() {
return strikeExtrapolatorRight;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 3373707: // name
return ((BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification) bean).getName();
case 1005147787: // currencyPair
return ((BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification) bean).getCurrencyPair();
case 1905311443: // dayCount
return ((BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification) bean).getDayCount();
case 104993457: // nodes
return ((BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification) bean).getNodes();
case -587914188: // timeInterpolator
return ((BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification) bean).getTimeInterpolator();
case -286652761: // timeExtrapolatorLeft
return ((BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification) bean).getTimeExtrapolatorLeft();
case -290640004: // timeExtrapolatorRight
return ((BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification) bean).getTimeExtrapolatorRight();
case 815202713: // strikeInterpolator
return ((BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification) bean).getStrikeInterpolator();
case -1176196724: // strikeExtrapolatorLeft
return ((BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification) bean).getStrikeExtrapolatorLeft();
case -2096699081: // strikeExtrapolatorRight
return ((BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification) bean).getStrikeExtrapolatorRight();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
metaProperty(propertyName);
if (quiet) {
return;
}
throw new UnsupportedOperationException("Property cannot be written: " + propertyName);
}
}
//-----------------------------------------------------------------------
/**
* The bean-builder for {@code BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private FxOptionVolatilitiesName name;
private CurrencyPair currencyPair;
private DayCount dayCount;
private List nodes = ImmutableList.of();
private CurveInterpolator timeInterpolator;
private CurveExtrapolator timeExtrapolatorLeft;
private CurveExtrapolator timeExtrapolatorRight;
private CurveInterpolator strikeInterpolator;
private CurveExtrapolator strikeExtrapolatorLeft;
private CurveExtrapolator strikeExtrapolatorRight;
/**
* Restricted constructor.
*/
private Builder() {
applyDefaults(this);
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification beanToCopy) {
this.name = beanToCopy.getName();
this.currencyPair = beanToCopy.getCurrencyPair();
this.dayCount = beanToCopy.getDayCount();
this.nodes = beanToCopy.getNodes();
this.timeInterpolator = beanToCopy.getTimeInterpolator();
this.timeExtrapolatorLeft = beanToCopy.getTimeExtrapolatorLeft();
this.timeExtrapolatorRight = beanToCopy.getTimeExtrapolatorRight();
this.strikeInterpolator = beanToCopy.getStrikeInterpolator();
this.strikeExtrapolatorLeft = beanToCopy.getStrikeExtrapolatorLeft();
this.strikeExtrapolatorRight = beanToCopy.getStrikeExtrapolatorRight();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 3373707: // name
return name;
case 1005147787: // currencyPair
return currencyPair;
case 1905311443: // dayCount
return dayCount;
case 104993457: // nodes
return nodes;
case -587914188: // timeInterpolator
return timeInterpolator;
case -286652761: // timeExtrapolatorLeft
return timeExtrapolatorLeft;
case -290640004: // timeExtrapolatorRight
return timeExtrapolatorRight;
case 815202713: // strikeInterpolator
return strikeInterpolator;
case -1176196724: // strikeExtrapolatorLeft
return strikeExtrapolatorLeft;
case -2096699081: // strikeExtrapolatorRight
return strikeExtrapolatorRight;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 3373707: // name
this.name = (FxOptionVolatilitiesName) newValue;
break;
case 1005147787: // currencyPair
this.currencyPair = (CurrencyPair) newValue;
break;
case 1905311443: // dayCount
this.dayCount = (DayCount) newValue;
break;
case 104993457: // nodes
this.nodes = (List) newValue;
break;
case -587914188: // timeInterpolator
this.timeInterpolator = (CurveInterpolator) newValue;
break;
case -286652761: // timeExtrapolatorLeft
this.timeExtrapolatorLeft = (CurveExtrapolator) newValue;
break;
case -290640004: // timeExtrapolatorRight
this.timeExtrapolatorRight = (CurveExtrapolator) newValue;
break;
case 815202713: // strikeInterpolator
this.strikeInterpolator = (CurveInterpolator) newValue;
break;
case -1176196724: // strikeExtrapolatorLeft
this.strikeExtrapolatorLeft = (CurveExtrapolator) newValue;
break;
case -2096699081: // strikeExtrapolatorRight
this.strikeExtrapolatorRight = (CurveExtrapolator) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public Builder set(MetaProperty property, Object value) {
super.set(property, value);
return this;
}
@Override
public BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification build() {
return new BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification(
name,
currencyPair,
dayCount,
nodes,
timeInterpolator,
timeExtrapolatorLeft,
timeExtrapolatorRight,
strikeInterpolator,
strikeExtrapolatorLeft,
strikeExtrapolatorRight);
}
//-----------------------------------------------------------------------
/**
* Sets the name.
* @param name the new value, not null
* @return this, for chaining, not null
*/
public Builder name(FxOptionVolatilitiesName name) {
JodaBeanUtils.notNull(name, "name");
this.name = name;
return this;
}
/**
* Sets the currencyPair.
