Uses of Interface
com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition

Packages that use IborCapletFloorletVolatilityDefinition

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

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

Classes in com.opengamma.strata.pricer.capfloor that implement IborCapletFloorletVolatilityDefinition

Modifier and Type	Class and Description
class	DirectIborCapletFloorletFlatVolatilityDefinition Definition of caplet volatilities calibration.
class	DirectIborCapletFloorletVolatilityDefinition Definition of caplet volatilities calibration.
class	SabrIborCapletFloorletVolatilityBootstrapDefinition Definition of caplet volatilities calibration.
class	SabrIborCapletFloorletVolatilityCalibrationDefinition Definition of caplet volatilities calibration.
class	SurfaceIborCapletFloorletVolatilityBootstrapDefinition Definition of caplet volatilities calibration.

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

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)