Uses of Interface
com.opengamma.strata.market.option.Strike
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Packages that use Strike Package Description com.opengamma.strata.market.option Entity objects for options.com.opengamma.strata.measure.fxopt Calculation functions for FX option products.com.opengamma.strata.pricer.common Common code for pricing.com.opengamma.strata.pricer.fxopt Calculators for FX options. -
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Uses of Strike in com.opengamma.strata.market.option
Classes in com.opengamma.strata.market.option that implement Strike Modifier and Type Class Description classDeltaStrikeA strike based on absolute delta.classLogMoneynessStrikeA strike based on log-moneyness.classMoneynessStrikeA strike based on moneyness.classSimpleStrikeA simple strike value.Methods in com.opengamma.strata.market.option that return Strike Modifier and Type Method Description StrikeLogMoneynessStrike. withValue(double value)StrikeStrike. withValue(double value)Creates an new instance of the same strike type with value. -
Uses of Strike in com.opengamma.strata.measure.fxopt
Methods in com.opengamma.strata.measure.fxopt that return Strike Modifier and Type Method Description StrikeFxOptionVolatilitiesNode. getStrike()Gets the strike.Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type Strike Modifier and Type Method Description org.joda.beans.MetaProperty<Strike>FxOptionVolatilitiesNode.Meta. strike()The meta-property for thestrikeproperty.Methods in com.opengamma.strata.measure.fxopt with parameters of type Strike Modifier and Type Method Description static FxOptionVolatilitiesNodeFxOptionVolatilitiesNode. of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, ValueType quoteValueType, QuoteId quoteId, Tenor tenor, Strike strike)Creates an instance.FxOptionVolatilitiesNode.BuilderFxOptionVolatilitiesNode.Builder. strike(Strike strike)Sets the strike. -
Uses of Strike in com.opengamma.strata.pricer.common
Methods in com.opengamma.strata.pricer.common that return Strike Modifier and Type Method Description StrikeGenericVolatilitySurfacePeriodParameterMetadata. getStrike()Gets the strike of the surface node.StrikeGenericVolatilitySurfaceYearFractionParameterMetadata. getStrike()Gets the strike of the surface node.Methods in com.opengamma.strata.pricer.common that return types with arguments of type Strike Modifier and Type Method Description Pair<Period,Strike>GenericVolatilitySurfacePeriodParameterMetadata. getIdentifier()Pair<Double,Strike>GenericVolatilitySurfaceYearFractionParameterMetadata. getIdentifier()org.joda.beans.MetaProperty<Strike>GenericVolatilitySurfacePeriodParameterMetadata.Meta. strike()The meta-property for thestrikeproperty.org.joda.beans.MetaProperty<Strike>GenericVolatilitySurfaceYearFractionParameterMetadata.Meta. strike()The meta-property for thestrikeproperty.Methods in com.opengamma.strata.pricer.common with parameters of type Strike Modifier and Type Method Description static GenericVolatilitySurfacePeriodParameterMetadataGenericVolatilitySurfacePeriodParameterMetadata. of(Period period, Strike strike)Creates node metadata using period and strike.static GenericVolatilitySurfacePeriodParameterMetadataGenericVolatilitySurfacePeriodParameterMetadata. of(Period period, Strike strike, String label)Creates node using period, strike and label.static GenericVolatilitySurfaceYearFractionParameterMetadataGenericVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Tenor yearFractionTenor, Strike strike)Creates node metadata using year fraction, associated tenor and strike.static GenericVolatilitySurfaceYearFractionParameterMetadataGenericVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Tenor yearFractionTenor, Strike strike, String label)Creates node using year fraction, associated tenor, strike and label.static GenericVolatilitySurfaceYearFractionParameterMetadataGenericVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Strike strike)Creates node metadata using year fraction and strike.static GenericVolatilitySurfaceYearFractionParameterMetadataGenericVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Strike strike, String label)Creates node using year fraction, strike and label. -
Uses of Strike in com.opengamma.strata.pricer.fxopt
Methods in com.opengamma.strata.pricer.fxopt that return Strike Modifier and Type Method Description StrikeFxVolatilitySurfaceYearFractionParameterMetadata. getStrike()Gets the strike of the surface node.Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type Strike Modifier and Type Method Description Pair<Double,Strike>FxVolatilitySurfaceYearFractionParameterMetadata. getIdentifier()org.joda.beans.MetaProperty<Strike>FxVolatilitySurfaceYearFractionParameterMetadata.Meta. strike()The meta-property for thestrikeproperty.Methods in com.opengamma.strata.pricer.fxopt with parameters of type Strike Modifier and Type Method Description static FxVolatilitySurfaceYearFractionParameterMetadataFxVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Tenor yearFractionTenor, Strike strike, CurrencyPair currencyPair)Creates node metadata using year fraction, associated tenor, strike and currency pair.static FxVolatilitySurfaceYearFractionParameterMetadataFxVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Tenor yearFractionTenor, Strike strike, String label, CurrencyPair currencyPair)Creates node using year fraction, associated tenor, strike, label and currency pair.static FxVolatilitySurfaceYearFractionParameterMetadataFxVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Strike strike, CurrencyPair currencyPair)Creates node metadata using year fraction, strike and currency pair.static FxVolatilitySurfaceYearFractionParameterMetadataFxVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Strike strike, String label, CurrencyPair currencyPair)Creates node using year fraction, strike, label and currency pair.
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