| Package | Description |
|---|---|
| com.opengamma.strata.pricer.capfloor |
Calculators for Ibor cap-floor.
|
| Modifier and Type | Method and Description |
|---|---|
IborCapletFloorletSabrSensitivity |
IborCapletFloorletSabrSensitivity.cloned() |
IborCapletFloorletSabrSensitivity |
IborCapletFloorletSabrSensitivity.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider) |
IborCapletFloorletSabrSensitivity |
IborCapletFloorletSabrSensitivity.mapSensitivity(DoubleUnaryOperator operator) |
IborCapletFloorletSabrSensitivity |
IborCapletFloorletSabrSensitivity.multipliedBy(double factor) |
IborCapletFloorletSabrSensitivity |
IborCapletFloorletSabrSensitivity.normalize() |
static IborCapletFloorletSabrSensitivity |
IborCapletFloorletSabrSensitivity.of(IborCapletFloorletVolatilitiesName volatilitiesName,
double expiry,
SabrParameterType sensitivityType,
Currency sensitivityCurrency,
double sensitivity)
Obtains an instance from the specified elements.
|
IborCapletFloorletSabrSensitivity |
IborCapletFloorletSabrSensitivity.withCurrency(Currency currency) |
IborCapletFloorletSabrSensitivity |
IborCapletFloorletSabrSensitivity.withSensitivity(double sensitivity) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends IborCapletFloorletSabrSensitivity> |
IborCapletFloorletSabrSensitivity.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends IborCapletFloorletSabrSensitivity> |
IborCapletFloorletSabrSensitivity.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.