| Package | Description |
|---|---|
| com.opengamma.strata.pricer.capfloor |
Calculators for Ibor cap-floor.
|
| Modifier and Type | Method and Description |
|---|---|
static DirectIborCapletFloorletFlatVolatilityDefinition.Builder |
DirectIborCapletFloorletFlatVolatilityDefinition.builder()
Returns a builder used to create an instance of the bean.
|
DirectIborCapletFloorletFlatVolatilityDefinition.Builder |
DirectIborCapletFloorletFlatVolatilityDefinition.Meta.builder() |
DirectIborCapletFloorletFlatVolatilityDefinition.Builder |
DirectIborCapletFloorletFlatVolatilityDefinition.Builder.dayCount(DayCount dayCount)
Sets the day count to measure the time.
|
DirectIborCapletFloorletFlatVolatilityDefinition.Builder |
DirectIborCapletFloorletFlatVolatilityDefinition.Builder.extrapolatorLeft(CurveExtrapolator extrapolatorLeft)
Sets the extrapolator for the caplet volatilities on the left.
|
DirectIborCapletFloorletFlatVolatilityDefinition.Builder |
DirectIborCapletFloorletFlatVolatilityDefinition.Builder.extrapolatorRight(CurveExtrapolator extrapolatorRight)
Sets the extrapolator for the caplet volatilities on the right.
|
DirectIborCapletFloorletFlatVolatilityDefinition.Builder |
DirectIborCapletFloorletFlatVolatilityDefinition.Builder.index(IborIndex index)
Sets the Ibor index for which the data is valid.
|
DirectIborCapletFloorletFlatVolatilityDefinition.Builder |
DirectIborCapletFloorletFlatVolatilityDefinition.Builder.interpolator(CurveInterpolator interpolator)
Sets the interpolator for the caplet volatilities.
|
DirectIborCapletFloorletFlatVolatilityDefinition.Builder |
DirectIborCapletFloorletFlatVolatilityDefinition.Builder.lambda(double lambda)
Sets penalty intensity parameter.
|
DirectIborCapletFloorletFlatVolatilityDefinition.Builder |
DirectIborCapletFloorletFlatVolatilityDefinition.Builder.name(IborCapletFloorletVolatilitiesName name)
Sets the name of the volatilities.
|
DirectIborCapletFloorletFlatVolatilityDefinition.Builder |
DirectIborCapletFloorletFlatVolatilityDefinition.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
DirectIborCapletFloorletFlatVolatilityDefinition.Builder |
DirectIborCapletFloorletFlatVolatilityDefinition.Builder.set(String propertyName,
Object newValue) |
DirectIborCapletFloorletFlatVolatilityDefinition.Builder |
DirectIborCapletFloorletFlatVolatilityDefinition.toBuilder()
Returns a builder that allows this bean to be mutated.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.