@Override public SabrSwaptionDefinition build() { return new SabrSwaptionDefinition( name, convention, dayCount, interpolator); }
/** * 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); }