| Package | Description |
|---|---|
| com.opengamma.strata.pricer.swaption |
Calculators for swaptions.
|
| Modifier and Type | Method and Description |
|---|---|
static SwaptionSurfaceExpiryTenorParameterMetadata |
SwaptionSurfaceExpiryTenorParameterMetadata.of(double yearFraction,
double tenor)
Creates node metadata using swap convention, year fraction and strike.
|
static SwaptionSurfaceExpiryTenorParameterMetadata |
SwaptionSurfaceExpiryTenorParameterMetadata.of(double yearFraction,
double tenor,
String label)
Creates node using swap convention, year fraction, strike and label.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends SwaptionSurfaceExpiryTenorParameterMetadata> |
SwaptionSurfaceExpiryTenorParameterMetadata.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends SwaptionSurfaceExpiryTenorParameterMetadata> |
SwaptionSurfaceExpiryTenorParameterMetadata.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.