static SurfaceMetadata |
Surfaces.blackVolatilityByExpiryLogMoneyness(SurfaceName name,
DayCount dayCount) |
Creates metadata for a surface providing Black expiry-log moneyness volatility.
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static SurfaceMetadata |
Surfaces.blackVolatilityByExpiryStrike(SurfaceName name,
DayCount dayCount) |
Creates metadata for a surface providing Black expiry-strike volatility.
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static SurfaceMetadata |
Surfaces.blackVolatilityByExpiryTenor(SurfaceName name,
DayCount dayCount) |
Creates metadata for a surface providing Black expiry-tenor volatility.
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static SurfaceMetadata |
Surfaces.normalVolatilityByExpirySimpleMoneyness(SurfaceName name,
DayCount dayCount,
MoneynessType moneynessType) |
Creates metadata for a surface providing Normal expiry-simple moneyness volatility.
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static SurfaceMetadata |
Surfaces.normalVolatilityByExpiryStrike(SurfaceName name,
DayCount dayCount) |
Creates metadata for a surface providing Normal expiry-strike volatility.
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static SurfaceMetadata |
Surfaces.normalVolatilityByExpiryTenor(SurfaceName name,
DayCount dayCount) |
Creates metadata for a surface providing Normal expiry-tenor volatility.
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static ConstantSurface |
ConstantSurface.of(SurfaceName name,
double zValue) |
Creates a constant surface with a specific value.
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static DefaultSurfaceMetadata |
DefaultSurfaceMetadata.of(SurfaceName name) |
Creates the metadata.
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static SurfaceMetadata |
Surfaces.sabrParameterByExpiryTenor(SurfaceName name,
DayCount dayCount,
ValueType zType) |
Creates metadata for a surface providing a SABR expiry-tenor parameter.
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DefaultSurfaceMetadataBuilder |
DefaultSurfaceMetadataBuilder.surfaceName(SurfaceName surfaceName) |
Sets the surface name.
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