| Package | Description |
|---|---|
| com.opengamma.strata.pricer.fxopt |
Calculators for FX options.
|
| Modifier and Type | Method and Description |
|---|---|
static FxVolatilitySurfaceYearFractionParameterMetadata |
FxVolatilitySurfaceYearFractionParameterMetadata.of(double yearFraction,
Strike strike,
CurrencyPair currencyPair)
Creates node metadata using year fraction, strike and currency pair.
|
static FxVolatilitySurfaceYearFractionParameterMetadata |
FxVolatilitySurfaceYearFractionParameterMetadata.of(double yearFraction,
Strike strike,
String label,
CurrencyPair currencyPair)
Creates node using year fraction, strike, label and currency pair.
|
static FxVolatilitySurfaceYearFractionParameterMetadata |
FxVolatilitySurfaceYearFractionParameterMetadata.of(double yearFraction,
Tenor yearFractionTenor,
Strike strike,
CurrencyPair currencyPair)
Creates node metadata using year fraction, associated tenor, strike and currency pair.
|
static FxVolatilitySurfaceYearFractionParameterMetadata |
FxVolatilitySurfaceYearFractionParameterMetadata.of(double yearFraction,
Tenor yearFractionTenor,
Strike strike,
String label,
CurrencyPair currencyPair)
Creates node using year fraction, associated tenor, strike, label and currency pair.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends FxVolatilitySurfaceYearFractionParameterMetadata> |
FxVolatilitySurfaceYearFractionParameterMetadata.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends FxVolatilitySurfaceYearFractionParameterMetadata> |
FxVolatilitySurfaceYearFractionParameterMetadata.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.