Uses of Interface
com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletVolatilities
-
Packages that use NormalIborCapletFloorletVolatilities Package Description com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor. -
-
Uses of NormalIborCapletFloorletVolatilities in com.opengamma.strata.pricer.capfloor
Classes in com.opengamma.strata.pricer.capfloor that implement NormalIborCapletFloorletVolatilities Modifier and Type Class Description classNormalIborCapletFloorletExpiryFlatVolatilitiesVolatility for Ibor caplet/floorlet in the normal or Bachelier model based on a curve.classNormalIborCapletFloorletExpiryStrikeVolatilitiesVolatility for Ibor caplet/floorlet in the normal or Bachelier model based on a surface.Methods in com.opengamma.strata.pricer.capfloor that return NormalIborCapletFloorletVolatilities Modifier and Type Method Description NormalIborCapletFloorletVolatilitiesNormalIborCapletFloorletVolatilities. withParameter(int parameterIndex, double newValue)NormalIborCapletFloorletVolatilitiesNormalIborCapletFloorletVolatilities. withPerturbation(ParameterPerturbation perturbation)
-