Uses of Class
com.opengamma.strata.pricer.model.SabrInterestRateParameters

Packages that use SabrInterestRateParameters

Package	Description
com.opengamma.strata.pricer.model	Common code for model pricing.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

Uses of SabrInterestRateParameters in com.opengamma.strata.pricer.model

Methods in com.opengamma.strata.pricer.model that return SabrInterestRateParameters

Modifier and Type	Method and Description
static SabrInterestRateParameters	SabrInterestRateParameters.of(Surface alphaSurface, Surface betaSurface, Surface rhoSurface, Surface nuSurface, SabrVolatilityFormula sabrFormula) Obtains an instance without shift from nodal surfaces and volatility function provider.
static SabrInterestRateParameters	SabrInterestRateParameters.of(Surface alphaSurface, Surface betaSurface, Surface rhoSurface, Surface nuSurface, Surface shiftSurface, SabrVolatilityFormula sabrFormula) Obtains an instance with shift from nodal surfaces and volatility function provider.
SabrInterestRateParameters	SabrInterestRateParameters.withParameter(int parameterIndex, double newValue)
SabrInterestRateParameters	SabrInterestRateParameters.withPerturbation(ParameterPerturbation perturbation)

Methods in com.opengamma.strata.pricer.model that return types with arguments of type SabrInterestRateParameters

Modifier and Type	Method and Description
static org.joda.beans.TypedMetaBean<SabrInterestRateParameters>	SabrInterestRateParameters.meta() The meta-bean for SabrInterestRateParameters.
org.joda.beans.TypedMetaBean<SabrInterestRateParameters>	SabrInterestRateParameters.metaBean()

Uses of SabrInterestRateParameters in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption that return SabrInterestRateParameters

Modifier and Type	Method and Description
SabrInterestRateParameters	NormalSabrParametersSwaptionVolatilities.getParameters() Gets the SABR model parameters.
SabrInterestRateParameters	SabrParametersSwaptionVolatilities.getParameters() Gets the SABR model parameters.

Methods in com.opengamma.strata.pricer.swaption that return types with arguments of type SabrInterestRateParameters

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<SabrInterestRateParameters>	NormalSabrParametersSwaptionVolatilities.Meta.parameters() The meta-property for the parameters property.
org.joda.beans.MetaProperty<SabrInterestRateParameters>	SabrParametersSwaptionVolatilities.Meta.parameters() The meta-property for the parameters property.

Methods in com.opengamma.strata.pricer.swaption with parameters of type SabrInterestRateParameters

Modifier and Type	Method and Description
static NormalSabrParametersSwaptionVolatilities	NormalSabrParametersSwaptionVolatilities.of(SwaptionVolatilitiesName name, FixedFloatSwapConvention convention, ZonedDateTime valuationDateTime, SabrInterestRateParameters parameters) Obtains an instance from the SABR model parameters and the date-time for which it is valid.
static SabrParametersSwaptionVolatilities	SabrParametersSwaptionVolatilities.of(SwaptionVolatilitiesName name, FixedFloatSwapConvention convention, ZonedDateTime valuationDateTime, SabrInterestRateParameters parameters) Obtains an instance from the SABR model parameters and the date-time for which it is valid.
NormalSabrParametersSwaptionVolatilities.Builder	NormalSabrParametersSwaptionVolatilities.Builder.parameters(SabrInterestRateParameters parameters) Sets the SABR model parameters.
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.parameters(SabrInterestRateParameters parameters) Sets the SABR model parameters.