| Package | Description |
|---|---|
| com.opengamma.strata.pricer.capfloor |
Calculators for Ibor cap-floor.
|
| Modifier and Type | Method and Description |
|---|---|
IborCapletFloorletPeriodCurrencyAmounts |
IborCapletFloorletPeriodCurrencyAmounts.Builder.build() |
static IborCapletFloorletPeriodCurrencyAmounts |
IborCapletFloorletPeriodCurrencyAmounts.of(Map<IborCapletFloorletPeriod,CurrencyAmount> currencyAmountMap)
Obtains an instance of currency amounts.
|
IborCapletFloorletPeriodCurrencyAmounts |
VolatilityIborCapFloorLegPricer.presentValueCapletFloorletPeriods(ResolvedIborCapFloorLeg capFloorLeg,
RatesProvider ratesProvider,
IborCapletFloorletVolatilities volatilities)
Calculates the present value for each caplet/floorlet of the Ibor cap/floor leg.
|
IborCapletFloorletPeriodCurrencyAmounts |
VolatilityIborCapFloorProductPricer.presentValueCapletFloorletPeriods(ResolvedIborCapFloor capFloor,
RatesProvider ratesProvider,
IborCapletFloorletVolatilities volatilities)
Calculates the present value for each caplet/floorlet of the Ibor cap/floor product.
|
IborCapletFloorletPeriodCurrencyAmounts |
VolatilityIborCapFloorTradePricer.presentValueCapletFloorletPeriods(ResolvedIborCapFloorTrade trade,
RatesProvider ratesProvider,
IborCapletFloorletVolatilities volatilities)
Calculates the present value for each caplet/floorlet of the Ibor cap/floor trade.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends IborCapletFloorletPeriodCurrencyAmounts> |
IborCapletFloorletPeriodCurrencyAmounts.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.