Record Class VolSurface.CalendarViolation

java.lang.Object
java.lang.Record
com.quantfinlib.pricing.VolSurface.CalendarViolation
Enclosing class:
VolSurface
public static record VolSurface.CalendarViolation(double expiry1, double expiry2, double logMoneyness, double totalVariance1, double totalVariance2) extends Record
Total variance falls between two expiries at this log-moneyness.

  • Constructor Summary

    Constructors
    Constructor
    Description
    CalendarViolation(double expiry1, double expiry2, double logMoneyness, double totalVariance1, double totalVariance2)
    Creates an instance of a CalendarViolation record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    double
    expiry1()
    Returns the value of the expiry1 record component.
    double
    expiry2()
    Returns the value of the expiry2 record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    logMoneyness()
    Returns the value of the logMoneyness record component.
    final String
    toString()
    Returns a string representation of this record class.
    double
    totalVariance1()
    Returns the value of the totalVariance1 record component.
    double
    totalVariance2()
    Returns the value of the totalVariance2 record component.

    Methods inherited from class Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • CalendarViolation

      public CalendarViolation(double expiry1, double expiry2, double logMoneyness, double totalVariance1, double totalVariance2)
      Creates an instance of a CalendarViolation record class.
      Parameters:
      expiry1 - the value for the expiry1 record component
      expiry2 - the value for the expiry2 record component
      logMoneyness - the value for the logMoneyness record component
      totalVariance1 - the value for the totalVariance1 record component
      totalVariance2 - the value for the totalVariance2 record component

  • Method Details

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. All components in this record class are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • expiry1

      public double expiry1()
      Returns the value of the expiry1 record component.
      Returns:
      the value of the expiry1 record component

    • expiry2

      public double expiry2()
      Returns the value of the expiry2 record component.
      Returns:
      the value of the expiry2 record component

    • logMoneyness

      public double logMoneyness()
      Returns the value of the logMoneyness record component.
      Returns:
      the value of the logMoneyness record component

    • totalVariance1

      public double totalVariance1()
      Returns the value of the totalVariance1 record component.
      Returns:
      the value of the totalVariance1 record component

    • totalVariance2

      public double totalVariance2()
      Returns the value of the totalVariance2 record component.
      Returns:
      the value of the totalVariance2 record component