Uses of Interface
com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure

Packages that use SmileDeltaTermStructure

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

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

Classes in com.opengamma.strata.pricer.fxopt that implement SmileDeltaTermStructure

Modifier and Type	Class and Description
class	InterpolatedStrikeSmileDeltaTermStructure An interpolated term structure of smiles as used in Forex market.

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

Modifier and Type	Method and Description
SmileDeltaTermStructure	BlackFxOptionSmileVolatilities.getSmile() Gets the volatility model.
SmileDeltaTermStructure	SmileDeltaTermStructure.withParameter(int parameterIndex, double newValue)
SmileDeltaTermStructure	SmileDeltaTermStructure.withPerturbation(ParameterPerturbation perturbation)

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

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<SmileDeltaTermStructure>	BlackFxOptionSmileVolatilities.Meta.smile() The meta-property for the smile property.

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

Modifier and Type	Method and Description
static BlackFxOptionSmileVolatilities	BlackFxOptionSmileVolatilities.of(FxOptionVolatilitiesName name, CurrencyPair currencyPair, ZonedDateTime valuationTime, SmileDeltaTermStructure smile) Obtains an instance based on a smile.
BlackFxOptionSmileVolatilities.Builder	BlackFxOptionSmileVolatilities.Builder.smile(SmileDeltaTermStructure smile) Sets the volatility model.