Uses of Package
com.opengamma.strata.pricer.swaption

Packages that use com.opengamma.strata.pricer.swaption

Package	Description
com.opengamma.strata.pricer.cms	Calculators for CMS.
com.opengamma.strata.pricer.impl.cms
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

Classes in com.opengamma.strata.pricer.swaption used by com.opengamma.strata.pricer.cms

Class and Description
SabrSwaptionVolatilities Volatility for swaptions in SABR model.

Classes in com.opengamma.strata.pricer.swaption used by com.opengamma.strata.pricer.impl.cms

Class and Description
SwaptionVolatilities Volatilities for pricing swaptions.

Classes in com.opengamma.strata.pricer.swaption used by com.opengamma.strata.pricer.swaption

Class and Description
BlackSabrSwaptionVolatilities Volatility for swaptions in SABR model.
BlackSwaptionCashParYieldProductPricer Pricer for swaption with par yield curve method of cash settlement in a log-normal or Black model on the swap rate.
BlackSwaptionExpiryTenorVolatilities Volatility for swaptions in the log-normal or Black model.
BlackSwaptionExpiryTenorVolatilities.Meta The meta-bean for BlackSwaptionExpiryTenorVolatilities.
BlackSwaptionPhysicalProductPricer Pricer for swaption with physical settlement in a log-normal or Black model on the swap rate.
BlackSwaptionTradePricer Pricer for swaption trade in the log-normal or Black model on the swap rate.
BlackSwaptionVolatilities Volatility for swaptions in the log-normal or Black model.
HullWhiteSwaptionPhysicalProductPricer Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.
HullWhiteSwaptionPhysicalTradePricer Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.
NormalSabrParametersSwaptionVolatilities Volatility environment for swaptions in the SABR model.
NormalSabrParametersSwaptionVolatilities.Builder The bean-builder for NormalSabrParametersSwaptionVolatilities.
NormalSabrParametersSwaptionVolatilities.Meta The meta-bean for NormalSabrParametersSwaptionVolatilities.
NormalSabrSwaptionVolatilities Volatility for swaptions in SABR model.
NormalSwaptionCashParYieldProductPricer Pricer for swaption with par yield curve method of cash settlement in a normal model on the swap rate.
NormalSwaptionExpirySimpleMoneynessVolatilities Volatility for swaptions in the normal or Bachelier model based on a surface.
NormalSwaptionExpirySimpleMoneynessVolatilities.Meta The meta-bean for NormalSwaptionExpirySimpleMoneynessVolatilities.
NormalSwaptionExpiryStrikeVolatilities Volatility for swaptions in the normal or Bachelier model based on a surface.
NormalSwaptionExpiryStrikeVolatilities.Meta The meta-bean for NormalSwaptionExpiryStrikeVolatilities.
NormalSwaptionExpiryTenorVolatilities Volatility for swaptions in the normal or Bachelier model based on a surface.
NormalSwaptionExpiryTenorVolatilities.Meta The meta-bean for NormalSwaptionExpiryTenorVolatilities.
NormalSwaptionPhysicalProductPricer Pricer for swaption with physical settlement in a normal model on the swap rate.
NormalSwaptionTradePricer Pricer for swaption trade in the normal model on the swap rate.
NormalSwaptionVolatilities Volatility for swaptions in the normal or Bachelier model.
SabrParametersSwaptionVolatilities Volatility environment for swaptions in the SABR model.
SabrParametersSwaptionVolatilities.Builder The bean-builder for SabrParametersSwaptionVolatilities.
SabrParametersSwaptionVolatilities.Meta The meta-bean for SabrParametersSwaptionVolatilities.
SabrSwaptionCalibrator Swaption SABR calibrator.
SabrSwaptionCashParYieldProductPricer Pricer for swaption with par yield curve method of cash settlement in SABR model.
SabrSwaptionDefinition Definition of standard inputs to SABR swaption calibration.
SabrSwaptionDefinition.Meta The meta-bean for SabrSwaptionDefinition.
SabrSwaptionPhysicalProductPricer Pricer for swaption with physical settlement in SABR model on the swap rate.
SabrSwaptionRawDataSensitivityCalculator Calculator to obtain the raw data sensitivities for swaption related products using calibrated SABR data.
SabrSwaptionTradePricer Pricer for swaption trade in the SABR model on the swap rate.
SabrSwaptionVolatilities Volatility for swaptions in SABR model.
SwaptionSabrSensitivity Sensitivity of a swaption to SABR model parameters.
SwaptionSabrSensitivity.Meta The meta-bean for SwaptionSabrSensitivity.
SwaptionSensitivity Point sensitivity to a swaption implied parameter point.
SwaptionSensitivity.Meta The meta-bean for SwaptionSensitivity.
SwaptionSurfaceExpirySimpleMoneynessParameterMetadata Surface node metadata for a surface node for swaptions with a specific time to expiry and simple moneyness.
SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta The meta-bean for SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.
SwaptionSurfaceExpiryStrikeParameterMetadata Surface node metadata for a surface node for swaptions with a specific time to expiry and strike.
SwaptionSurfaceExpiryStrikeParameterMetadata.Meta The meta-bean for SwaptionSurfaceExpiryStrikeParameterMetadata.
SwaptionSurfaceExpiryTenorParameterMetadata Surface node metadata for a surface node for swaptions with a specific time to expiry and underlying swap tenor.
SwaptionSurfaceExpiryTenorParameterMetadata.Meta The meta-bean for SwaptionSurfaceExpiryTenorParameterMetadata.
SwaptionVolatilities Volatilities for pricing swaptions.
SwaptionVolatilitiesId An identifier used to access swaption volatilities by name.
SwaptionVolatilitiesName The name of a set of swaption volatilities.
VolatilitySwaptionCashParYieldProductPricer Pricer for swaption with par yield curve method of cash settlement based on volatilities.
VolatilitySwaptionPhysicalProductPricer Pricer for swaption with physical settlement based on volatilities.
VolatilitySwaptionProductPricer Pricer for swaptions handling physical and cash par yield settlement based on volatilities.
VolatilitySwaptionTradePricer Pricer for swaptions handling physical and cash par yield settlement based on volatilities.