Uses of Interface
com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup

Packages that use IborCapFloorMarketDataLookup

Package	Description
com.opengamma.strata.measure.capfloor	Calculation functions for Ibor cap/floor products.

Uses of IborCapFloorMarketDataLookup in com.opengamma.strata.measure.capfloor

Methods in com.opengamma.strata.measure.capfloor that return IborCapFloorMarketDataLookup

Modifier and Type	Method	Description
IborCapFloorMarketDataLookup	IborCapFloorMarketData.getLookup()	Gets the lookup that provides access to cap/floor volatilities.
IborCapFloorMarketDataLookup	IborCapFloorScenarioMarketData.getLookup()	Gets the lookup that provides access to cap/floor volatilities.
static IborCapFloorMarketDataLookup	IborCapFloorMarketDataLookup.of(IborIndex index, IborCapletFloorletVolatilitiesId volatilityId)	Obtains an instance based on a single mapping from index to volatility identifier.
static IborCapFloorMarketDataLookup	IborCapFloorMarketDataLookup.of(Map<IborIndex,IborCapletFloorletVolatilitiesId> volatilityIds)	Obtains an instance based on a map of volatility identifiers.

Methods in com.opengamma.strata.measure.capfloor with parameters of type IborCapFloorMarketDataLookup

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	IborCapFloorTradeCalculations.currencyExposure(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyScenarioArray	IborCapFloorTradeCalculations.currentCash(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
MultiCurrencyScenarioArray	IborCapFloorTradeCalculations.presentValue(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	IborCapFloorTradeCalculations.pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	IborCapFloorTradeCalculations.pv01RatesCalibratedSum(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	IborCapFloorTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	IborCapFloorTradeCalculations.pv01RatesMarketQuoteSum(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.