Uses of Interface
com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition

Packages that use IborCapletFloorletVolatilityDefinition

Package	Description
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.

Uses of IborCapletFloorletVolatilityDefinition in com.opengamma.strata.pricer.capfloor

Classes in com.opengamma.strata.pricer.capfloor that implement IborCapletFloorletVolatilityDefinition

Modifier and Type	Class	Description
class	DirectIborCapletFloorletVolatilityDefinition	Definition of caplet volatilities calibration.
class	SabrIborCapletFloorletVolatilityBootstrapDefinition	Definition of caplet volatilities calibration.
class	SabrIborCapletFloorletVolatilityCalibrationDefinition	Definition of caplet volatilities calibration.
class	SurfaceIborCapletFloorletVolatilityBootstrapDefinition	Definition of caplet volatilities calibration.

Methods in com.opengamma.strata.pricer.capfloor with parameters of type IborCapletFloorletVolatilityDefinition

Modifier and Type	Method	Description
IborCapletFloorletVolatilityCalibrationResult	DirectIborCapletFloorletVolatilityCalibrator.calibrate(IborCapletFloorletVolatilityDefinition definition, java.time.ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
IborCapletFloorletVolatilityCalibrationResult	SabrIborCapletFloorletVolatilityBootstrapper.calibrate(IborCapletFloorletVolatilityDefinition definition, java.time.ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
IborCapletFloorletVolatilityCalibrationResult	SabrIborCapletFloorletVolatilityCalibrator.calibrate(IborCapletFloorletVolatilityDefinition definition, java.time.ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
IborCapletFloorletVolatilityCalibrationResult	SurfaceIborCapletFloorletVolatilityBootstrapper.calibrate(IborCapletFloorletVolatilityDefinition definition, java.time.ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)