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

Packages that use IborCapletFloorletVolatilityCalibrationResult

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

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

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

Modifier and Type	Method and Description
IborCapletFloorletVolatilityCalibrationResult	SurfaceIborCapletFloorletVolatilityBootstrapper.calibrate(IborCapletFloorletVolatilityDefinition definition, ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
IborCapletFloorletVolatilityCalibrationResult	SabrIborCapletFloorletVolatilityCalibrator.calibrate(IborCapletFloorletVolatilityDefinition definition, ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
IborCapletFloorletVolatilityCalibrationResult	SabrIborCapletFloorletVolatilityBootstrapper.calibrate(IborCapletFloorletVolatilityDefinition definition, ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
IborCapletFloorletVolatilityCalibrationResult	DirectIborCapletFloorletVolatilityCalibrator.calibrate(IborCapletFloorletVolatilityDefinition definition, ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
IborCapletFloorletVolatilityCalibrationResult	DirectIborCapletFloorletFlatVolatilityCalibrator.calibrate(IborCapletFloorletVolatilityDefinition definition, ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
static IborCapletFloorletVolatilityCalibrationResult	IborCapletFloorletVolatilityCalibrationResult.ofLeastSquare(IborCapletFloorletVolatilities volatilities, double chiSquare) Obtains an instance of least square result.
static IborCapletFloorletVolatilityCalibrationResult	IborCapletFloorletVolatilityCalibrationResult.ofRootFind(IborCapletFloorletVolatilities volatilities) Obtains an instance of root-finding result.

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

Modifier and Type	Method and Description
Class<? extends IborCapletFloorletVolatilityCalibrationResult>	IborCapletFloorletVolatilityCalibrationResult.Meta.beanType()
org.joda.beans.BeanBuilder<? extends IborCapletFloorletVolatilityCalibrationResult>	IborCapletFloorletVolatilityCalibrationResult.Meta.builder()