Uses of Class
com.opengamma.strata.market.surface.DeformedSurface
-
Packages that use DeformedSurface Package Description com.opengamma.strata.market.surface Definitions of surfaces.com.opengamma.strata.pricer.impl.volatility.local -
-
Uses of DeformedSurface in com.opengamma.strata.market.surface
Methods in com.opengamma.strata.market.surface that return DeformedSurface Modifier and Type Method Description DeformedSurface
DeformedSurface.Builder. build()
static DeformedSurface
DeformedSurface. of(SurfaceMetadata metadata, Surface originalSurface, Function<DoublesPair,ValueDerivatives> deformationFunction)
Obtains an instance.DeformedSurface
DeformedSurface. withMetadata(SurfaceMetadata metadata)
Methods in com.opengamma.strata.market.surface that return types with arguments of type DeformedSurface Modifier and Type Method Description Class<? extends DeformedSurface>
DeformedSurface.Meta. beanType()
-
Uses of DeformedSurface in com.opengamma.strata.pricer.impl.volatility.local
Methods in com.opengamma.strata.pricer.impl.volatility.local that return DeformedSurface Modifier and Type Method Description DeformedSurface
DupireLocalVolatilityCalculator. localVolatilityFromImpliedVolatility(Surface impliedVolatilitySurface, double spot, Function<Double,Double> interestRate, Function<Double,Double> dividendRate)
DeformedSurface
DupireLocalVolatilityCalculator. localVolatilityFromPrice(Surface callPriceSurface, double spot, Function<Double,Double> interestRate, Function<Double,Double> dividendRate)
-