| Package | Description |
|---|---|
| com.opengamma.strata.pricer.fxopt |
Calculators for FX options.
|
| Modifier and Type | Method and Description |
|---|---|
static BlackFxOptionSmileVolatilities.Builder |
BlackFxOptionSmileVolatilities.builder()
Returns a builder used to create an instance of the bean.
|
BlackFxOptionSmileVolatilities.Builder |
BlackFxOptionSmileVolatilities.Meta.builder() |
BlackFxOptionSmileVolatilities.Builder |
BlackFxOptionSmileVolatilities.Builder.currencyPair(CurrencyPair currencyPair)
Sets the currency pair that the volatilities are for.
|
BlackFxOptionSmileVolatilities.Builder |
BlackFxOptionSmileVolatilities.Builder.name(FxOptionVolatilitiesName name)
Sets the name of the volatilities.
|
BlackFxOptionSmileVolatilities.Builder |
BlackFxOptionSmileVolatilities.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
BlackFxOptionSmileVolatilities.Builder |
BlackFxOptionSmileVolatilities.Builder.set(String propertyName,
Object newValue) |
BlackFxOptionSmileVolatilities.Builder |
BlackFxOptionSmileVolatilities.Builder.smile(SmileDeltaTermStructure smile)
Sets the volatility model.
|
BlackFxOptionSmileVolatilities.Builder |
BlackFxOptionSmileVolatilities.toBuilder()
Returns a builder that allows this bean to be mutated.
|
BlackFxOptionSmileVolatilities.Builder |
BlackFxOptionSmileVolatilities.Builder.valuationDateTime(ZonedDateTime valuationDateTime)
Sets the valuation date-time.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.