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

Packages that use SabrParametersSwaptionVolatilities

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

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

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

Modifier and Type	Method and Description
SabrParametersSwaptionVolatilities	SabrParametersSwaptionVolatilities.Builder.build()
SabrParametersSwaptionVolatilities	SabrSwaptionCalibrator.calibrateAlphaWithAtm(SwaptionVolatilitiesName name, SabrParametersSwaptionVolatilities sabr, RatesProvider ratesProvider, SwaptionVolatilities atmVolatilities, List<Tenor> tenors, List<Period> expiries, SurfaceInterpolator interpolator) Calibrate SABR alpha parameters to a set of ATM swaption volatilities.
SabrParametersSwaptionVolatilities	SabrSwaptionCalibrator.calibrateWithFixedBetaAndShift(SabrSwaptionDefinition definition, ZonedDateTime calibrationDateTime, TenorRawOptionData data, RatesProvider ratesProvider, Surface betaSurface, Surface shiftSurface) Calibrate SABR parameters to a set of raw swaption data.
SabrParametersSwaptionVolatilities	SabrSwaptionCalibrator.calibrateWithFixedBetaAndShift(SabrSwaptionDefinition definition, ZonedDateTime calibrationDateTime, TenorRawOptionData data, RatesProvider ratesProvider, Surface betaSurface, Surface shiftSurface, boolean stopOnMathException) Calibrate SABR parameters to a set of raw swaption data.
static SabrParametersSwaptionVolatilities	SabrParametersSwaptionVolatilities.of(SwaptionVolatilitiesName name, FixedFloatSwapConvention convention, ZonedDateTime valuationDateTime, SabrInterestRateParameters parameters) Obtains an instance from the SABR model parameters and the date-time for which it is valid.
SabrParametersSwaptionVolatilities	SabrParametersSwaptionVolatilities.withParameter(int parameterIndex, double newValue)
SabrParametersSwaptionVolatilities	SabrParametersSwaptionVolatilities.withPerturbation(ParameterPerturbation perturbation)

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

Modifier and Type	Method and Description
Class<? extends SabrParametersSwaptionVolatilities>	SabrParametersSwaptionVolatilities.Meta.beanType()

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

Modifier and Type	Method and Description
SabrParametersSwaptionVolatilities	SabrSwaptionCalibrator.calibrateAlphaWithAtm(SwaptionVolatilitiesName name, SabrParametersSwaptionVolatilities sabr, RatesProvider ratesProvider, SwaptionVolatilities atmVolatilities, List<Tenor> tenors, List<Period> expiries, SurfaceInterpolator interpolator) Calibrate SABR alpha parameters to a set of ATM swaption volatilities.
CurrencyParameterSensitivity	SabrSwaptionRawDataSensitivityCalculator.parallelSensitivity(CurrencyParameterSensitivities paramSensitivities, SabrParametersSwaptionVolatilities volatilities) Calculates the raw data sensitivities from SABR parameter sensitivity.