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

Packages that use IborCapletFloorletPeriodAmounts

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

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

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

Modifier and Type	Method and Description
IborCapletFloorletPeriodAmounts	IborCapletFloorletPeriodAmounts.Builder.build()
IborCapletFloorletPeriodAmounts	VolatilityIborCapFloorLegPricer.forwardRates(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider) Calculates the forward rates for each caplet/floorlet of the Ibor cap/floor leg.
IborCapletFloorletPeriodAmounts	VolatilityIborCapFloorProductPricer.forwardRates(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider) Calculates the forward rates for each caplet/floorlet of the Ibor cap/floor.
IborCapletFloorletPeriodAmounts	VolatilityIborCapFloorTradePricer.forwardRates(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider) Calculates the forward rates for each caplet/floorlet of the Ibor cap/floor trade.
IborCapletFloorletPeriodAmounts	VolatilityIborCapFloorLegPricer.impliedVolatilities(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities) Calculates the implied volatilities for each caplet/floorlet of the Ibor cap/floor leg.
IborCapletFloorletPeriodAmounts	VolatilityIborCapFloorProductPricer.impliedVolatilities(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities) Calculates the implied volatilities for each caplet/floorlet of the Ibor cap/floor.
IborCapletFloorletPeriodAmounts	VolatilityIborCapFloorTradePricer.impliedVolatilities(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities) Calculates the implied volatilities for each caplet/floorlet of the Ibor cap/floor trade.
static IborCapletFloorletPeriodAmounts	IborCapletFloorletPeriodAmounts.of(Map<IborCapletFloorletPeriod,Double> doubleMap) Obtains an instance of double amounts.

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

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