BlackIborCapletFloorletPeriodPricer (OpenGamma Strata)

java.lang.Object
- com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
- - com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletPeriodPricer

```
public class BlackIborCapletFloorletPeriodPricer
extends VolatilityIborCapletFloorletPeriodPricer
```
Pricer for caplet/floorlet in a log-normal or Black model.
The value of the caplet/floorlet after expiry is a fixed payoff amount. The value is zero if valuation date is after payment date of the caplet/floorlet.

Field Summary

Fields
Modifier and Type Field Description

static BlackIborCapletFloorletPeriodPricer DEFAULT
Default implementation.

Constructor Summary

Constructors
Constructor Description

BlackIborCapletFloorletPeriodPricer()

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`protected void`	`validate(IborCapletFloorletVolatilities volatilities)`	Validate the volatilities provider.

Methods inherited from class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
forwardRate, impliedVolatility, presentValue, presentValueDelta, presentValueGamma, presentValueSensitivityModelParamsVolatility, presentValueSensitivityRates, presentValueTheta

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - DEFAULT
```
public static final BlackIborCapletFloorletPeriodPricer DEFAULT
```
    Default implementation.
- Constructor Detail
  - BlackIborCapletFloorletPeriodPricer
```
public BlackIborCapletFloorletPeriodPricer()
```
- Method Detail
  - validate
```
protected void validate(IborCapletFloorletVolatilities volatilities)
```
    Description copied from class: VolatilityIborCapletFloorletPeriodPricer
    
    Validate the volatilities provider.
    This validate method should be overridden such that a correct implementation of IborCapletFloorletVolatilities is used for pricing.
    
    Overrides:
    
    validate in class VolatilityIborCapletFloorletPeriodPricer
    
    Parameters:
    
    volatilities - the volatilities