com.opengamma.strata.pricer.capfloor

Interface NormalIborCapletFloorletVolatilities

All Superinterfaces:

IborCapletFloorletVolatilities, MarketDataView, ParameterizedData

All Known Implementing Classes:

NormalIborCapletFloorletExpiryFlatVolatilities, NormalIborCapletFloorletExpiryStrikeVolatilities

public interface NormalIborCapletFloorletVolatilities
extends IborCapletFloorletVolatilities

Volatility for Ibor caplet/floorlet in the normal or Bachelier model.

Method Summary

Modifier and Type	Method and Description
default ValueType	getVolatilityType() Gets the type of volatility returned by the IborCapletFloorletVolatilities.volatility(java.time.ZonedDateTime, double, double) method.
NormalIborCapletFloorletVolatilities	withParameter(int parameterIndex, double newValue)
NormalIborCapletFloorletVolatilities	withPerturbation(ParameterPerturbation perturbation)

Methods inherited from interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities

getIndex, getName, getValuationDate, getValuationDateTime, parameterSensitivity, parameterSensitivity, price, priceDelta, priceGamma, priceTheta, priceVega, relativeTime, volatility, volatility

Methods inherited from interface com.opengamma.strata.market.MarketDataView

findData

Methods inherited from interface com.opengamma.strata.market.param.ParameterizedData

findParameterIndex, getParameter, getParameterCount, getParameterMetadata

Method Detail

getVolatilityType

default ValueType getVolatilityType()

Description copied from interface: IborCapletFloorletVolatilities

Gets the type of volatility returned by the IborCapletFloorletVolatilities.volatility(java.time.ZonedDateTime, double, double) method.

Specified by:

getVolatilityType in interface IborCapletFloorletVolatilities

Returns:

the type

withParameter

NormalIborCapletFloorletVolatilities withParameter(int parameterIndex,
                                                   double newValue)

Specified by:

withParameter in interface IborCapletFloorletVolatilities

Specified by:

withParameter in interface ParameterizedData

withPerturbation

NormalIborCapletFloorletVolatilities withPerturbation(ParameterPerturbation perturbation)

Specified by:

withPerturbation in interface IborCapletFloorletVolatilities

Specified by:

withPerturbation in interface ParameterizedData