Uses of Interface
com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Packages that use IborFutureOptionVolatilities

Package	Description
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).

Uses of IborFutureOptionVolatilities in com.opengamma.strata.pricer.index

Subinterfaces of IborFutureOptionVolatilities in com.opengamma.strata.pricer.index

Modifier and Type	Interface and Description
interface	NormalIborFutureOptionVolatilities Volatility for Ibor future options in the normal or Bachelier model.

Classes in com.opengamma.strata.pricer.index that implement IborFutureOptionVolatilities

Modifier and Type	Class and Description
class	NormalIborFutureOptionExpirySimpleMoneynessVolatilities Data provider of volatility for Ibor future options in the normal or Bachelier model.

Methods in com.opengamma.strata.pricer.index that return IborFutureOptionVolatilities

Modifier and Type	Method and Description
IborFutureOptionVolatilities	IborFutureOptionVolatilities.withParameter(int parameterIndex, double newValue)
IborFutureOptionVolatilities	IborFutureOptionVolatilities.withPerturbation(ParameterPerturbation perturbation)

Methods in com.opengamma.strata.pricer.index that return types with arguments of type IborFutureOptionVolatilities

Modifier and Type	Method and Description
MarketDataName<IborFutureOptionVolatilities>	IborFutureOptionVolatilitiesId.getMarketDataName()
Class<IborFutureOptionVolatilities>	IborFutureOptionVolatilitiesName.getMarketDataType()
Class<IborFutureOptionVolatilities>	IborFutureOptionVolatilitiesId.getMarketDataType()