Uses of Class
com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
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Packages that use IborFutureOptionVolatilitiesId Package Description com.opengamma.strata.measure.index Calculation functions for index products.com.opengamma.strata.pricer.index Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs). -
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Uses of IborFutureOptionVolatilitiesId in com.opengamma.strata.measure.index
Methods in com.opengamma.strata.measure.index with parameters of type IborFutureOptionVolatilitiesId Modifier and Type Method Description static IborFutureOptionMarketDataLookupIborFutureOptionMarketDataLookup. of(IborIndex index, IborFutureOptionVolatilitiesId volatilityId)Obtains an instance based on a single mapping from index to volatility identifier.Method parameters in com.opengamma.strata.measure.index with type arguments of type IborFutureOptionVolatilitiesId Modifier and Type Method Description static IborFutureOptionMarketDataLookupIborFutureOptionMarketDataLookup. of(Map<IborIndex,IborFutureOptionVolatilitiesId> volatilityIds)Obtains an instance based on a map of volatility identifiers. -
Uses of IborFutureOptionVolatilitiesId in com.opengamma.strata.pricer.index
Methods in com.opengamma.strata.pricer.index that return IborFutureOptionVolatilitiesId Modifier and Type Method Description static IborFutureOptionVolatilitiesIdIborFutureOptionVolatilitiesId. of(IborFutureOptionVolatilitiesName name)Obtains an identifier used to find Ibor future option volatilities.static IborFutureOptionVolatilitiesIdIborFutureOptionVolatilitiesId. of(String name)Obtains an identifier used to find Ibor future option volatilities.Methods in com.opengamma.strata.pricer.index that return types with arguments of type IborFutureOptionVolatilitiesId Modifier and Type Method Description static org.joda.beans.TypedMetaBean<IborFutureOptionVolatilitiesId>IborFutureOptionVolatilitiesId. meta()The meta-bean forIborFutureOptionVolatilitiesId.org.joda.beans.TypedMetaBean<IborFutureOptionVolatilitiesId>IborFutureOptionVolatilitiesId. metaBean()
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