| Package | Description |
|---|---|
| com.opengamma.strata.pricer.capfloor |
Calculators for Ibor cap-floor.
|
| Modifier and Type | Method and Description |
|---|---|
static IborCapletFloorletVolatilitiesId |
IborCapletFloorletVolatilitiesId.of(IborCapletFloorletVolatilitiesName name)
Obtains an identifier used to find Ibor caplet/floorlet volatilities.
|
static IborCapletFloorletVolatilitiesId |
IborCapletFloorletVolatilitiesId.of(String name)
Obtains an identifier used to find Ibor caplet/floorlet volatilities.
|
| Modifier and Type | Method and Description |
|---|---|
static org.joda.beans.TypedMetaBean<IborCapletFloorletVolatilitiesId> |
IborCapletFloorletVolatilitiesId.meta()
The meta-bean for
IborCapletFloorletVolatilitiesId. |
org.joda.beans.TypedMetaBean<IborCapletFloorletVolatilitiesId> |
IborCapletFloorletVolatilitiesId.metaBean() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.