| Package | Description |
|---|---|
| com.opengamma.strata.pricer.capfloor |
Calculators for Ibor cap-floor.
|
| Modifier and Type | Method and Description |
|---|---|
static DirectIborCapletFloorletVolatilityCalibrator |
DirectIborCapletFloorletVolatilityCalibrator.of(VolatilityIborCapFloorLegPricer pricer,
double epsilon,
ReferenceData referenceData)
Obtains an instance.
|
static DirectIborCapletFloorletVolatilityCalibrator |
DirectIborCapletFloorletVolatilityCalibrator.standard()
Obtains the standard instance.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.