| Package | Description |
|---|---|
| com.opengamma.strata.pricer.fxopt |
Calculators for FX options.
|
| Modifier and Type | Method and Description |
|---|---|
static VolatilityAndBucketedSensitivities |
VolatilityAndBucketedSensitivities.of(double volatility,
DoubleMatrix sensitivities)
Obtains an instance.
|
VolatilityAndBucketedSensitivities |
SmileDeltaTermStructure.volatilityAndSensitivities(double expiry,
double strike,
double forward)
Calculates the volatility and the volatility sensitivity with respect to the volatility data points.
|
VolatilityAndBucketedSensitivities |
InterpolatedStrikeSmileDeltaTermStructure.volatilityAndSensitivities(double time,
double strike,
double forward) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends VolatilityAndBucketedSensitivities> |
VolatilityAndBucketedSensitivities.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends VolatilityAndBucketedSensitivities> |
VolatilityAndBucketedSensitivities.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.