| Package | Description |
|---|---|
| com.opengamma.strata.pricer.bond |
Calculators for bonds.
|
| Modifier and Type | Method and Description |
|---|---|
BlackBondFutureExpiryLogMoneynessVolatilities |
BlackBondFutureExpiryLogMoneynessVolatilities.Builder.build() |
static BlackBondFutureExpiryLogMoneynessVolatilities |
BlackBondFutureExpiryLogMoneynessVolatilities.of(ZonedDateTime valuationDateTime,
InterpolatedNodalSurface surface)
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
|
BlackBondFutureExpiryLogMoneynessVolatilities |
BlackBondFutureExpiryLogMoneynessVolatilities.withParameter(int parameterIndex,
double newValue) |
BlackBondFutureExpiryLogMoneynessVolatilities |
BlackBondFutureExpiryLogMoneynessVolatilities.withPerturbation(ParameterPerturbation perturbation) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends BlackBondFutureExpiryLogMoneynessVolatilities> |
BlackBondFutureExpiryLogMoneynessVolatilities.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.