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