Uses of Class
com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities

Packages that use BlackFxOptionSmileVolatilities

Package	Description
com.opengamma.strata.pricer.fxopt	Calculators for FX options.

Uses of BlackFxOptionSmileVolatilities in com.opengamma.strata.pricer.fxopt

Methods in com.opengamma.strata.pricer.fxopt that return BlackFxOptionSmileVolatilities

Modifier and Type	Method and Description
BlackFxOptionSmileVolatilities	BlackFxOptionSmileVolatilities.Builder.build()
static BlackFxOptionSmileVolatilities	BlackFxOptionSmileVolatilities.of(FxOptionVolatilitiesName name, CurrencyPair currencyPair, ZonedDateTime valuationTime, SmileDeltaTermStructure smile) Obtains an instance based on a smile.
BlackFxOptionSmileVolatilities	BlackFxOptionSmileVolatilities.withParameter(int parameterIndex, double newValue)
BlackFxOptionSmileVolatilities	BlackFxOptionSmileVolatilities.withPerturbation(ParameterPerturbation perturbation)

Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type BlackFxOptionSmileVolatilities

Modifier and Type	Method and Description
Class<? extends BlackFxOptionSmileVolatilities>	BlackFxOptionSmileVolatilities.Meta.beanType()

Methods in com.opengamma.strata.pricer.fxopt with parameters of type BlackFxOptionSmileVolatilities

Modifier and Type	Method and Description
MultiCurrencyAmount	VannaVolgaFxVanillaOptionProductPricer.currencyExposure(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities) Calculates the currency exposure of the foreign exchange vanilla option product.
MultiCurrencyAmount	VannaVolgaFxVanillaOptionTradePricer.currencyExposure(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities) Calculates the currency exposure of the FX vanilla option trade.
CurrencyAmount	VannaVolgaFxVanillaOptionProductPricer.presentValue(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities) Calculates the present value of the foreign exchange vanilla option product.
MultiCurrencyAmount	VannaVolgaFxVanillaOptionTradePricer.presentValue(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities) Calculates the present value of the FX vanilla option trade.
PointSensitivityBuilder	VannaVolgaFxVanillaOptionProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities) Computes the present value sensitivity to the black volatilities used in the pricing.
PointSensitivities	VannaVolgaFxVanillaOptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities) Computes the present value sensitivity to the black volatility used in the pricing.
PointSensitivityBuilder	VannaVolgaFxVanillaOptionProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities) Calculates the present value sensitivity of the foreign exchange vanilla option product.
PointSensitivities	VannaVolgaFxVanillaOptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities) Calculates the present value sensitivity of the FX vanilla option trade.
double	VannaVolgaFxVanillaOptionProductPricer.price(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities) Calculates the price of the foreign exchange vanilla option product.