| Package | Description |
|---|---|
| com.opengamma.strata.pricer.common |
Common code for pricing.
|
| Modifier and Type | Method and Description |
|---|---|
static GenericVolatilitySurfaceYearFractionParameterMetadata |
GenericVolatilitySurfaceYearFractionParameterMetadata.of(double yearFraction,
Strike strike)
Creates node metadata using year fraction and strike.
|
static GenericVolatilitySurfaceYearFractionParameterMetadata |
GenericVolatilitySurfaceYearFractionParameterMetadata.of(double yearFraction,
Strike strike,
String label)
Creates node using year fraction, strike and label.
|
static GenericVolatilitySurfaceYearFractionParameterMetadata |
GenericVolatilitySurfaceYearFractionParameterMetadata.of(double yearFraction,
Tenor yearFractionTenor,
Strike strike)
Creates node metadata using year fraction, associated tenor and strike.
|
static GenericVolatilitySurfaceYearFractionParameterMetadata |
GenericVolatilitySurfaceYearFractionParameterMetadata.of(double yearFraction,
Tenor yearFractionTenor,
Strike strike,
String label)
Creates node using year fraction, associated tenor, strike and label.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends GenericVolatilitySurfaceYearFractionParameterMetadata> |
GenericVolatilitySurfaceYearFractionParameterMetadata.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends GenericVolatilitySurfaceYearFractionParameterMetadata> |
GenericVolatilitySurfaceYearFractionParameterMetadata.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.