Uses of Package
com.opengamma.strata.pricer.impl.volatility.smile

Packages that use com.opengamma.strata.pricer.impl.volatility.smile

Package	Description
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.impl.option	Internal implementations of option pricing.
com.opengamma.strata.pricer.impl.volatility.smile	Internal implementations of volatility smile.

Classes in com.opengamma.strata.pricer.impl.volatility.smile used by com.opengamma.strata.pricer.capfloor

Class and Description
SabrInArrearsVolatilityFunction Adjustments to the SABR parameters to accommodate the pricing of in-arrears caplets.

Classes in com.opengamma.strata.pricer.impl.volatility.smile used by com.opengamma.strata.pricer.impl.option

Class and Description
SabrFormulaData The data bundle for SABR formula.
VolatilityFunctionProvider Provides functions that return volatility and its sensitivity to volatility model parameters.

Classes in com.opengamma.strata.pricer.impl.volatility.smile used by com.opengamma.strata.pricer.impl.volatility.smile

Class and Description
SabrFormulaData The data bundle for SABR formula.
SabrHaganNormalVolatilityFormula Formulas related to the SABR implied normal volatility function.
SabrHaganVolatilityFunctionProvider The Hagan SABR volatility function provider.
SabrInArrearsVolatilityFunction Adjustments to the SABR parameters to accommodate the pricing of in-arrears caplets.
SabrInArrearsVolatilityFunction.Builder The bean-builder for SabrInArrearsVolatilityFunction.
SabrInArrearsVolatilityFunction.Meta The meta-bean for SabrInArrearsVolatilityFunction.
SmileModelData A data bundle of a volatility model.
SmileModelFitter Smile model fitter.
SsviFormulaData The data bundle for SSVI smile formula.
SsviVolatilityFunction Surface Stochastic Volatility Inspired (SSVI) formula.
VolatilityFunctionProvider Provides functions that return volatility and its sensitivity to volatility model parameters.