Uses of Interface
com.opengamma.strata.pricer.swaption.BlackSwaptionVolatilities

Packages that use BlackSwaptionVolatilities

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

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

Classes in com.opengamma.strata.pricer.swaption that implement BlackSwaptionVolatilities

Modifier and Type	Class and Description
class	BlackSwaptionExpiryTenorVolatilities Volatility for swaptions in the log-normal or Black model.

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

Modifier and Type	Method and Description
BlackSwaptionVolatilities	BlackSwaptionVolatilities.withParameter(int parameterIndex, double newValue)
BlackSwaptionVolatilities	BlackSwaptionVolatilities.withPerturbation(ParameterPerturbation perturbation)

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

Modifier and Type	Method and Description
MultiCurrencyAmount	BlackSwaptionTradePricer.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, BlackSwaptionVolatilities swaptionVolatilities) Computes the currency exposure of the swaption trade.
CurrencyAmount	BlackSwaptionTradePricer.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, BlackSwaptionVolatilities swaptionVolatilities) Calculates the present value of the swaption trade.
PointSensitivities	BlackSwaptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, BlackSwaptionVolatilities swaptionVolatilities) Calculates the present value sensitivity to the implied volatility of the swaption trade.
PointSensitivities	BlackSwaptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, BlackSwaptionVolatilities swaptionVolatilities) Calculates the present value sensitivity of the swaption trade to the rate curves.