| Package | Description |
|---|---|
| com.opengamma.strata.pricer.impl.volatility.smile |
Internal implementations of volatility smile.
|
| Modifier and Type | Field and Description |
|---|---|
static SabrHaganVolatilityFunctionProvider |
SabrHaganVolatilityFunctionProvider.DEFAULT
Default implementation.
|
| Modifier and Type | Method and Description |
|---|---|
static org.joda.beans.TypedMetaBean<SabrHaganVolatilityFunctionProvider> |
SabrHaganVolatilityFunctionProvider.meta()
The meta-bean for
SabrHaganVolatilityFunctionProvider. |
org.joda.beans.TypedMetaBean<SabrHaganVolatilityFunctionProvider> |
SabrHaganVolatilityFunctionProvider.metaBean() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.