Uses of Interface
com.opengamma.strata.pricer.bond.BondFutureVolatilities

Packages that use BondFutureVolatilities

Package	Description
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.pricer.bond	Calculators for bonds.

Uses of BondFutureVolatilities in com.opengamma.strata.measure.bond

Methods in com.opengamma.strata.measure.bond that return BondFutureVolatilities

Modifier and Type	Method	Description
BondFutureVolatilities	BondFutureOptionMarketData.volatilities(SecurityId securityId)	Gets the volatilities for the specified security ID.
BondFutureVolatilities	BondFutureOptionMarketDataLookup.volatilities(SecurityId securityId, MarketData marketData)	Obtains bond future volatilities based on the specified market data.

Methods in com.opengamma.strata.measure.bond with parameters of type BondFutureVolatilities

Modifier and Type	Method	Description
MultiCurrencyAmount	BondFutureOptionTradeCalculations.currencyExposure(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates currency exposure for a single set of market data.
CurrencyAmount	BondFutureOptionTradeCalculations.presentValue(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates present value for a single set of market data.
CurrencyParameterSensitivities	BondFutureOptionTradeCalculations.pv01CalibratedBucketed(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	BondFutureOptionTradeCalculations.pv01CalibratedSum(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
double	BondFutureOptionTradeCalculations.unitPrice(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates unit price for a single set of market data.

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

Subinterfaces of BondFutureVolatilities in com.opengamma.strata.pricer.bond

Modifier and Type	Interface	Description
interface	BlackBondFutureVolatilities	Volatility for pricing bond futures and their options in the log-normal or Black model.

Classes in com.opengamma.strata.pricer.bond that implement BondFutureVolatilities

Modifier and Type	Class	Description
class	BlackBondFutureExpiryLogMoneynessVolatilities	Data provider of volatility for bond future options in the log-normal or Black model.

Methods in com.opengamma.strata.pricer.bond that return BondFutureVolatilities

Modifier and Type	Method	Description
BondFutureVolatilities	BondFutureVolatilities.withParameter(int parameterIndex, double newValue)
BondFutureVolatilities	BondFutureVolatilities.withPerturbation(ParameterPerturbation perturbation)

Methods in com.opengamma.strata.pricer.bond that return types with arguments of type BondFutureVolatilities

Modifier and Type	Method	Description
MarketDataName<BondFutureVolatilities>	BondFutureVolatilitiesId.getMarketDataName()
Class<BondFutureVolatilities>	BondFutureVolatilitiesId.getMarketDataType()
Class<BondFutureVolatilities>	BondFutureVolatilitiesName.getMarketDataType()

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

Modifier and Type	Method	Description
MultiCurrencyAmount	BlackBondFutureOptionMarginedTradePricer.currencyExposure(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities, double lastOptionSettlementPrice)	Calculates the currency exposure of the bond future option trade.
CurrencyAmount	BlackBondFutureOptionMarginedTradePricer.presentValue(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities, double lastOptionSettlementPrice)	Calculates the present value of the bond future option trade.
PointSensitivities	BlackBondFutureOptionMarginedTradePricer.presentValueSensitivityRates(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates the present value sensitivity of the bond future option trade.
double	BlackBondFutureOptionMarginedTradePricer.price(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates the price of the bond future option trade.