* @param currencyPair the new value, not null
* @return this, for chaining, not null
*/
public Builder currencyPair(CurrencyPair currencyPair) {
JodaBeanUtils.notNull(currencyPair, "currencyPair");
this.currencyPair = currencyPair;
return this;
}
/**
* Sets the dayCount.
* @param dayCount the new value, not null
* @return this, for chaining, not null
*/
public Builder dayCount(DayCount dayCount) {
JodaBeanUtils.notNull(dayCount, "dayCount");
this.dayCount = dayCount;
return this;
}
/**
* Sets the nodes.
* @param nodes the new value, not null
* @return this, for chaining, not null
*/
public Builder nodes(List nodes) {
JodaBeanUtils.notNull(nodes, "nodes");
this.nodes = nodes;
return this;
}
/**
* Sets the {@code nodes} property in the builder
* from an array of objects.
* @param nodes the new value, not null
* @return this, for chaining, not null
*/
public Builder nodes(FxOptionVolatilitiesNode... nodes) {
return nodes(ImmutableList.copyOf(nodes));
}
/**
* Sets the interpolator used in the time dimension.
* @param timeInterpolator the new value, not null
* @return this, for chaining, not null
*/
public Builder timeInterpolator(CurveInterpolator timeInterpolator) {
JodaBeanUtils.notNull(timeInterpolator, "timeInterpolator");
this.timeInterpolator = timeInterpolator;
return this;
}
/**
* Sets the left extrapolator used in the time dimension.
* @param timeExtrapolatorLeft the new value, not null
* @return this, for chaining, not null
*/
public Builder timeExtrapolatorLeft(CurveExtrapolator timeExtrapolatorLeft) {
JodaBeanUtils.notNull(timeExtrapolatorLeft, "timeExtrapolatorLeft");
this.timeExtrapolatorLeft = timeExtrapolatorLeft;
return this;
}
/**
* Sets the right extrapolator used in the time dimension.
* @param timeExtrapolatorRight the new value, not null
* @return this, for chaining, not null
*/
public Builder timeExtrapolatorRight(CurveExtrapolator timeExtrapolatorRight) {
JodaBeanUtils.notNull(timeExtrapolatorRight, "timeExtrapolatorRight");
this.timeExtrapolatorRight = timeExtrapolatorRight;
return this;
}
/**
* Sets the interpolator used in the strike dimension.
* @param strikeInterpolator the new value, not null
* @return this, for chaining, not null
*/
public Builder strikeInterpolator(CurveInterpolator strikeInterpolator) {
JodaBeanUtils.notNull(strikeInterpolator, "strikeInterpolator");
this.strikeInterpolator = strikeInterpolator;
return this;
}
/**
* Sets the left extrapolator used in the strike dimension.
* @param strikeExtrapolatorLeft the new value, not null
* @return this, for chaining, not null
*/
public Builder strikeExtrapolatorLeft(CurveExtrapolator strikeExtrapolatorLeft) {
JodaBeanUtils.notNull(strikeExtrapolatorLeft, "strikeExtrapolatorLeft");
this.strikeExtrapolatorLeft = strikeExtrapolatorLeft;
return this;
}
/**
* Sets the right extrapolator used in the strike dimension.
* @param strikeExtrapolatorRight the new value, not null
* @return this, for chaining, not null
*/
public Builder strikeExtrapolatorRight(CurveExtrapolator strikeExtrapolatorRight) {
JodaBeanUtils.notNull(strikeExtrapolatorRight, "strikeExtrapolatorRight");
this.strikeExtrapolatorRight = strikeExtrapolatorRight;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(352);
buf.append("BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder{");
buf.append("name").append('=').append(JodaBeanUtils.toString(name)).append(',').append(' ');
buf.append("currencyPair").append('=').append(JodaBeanUtils.toString(currencyPair)).append(',').append(' ');
buf.append("dayCount").append('=').append(JodaBeanUtils.toString(dayCount)).append(',').append(' ');
buf.append("nodes").append('=').append(JodaBeanUtils.toString(nodes)).append(',').append(' ');
buf.append("timeInterpolator").append('=').append(JodaBeanUtils.toString(timeInterpolator)).append(',').append(' ');
buf.append("timeExtrapolatorLeft").append('=').append(JodaBeanUtils.toString(timeExtrapolatorLeft)).append(',').append(' ');
buf.append("timeExtrapolatorRight").append('=').append(JodaBeanUtils.toString(timeExtrapolatorRight)).append(',').append(' ');
buf.append("strikeInterpolator").append('=').append(JodaBeanUtils.toString(strikeInterpolator)).append(',').append(' ');
buf.append("strikeExtrapolatorLeft").append('=').append(JodaBeanUtils.toString(strikeExtrapolatorLeft)).append(',').append(' ');
buf.append("strikeExtrapolatorRight").append('=').append(JodaBeanUtils.toString(strikeExtrapolatorRight));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}