| Package | Description |
|---|---|
| com.opengamma.strata.pricer.swaption |
Calculators for swaptions.
|
| Modifier and Type | Method and Description |
|---|---|
SwaptionSabrSensitivity |
SwaptionSabrSensitivity.cloned() |
SwaptionSabrSensitivity |
SwaptionSabrSensitivity.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider) |
SwaptionSabrSensitivity |
SwaptionSabrSensitivity.mapSensitivity(DoubleUnaryOperator operator) |
SwaptionSabrSensitivity |
SwaptionSabrSensitivity.multipliedBy(double factor) |
SwaptionSabrSensitivity |
SwaptionSabrSensitivity.normalize() |
static SwaptionSabrSensitivity |
SwaptionSabrSensitivity.of(SwaptionVolatilitiesName volatilitiesName,
double expiry,
double tenor,
SabrParameterType sensitivityType,
Currency sensitivityCurrency,
double sensitivity)
Obtains an instance from the specified elements.
|
SwaptionSabrSensitivity |
SwaptionSabrSensitivity.withCurrency(Currency currency) |
SwaptionSabrSensitivity |
SwaptionSabrSensitivity.withSensitivity(double sensitivity) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends SwaptionSabrSensitivity> |
SwaptionSabrSensitivity.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends SwaptionSabrSensitivity> |
SwaptionSabrSensitivity.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.