com.opengamma.strata.pricer.bond

Interface BlackBondFutureVolatilities

All Superinterfaces:

BondFutureVolatilities, MarketDataView, ParameterizedData

All Known Implementing Classes:

BlackBondFutureExpiryLogMoneynessVolatilities

public interface BlackBondFutureVolatilities
extends BondFutureVolatilities

Volatility for pricing bond futures and their options in the log-normal or Black model.

Method Summary

Modifier and Type	Method and Description
default ValueType	getVolatilityType() Gets the type of volatility returned by the BondFutureVolatilities.volatility(java.time.ZonedDateTime, java.time.LocalDate, double, double) method.
BlackBondFutureVolatilities	withParameter(int parameterIndex, double newValue)
BlackBondFutureVolatilities	withPerturbation(ParameterPerturbation perturbation)

Methods inherited from interface com.opengamma.strata.pricer.bond.BondFutureVolatilities

getName, getValuationDate, getValuationDateTime, parameterSensitivity, parameterSensitivity, relativeTime, volatility, volatility

Methods inherited from interface com.opengamma.strata.market.MarketDataView

findData

Methods inherited from interface com.opengamma.strata.market.param.ParameterizedData

findParameterIndex, getParameter, getParameterCount, getParameterMetadata

Method Detail

getVolatilityType

default ValueType getVolatilityType()

Description copied from interface: BondFutureVolatilities

Gets the type of volatility returned by the BondFutureVolatilities.volatility(java.time.ZonedDateTime, java.time.LocalDate, double, double) method.

Specified by:

getVolatilityType in interface BondFutureVolatilities

Returns:

the type

withParameter

BlackBondFutureVolatilities withParameter(int parameterIndex,
                                          double newValue)

Specified by:

withParameter in interface BondFutureVolatilities

Specified by:

withParameter in interface ParameterizedData

withPerturbation

BlackBondFutureVolatilities withPerturbation(ParameterPerturbation perturbation)

Specified by:

withPerturbation in interface BondFutureVolatilities

Specified by:

withPerturbation in interface ParameterizedData