Uses of Class
com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

Packages that use DirectIborCapletFloorletVolatilityDefinition.Builder

Package	Description
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.

Uses of DirectIborCapletFloorletVolatilityDefinition.Builder in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return DirectIborCapletFloorletVolatilityDefinition.Builder

Modifier and Type	Method and Description
static DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.builder() Returns a builder used to create an instance of the bean.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Meta.builder()
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.dayCount(DayCount dayCount) Sets the day count to measure the time in the expiry dimension.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.index(IborIndex index) Sets the Ibor index for which the data is valid.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.interpolator(GridSurfaceInterpolator interpolator) Sets the interpolator for the caplet volatilities.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.lambdaExpiry(double lambdaExpiry) Sets penalty intensity parameter for expiry dimension.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.lambdaStrike(double lambdaStrike) Sets penalty intensity parameter for strike dimension.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.name(IborCapletFloorletVolatilitiesName name) Sets the name of the volatilities.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.set(org.joda.beans.MetaProperty<?> property, Object value)
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.set(String propertyName, Object newValue)
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.shiftCurve(Curve shiftCurve) Sets the shift parameter of shifted Black model.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.toBuilder() Returns a builder that allows this bean to be mutated.