| 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 |
|---|---|
NormalIborFutureOptionExpirySimpleMoneynessVolatilities |
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder.build() |
static NormalIborFutureOptionExpirySimpleMoneynessVolatilities |
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.of(IborIndex index,
ZonedDateTime valuationDateTime,
Surface surface)
Obtains an instance from the volatility surface and the date-time for which it is valid.
|
NormalIborFutureOptionExpirySimpleMoneynessVolatilities |
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.withParameter(int parameterIndex,
double newValue) |
NormalIborFutureOptionExpirySimpleMoneynessVolatilities |
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.withPerturbation(ParameterPerturbation perturbation) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends NormalIborFutureOptionExpirySimpleMoneynessVolatilities> |
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.