Uses of Interface
com.opengamma.strata.pricer.bond.BondFutureVolatilities

Packages that use BondFutureVolatilities

Package	Description
com.opengamma.strata.pricer.bond	Calculators for bonds.

Uses of BondFutureVolatilities in com.opengamma.strata.pricer.bond

Subinterfaces of BondFutureVolatilities in com.opengamma.strata.pricer.bond

Modifier and Type	Interface and Description
interface	BlackBondFutureVolatilities Volatility for pricing bond futures and their options in the log-normal or Black model.

Classes in com.opengamma.strata.pricer.bond that implement BondFutureVolatilities

Modifier and Type	Class and Description
class	BlackBondFutureExpiryLogMoneynessVolatilities Data provider of volatility for bond future options in the log-normal or Black model.

Methods in com.opengamma.strata.pricer.bond that return BondFutureVolatilities

Modifier and Type	Method and Description
BondFutureVolatilities	BondFutureVolatilities.withParameter(int parameterIndex, double newValue)
BondFutureVolatilities	BondFutureVolatilities.withPerturbation(ParameterPerturbation perturbation)

Methods in com.opengamma.strata.pricer.bond that return types with arguments of type BondFutureVolatilities

Modifier and Type	Method and Description
MarketDataName<BondFutureVolatilities>	BondFutureVolatilitiesId.getMarketDataName()
Class<BondFutureVolatilities>	BondFutureVolatilitiesName.getMarketDataType()
Class<BondFutureVolatilities>	BondFutureVolatilitiesId.getMarketDataType()

Methods in com.opengamma.strata.pricer.bond with parameters of type BondFutureVolatilities

Modifier and Type	Method and Description
MultiCurrencyAmount	BlackBondFutureOptionMarginedTradePricer.currencyExposure(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities, double lastOptionSettlementPrice) Calculates the currency exposure of the bond future option trade.
CurrencyAmount	BlackBondFutureOptionMarginedTradePricer.presentValue(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities, double lastOptionSettlementPrice) Calculates the present value of the bond future option trade.
PointSensitivities	BlackBondFutureOptionMarginedTradePricer.presentValueSensitivityRates(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities) Calculates the present value sensitivity of the bond future option trade.
double	BlackBondFutureOptionMarginedTradePricer.price(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities) Calculates the price of the bond future option trade.