Uses of Class
com.opengamma.strata.market.model.SabrParameterType

Packages that use SabrParameterType

Package	Description
com.opengamma.strata.market.model	Market data related to pricing models.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

Uses of SabrParameterType in com.opengamma.strata.market.model

Methods in com.opengamma.strata.market.model that return SabrParameterType

Modifier and Type	Method	Description
static SabrParameterType	SabrParameterType.of(String name)	Obtains an instance from the specified name.
static SabrParameterType	SabrParameterType.valueOf(String name)	Returns the enum constant of this type with the specified name.
static SabrParameterType[]	SabrParameterType.values()	Returns an array containing the constants of this enum type, in the order they are declared.

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

Methods in com.opengamma.strata.pricer.capfloor that return SabrParameterType

Modifier and Type	Method	Description
SabrParameterType	IborCapletFloorletSabrSensitivity.getSensitivityType()	Gets the type of the sensitivity.

Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type SabrParameterType

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<SabrParameterType>	IborCapletFloorletSabrSensitivity.Meta.sensitivityType()	The meta-property for the sensitivityType property.

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

Modifier and Type	Method	Description
static IborCapletFloorletSabrSensitivity	IborCapletFloorletSabrSensitivity.of(IborCapletFloorletVolatilitiesName volatilitiesName, double expiry, SabrParameterType sensitivityType, Currency sensitivityCurrency, double sensitivity)	Obtains an instance from the specified elements.

Uses of SabrParameterType in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption that return SabrParameterType

Modifier and Type	Method	Description
SabrParameterType	SwaptionSabrSensitivity.getSensitivityType()	Gets the type of the sensitivity.

Methods in com.opengamma.strata.pricer.swaption that return types with arguments of type SabrParameterType

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<SabrParameterType>	SwaptionSabrSensitivity.Meta.sensitivityType()	The meta-property for the sensitivityType property.

Methods in com.opengamma.strata.pricer.swaption with parameters of type SabrParameterType

Modifier and Type	Method	Description
static SwaptionSabrSensitivity	SwaptionSabrSensitivity.of(SwaptionVolatilitiesName volatilitiesName, double expiry, double tenor, SabrParameterType sensitivityType, Currency sensitivityCurrency, double sensitivity)	Obtains an instance from the specified elements.