Uses of Class
com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName
-
Packages that use FxOptionVolatilitiesName Package Description com.opengamma.strata.measure.fxopt Calculation functions for FX option products.com.opengamma.strata.pricer.fxopt Calculators for FX options. -
-
Uses of FxOptionVolatilitiesName in com.opengamma.strata.measure.fxopt
Methods in com.opengamma.strata.measure.fxopt that return FxOptionVolatilitiesName Modifier and Type Method Description FxOptionVolatilitiesNameBlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification. getName()Gets the name.FxOptionVolatilitiesNameBlackFxOptionSmileVolatilitiesSpecification. getName()Gets the name of the volatilities.FxOptionVolatilitiesNameFxOptionVolatilitiesSpecification. getName()Gets the name of a set of FX option volatilities.Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type FxOptionVolatilitiesName Modifier and Type Method Description org.joda.beans.MetaProperty<FxOptionVolatilitiesName>BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta. name()The meta-property for thenameproperty.org.joda.beans.MetaProperty<FxOptionVolatilitiesName>BlackFxOptionSmileVolatilitiesSpecification.Meta. name()The meta-property for thenameproperty.Methods in com.opengamma.strata.measure.fxopt with parameters of type FxOptionVolatilitiesName Modifier and Type Method Description BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.BuilderBlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder. name(FxOptionVolatilitiesName name)Sets the name.BlackFxOptionSmileVolatilitiesSpecification.BuilderBlackFxOptionSmileVolatilitiesSpecification.Builder. name(FxOptionVolatilitiesName name)Sets the name of the volatilities. -
Uses of FxOptionVolatilitiesName in com.opengamma.strata.pricer.fxopt
Methods in com.opengamma.strata.pricer.fxopt that return FxOptionVolatilitiesName Modifier and Type Method Description FxOptionVolatilitiesNameBlackFxOptionFlatVolatilities. getName()FxOptionVolatilitiesNameBlackFxOptionSmileVolatilities. getName()Gets the name of the volatilities.FxOptionVolatilitiesNameBlackFxOptionSurfaceVolatilities. getName()Gets the name of the volatilities.FxOptionVolatilitiesNameFxOptionVolatilities. getName()Gets the name of these volatilities.FxOptionVolatilitiesNameFxOptionVolatilitiesId. getName()Gets the name of the volatilities.FxOptionVolatilitiesNameFxOptionSensitivity. getVolatilitiesName()Gets the name of the volatilities.static FxOptionVolatilitiesNameFxOptionVolatilitiesName. of(String name)Obtains an instance from the specified name.Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type FxOptionVolatilitiesName Modifier and Type Method Description org.joda.beans.MetaProperty<FxOptionVolatilitiesName>BlackFxOptionSmileVolatilities.Meta. name()The meta-property for thenameproperty.org.joda.beans.MetaProperty<FxOptionVolatilitiesName>BlackFxOptionSurfaceVolatilities.Meta. name()The meta-property for thenameproperty.org.joda.beans.MetaProperty<FxOptionVolatilitiesName>FxOptionSensitivity.Meta. volatilitiesName()The meta-property for thevolatilitiesNameproperty.Methods in com.opengamma.strata.pricer.fxopt with parameters of type FxOptionVolatilitiesName Modifier and Type Method Description BlackFxOptionSmileVolatilities.BuilderBlackFxOptionSmileVolatilities.Builder. name(FxOptionVolatilitiesName name)Sets the name of the volatilities.BlackFxOptionSurfaceVolatilities.BuilderBlackFxOptionSurfaceVolatilities.Builder. name(FxOptionVolatilitiesName name)Sets the name of the volatilities.static BlackFxOptionSmileVolatilitiesBlackFxOptionSmileVolatilities. of(FxOptionVolatilitiesName name, CurrencyPair currencyPair, ZonedDateTime valuationTime, SmileDeltaTermStructure smile)Obtains an instance based on a smile.static BlackFxOptionSurfaceVolatilitiesBlackFxOptionSurfaceVolatilities. of(FxOptionVolatilitiesName name, CurrencyPair currencyPair, ZonedDateTime valuationDateTime, Surface surface)Obtains an instance from the implied volatility surface and the date-time for which it is valid.static FxOptionSensitivityFxOptionSensitivity. of(FxOptionVolatilitiesName volatilitiesName, CurrencyPair currencyPair, double expiry, double strike, double forward, Currency sensitivityCurrency, double sensitivity)Obtains an instance, specifying sensitivity currency.static FxOptionVolatilitiesIdFxOptionVolatilitiesId. of(FxOptionVolatilitiesName name)Obtains an identifier used to find FX option volatilities.
-