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

Packages that use VolatilityIborCapFloorLegPricer

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

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

Subclasses of VolatilityIborCapFloorLegPricer in com.opengamma.strata.pricer.capfloor

Modifier and Type	Class and Description
class	BlackIborCapFloorLegPricer Pricer for cap/floor legs in log-normal or Black model.
class	NormalIborCapFloorLegPricer Pricer for cap/floor legs in normal or Bachelier model.
class	SabrIborCapFloorLegPricer Pricer for cap/floor legs in SABR model.

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

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

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

Modifier and Type	Method and Description
static DirectIborCapletFloorletVolatilityCalibrator	DirectIborCapletFloorletVolatilityCalibrator.of(VolatilityIborCapFloorLegPricer pricer, double epsilon, ReferenceData referenceData) Obtains an instance.
static DirectIborCapletFloorletFlatVolatilityCalibrator	DirectIborCapletFloorletFlatVolatilityCalibrator.of(VolatilityIborCapFloorLegPricer pricer, double epsilon, ReferenceData referenceData) Obtains an instance.
static SurfaceIborCapletFloorletVolatilityBootstrapper	SurfaceIborCapletFloorletVolatilityBootstrapper.of(VolatilityIborCapFloorLegPricer pricer, ReferenceData referenceData) Creates an instance.
static SabrIborCapletFloorletVolatilityCalibrator	SabrIborCapletFloorletVolatilityCalibrator.of(VolatilityIborCapFloorLegPricer pricer, SabrIborCapFloorLegPricer sabrPricer, double epsilon, ReferenceData referenceData) Creates an instance.
static SabrIborCapletFloorletVolatilityBootstrapper	SabrIborCapletFloorletVolatilityBootstrapper.of(VolatilityIborCapFloorLegPricer pricer, SabrIborCapletFloorletPeriodPricer sabrPeriodPricer, double epsilon, ReferenceData referenceData) Creates an instance.

Constructors in com.opengamma.strata.pricer.capfloor with parameters of type VolatilityIborCapFloorLegPricer

Constructor and Description
VolatilityIborCapFloorProductPricer(VolatilityIborCapFloorLegPricer capFloorLegPricer, DiscountingSwapLegPricer payLegPricer) Creates an instance.