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

Packages that use IborCapletFloorletVolatilitiesName

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

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

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

Modifier and Type	Method and Description
IborCapletFloorletVolatilitiesName	BlackIborCapletFloorletExpiryFlatVolatilities.getName()
IborCapletFloorletVolatilitiesName	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.getName() Gets the name of the volatilities.
IborCapletFloorletVolatilitiesName	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.getName()
IborCapletFloorletVolatilitiesName	SabrParametersIborCapletFloorletVolatilities.getName() Gets the name.
IborCapletFloorletVolatilitiesName	SabrIborCapletFloorletVolatilityCalibrationDefinition.getName() Gets the name of the volatilities.
IborCapletFloorletVolatilitiesName	SabrIborCapletFloorletVolatilityBootstrapDefinition.getName() Gets the name of the volatilities.
IborCapletFloorletVolatilitiesName	NormalSabrParametersIborCapletFloorletVolatilities.getName() Gets the name.
IborCapletFloorletVolatilitiesName	NormalIborCapletFloorletExpiryStrikeVolatilities.getName()
IborCapletFloorletVolatilitiesName	NormalIborCapletFloorletExpiryFlatVolatilities.getName()
IborCapletFloorletVolatilitiesName	IborCapletFloorletVolatilityDefinition.getName() Gets the name of these volatilities.
IborCapletFloorletVolatilitiesName	IborCapletFloorletVolatilitiesId.getName() Gets the name of the volatilities.
IborCapletFloorletVolatilitiesName	IborCapletFloorletVolatilities.getName() Gets the name of these volatilities.
IborCapletFloorletVolatilitiesName	DirectIborCapletFloorletVolatilityDefinition.getName() Gets the name of the volatilities.
IborCapletFloorletVolatilitiesName	DirectIborCapletFloorletFlatVolatilityDefinition.getName() Gets the name of the volatilities.
IborCapletFloorletVolatilitiesName	BlackIborCapletFloorletExpiryStrikeVolatilities.getName()
IborCapletFloorletVolatilitiesName	IborCapletFloorletSensitivity.getVolatilitiesName() Gets the name of the volatilities.
IborCapletFloorletVolatilitiesName	IborCapletFloorletSabrSensitivity.getVolatilitiesName() Gets the name of the volatilities.
static IborCapletFloorletVolatilitiesName	IborCapletFloorletVolatilitiesName.of(String name) Obtains an instance from the specified name.

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

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<IborCapletFloorletVolatilitiesName>	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta.name() The meta-property for the name property.
org.joda.beans.MetaProperty<IborCapletFloorletVolatilitiesName>	SabrParametersIborCapletFloorletVolatilities.Meta.name() The meta-property for the name property.
org.joda.beans.MetaProperty<IborCapletFloorletVolatilitiesName>	SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta.name() The meta-property for the name property.
org.joda.beans.MetaProperty<IborCapletFloorletVolatilitiesName>	SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta.name() The meta-property for the name property.
org.joda.beans.MetaProperty<IborCapletFloorletVolatilitiesName>	NormalSabrParametersIborCapletFloorletVolatilities.Meta.name() The meta-property for the name property.
org.joda.beans.MetaProperty<IborCapletFloorletVolatilitiesName>	DirectIborCapletFloorletVolatilityDefinition.Meta.name() The meta-property for the name property.
org.joda.beans.MetaProperty<IborCapletFloorletVolatilitiesName>	DirectIborCapletFloorletFlatVolatilityDefinition.Meta.name() The meta-property for the name property.
org.joda.beans.MetaProperty<IborCapletFloorletVolatilitiesName>	IborCapletFloorletSensitivity.Meta.volatilitiesName() The meta-property for the volatilitiesName property.
org.joda.beans.MetaProperty<IborCapletFloorletVolatilitiesName>	IborCapletFloorletSabrSensitivity.Meta.volatilitiesName() The meta-property for the volatilitiesName property.

