/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.sesame.sabr;
import com.opengamma.analytics.financial.instrument.index.GeneratorSwapFixedIbor;
import com.opengamma.analytics.financial.model.option.definition.SABRInterestRateParameters;
import com.opengamma.util.ArgumentChecker;
/**
* Holds the complete configuration required for using SABR parameters for
* volatility data.
*/
public class SabrParametersConfiguration {
/**
* The sabr data, not null.
*/
private final SABRInterestRateParameters _sabrParameters;
/**
* The swap convention to be used, not null.
*/
private final GeneratorSwapFixedIbor _swapConvention;
/**
* Constructor for the configuration.
*
* @param sabrParameters the sabr data, not null
* @param swapConvention the swap convention to be used, not null
*/
public SabrParametersConfiguration(SABRInterestRateParameters sabrParameters, GeneratorSwapFixedIbor swapConvention) {
_sabrParameters = ArgumentChecker.notNull(sabrParameters, "sabrParameters");
_swapConvention = ArgumentChecker.notNull(swapConvention, "swapConvention");
}
/**
* Get the sabr data.
*
* @return the sabr data, not null
*/
public SABRInterestRateParameters getSabrParameters() {
return _sabrParameters;
}
/**
* Get the swap convention to be used.
*
* @return the swap convention, not null
*/
public GeneratorSwapFixedIbor getSwapConvention() {
return _swapConvention;
}
}