com.opengamma.strata.pricer.swaption

Interface BlackSwaptionVolatilities

All Superinterfaces:

MarketDataView, ParameterizedData, SwaptionVolatilities

All Known Implementing Classes:

BlackSwaptionExpiryTenorVolatilities

public interface BlackSwaptionVolatilities
extends SwaptionVolatilities

Volatility for swaptions in the log-normal or Black model.

Method Summary

Modifier and Type	Method and Description
default ValueType	getVolatilityType() Gets the type of volatility returned by the SwaptionVolatilities.volatility(java.time.ZonedDateTime, double, double, double) method.
BlackSwaptionVolatilities	withParameter(int parameterIndex, double newValue)
BlackSwaptionVolatilities	withPerturbation(ParameterPerturbation perturbation)

Methods inherited from interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities

getConvention, getName, getValuationDate, getValuationDateTime, parameterSensitivity, parameterSensitivity, price, priceDelta, priceGamma, priceTheta, priceVega, relativeTime, tenor, volatility, volatility

Methods inherited from interface com.opengamma.strata.market.MarketDataView

findData

Methods inherited from interface com.opengamma.strata.market.param.ParameterizedData

findParameterIndex, getParameter, getParameterCount, getParameterMetadata

Method Detail

getVolatilityType

default ValueType getVolatilityType()

Description copied from interface: SwaptionVolatilities

Gets the type of volatility returned by the SwaptionVolatilities.volatility(java.time.ZonedDateTime, double, double, double) method.

Specified by:

getVolatilityType in interface SwaptionVolatilities

Returns:

the type

withParameter

BlackSwaptionVolatilities withParameter(int parameterIndex,
                                        double newValue)

Specified by:

withParameter in interface ParameterizedData

Specified by:

withParameter in interface SwaptionVolatilities

withPerturbation

BlackSwaptionVolatilities withPerturbation(ParameterPerturbation perturbation)

Specified by:

withPerturbation in interface ParameterizedData

Specified by:

withPerturbation in interface SwaptionVolatilities