| Package | Description |
|---|---|
| com.opengamma.strata.pricer.impl.volatility.smile |
Internal implementations of volatility smile.
|
| Modifier and Type | Method and Description |
|---|---|
static SabrInArrearsVolatilityFunction.Builder |
SabrInArrearsVolatilityFunction.builder()
Returns a builder used to create an instance of the bean.
|
SabrInArrearsVolatilityFunction.Builder |
SabrInArrearsVolatilityFunction.Meta.builder() |
SabrInArrearsVolatilityFunction.Builder |
SabrInArrearsVolatilityFunction.Builder.q(double q)
Sets the mean reversion related parameter.
|
SabrInArrearsVolatilityFunction.Builder |
SabrInArrearsVolatilityFunction.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
SabrInArrearsVolatilityFunction.Builder |
SabrInArrearsVolatilityFunction.Builder.set(String propertyName,
Object newValue) |
SabrInArrearsVolatilityFunction.Builder |
SabrInArrearsVolatilityFunction.toBuilder()
Returns a builder that allows this bean to be mutated.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.