Uses of Class
com.opengamma.strata.pricer.index.OvernightFutureOptionVolatilitiesName

Packages that use OvernightFutureOptionVolatilitiesName

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

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

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

Modifier and Type	Method and Description
OvernightFutureOptionVolatilitiesName	OvernightFutureOptionVolatilitiesId.getName() Gets the name of the volatilities.
OvernightFutureOptionVolatilitiesName	OvernightFutureOptionVolatilities.getName() Gets the name of these volatilities.
OvernightFutureOptionVolatilitiesName	NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.getName()
OvernightFutureOptionVolatilitiesName	OvernightFutureOptionSensitivity.getVolatilitiesName() Gets the name of the volatilities.
static OvernightFutureOptionVolatilitiesName	OvernightFutureOptionVolatilitiesName.of(String name) Obtains an instance from the specified name.

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

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<OvernightFutureOptionVolatilitiesName>	OvernightFutureOptionSensitivity.Meta.volatilitiesName() The meta-property for the volatilitiesName property.

Methods in com.opengamma.strata.pricer.index with parameters of type OvernightFutureOptionVolatilitiesName

Modifier and Type	Method and Description
static OvernightFutureOptionVolatilitiesId	OvernightFutureOptionVolatilitiesId.of(OvernightFutureOptionVolatilitiesName name) Obtains an identifier used to find Overnight future option volatilities.
static OvernightFutureOptionSensitivity	OvernightFutureOptionSensitivity.of(OvernightFutureOptionVolatilitiesName volatilitiesName, double expiry, LocalDate fixingDate, double strikePrice, double futurePrice, Currency sensitivityCurrency, double sensitivity) Obtains an instance.