Methods in com.opengamma.strata.pricer.capfloor with parameters of type IborCapletFloorletVolatilitiesName

Modifier and Type	Method and Description
SabrParametersIborCapletFloorletVolatilities.Builder	SabrParametersIborCapletFloorletVolatilities.Builder.name(IborCapletFloorletVolatilitiesName name) Sets the name.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.name(IborCapletFloorletVolatilitiesName name) Sets the name of the volatilities.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.name(IborCapletFloorletVolatilitiesName name) Sets the name of the volatilities.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.name(IborCapletFloorletVolatilitiesName name) Sets the name of the volatilities.
DirectIborCapletFloorletFlatVolatilityDefinition.Builder	DirectIborCapletFloorletFlatVolatilityDefinition.Builder.name(IborCapletFloorletVolatilitiesName name) Sets the name of the volatilities.
static IborCapletFloorletVolatilitiesId	IborCapletFloorletVolatilitiesId.of(IborCapletFloorletVolatilitiesName name) Obtains an identifier used to find Ibor caplet/floorlet volatilities.
static IborCapletFloorletSensitivity	IborCapletFloorletSensitivity.of(IborCapletFloorletVolatilitiesName volatilitiesName, double expiry, double strike, double forward, Currency sensitivityCurrency, double sensitivity) Obtains an instance.
static IborCapletFloorletSabrSensitivity	IborCapletFloorletSabrSensitivity.of(IborCapletFloorletVolatilitiesName volatilitiesName, double expiry, SabrParameterType sensitivityType, Currency sensitivityCurrency, double sensitivity) Obtains an instance from the specified elements.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, CurveInterpolator timeInterpolator, CurveInterpolator strikeInterpolator) Obtains an instance with time interpolator and strike interpolator.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, CurveInterpolator timeInterpolator, CurveInterpolator strikeInterpolator, Curve shiftCurve) Obtains an instance with time interpolator, strike interpolator and shift curve.
static DirectIborCapletFloorletFlatVolatilityDefinition	DirectIborCapletFloorletFlatVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambda, CurveInterpolator interpolator) Obtains an instance with flat extrapolators.
static DirectIborCapletFloorletFlatVolatilityDefinition	DirectIborCapletFloorletFlatVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambda, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight) Obtains an instance.
static DirectIborCapletFloorletVolatilityDefinition	DirectIborCapletFloorletVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambdaExpiry, double lambdaStrike, GridSurfaceInterpolator interpolator) Obtains an instance with zero shift.
static DirectIborCapletFloorletVolatilityDefinition	DirectIborCapletFloorletVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambdaExpiry, double lambdaStrike, GridSurfaceInterpolator interpolator, Curve shiftCurve) Obtains an instance with shift curve.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, GridSurfaceInterpolator interpolator) Obtains an instance with gird surface interpolator.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, GridSurfaceInterpolator interpolator, Curve shiftCurve) Obtains an instance with gird surface interpolator and shift curve.
static SabrParametersIborCapletFloorletVolatilities	SabrParametersIborCapletFloorletVolatilities.of(IborCapletFloorletVolatilitiesName name, IborIndex index, ZonedDateTime valuationDateTime, SabrParameters parameters) Obtains an instance from the SABR model parameters and the date-time for which it is valid.
static NormalSabrParametersIborCapletFloorletVolatilities	NormalSabrParametersIborCapletFloorletVolatilities.of(IborCapletFloorletVolatilitiesName name, IborIndex index, ZonedDateTime valuationDateTime, SabrParameters parameters) Obtains an instance from the SABR model parameters and the date-time for which it is valid.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula) Obtains an instance with fixed beta, zero shift and initial values.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula) Obtains an instance with zero shift and constant beta.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula) Obtains an instance with fixed beta and zero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double shift, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula) Obtains an instance with fixed beta, nonzero shift and initial values.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, double shift, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula) Obtains an instance with constant beta and shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, double shift, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula) Obtains an instance with fixed beta and nonzero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula) Obtains an instance with fixed rho, zero shift and initial values.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula) Obtains an instance with zero shift and constant beta.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula) Obtains an instance with fixed rho and zero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double shift, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula) Obtains an instance with fixed rho, nonzero shift and initial values.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, double shift, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula) Obtains an instance with constant beta and shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, double shift, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula) Obtains an instance with fixed rho and nonzero shift.