| 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 |
|---|---|
static NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder |
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.builder()
Returns a builder used to create an instance of the bean.
|
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder |
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Meta.builder() |
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder |
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder.index(OvernightIndex index)
Sets the index of the underlying future.
|
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder |
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder |
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder.set(String propertyName,
Object newValue) |
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder |
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder.surface(Surface surface)
Sets the normal volatility surface.
|
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder |
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.toBuilder()
Returns a builder that allows this bean to be mutated.
|
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder |
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder.valuationDateTime(ZonedDateTime valuationDateTime)
Sets the valuation date-time.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.