| Package | Description |
|---|---|
| com.opengamma.strata.pricer.bond |
Calculators for bonds.
|
| Modifier and Type | Method and Description |
|---|---|
BondFutureVolatilitiesName |
BondFutureVolatilitiesId.getName()
Gets the name of the volatilities.
|
BondFutureVolatilitiesName |
BondFutureVolatilities.getName()
Gets the name of these volatilities.
|
BondFutureVolatilitiesName |
BlackBondFutureExpiryLogMoneynessVolatilities.getName() |
BondFutureVolatilitiesName |
BondFutureOptionSensitivity.getVolatilitiesName()
Gets the name of the volatilities.
|
static BondFutureVolatilitiesName |
BondFutureVolatilitiesName.of(String name)
Obtains an instance from the specified name.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<BondFutureVolatilitiesName> |
BondFutureOptionSensitivity.Meta.volatilitiesName()
The meta-property for the
volatilitiesName property. |
| Modifier and Type | Method and Description |
|---|---|
static BondFutureVolatilitiesId |
BondFutureVolatilitiesId.of(BondFutureVolatilitiesName name)
Obtains an identifier used to find bond future volatilities.
|
static BondFutureOptionSensitivity |
BondFutureOptionSensitivity.of(BondFutureVolatilitiesName volatilitiesName,
double expiry,
LocalDate futureExpiryDate,
double strikePrice,
double futurePrice,
Currency sensitivityCurrency,
double sensitivity)
Obtains an instance based on the security ID.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.