com.opengamma.strata.pricer.index

Interface NormalIborFutureOptionVolatilities

All Superinterfaces:

IborFutureOptionVolatilities, MarketDataView, ParameterizedData

All Known Implementing Classes:

NormalIborFutureOptionExpirySimpleMoneynessVolatilities

public interface NormalIborFutureOptionVolatilities
extends IborFutureOptionVolatilities

Volatility for Ibor future options in the normal or Bachelier model.

Method Summary

Modifier and Type	Method and Description
default ValueType	getVolatilityType() Gets the type of volatility returned by the IborFutureOptionVolatilities.volatility(java.time.ZonedDateTime, java.time.LocalDate, double, double) method.
NormalIborFutureOptionVolatilities	withParameter(int parameterIndex, double newValue)
NormalIborFutureOptionVolatilities	withPerturbation(ParameterPerturbation perturbation)

Methods inherited from interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

getIndex, getName, getValuationDate, getValuationDateTime, parameterSensitivity, parameterSensitivity, relativeTime, volatility, volatility

Methods inherited from interface com.opengamma.strata.market.MarketDataView

findData

Methods inherited from interface com.opengamma.strata.market.param.ParameterizedData

findParameterIndex, getParameter, getParameterCount, getParameterMetadata

Method Detail

getVolatilityType

default ValueType getVolatilityType()

Description copied from interface: IborFutureOptionVolatilities

Gets the type of volatility returned by the IborFutureOptionVolatilities.volatility(java.time.ZonedDateTime, java.time.LocalDate, double, double) method.

Specified by:

getVolatilityType in interface IborFutureOptionVolatilities

Returns:

the type

withParameter

NormalIborFutureOptionVolatilities withParameter(int parameterIndex,
                                                 double newValue)

Specified by:

withParameter in interface IborFutureOptionVolatilities

Specified by:

withParameter in interface ParameterizedData

withPerturbation

NormalIborFutureOptionVolatilities withPerturbation(ParameterPerturbation perturbation)

Specified by:

withPerturbation in interface IborFutureOptionVolatilities

Specified by:

withPerturbation in interface ParameterizedData