| Package | Description |
|---|---|
| com.opengamma.strata.pricer.swaption |
Calculators for swaptions.
|
| Modifier and Type | Method and Description |
|---|---|
static SwaptionVolatilitiesId |
SwaptionVolatilitiesId.of(String name)
Obtains an identifier used to find swaption volatilities.
|
static SwaptionVolatilitiesId |
SwaptionVolatilitiesId.of(SwaptionVolatilitiesName name)
Obtains an identifier used to find swaption volatilities.
|
| Modifier and Type | Method and Description |
|---|---|
static org.joda.beans.TypedMetaBean<SwaptionVolatilitiesId> |
SwaptionVolatilitiesId.meta()
The meta-bean for
SwaptionVolatilitiesId. |
org.joda.beans.TypedMetaBean<SwaptionVolatilitiesId> |
SwaptionVolatilitiesId.metaBean() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.