Uses of Package
com.opengamma.strata.pricer.fxopt

Packages that use com.opengamma.strata.pricer.fxopt

Package	Description
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.impl.tree
com.opengamma.strata.pricer.impl.volatility.local

Classes in com.opengamma.strata.pricer.fxopt used by com.opengamma.strata.pricer.fxopt

Class and Description
BlackFxOptionFlatVolatilities Volatility for FX options in the log-normal or Black model based on a curve.
BlackFxOptionFlatVolatilities.Builder The bean-builder for BlackFxOptionFlatVolatilities.
BlackFxOptionFlatVolatilities.Meta The meta-bean for BlackFxOptionFlatVolatilities.
BlackFxOptionSmileVolatilities Data provider of volatility for FX options in the log-normal or Black-Scholes model.
BlackFxOptionSmileVolatilities.Builder The bean-builder for BlackFxOptionSmileVolatilities.
BlackFxOptionSmileVolatilities.Meta The meta-bean for BlackFxOptionSmileVolatilities.
BlackFxOptionSurfaceVolatilities Volatility for FX options in the log-normal or Black model based on a surface.
BlackFxOptionSurfaceVolatilities.Builder The bean-builder for BlackFxOptionSurfaceVolatilities.
BlackFxOptionSurfaceVolatilities.Meta The meta-bean for BlackFxOptionSurfaceVolatilities.
BlackFxOptionVolatilities Volatility for FX option in the log-normal or Black model.
BlackFxSingleBarrierOptionProductPricer Pricer for FX barrier option products in Black-Scholes world.
BlackFxSingleBarrierOptionTradePricer Pricer for FX barrier option trades in Black-Scholes world.
BlackFxVanillaOptionProductPricer Pricer for foreign exchange vanilla option transaction products with a lognormal model.
BlackFxVanillaOptionTradePricer Pricer for FX vanilla option trades with a lognormal model.
FxOptionSensitivity Point sensitivity to an implied volatility for a FX option model.
FxOptionSensitivity.Meta The meta-bean for FxOptionSensitivity.
FxOptionVolatilities Volatilities for pricing FX options.
FxOptionVolatilitiesId An identifier used to access FX option volatilities by name.
FxOptionVolatilitiesName The name of a set of FX option volatilities.
FxVolatilitySurfaceYearFractionParameterMetadata Surface node metadata for a surface node with a specific time to expiry and strike.
FxVolatilitySurfaceYearFractionParameterMetadata.Meta The meta-bean for FxVolatilitySurfaceYearFractionParameterMetadata.
ImpliedTrinomialTreeFxOptionCalibrator Utilities to calibrate implied trinomial tree to Black volatilities of FX options.
ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer Pricer for FX barrier option products under implied trinomial tree.
ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer Pricer for FX barrier option trades under implied trinomial tree.
InterpolatedStrikeSmileDeltaTermStructure An interpolated term structure of smiles as used in Forex market.
InterpolatedStrikeSmileDeltaTermStructure.Meta The meta-bean for InterpolatedStrikeSmileDeltaTermStructure.
RecombiningTrinomialTreeData Recombining trinomial tree data.
RecombiningTrinomialTreeData.Meta The meta-bean for RecombiningTrinomialTreeData.
SmileAndBucketedSensitivities Combines information about a volatility smile expressed in delta form and its sensitivities.
SmileDeltaParameters A delta dependent smile as used in Forex market.
SmileDeltaParameters.Meta The meta-bean for SmileDeltaParameters.
SmileDeltaTermStructure A term structure of smile as used in Forex market.
VannaVolgaFxVanillaOptionProductPricer Pricing method for vanilla Forex option transactions with Vanna-Volga method.
VannaVolgaFxVanillaOptionTradePricer Pricer for FX vanilla option trades with a Vanna-Volga method.
VolatilityAndBucketedSensitivities Combines information about a volatility and its sensitivities.
VolatilityAndBucketedSensitivities.Meta The meta-bean for VolatilityAndBucketedSensitivities.

Classes in com.opengamma.strata.pricer.fxopt used by com.opengamma.strata.pricer.impl.tree

Class and Description
RecombiningTrinomialTreeData Recombining trinomial tree data.

Classes in com.opengamma.strata.pricer.fxopt used by com.opengamma.strata.pricer.impl.volatility.local

Class and Description
RecombiningTrinomialTreeData Recombining trinomial tree data.