BlackIborCapFloorLegPricer (OpenGamma Strata)

java.lang.Object
- com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
- - com.opengamma.strata.pricer.capfloor.BlackIborCapFloorLegPricer

public class BlackIborCapFloorLegPricer
extends VolatilityIborCapFloorLegPricer

Pricer for cap/floor legs in log-normal or Black model.

- Field Summary
  
  Fields
  Modifier and Type Field Description
  
  static BlackIborCapFloorLegPricer DEFAULT
  Default implementation.
- Constructor Summary
  
  Constructors
  Constructor Description
  
  BlackIborCapFloorLegPricer(BlackIborCapletFloorletPeriodPricer periodPricer)
  Creates an instance.
- Method Summary
  - Methods inherited from class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
    currentCash, forwardRates, getPeriodPricer, impliedVolatilities, presentValue, presentValueCapletFloorletPeriods, presentValueDelta, presentValueGamma, presentValueSensitivityModelParamsVolatility, presentValueSensitivityRates, presentValueTheta, validate
  - Methods inherited from class java.lang.Object
    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - DEFAULT
```
public static final BlackIborCapFloorLegPricer DEFAULT
```
    Default implementation.
- Constructor Detail
  - BlackIborCapFloorLegPricer
```
public BlackIborCapFloorLegPricer(BlackIborCapletFloorletPeriodPricer periodPricer)
```
    Creates an instance.
    
    Parameters:
    
    periodPricer - the pricer for IborCapletFloorletPeriod.