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