Uses of Interface
com.opengamma.strata.pricer.impl.volatility.smile.SmileModelData

Packages that use SmileModelData

Package	Description
com.opengamma.strata.pricer.impl.volatility.smile	Internal implementations of volatility smile.

Uses of SmileModelData in com.opengamma.strata.pricer.impl.volatility.smile

Classes in com.opengamma.strata.pricer.impl.volatility.smile with type parameters of type SmileModelData

Modifier and Type	Class and Description
class	SmileModelFitter<T extends SmileModelData> Smile model fitter.
class	VolatilityFunctionProvider<T extends SmileModelData> Provides functions that return volatility and its sensitivity to volatility model parameters.

Classes in com.opengamma.strata.pricer.impl.volatility.smile that implement SmileModelData

Modifier and Type	Class and Description
class	SabrFormulaData The data bundle for SABR formula.
class	SsviFormulaData The data bundle for SSVI smile formula.

Methods in com.opengamma.strata.pricer.impl.volatility.smile that return SmileModelData

Modifier and Type	Method and Description
SmileModelData	SmileModelData.with(int index, double value) Creates a new smile model data bundle with a model parameter replaced.