Uses of Class
com.opengamma.strata.pricer.impl.volatility.smile.SabrInArrearsVolatilityFunction

Packages that use SabrInArrearsVolatilityFunction

Package	Description
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.impl.volatility.smile	Internal implementations of volatility smile.

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

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

Modifier and Type	Method	Description
static SabrOvernightInArrearsCapletFloorletPeriodPricer	SabrOvernightInArrearsCapletFloorletPeriodPricer.of(SabrInArrearsVolatilityFunction sabrInarrearsFunction)	Creates an instance.

Uses of SabrInArrearsVolatilityFunction in com.opengamma.strata.pricer.impl.volatility.smile

Fields in com.opengamma.strata.pricer.impl.volatility.smile declared as SabrInArrearsVolatilityFunction

Modifier and Type	Field	Description
static SabrInArrearsVolatilityFunction	SabrInArrearsVolatilityFunction.DEFAULT	Default implementation with q = 1;

Methods in com.opengamma.strata.pricer.impl.volatility.smile that return SabrInArrearsVolatilityFunction

Modifier and Type	Method	Description
SabrInArrearsVolatilityFunction	SabrInArrearsVolatilityFunction.Builder.build()
static SabrInArrearsVolatilityFunction	SabrInArrearsVolatilityFunction.of(double q)	Obtains an instance.

Methods in com.opengamma.strata.pricer.impl.volatility.smile that return types with arguments of type SabrInArrearsVolatilityFunction

Modifier and Type	Method	Description
Class<? extends SabrInArrearsVolatilityFunction>	SabrInArrearsVolatilityFunction.Meta.beanType()