IborCapletFloorletVolatilityDefinition (OpenGamma Strata)

All Known Implementing Classes:

DirectIborCapletFloorletFlatVolatilityDefinition, DirectIborCapletFloorletVolatilityDefinition, SabrIborCapletFloorletVolatilityBootstrapDefinition, SabrIborCapletFloorletVolatilityCalibrationDefinition, SurfaceIborCapletFloorletVolatilityBootstrapDefinition
```
public interface IborCapletFloorletVolatilityDefinition
```
Definition of caplet volatilities calibration.

Method Summary

All Methods Instance Methods Abstract Methods Default Methods
Modifier and Type	Method	Description
`default IborCapFloorLeg`	`createCap(LocalDate startDate, LocalDate endDate, double strike)`	Creates a standard cap from start date, end date and strike.
`SurfaceMetadata`	`createMetadata(RawOptionData capFloorData)`	Creates surface metadata.
`DayCount`	`getDayCount()`	Gets the day count to use.
`IborIndex`	`getIndex()`	Gets the Ibor index for which the data is valid.
`IborCapletFloorletVolatilitiesName`	`getName()`	Gets the name of these volatilities.

- Method Detail
  - getName
```
IborCapletFloorletVolatilitiesName getName()
```
    Gets the name of these volatilities.
    
    Returns:
    
    the name
  - getIndex
```
IborIndex getIndex()
```
    Gets the Ibor index for which the data is valid.
    
    Returns:
    
    the Ibor index
  - getDayCount
```
DayCount getDayCount()
```
    Gets the day count to use.
    
    Returns:
    
    the day count
  - createMetadata
```
SurfaceMetadata createMetadata(RawOptionData capFloorData)
```
    Creates surface metadata.
    
    Parameters:
    
    capFloorData - the cap/floor data
    
    Returns:
    
    the surface metadata
  - createCap
```
default IborCapFloorLeg createCap(LocalDate startDate,
                                  LocalDate endDate,
                                  double strike)
```
    Creates a standard cap from start date, end date and strike.
    
    Parameters:
    
    startDate - the start date
    
    endDate - the end date
    
    strike - the strike
    
    Returns:
    
    the cap