Uses of Class
com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Packages that use BlackSwaptionExpiryTenorVolatilities

Package	Description
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

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

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

Modifier and Type	Method and Description
static BlackSwaptionExpiryTenorVolatilities	BlackSwaptionExpiryTenorVolatilities.of(FixedFloatSwapConvention convention, ZonedDateTime valuationDateTime, Surface surface) Obtains an instance from the implied volatility surface and the date-time for which it is valid.
BlackSwaptionExpiryTenorVolatilities	BlackSwaptionExpiryTenorVolatilities.withParameter(int parameterIndex, double newValue)
BlackSwaptionExpiryTenorVolatilities	BlackSwaptionExpiryTenorVolatilities.withPerturbation(ParameterPerturbation perturbation)

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

Modifier and Type	Method and Description
Class<? extends BlackSwaptionExpiryTenorVolatilities>	BlackSwaptionExpiryTenorVolatilities.Meta.beanType()
org.joda.beans.BeanBuilder<? extends BlackSwaptionExpiryTenorVolatilities>	BlackSwaptionExpiryTenorVolatilities.Meta.builder()