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

Packages that use NormalSwaptionVolatilities

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

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

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

Modifier and Type	Class and Description
class	NormalSwaptionExpirySimpleMoneynessVolatilities Volatility for swaptions in the normal or Bachelier model based on a surface.
class	NormalSwaptionExpiryStrikeVolatilities Volatility for swaptions in the normal or Bachelier model based on a surface.
class	NormalSwaptionExpiryTenorVolatilities Volatility for swaptions in the normal or Bachelier model based on a surface.

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

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

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

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