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

Packages that use SwaptionVolatilitiesName

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

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

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

Modifier and Type	Method and Description
SwaptionVolatilitiesName	NormalSwaptionExpiryTenorVolatilities.getName()
SwaptionVolatilitiesName	NormalSwaptionExpiryStrikeVolatilities.getName()
SwaptionVolatilitiesName	NormalSwaptionExpirySimpleMoneynessVolatilities.getName()
SwaptionVolatilitiesName	NormalSabrParametersSwaptionVolatilities.getName() Gets the name.
SwaptionVolatilitiesName	BlackSwaptionExpiryTenorVolatilities.getName()
SwaptionVolatilitiesName	SwaptionVolatilitiesId.getName() Gets the name of the volatilities.
SwaptionVolatilitiesName	SwaptionVolatilities.getName() Gets the name of these volatilities.
SwaptionVolatilitiesName	SabrSwaptionDefinition.getName() Gets the name of the volatilities.
SwaptionVolatilitiesName	SabrParametersSwaptionVolatilities.getName() Gets the name.
SwaptionVolatilitiesName	SwaptionSensitivity.getVolatilitiesName() Gets the name of the volatilities.
SwaptionVolatilitiesName	SwaptionSabrSensitivity.getVolatilitiesName() Gets the name of the volatilities.
static SwaptionVolatilitiesName	SwaptionVolatilitiesName.of(String name) Obtains an instance from the specified name.

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

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<SwaptionVolatilitiesName>	NormalSabrParametersSwaptionVolatilities.Meta.name() The meta-property for the name property.
org.joda.beans.MetaProperty<SwaptionVolatilitiesName>	SabrSwaptionDefinition.Meta.name() The meta-property for the name property.
org.joda.beans.MetaProperty<SwaptionVolatilitiesName>	SabrParametersSwaptionVolatilities.Meta.name() The meta-property for the name property.
org.joda.beans.MetaProperty<SwaptionVolatilitiesName>	SwaptionSensitivity.Meta.volatilitiesName() The meta-property for the volatilitiesName property.
org.joda.beans.MetaProperty<SwaptionVolatilitiesName>	SwaptionSabrSensitivity.Meta.volatilitiesName() The meta-property for the volatilitiesName property.

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

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.
NormalSabrParametersSwaptionVolatilities.Builder	NormalSabrParametersSwaptionVolatilities.Builder.name(SwaptionVolatilitiesName name) Sets the name.
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.name(SwaptionVolatilitiesName name) Sets the name.
static SwaptionVolatilitiesId	SwaptionVolatilitiesId.of(SwaptionVolatilitiesName name) Obtains an identifier used to find swaption volatilities.
static SwaptionSensitivity	SwaptionSensitivity.of(SwaptionVolatilitiesName volatilitiesName, double expiry, double tenor, double strike, double forward, Currency sensitivityCurrency, double sensitivity) Obtains an instance from the specified elements.
static SwaptionSabrSensitivity	SwaptionSabrSensitivity.of(SwaptionVolatilitiesName volatilitiesName, double expiry, double tenor, SabrParameterType sensitivityType, Currency sensitivityCurrency, double sensitivity) Obtains an instance from the specified elements.
static SabrSwaptionDefinition	SabrSwaptionDefinition.of(SwaptionVolatilitiesName name, FixedFloatSwapConvention convention, DayCount dayCount, SurfaceInterpolator interpolator) Obtains an instance from the name, convention, day count and tenors.
static NormalSabrParametersSwaptionVolatilities	NormalSabrParametersSwaptionVolatilities.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.
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.