| Package | Description |
|---|---|
| com.opengamma.strata.pricer.bond |
Calculators for bonds.
|
| Modifier and Type | Method and Description |
|---|---|
BondVolatilitiesName |
BondYieldVolatilities.getName()
Gets the name of these volatilities.
|
BondVolatilitiesName |
NormalBondYieldExpiryDurationVolatilities.getName() |
BondVolatilitiesName |
BondYieldSensitivity.getVolatilitiesName()
Gets the name of the volatilities.
|
static BondVolatilitiesName |
BondVolatilitiesName.of(String name)
Obtains an instance from the specified name.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<BondVolatilitiesName> |
BondYieldSensitivity.Meta.volatilitiesName()
The meta-property for the
volatilitiesName property. |
| Modifier and Type | Method and Description |
|---|---|
static BondYieldSensitivity |
BondYieldSensitivity.of(BondVolatilitiesName volatilitiesName,
double expiry,
double duration,
double strike,
double forward,
Currency sensitivityCurrency,
double sensitivity)
Obtains an instance from the specified elements.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.