Record Class SabrModel.Params

java.lang.Object
java.lang.Record
com.quantfinlib.pricing.SabrModel.Params
Enclosing class:
SabrModel
public static record SabrModel.Params(double alpha, double beta, double rho, double nu, double rmse) extends Record
Calibrated SABR parameters and the fit's RMSE in vol points.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Params(double alpha, double beta, double rho, double nu, double rmse)
    Creates an instance of a Params record class.

  • Method Summary

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

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • Params

      public Params(double alpha, double beta, double rho, double nu, double rmse)
      Creates an instance of a Params record class.
      Parameters:
      alpha - the value for the alpha record component
      beta - the value for the beta record component
      rho - the value for the rho record component
      nu - the value for the nu record component
      rmse - the value for the rmse 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.

    • alpha

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

    • beta

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

    • rho

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

    • nu

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

    • rmse

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