| BlackFxOptionFlatVolatilities |
Volatility for FX options in the log-normal or Black model based on a curve.
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| BlackFxOptionFlatVolatilities.Builder |
The bean-builder for BlackFxOptionFlatVolatilities.
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| BlackFxOptionFlatVolatilities.Meta |
The meta-bean for BlackFxOptionFlatVolatilities.
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| BlackFxOptionSmileVolatilities |
Data provider of volatility for FX options in the log-normal or Black-Scholes model.
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| BlackFxOptionSmileVolatilities.Builder |
The bean-builder for BlackFxOptionSmileVolatilities.
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| BlackFxOptionSmileVolatilities.Meta |
The meta-bean for BlackFxOptionSmileVolatilities.
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| BlackFxOptionSurfaceVolatilities |
Volatility for FX options in the log-normal or Black model based on a surface.
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| BlackFxOptionSurfaceVolatilities.Builder |
The bean-builder for BlackFxOptionSurfaceVolatilities.
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| BlackFxOptionSurfaceVolatilities.Meta |
The meta-bean for BlackFxOptionSurfaceVolatilities.
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| BlackFxOptionVolatilities |
Volatility for FX option in the log-normal or Black model.
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| BlackFxSingleBarrierOptionProductPricer |
Pricer for FX barrier option products in Black-Scholes world.
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| BlackFxSingleBarrierOptionTradePricer |
Pricer for FX barrier option trades in Black-Scholes world.
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| BlackFxVanillaOptionProductPricer |
Pricer for foreign exchange vanilla option transaction products with a lognormal model.
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| BlackFxVanillaOptionTradePricer |
Pricer for FX vanilla option trades with a lognormal model.
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| FxOptionSensitivity |
Point sensitivity to an implied volatility for a FX option model.
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| FxOptionSensitivity.Meta |
The meta-bean for FxOptionSensitivity.
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| FxOptionVolatilities |
Volatilities for pricing FX options.
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| FxOptionVolatilitiesId |
An identifier used to access FX option volatilities by name.
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| FxOptionVolatilitiesName |
The name of a set of FX option volatilities.
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| FxVolatilitySurfaceYearFractionParameterMetadata |
Surface node metadata for a surface node with a specific time to expiry and strike.
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| FxVolatilitySurfaceYearFractionParameterMetadata.Meta |
The meta-bean for FxVolatilitySurfaceYearFractionParameterMetadata.
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| ImpliedTrinomialTreeFxOptionCalibrator |
Utilities to calibrate implied trinomial tree to Black volatilities of FX options.
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| ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer |
Pricer for FX barrier option products under implied trinomial tree.
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| ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer |
Pricer for FX barrier option trades under implied trinomial tree.
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| InterpolatedStrikeSmileDeltaTermStructure |
An interpolated term structure of smiles as used in Forex market.
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| InterpolatedStrikeSmileDeltaTermStructure.Meta |
The meta-bean for InterpolatedStrikeSmileDeltaTermStructure.
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| RecombiningTrinomialTreeData |
Recombining trinomial tree data.
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| RecombiningTrinomialTreeData.Meta |
The meta-bean for RecombiningTrinomialTreeData.
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| SmileAndBucketedSensitivities |
Combines information about a volatility smile expressed in delta form and its sensitivities.
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| SmileDeltaParameters |
A delta dependent smile as used in Forex market.
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| SmileDeltaParameters.Meta |
The meta-bean for SmileDeltaParameters.
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| SmileDeltaTermStructure |
A term structure of smile as used in Forex market.
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| VannaVolgaFxVanillaOptionProductPricer |
Pricing method for vanilla Forex option transactions with Vanna-Volga method.
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| VannaVolgaFxVanillaOptionTradePricer |
Pricer for FX vanilla option trades with a Vanna-Volga method.
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| VolatilityAndBucketedSensitivities |
Combines information about a volatility and its sensitivities.
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| VolatilityAndBucketedSensitivities.Meta |
The meta-bean for VolatilityAndBucketedSensitivities.
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