| Package | Description |
|---|---|
| com.opengamma.strata.pricer.fxopt |
Calculators for FX options.
|
| Modifier and Type | Method and Description |
|---|---|
static SmileAndBucketedSensitivities |
SmileAndBucketedSensitivities.of(SmileDeltaParameters smile,
DoubleMatrix sensitivities)
Obtains an instance.
|
SmileAndBucketedSensitivities |
SmileDeltaTermStructure.smileAndSensitivitiesForExpiry(double expiry,
DoubleArray volatilityAtTimeSensitivity)
Calculates the smile at a given time and the sensitivities with respect to the volatility data points.
|
SmileAndBucketedSensitivities |
InterpolatedStrikeSmileDeltaTermStructure.smileAndSensitivitiesForExpiry(double expiry,
DoubleArray volatilityAtTimeSensitivity) |
| Modifier and Type | Method and Description |
|---|---|
static org.joda.beans.TypedMetaBean<SmileAndBucketedSensitivities> |
SmileAndBucketedSensitivities.meta()
The meta-bean for
SmileAndBucketedSensitivities. |
org.joda.beans.TypedMetaBean<SmileAndBucketedSensitivities> |
SmileAndBucketedSensitivities.metaBean() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.