static {
List<SwaptionSurfaceExpiryTenorNodeMetadata> list =
new ArrayList<SwaptionSurfaceExpiryTenorNodeMetadata>();
int nData = TIME.size();
for (int i = 0; i < nData; ++i) {
SwaptionSurfaceExpiryTenorNodeMetadata parameterMetadata =
SwaptionSurfaceExpiryTenorNodeMetadata.of(TIME.get(i), TENOR.get(i));
list.add(parameterMetadata);
}
METADATA_WITH_PARAM =
DefaultSurfaceMetadata.builder()
.dayCount(ACT_365F)
.parameterMetadata(list)
.surfaceName(SurfaceName.of("GOVT1-SWAPTION-VOL"))
.xValueType(ValueType.YEAR_FRACTION)
.yValueType(ValueType.YEAR_FRACTION)
.build();
METADATA =
DefaultSurfaceMetadata.builder()
.dayCount(ACT_365F)
.surfaceName(SurfaceName.of("GOVT1-SWAPTION-VOL"))
.xValueType(ValueType.YEAR_FRACTION)
.yValueType(ValueType.YEAR_FRACTION)
.build();
}
