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

Packages that use SmileDeltaParameters

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

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

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

Modifier and Type	Method and Description
SmileDeltaParameters	SmileAndBucketedSensitivities.getSmile() Gets the smile.
static SmileDeltaParameters	SmileDeltaParameters.of(double expiry, DoubleArray delta, DoubleArray volatility) Obtains an instance from volatility.
static SmileDeltaParameters	SmileDeltaParameters.of(double expiry, DoubleArray delta, DoubleArray volatility, List<ParameterMetadata> parameterMetadata) Obtains an instance from volatility.
static SmileDeltaParameters	SmileDeltaParameters.of(double expiry, double atmVolatility, DoubleArray delta, DoubleArray riskReversal, DoubleArray strangle) Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.
static SmileDeltaParameters	SmileDeltaParameters.of(double expiry, double atmVolatility, DoubleArray delta, DoubleArray riskReversal, DoubleArray strangle, List<ParameterMetadata> parameterMetadata) Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.
static SmileDeltaParameters	SmileDeltaParameters.of(double expiry, Tenor expiryTenor, DoubleArray delta, DoubleArray volatility) Obtains an instance from volatility.
static SmileDeltaParameters	SmileDeltaParameters.of(double expiry, Tenor expiryTenor, double atmVolatility, DoubleArray delta, DoubleArray riskReversal, DoubleArray strangle) Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.
SmileDeltaParameters	SmileDeltaTermStructure.smileForExpiry(double expiry) Calculates the smile at a given time.
SmileDeltaParameters	InterpolatedStrikeSmileDeltaTermStructure.smileForExpiry(double expiry)
SmileDeltaParameters	SmileDeltaParameters.withParameter(int parameterIndex, double newValue)
SmileDeltaParameters	SmileDeltaParameters.withPerturbation(ParameterPerturbation perturbation)

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

Modifier and Type	Method and Description
Class<? extends SmileDeltaParameters>	SmileDeltaParameters.Meta.beanType()
org.joda.beans.BeanBuilder<? extends SmileDeltaParameters>	SmileDeltaParameters.Meta.builder()
ImmutableList<SmileDeltaParameters>	SmileDeltaTermStructure.getVolatilityTerm() Gets the volatility smiles from delta.
ImmutableList<SmileDeltaParameters>	InterpolatedStrikeSmileDeltaTermStructure.getVolatilityTerm() Gets the smile description at the different time to expiry.
org.joda.beans.MetaProperty<ImmutableList<SmileDeltaParameters>>	InterpolatedStrikeSmileDeltaTermStructure.Meta.volatilityTerm() The meta-property for the volatilityTerm property.

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

Modifier and Type	Method and Description
static SmileAndBucketedSensitivities	SmileAndBucketedSensitivities.of(SmileDeltaParameters smile, DoubleMatrix sensitivities) Obtains an instance.

Method parameters in com.opengamma.strata.pricer.fxopt with type arguments of type SmileDeltaParameters

Modifier and Type	Method and Description
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(List<SmileDeltaParameters> volatilityTerm, DayCount dayCount) Obtains volatility term structure from a set of smile descriptions.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(List<SmileDeltaParameters> volatilityTerm, DayCount dayCount, CurveExtrapolator timeExtrapolatorLeft, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorRight, CurveExtrapolator strikeExtrapolatorLeft, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorRight) Deprecated. Use variant with correct interpolator/extrapolator order
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(List<SmileDeltaParameters> volatilityTerm, DayCount dayCount, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight) Obtains volatility term structure from a set of smile descriptions with strike interpolator and extrapolators specified.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(List<SmileDeltaParameters> volatilityTerm, DayCount dayCount, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorLeft, CurveExtrapolator timeExtrapolatorRight, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight) Obtains volatility term structure from a set of smile descriptions with interpolator and extrapolators fully specified.