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

Packages that use OvernightFutureOptionVolatilities

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

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

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

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

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

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

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

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

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

Modifier and Type	Method and Description
MarketDataName<OvernightFutureOptionVolatilities>	OvernightFutureOptionVolatilitiesId.getMarketDataName()
Class<OvernightFutureOptionVolatilities>	OvernightFutureOptionVolatilitiesId.getMarketDataType()
Class<OvernightFutureOptionVolatilities>	OvernightFutureOptionVolatilitiesName.getMarketDataType()