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