| Package | Description |
|---|---|
| com.opengamma.strata.pricer.capfloor |
Calculators for Ibor cap-floor.
|
| Modifier and Type | Method and Description |
|---|---|
static NormalIborCapletFloorletExpiryStrikeVolatilities |
NormalIborCapletFloorletExpiryStrikeVolatilities.of(IborIndex index,
ZonedDateTime valuationDateTime,
Surface surface)
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
|
NormalIborCapletFloorletExpiryStrikeVolatilities |
NormalIborCapletFloorletExpiryStrikeVolatilities.withParameter(int parameterIndex,
double newValue) |
NormalIborCapletFloorletExpiryStrikeVolatilities |
NormalIborCapletFloorletExpiryStrikeVolatilities.withPerturbation(ParameterPerturbation perturbation) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends NormalIborCapletFloorletExpiryStrikeVolatilities> |
NormalIborCapletFloorletExpiryStrikeVolatilities.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends NormalIborCapletFloorletExpiryStrikeVolatilities> |
NormalIborCapletFloorletExpiryStrikeVolatilities.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.