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

Packages that use BondYieldVolatilities

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

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

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

Modifier and Type	Class and Description
class	NormalBondYieldExpiryDurationVolatilities Volatility for swaptions in the normal or Bachelier model based on a surface.

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

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

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

Modifier and Type	Method and Description
Class<BondYieldVolatilities>	BondVolatilitiesName.getMarketDataType()

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

Modifier and Type	Method and Description
CurrencyAmount	BlackFixedCouponBondOptionPricer.presentValue(ResolvedFixedCouponBondOption bondOption, LegalEntityDiscountingProvider legalEntityProvider, BondYieldVolatilities volatilities) Calculates the present value of the bond option.
BondYieldSensitivity	BlackFixedCouponBondOptionPricer.presentValueSensitivityModelParamsVolatility(ResolvedFixedCouponBondOption bondOption, LegalEntityDiscountingProvider legalEntityProvider, BondYieldVolatilities volatilities) Returns the present value sensitivity to the underlying yield volatilities.
PointSensitivities	BlackFixedCouponBondOptionPricer.presentValueSensitivityRatesStickyStrike(ResolvedFixedCouponBondOption bondOption, LegalEntityDiscountingProvider legalEntityProvider, BondYieldVolatilities volatilities) Returns the present value sensitivity to the underlying curves.