Uses of Class
com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Packages that use SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

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

Uses of SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder

Modifier and Type	Method and Description
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.betaCurve(Curve betaCurve) Sets the beta (elasticity) curve.
static SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.builder() Returns a builder used to create an instance of the bean.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta.builder()
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.dayCount(DayCount dayCount) Sets the day count to measure the time in the expiry dimension.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.extrapolatorLeft(CurveExtrapolator extrapolatorLeft) Sets the left extrapolator for the SABR parameters.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.extrapolatorRight(CurveExtrapolator extrapolatorRight) Sets the right extrapolator for the SABR parameters.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.index(IborIndex index) Sets the Ibor index for which the data is valid.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.initialParameters(DoubleArray initialParameters) Sets the initial parameter values used in calibration.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.interpolator(CurveInterpolator interpolator) Sets the interpolator for the SABR parameters.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.name(IborCapletFloorletVolatilitiesName name) Sets the name of the volatilities.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.parameterCurveNodes(DoubleArray... parameterCurveNodes) Sets the parameterCurveNodes property in the builder from an array of objects.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.parameterCurveNodes(List<DoubleArray> parameterCurveNodes) Sets the nodes of SABR parameter curves.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.rhoCurve(Curve rhoCurve) Sets the rho (correlation) curve.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.sabrVolatilityFormula(SabrVolatilityFormula sabrVolatilityFormula) Sets the SABR formula.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.set(org.joda.beans.MetaProperty<?> property, Object value)
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.set(String propertyName, Object newValue)
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.shiftCurve(Curve shiftCurve) Sets the shift curve.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.toBuilder() Returns a builder that allows this bean to be mutated.