/** * 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.surface; /** * */ public class SABRFittingProperties { /** Fix alpha during fitting */ public static final String PROPERTY_USE_FIXED_ALPHA = "UseFixedAlpha"; /** Fixed alpha value */ public static final String PROPERTY_ALPHA = "Alpha"; /** Fix beta during fitting */ public static final String PROPERTY_USE_FIXED_BETA = "UseFixedBeta"; /** Fixed beta value */ public static final String PROPERTY_BETA = "Beta"; /** Fix nu during fitting */ public static final String PROPERTY_USE_FIXED_NU = "UseFixedNu"; /** Fixed nu value */ public static final String PROPERTY_NU = "Nu"; /** Fix rho during fitting */ public static final String PROPERTY_USE_FIXED_RHO = "UseFixedRho"; /** Fixed rho value */ public static final String PROPERTY_RHO = "Rho"; /** The error in volatility quotes */ public static final String PROPERTY_ERROR = "Error"; }