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

Packages that use DirectIborCapletFloorletVolatilityDefinition

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

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

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

Modifier and Type	Method and Description
DirectIborCapletFloorletVolatilityDefinition	DirectIborCapletFloorletVolatilityDefinition.Builder.build()
static DirectIborCapletFloorletVolatilityDefinition	DirectIborCapletFloorletVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambdaExpiry, double lambdaStrike, GridSurfaceInterpolator interpolator) Obtains an instance with zero shift.
static DirectIborCapletFloorletVolatilityDefinition	DirectIborCapletFloorletVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambdaExpiry, double lambdaStrike, GridSurfaceInterpolator interpolator, Curve shiftCurve) Obtains an instance with shift curve.

Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type DirectIborCapletFloorletVolatilityDefinition

Modifier and Type	Method and Description
Class<? extends DirectIborCapletFloorletVolatilityDefinition>	DirectIborCapletFloorletVolatilityDefinition.Meta.beanType()