@Override public SwaptionSurfaceExpiryStrikeParameterMetadata build() { preBuild(this); return new SwaptionSurfaceExpiryStrikeParameterMetadata( yearFraction, strike, label); }
/** * Creates node using swap convention, year fraction, strike and label. * * @param yearFraction the year fraction * @param strike the simple moneyness * @param label the label to use * @return the metadata */ public static SwaptionSurfaceExpiryStrikeParameterMetadata of( double yearFraction, double strike, String label) { return new SwaptionSurfaceExpiryStrikeParameterMetadata(yearFraction, strike, label); }
/** * Creates node metadata using swap convention, year fraction and strike. * * @param yearFraction the year fraction * @param strike the strike * @return node metadata */ public static SwaptionSurfaceExpiryStrikeParameterMetadata of( double yearFraction, double strike) { String label = Pair.of(yearFraction, strike).toString(); return new SwaptionSurfaceExpiryStrikeParameterMetadata(yearFraction, strike, label); }