Uses of Interface
com.opengamma.strata.market.option.Strike
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Packages that use Strike Package Description com.opengamma.strata.market.option Entity objects for options.com.opengamma.strata.measure.fxopt Calculation functions for FX option products.com.opengamma.strata.pricer.common Common code for pricing.com.opengamma.strata.pricer.fxopt Calculators for FX options. -
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Uses of Strike in com.opengamma.strata.market.option
Classes in com.opengamma.strata.market.option that implement Strike Modifier and Type Class Description class
DeltaStrike
A strike based on absolute delta.class
LogMoneynessStrike
A strike based on log-moneyness.class
MoneynessStrike
A strike based on moneyness.class
SimpleStrike
A simple strike value.Methods in com.opengamma.strata.market.option that return Strike Modifier and Type Method Description Strike
LogMoneynessStrike. withValue(double value)
Strike
Strike. withValue(double value)
Creates an new instance of the same strike type with value. -
Uses of Strike in com.opengamma.strata.measure.fxopt
Methods in com.opengamma.strata.measure.fxopt that return Strike Modifier and Type Method Description Strike
FxOptionVolatilitiesNode. getStrike()
Gets the strike.Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type Strike Modifier and Type Method Description org.joda.beans.MetaProperty<Strike>
FxOptionVolatilitiesNode.Meta. strike()
The meta-property for thestrike
property.Methods in com.opengamma.strata.measure.fxopt with parameters of type Strike Modifier and Type Method Description static FxOptionVolatilitiesNode
FxOptionVolatilitiesNode. of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, ValueType quoteValueType, QuoteId quoteId, Tenor tenor, Strike strike)
Creates an instance.FxOptionVolatilitiesNode.Builder
FxOptionVolatilitiesNode.Builder. strike(Strike strike)
Sets the strike. -
Uses of Strike in com.opengamma.strata.pricer.common
Methods in com.opengamma.strata.pricer.common that return Strike Modifier and Type Method Description Strike
GenericVolatilitySurfacePeriodParameterMetadata. getStrike()
Gets the strike of the surface node.Strike
GenericVolatilitySurfaceYearFractionParameterMetadata. getStrike()
Gets the strike of the surface node.Methods in com.opengamma.strata.pricer.common that return types with arguments of type Strike Modifier and Type Method Description Pair<Period,Strike>
GenericVolatilitySurfacePeriodParameterMetadata. getIdentifier()
Pair<Double,Strike>
GenericVolatilitySurfaceYearFractionParameterMetadata. getIdentifier()
org.joda.beans.MetaProperty<Strike>
GenericVolatilitySurfacePeriodParameterMetadata.Meta. strike()
The meta-property for thestrike
property.org.joda.beans.MetaProperty<Strike>
GenericVolatilitySurfaceYearFractionParameterMetadata.Meta. strike()
The meta-property for thestrike
property.Methods in com.opengamma.strata.pricer.common with parameters of type Strike Modifier and Type Method Description static GenericVolatilitySurfacePeriodParameterMetadata
GenericVolatilitySurfacePeriodParameterMetadata. of(Period period, Strike strike)
Creates node metadata using period and strike.static GenericVolatilitySurfacePeriodParameterMetadata
GenericVolatilitySurfacePeriodParameterMetadata. of(Period period, Strike strike, String label)
Creates node using period, strike and label.static GenericVolatilitySurfaceYearFractionParameterMetadata
GenericVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Tenor yearFractionTenor, Strike strike)
Creates node metadata using year fraction, associated tenor and strike.static GenericVolatilitySurfaceYearFractionParameterMetadata
GenericVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Tenor yearFractionTenor, Strike strike, String label)
Creates node using year fraction, associated tenor, strike and label.static GenericVolatilitySurfaceYearFractionParameterMetadata
GenericVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Strike strike)
Creates node metadata using year fraction and strike.static GenericVolatilitySurfaceYearFractionParameterMetadata
GenericVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Strike strike, String label)
Creates node using year fraction, strike and label. -
Uses of Strike in com.opengamma.strata.pricer.fxopt
Methods in com.opengamma.strata.pricer.fxopt that return Strike Modifier and Type Method Description Strike
FxVolatilitySurfaceYearFractionParameterMetadata. getStrike()
Gets the strike of the surface node.Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type Strike Modifier and Type Method Description Pair<Double,Strike>
FxVolatilitySurfaceYearFractionParameterMetadata. getIdentifier()
org.joda.beans.MetaProperty<Strike>
FxVolatilitySurfaceYearFractionParameterMetadata.Meta. strike()
The meta-property for thestrike
property.Methods in com.opengamma.strata.pricer.fxopt with parameters of type Strike Modifier and Type Method Description static FxVolatilitySurfaceYearFractionParameterMetadata
FxVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Tenor yearFractionTenor, Strike strike, CurrencyPair currencyPair)
Creates node metadata using year fraction, associated tenor, strike and currency pair.static FxVolatilitySurfaceYearFractionParameterMetadata
FxVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Tenor yearFractionTenor, Strike strike, String label, CurrencyPair currencyPair)
Creates node using year fraction, associated tenor, strike, label and currency pair.static FxVolatilitySurfaceYearFractionParameterMetadata
FxVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Strike strike, CurrencyPair currencyPair)
Creates node metadata using year fraction, strike and currency pair.static FxVolatilitySurfaceYearFractionParameterMetadata
FxVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Strike strike, String label, CurrencyPair currencyPair)
Creates node using year fraction, strike, label and currency pair.
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