com.opengamma.strata.pricer.fxopt

Interface BlackFxOptionVolatilities

All Superinterfaces:

FxOptionVolatilities, MarketDataView, ParameterizedData

All Known Implementing Classes:

BlackFxOptionFlatVolatilities, BlackFxOptionSmileVolatilities, BlackFxOptionSurfaceVolatilities

public interface BlackFxOptionVolatilities
extends FxOptionVolatilities

Volatility for FX option in the log-normal or Black model.

Method Summary

Modifier and Type	Method and Description
default ValueType	getVolatilityType() Gets the type of volatility returned by the FxOptionVolatilities.volatility(com.opengamma.strata.basics.currency.CurrencyPair, java.time.ZonedDateTime, double, double) method.
BlackFxOptionVolatilities	withParameter(int parameterIndex, double newValue)
BlackFxOptionVolatilities	withPerturbation(ParameterPerturbation perturbation)

Methods inherited from interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

firstPartialDerivatives, getCurrencyPair, getName, getValuationDate, getValuationDateTime, parameterSensitivity, parameterSensitivity, price, relativeTime, volatility, volatility

Methods inherited from interface com.opengamma.strata.market.MarketDataView

findData

Methods inherited from interface com.opengamma.strata.market.param.ParameterizedData

findParameterIndex, getParameter, getParameterCount, getParameterMetadata

Method Detail

getVolatilityType

default ValueType getVolatilityType()

Description copied from interface: FxOptionVolatilities

Gets the type of volatility returned by the FxOptionVolatilities.volatility(com.opengamma.strata.basics.currency.CurrencyPair, java.time.ZonedDateTime, double, double) method.

Specified by:

getVolatilityType in interface FxOptionVolatilities

Returns:

the type

withParameter

BlackFxOptionVolatilities withParameter(int parameterIndex,
                                        double newValue)

Specified by:

withParameter in interface FxOptionVolatilities

Specified by:

withParameter in interface ParameterizedData

withPerturbation

BlackFxOptionVolatilities withPerturbation(ParameterPerturbation perturbation)

Specified by:

withPerturbation in interface FxOptionVolatilities

Specified by:

withPerturbation in interface ParameterizedData