SmileFittingPropertyNamesAndValues.java

/**
 * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.financial.analytics.model.volatility;

/**
 *
 */
public class SmileFittingPropertyNamesAndValues {

  /**
   * Property representing the volatility model used to fit a cube
   */
  public static final String PROPERTY_VOLATILITY_MODEL = "VolatilityModel";

  /**
   * SABR
   */
  public static final String SABR = "SABR";

  /**
   * Black
   */
  public static final String BLACK = "Black";

  /**
   * Constant Black surface
   */
  public static final String CONSTANT_BLACK = "ConstantBlack";

  /**
   * Shifted lognormal
   */
  public static final String SHIFTED_LOGNORMAL = "ShiftedLognormal";

  /**
   * Property representing the method used to fit a cube or surface
   */
  public static final String PROPERTY_FITTING_METHOD = "FittingMethod";

  /**
   * Non-linear least squares
   */
  public static final String NON_LINEAR_LEAST_SQUARES = "NonLinearLeastSquares";
}