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

Packages that use VolatilityIborCapletFloorletPeriodPricer

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

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

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

Modifier and Type	Class and Description
class	BlackIborCapletFloorletPeriodPricer Pricer for caplet/floorlet in a log-normal or Black model.
class	NormalIborCapletFloorletPeriodPricer Pricer for caplet/floorlet in a normal or Bachelier model.
class	SabrIborCapletFloorletPeriodPricer Pricer for caplet/floorlet in SABR model.

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

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

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

Modifier and Type	Method and Description
VolatilityIborCapletFloorletPeriodPricer	VolatilityIborCapFloorLegPricer.getPeriodPricer() Obtains the underlying period pricer.

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

Constructor and Description
VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer(VolatilityIborCapletFloorletPeriodPricer capletPricer, double spread) Creates an instance.
VolatilityIborCapFloorLegPricer(VolatilityIborCapletFloorletPeriodPricer periodPricer) Creates an instance.