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

Packages that use SabrParameters

Package	Description
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.model	Common code for model pricing.

Uses of SabrParameters in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return SabrParameters

Modifier and Type	Method and Description
SabrParameters	SabrParametersIborCapletFloorletVolatilities.getParameters() Gets the SABR model parameters.
SabrParameters	NormalSabrParametersIborCapletFloorletVolatilities.getParameters() Gets the SABR model parameters.

Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type SabrParameters

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<SabrParameters>	SabrParametersIborCapletFloorletVolatilities.Meta.parameters() The meta-property for the parameters property.
org.joda.beans.MetaProperty<SabrParameters>	NormalSabrParametersIborCapletFloorletVolatilities.Meta.parameters() The meta-property for the parameters property.

Methods in com.opengamma.strata.pricer.capfloor with parameters of type SabrParameters

Modifier and Type	Method and Description
static SabrParametersIborCapletFloorletVolatilities	SabrParametersIborCapletFloorletVolatilities.of(IborCapletFloorletVolatilitiesName name, IborIndex index, ZonedDateTime valuationDateTime, SabrParameters parameters) Obtains an instance from the SABR model parameters and the date-time for which it is valid.
static NormalSabrParametersIborCapletFloorletVolatilities	NormalSabrParametersIborCapletFloorletVolatilities.of(IborCapletFloorletVolatilitiesName name, IborIndex index, ZonedDateTime valuationDateTime, SabrParameters parameters) Obtains an instance from the SABR model parameters and the date-time for which it is valid.
SabrParametersIborCapletFloorletVolatilities.Builder	SabrParametersIborCapletFloorletVolatilities.Builder.parameters(SabrParameters parameters) Sets the SABR model parameters.

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

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

Modifier and Type	Method and Description
static SabrParameters	SabrParameters.of(Curve alphaCurve, Curve betaCurve, Curve rhoCurve, Curve nuCurve, Curve shiftCurve, SabrVolatilityFormula sabrFormula) Obtains an instance with shift from nodal curves and volatility function provider.
static SabrParameters	SabrParameters.of(Curve alphaCurve, Curve betaCurve, Curve rhoCurve, Curve nuCurve, SabrVolatilityFormula sabrFormula) Obtains an instance without shift from nodal curves and volatility function provider.
SabrParameters	SabrParameters.withParameter(int parameterIndex, double newValue)
SabrParameters	SabrParameters.withPerturbation(ParameterPerturbation perturbation)

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

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