/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(BlackFxOptionSmileVolatilities beanToCopy)
{
this.name_Renamed = beanToCopy.Name;
this.currencyPair_Renamed = beanToCopy.CurrencyPair;
this.valuationDateTime_Renamed = beanToCopy.ValuationDateTime;
this.smile_Renamed = beanToCopy.Smile;
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3373707: // name
this.name_Renamed = (FxOptionVolatilitiesName)newValue;
break;
case 1005147787: // currencyPair
this.currencyPair_Renamed = (CurrencyPair)newValue;
break;
case -949589828: // valuationDateTime
this.valuationDateTime_Renamed = (ZonedDateTime)newValue;
break;
case 109556488: // smile
this.smile_Renamed = (SmileDeltaTermStructure)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
private BlackFxOptionSmileVolatilities(FxOptionVolatilitiesName name, CurrencyPair currencyPair, ZonedDateTime valuationDateTime, SmileDeltaTermStructure smile)
{
JodaBeanUtils.notNull(name, "name");
JodaBeanUtils.notNull(currencyPair, "currencyPair");
JodaBeanUtils.notNull(valuationDateTime, "valuationDateTime");
JodaBeanUtils.notNull(smile, "smile");
this.name = name;
this.currencyPair = currencyPair;
this.valuationDateTime = valuationDateTime;
this.smile = smile;
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance based on a smile.
/// </summary>
/// <param name="name"> the name of the volatilities </param>
/// <param name="currencyPair"> the currency pair </param>
/// <param name="valuationTime"> the valuation date-time </param>
/// <param name="smile"> the term structure of smile </param>
/// <returns> the provider </returns>
public static BlackFxOptionSmileVolatilities of(FxOptionVolatilitiesName name, CurrencyPair currencyPair, ZonedDateTime valuationTime, SmileDeltaTermStructure smile)
{
return(new BlackFxOptionSmileVolatilities(name, currencyPair, valuationTime, smile));
}
/// <summary>
/// Sets the volatility model.
/// <para>
/// This represents expiry dependent smile which consists of ATM, risk reversal
/// and strangle as used in FX market.
/// </para>
/// </summary>
/// <param name="smile"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder smile(SmileDeltaTermStructure smile)
{
JodaBeanUtils.notNull(smile, "smile");
this.smile_Renamed = smile;
return(this);
}
