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

Packages that use SabrIborCapletFloorletVolatilityCalibrator

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

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

Fields in com.opengamma.strata.pricer.capfloor declared as SabrIborCapletFloorletVolatilityCalibrator

Modifier and Type	Field and Description
static SabrIborCapletFloorletVolatilityCalibrator	SabrIborCapletFloorletVolatilityCalibrator.DEFAULT Default implementation.

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

Modifier and Type	Method and Description
static SabrIborCapletFloorletVolatilityCalibrator	SabrIborCapletFloorletVolatilityCalibrator.of(VolatilityIborCapFloorLegPricer pricer, SabrIborCapFloorLegPricer sabrPricer, double epsilon, ReferenceData referenceData) Creates an instance.