Additional getters in SwaptionDataLattice.
@@ -488,6 +488,34 @@ public class SwaptionDataLattice implements Serializable {
return displacement;
}
+ /**
+ * @return The name of the forward curve for these swaptions.
+ */
+ public String getForwardCurveName() {
+ return forwardCurveName;
+ }
+
+ /**
+ * @return The name of the discount curve for these swaptions.
+ */
+ public String getDiscountCurveName() {
+ return discountCurveName;
+ }
+
+ /**
+ * @return The schedule meta data for the float leg of the swaptions.
+ */
+ public ScheduleMetaData getFloatMetaSchedule() {
+ return floatMetaSchedule;
+ }
+
+ /**
+ * @return The schedule meta data for the fix leg of the swaptions.
+ */
+ public ScheduleMetaData getFixMetaSchedule() {
+ return fixMetaSchedule;
+ }
+
/**
* A key used to reference swaption data in an map.
* Key overrides {@code equals} and {@code hashCode} for quick data recovery.
