//------------------------------------------------------------------------- public virtual void test_basics() { assertEquals(VOL_SIMPLE_MONEY_PRICE.ValuationDate, VAL_DATE_TIME.toLocalDate()); assertEquals(VOL_SIMPLE_MONEY_PRICE.ValuationDateTime, VAL_DATE_TIME); assertEquals(VOL_SIMPLE_MONEY_PRICE.Index, EUR_EURIBOR_3M); assertEquals(VOL_SIMPLE_MONEY_PRICE.Name, IborFutureOptionVolatilitiesName.of("Price")); }
private IborFutureOptionSensitivity(IborFutureOptionVolatilitiesName volatilitiesName, double expiry, LocalDate fixingDate, double strikePrice, double futurePrice, Currency currency, double sensitivity) { JodaBeanUtils.notNull(volatilitiesName, "volatilitiesName"); JodaBeanUtils.notNull(expiry, "expiry"); JodaBeanUtils.notNull(fixingDate, "fixingDate"); JodaBeanUtils.notNull(currency, "currency"); this.volatilitiesName = volatilitiesName; this.expiry = expiry; this.fixingDate = fixingDate; this.strikePrice = strikePrice; this.futurePrice = futurePrice; this.currency = currency; this.sensitivity = sensitivity; }
public override Builder set(string propertyName, object newValue) { switch (propertyName.GetHashCode()) { case 2100884654: // volatilitiesName this.volatilitiesName = (IborFutureOptionVolatilitiesName)newValue; break; case -1289159373: // expiry this.expiry = (double?)newValue.Value; break; case 1255202043: // fixingDate this.fixingDate = (LocalDate)newValue; break; case 50946231: // strikePrice this.strikePrice = (double?)newValue.Value; break; case -518499002: // futurePrice this.futurePrice = (double?)newValue.Value; break; case 575402001: // currency this.currency = (Currency)newValue; break; case 564403871: // sensitivity this.sensitivity = (double?)newValue.Value; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
//------------------------------------------------------------------------- /// <summary> /// Obtains an instance. /// </summary> /// <param name="volatilitiesName"> the name of the volatilities </param> /// <param name="expiry"> the expiry date-time of the option as a year fraction </param> /// <param name="fixingDate"> the fixing date of the underlying future </param> /// <param name="strikePrice"> the strike price of the option </param> /// <param name="futurePrice"> the price of the underlying future </param> /// <param name="sensitivityCurrency"> the currency of the sensitivity </param> /// <param name="sensitivity"> the value of the sensitivity </param> /// <returns> the point sensitivity object </returns> public static IborFutureOptionSensitivity of(IborFutureOptionVolatilitiesName volatilitiesName, double expiry, LocalDate fixingDate, double strikePrice, double futurePrice, Currency sensitivityCurrency, double sensitivity) { return(new IborFutureOptionSensitivity(volatilitiesName, expiry, fixingDate, strikePrice, futurePrice, sensitivityCurrency, sensitivity)); }
/// <summary> /// Obtains an identifier used to find Ibor future option volatilities. /// </summary> /// <param name="name"> the name </param> /// <returns> an identifier for the volatilities </returns> public static IborFutureOptionVolatilitiesId of(IborFutureOptionVolatilitiesName name) { return(new IborFutureOptionVolatilitiesId(name)); }
//------------------------------------------------------------------------- /// <summary> /// Obtains an identifier used to find Ibor future option volatilities. /// </summary> /// <param name="name"> the name </param> /// <returns> an identifier for the volatilities </returns> public static IborFutureOptionVolatilitiesId of(string name) { return(new IborFutureOptionVolatilitiesId(IborFutureOptionVolatilitiesName.of(name))); }
private IborFutureOptionVolatilitiesId(IborFutureOptionVolatilitiesName name) { JodaBeanUtils.notNull(name, "name"); this.name = name; }