| Package | Description |
|---|---|
| com.opengamma.strata.pricer.fxopt |
Calculators for FX options.
|
| Modifier and Type | Method and Description |
|---|---|
BlackFxOptionFlatVolatilities |
BlackFxOptionFlatVolatilities.Builder.build() |
static BlackFxOptionFlatVolatilities |
BlackFxOptionFlatVolatilities.of(CurrencyPair currencyPair,
ZonedDateTime valuationDateTime,
Curve curve)
Obtains an instance from an expiry-volatility curve and the date-time for which it is valid.
|
BlackFxOptionFlatVolatilities |
BlackFxOptionFlatVolatilities.withParameter(int parameterIndex,
double newValue) |
BlackFxOptionFlatVolatilities |
BlackFxOptionFlatVolatilities.withPerturbation(ParameterPerturbation perturbation) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends BlackFxOptionFlatVolatilities> |
BlackFxOptionFlatVolatilities.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.