Uses of Interface
com.opengamma.strata.market.surface.SurfaceMetadata

Packages that use SurfaceMetadata

Package	Description
com.opengamma.strata.market.surface	Definitions of surfaces.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.

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

Classes in com.opengamma.strata.market.surface that implement SurfaceMetadata

Modifier and Type	Class	Description
class	DefaultSurfaceMetadata	Default metadata for a surface.

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

Modifier and Type	Method	Description
static SurfaceMetadata	Surfaces.blackVolatilityByExpiryLogMoneyness(SurfaceName name, DayCount dayCount)	Creates metadata for a surface providing Black expiry-log moneyness volatility.
static SurfaceMetadata	Surfaces.blackVolatilityByExpiryLogMoneyness(String name, DayCount dayCount)	Creates metadata for a surface providing Black expiry-log moneyness volatility.
static SurfaceMetadata	Surfaces.blackVolatilityByExpiryStrike(SurfaceName name, DayCount dayCount)	Creates metadata for a surface providing Black expiry-strike volatility.
static SurfaceMetadata	Surfaces.blackVolatilityByExpiryStrike(String name, DayCount dayCount)	Creates metadata for a surface providing Black expiry-strike volatility.
static SurfaceMetadata	Surfaces.blackVolatilityByExpiryTenor(SurfaceName name, DayCount dayCount)	Creates metadata for a surface providing Black expiry-tenor volatility.
static SurfaceMetadata	Surfaces.blackVolatilityByExpiryTenor(String name, DayCount dayCount)	Creates metadata for a surface providing Black expiry-tenor volatility.
SurfaceMetadata	ConstantSurface.getMetadata()	Gets the surface metadata.
SurfaceMetadata	DeformedSurface.getMetadata()	Gets the surface metadata.
SurfaceMetadata	InterpolatedNodalSurface.getMetadata()	Gets the surface metadata.
SurfaceMetadata	Surface.getMetadata()	Gets the surface metadata.
static SurfaceMetadata	Surfaces.normalVolatilityByExpirySimpleMoneyness(SurfaceName name, DayCount dayCount, MoneynessType moneynessType)	Creates metadata for a surface providing Normal expiry-simple moneyness volatility.
static SurfaceMetadata	Surfaces.normalVolatilityByExpirySimpleMoneyness(String name, DayCount dayCount, MoneynessType moneynessType)	Creates metadata for a surface providing Normal expiry-simple moneyness volatility.
static SurfaceMetadata	Surfaces.normalVolatilityByExpiryStrike(SurfaceName name, DayCount dayCount)	Creates metadata for a surface providing Normal expiry-strike volatility.
static SurfaceMetadata	Surfaces.normalVolatilityByExpiryStrike(String name, DayCount dayCount)	Creates metadata for a surface providing Normal expiry-strike volatility.
static SurfaceMetadata	Surfaces.normalVolatilityByExpiryTenor(SurfaceName name, DayCount dayCount)	Creates metadata for a surface providing Normal expiry-tenor volatility.
static SurfaceMetadata	Surfaces.normalVolatilityByExpiryTenor(String name, DayCount dayCount)	Creates metadata for a surface providing Normal expiry-tenor volatility.
static SurfaceMetadata	Surfaces.sabrParameterByExpiryTenor(SurfaceName name, DayCount dayCount, ValueType zType)	Creates metadata for a surface providing a SABR expiry-tenor parameter.
static SurfaceMetadata	Surfaces.sabrParameterByExpiryTenor(String name, DayCount dayCount, ValueType zType)	Creates metadata for a surface providing a SABR expiry-tenor parameter.
SurfaceMetadata	SurfaceMetadata.withParameterMetadata(List<? extends ParameterMetadata> parameterMetadata)	Returns an instance where the parameter metadata has been changed.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<SurfaceMetadata>	ConstantSurface.Meta.metadata()	The meta-property for the metadata property.
org.joda.beans.MetaProperty<SurfaceMetadata>	DeformedSurface.Meta.metadata()	The meta-property for the metadata property.
org.joda.beans.MetaProperty<SurfaceMetadata>	InterpolatedNodalSurface.Meta.metadata()	The meta-property for the metadata property.

Methods in com.opengamma.strata.market.surface with parameters of type SurfaceMetadata

Modifier and Type	Method	Description
DeformedSurface.Builder	DeformedSurface.Builder.metadata(SurfaceMetadata metadata)	Sets the surface metadata.
InterpolatedNodalSurface.Builder	InterpolatedNodalSurface.Builder.metadata(SurfaceMetadata metadata)	Sets the surface metadata.
static ConstantSurface	ConstantSurface.of(SurfaceMetadata metadata, double zValue)	Creates a constant surface with a specific value.
static DeformedSurface	DeformedSurface.of(SurfaceMetadata metadata, Surface originalSurface, Function<DoublesPair,ValueDerivatives> deformationFunction)	Obtains an instance.
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.
ConstantSurface	ConstantSurface.withMetadata(SurfaceMetadata metadata)
DeformedSurface	DeformedSurface.withMetadata(SurfaceMetadata metadata)
InterpolatedNodalSurface	InterpolatedNodalSurface.withMetadata(SurfaceMetadata metadata)
NodalSurface	NodalSurface.withMetadata(SurfaceMetadata metadata)	Returns a new surface with the specified metadata.
Surface	Surface.withMetadata(SurfaceMetadata metadata)	Returns a new surface with the specified metadata.

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

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

Modifier and Type	Method	Description
SurfaceMetadata	DirectIborCapletFloorletFlatVolatilityDefinition.createMetadata(RawOptionData capFloorData)
SurfaceMetadata	DirectIborCapletFloorletVolatilityDefinition.createMetadata(RawOptionData capFloorData)
SurfaceMetadata	IborCapletFloorletVolatilityDefinition.createMetadata(RawOptionData capFloorData)	Creates surface metadata.
SurfaceMetadata	SabrIborCapletFloorletVolatilityBootstrapDefinition.createMetadata(RawOptionData capFloorData)
SurfaceMetadata	SabrIborCapletFloorletVolatilityCalibrationDefinition.createMetadata(RawOptionData capFloorData)
SurfaceMetadata	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.createMetadata(RawOptionData capFloorData)