Uses of Class
com.opengamma.strata.market.surface.InterpolatedNodalSurface

Packages that use InterpolatedNodalSurface

Package	Description
com.opengamma.strata.market.surface	Definitions of surfaces.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.impl.volatility.local

Uses of InterpolatedNodalSurface in com.opengamma.strata.market.surface

Methods in com.opengamma.strata.market.surface that return InterpolatedNodalSurface

Modifier and Type	Method	Description
InterpolatedNodalSurface	InterpolatedNodalSurface.Builder.build()
static InterpolatedNodalSurface	InterpolatedNodalSurface.of(SurfaceMetadata metadata, DoubleArray xValues, DoubleArray yValues, DoubleArray zValues, SurfaceInterpolator interpolator)	Creates an interpolated surface with metadata.
static InterpolatedNodalSurface	InterpolatedNodalSurface.ofUnsorted(SurfaceMetadata metadata, DoubleArray xValues, DoubleArray yValues, DoubleArray zValues, SurfaceInterpolator interpolator)	Creates an interpolated surface with metadata, where the values are not sorted.
InterpolatedNodalSurface	InterpolatedNodalSurface.withMetadata(SurfaceMetadata metadata)
InterpolatedNodalSurface	InterpolatedNodalSurface.withParameter(int parameterIndex, double newValue)
InterpolatedNodalSurface	InterpolatedNodalSurface.withPerturbation(ParameterPerturbation perturbation)
InterpolatedNodalSurface	InterpolatedNodalSurface.withZValues(DoubleArray zValues)

Methods in com.opengamma.strata.market.surface that return types with arguments of type InterpolatedNodalSurface

Modifier and Type	Method	Description
Class<? extends InterpolatedNodalSurface>	InterpolatedNodalSurface.Meta.beanType()

Uses of InterpolatedNodalSurface in com.opengamma.strata.pricer.bond

Methods in com.opengamma.strata.pricer.bond with parameters of type InterpolatedNodalSurface

Modifier and Type	Method	Description
static BlackBondFutureExpiryLogMoneynessVolatilities	BlackBondFutureExpiryLogMoneynessVolatilities.of(ZonedDateTime valuationDateTime, InterpolatedNodalSurface surface)	Obtains an instance from the implied volatility surface and the date-time for which it is valid.

Uses of InterpolatedNodalSurface in com.opengamma.strata.pricer.impl.volatility.local

Methods in com.opengamma.strata.pricer.impl.volatility.local that return InterpolatedNodalSurface

Modifier and Type	Method	Description
InterpolatedNodalSurface	ImpliedTrinomialTreeLocalVolatilityCalculator.localVolatilityFromImpliedVolatility(Surface impliedVolatilitySurface, double spot, Function<Double,Double> interestRate, Function<Double,Double> dividendRate)
InterpolatedNodalSurface	ImpliedTrinomialTreeLocalVolatilityCalculator.localVolatilityFromPrice(Surface callPriceSurface, double spot, Function<Double,Double> interestRate, Function<Double,Double> dividendRate)