com.opengamma.strata.pricer.index

Interface NormalOvernightFutureOptionVolatilities

All Superinterfaces:

MarketDataView, OvernightFutureOptionVolatilities, ParameterizedData

All Known Implementing Classes:

NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities

public interface NormalOvernightFutureOptionVolatilities
extends OvernightFutureOptionVolatilities

Volatility for overnight 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 OvernightFutureOptionVolatilities.volatility(java.time.ZonedDateTime, java.time.LocalDate, double, double) method.
NormalOvernightFutureOptionVolatilities	withParameter(int parameterIndex, double newValue)
NormalOvernightFutureOptionVolatilities	withPerturbation(ParameterPerturbation perturbation)

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

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: OvernightFutureOptionVolatilities

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

Specified by:

getVolatilityType in interface OvernightFutureOptionVolatilities

Returns:

the type

withParameter

NormalOvernightFutureOptionVolatilities withParameter(int parameterIndex,
                                                      double newValue)

Specified by:

withParameter in interface OvernightFutureOptionVolatilities

Specified by:

withParameter in interface ParameterizedData

withPerturbation

NormalOvernightFutureOptionVolatilities withPerturbation(ParameterPerturbation perturbation)

Specified by:

withPerturbation in interface OvernightFutureOptionVolatilities

Specified by:

withPerturbation in interface ParameterizedData