| Package | Description |
|---|---|
| com.opengamma.strata.pricer.index |
Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
|
| Modifier and Type | Method and Description |
|---|---|
IborFutureOptionVolatilitiesName |
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.getName() |
IborFutureOptionVolatilitiesName |
IborFutureOptionVolatilitiesId.getName()
Gets the name of the volatilities.
|
IborFutureOptionVolatilitiesName |
IborFutureOptionVolatilities.getName()
Gets the name of these volatilities.
|
IborFutureOptionVolatilitiesName |
IborFutureOptionSensitivity.getVolatilitiesName()
Gets the name of the volatilities.
|
static IborFutureOptionVolatilitiesName |
IborFutureOptionVolatilitiesName.of(String name)
Obtains an instance from the specified name.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<IborFutureOptionVolatilitiesName> |
IborFutureOptionSensitivity.Meta.volatilitiesName()
The meta-property for the
volatilitiesName property. |
| Modifier and Type | Method and Description |
|---|---|
static IborFutureOptionVolatilitiesId |
IborFutureOptionVolatilitiesId.of(IborFutureOptionVolatilitiesName name)
Obtains an identifier used to find Ibor future option volatilities.
|
static IborFutureOptionSensitivity |
IborFutureOptionSensitivity.of(IborFutureOptionVolatilitiesName volatilitiesName,
double expiry,
LocalDate fixingDate,
double strikePrice,
double futurePrice,
Currency sensitivityCurrency,
double sensitivity)
Obtains an instance.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.