@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 3373707: // name return ((SabrSwaptionDefinition) bean).getName(); case 2039569265: // convention return ((SabrSwaptionDefinition) bean).getConvention(); case 1905311443: // dayCount return ((SabrSwaptionDefinition) bean).getDayCount(); case 2096253127: // interpolator return ((SabrSwaptionDefinition) bean).getInterpolator(); } return super.propertyGet(bean, propertyName, quiet); }
@Override public SabrSwaptionDefinition build() { return new SabrSwaptionDefinition( name, convention, dayCount, interpolator); }
public void test_serialization() { SabrSwaptionDefinition test = SabrSwaptionDefinition.of(NAME, CONVENTION, DAY_COUNT, INTERPOLATOR_2D); assertSerialization(test); }
public void of() { SabrSwaptionDefinition test = SabrSwaptionDefinition.of(NAME, CONVENTION, DAY_COUNT, INTERPOLATOR_2D); assertEquals(test.getName(), NAME); assertEquals(test.getConvention(), CONVENTION); assertEquals(test.getDayCount(), DAY_COUNT); assertEquals(test.getInterpolator(), INTERPOLATOR_2D); }
/** * Obtains an instance from the name, convention, day count and tenors. * * @param name the name of the volatilities * @param convention the swap convention that the volatilities are to be used for * @param dayCount the day count to use * @param interpolator the interpolator for the alpha, rho and nu surfaces * @return the volatilities */ public static SabrSwaptionDefinition of( SwaptionVolatilitiesName name, FixedIborSwapConvention convention, DayCount dayCount, SurfaceInterpolator interpolator) { return new SabrSwaptionDefinition(name, convention, dayCount, interpolator); }
boolean stopOnMathException) { SwaptionVolatilitiesName name = definition.getName(); FixedIborSwapConvention convention = definition.getConvention(); DayCount dayCount = definition.getDayCount(); SurfaceInterpolator interpolator = definition.getInterpolator();