Uses of Package
com.opengamma.strata.market.surface
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Packages that use com.opengamma.strata.market.surface Package Description com.opengamma.strata.market.surface Definitions of surfaces.com.opengamma.strata.pricer.bond Calculators for bonds.com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor.com.opengamma.strata.pricer.fxopt Calculators for FX options.com.opengamma.strata.pricer.impl.volatility.local com.opengamma.strata.pricer.index Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).com.opengamma.strata.pricer.model Common code for model pricing.com.opengamma.strata.pricer.swaption Calculators for swaptions. -
Classes in com.opengamma.strata.market.surface used by com.opengamma.strata.market.surface Class Description ConstantSurface A surface based on a single constant value.ConstantSurface.Meta The meta-bean forConstantSurface
.DefaultSurfaceMetadata Default metadata for a surface.DefaultSurfaceMetadata.Meta The meta-bean forDefaultSurfaceMetadata
.DefaultSurfaceMetadataBuilder Builder for surface metadata.DeformedSurface The deformed surface.DeformedSurface.Builder The bean-builder forDeformedSurface
.DeformedSurface.Meta The meta-bean forDeformedSurface
.InterpolatedNodalSurface A surface based on interpolation between a number of nodal points.InterpolatedNodalSurface.Builder The bean-builder forInterpolatedNodalSurface
.InterpolatedNodalSurface.Meta The meta-bean forInterpolatedNodalSurface
.NodalSurface A surface based ondouble
nodal points.SimpleSurfaceParameterMetadata Simple parameter metadata containing the x and y values and type.SimpleSurfaceParameterMetadata.Meta The meta-bean forSimpleSurfaceParameterMetadata
.Surface A surface that maps adouble
x-value and y-value to adouble
z-value.SurfaceInfoType The type that provides meaning to additional surface information.SurfaceMetadata Metadata about a surface and surface parameters.SurfaceName The name of a surface. -
Classes in com.opengamma.strata.market.surface used by com.opengamma.strata.pricer.bond Class Description InterpolatedNodalSurface A surface based on interpolation between a number of nodal points.Surface A surface that maps adouble
x-value and y-value to adouble
z-value. -
Classes in com.opengamma.strata.market.surface used by com.opengamma.strata.pricer.capfloor Class Description Surface A surface that maps adouble
x-value and y-value to adouble
z-value.SurfaceMetadata Metadata about a surface and surface parameters. -
Classes in com.opengamma.strata.market.surface used by com.opengamma.strata.pricer.fxopt Class Description Surface A surface that maps adouble
x-value and y-value to adouble
z-value. -
Classes in com.opengamma.strata.market.surface used by com.opengamma.strata.pricer.impl.volatility.local Class Description DeformedSurface The deformed surface.InterpolatedNodalSurface A surface based on interpolation between a number of nodal points.Surface A surface that maps adouble
x-value and y-value to adouble
z-value. -
Classes in com.opengamma.strata.market.surface used by com.opengamma.strata.pricer.index Class Description Surface A surface that maps adouble
x-value and y-value to adouble
z-value. -
Classes in com.opengamma.strata.market.surface used by com.opengamma.strata.pricer.model Class Description Surface A surface that maps adouble
x-value and y-value to adouble
z-value. -
Classes in com.opengamma.strata.market.surface used by com.opengamma.strata.pricer.swaption Class Description Surface A surface that maps adouble
x-value and y-value to adouble
z-value.