Uses of Class
com.opengamma.strata.pricer.impl.volatility.smile.SsviFormulaData

Packages that use SsviFormulaData

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

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

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

Modifier and Type	Method and Description
static SsviFormulaData	SsviFormulaData.of(double[] parameters) Obtains an instance of the SSVI formula data.
static SsviFormulaData	SsviFormulaData.of(double sigma, double rho, double eta) Obtains an instance of the SSVI formula data.
SsviFormulaData	SsviFormulaData.with(int index, double value)
SsviFormulaData	SsviFormulaData.withEta(double eta) Returns a copy of this instance with eta replaced.
SsviFormulaData	SsviFormulaData.withRho(double rho) Returns a copy of this instance with rho replaced.
SsviFormulaData	SsviFormulaData.withSigma(double sigma) Returns a copy of this instance with sigma replaced.

Methods in com.opengamma.strata.pricer.impl.volatility.smile that return types with arguments of type SsviFormulaData

Modifier and Type	Method and Description
static org.joda.beans.TypedMetaBean<SsviFormulaData>	SsviFormulaData.meta() The meta-bean for SsviFormulaData.
org.joda.beans.TypedMetaBean<SsviFormulaData>	SsviFormulaData.metaBean()

Methods in com.opengamma.strata.pricer.impl.volatility.smile with parameters of type SsviFormulaData

Modifier and Type	Method and Description
double	SsviVolatilityFunction.volatility(double forward, double strike, double timeToExpiry, SsviFormulaData data)
ValueDerivatives	SsviVolatilityFunction.volatilityAdjoint(double forward, double strike, double timeToExpiry, SsviFormulaData data) Computes the implied volatility in the SSVI formula and its derivatives.
double	SsviVolatilityFunction.volatilityAdjoint2(double forward, double strike, double timeToExpiry, SsviFormulaData data, double[] volatilityD, double[][] volatilityD2)