BlackSabrIborCapletFloorletVolatilities (OpenGamma Strata)

All Superinterfaces:

IborCapletFloorletVolatilities, MarketDataView, ParameterizedData, SabrIborCapletFloorletVolatilities

All Known Implementing Classes:

SabrParametersIborCapletFloorletVolatilities
```
public interface BlackSabrIborCapletFloorletVolatilities
extends SabrIborCapletFloorletVolatilities
```
Volatility for Ibor caplet/floorlet in SABR model.
The volatility is represented in terms of SABR model parameters.
The prices are calculated using the SABR implied volatility with respect to Black formula.

Method Summary

All Methods Instance Methods Default Methods
Modifier and Type	Method	Description
`default ValueType`	`getVolatilityType()`	Gets the type of volatility returned by the `IborCapletFloorletVolatilities.volatility(java.time.ZonedDateTime, double, double)` method.

Methods inherited from interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
getIndex, getName, getValuationDate, getValuationDateTime, parameterSensitivity, parameterSensitivity, price, priceDelta, priceGamma, priceTheta, priceVega, relativeTime, volatility, volatility

Methods inherited from interface com.opengamma.strata.market.MarketDataView
findData

Methods inherited from interface com.opengamma.strata.market.param.ParameterizedData
findParameterIndex, getParameter, getParameterCount, getParameterMetadata

Methods inherited from interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
alpha, beta, nu, rho, shift, volatilityAdjoint, withParameter, withPerturbation

- Method Detail
  - getVolatilityType
```
default ValueType getVolatilityType()
```
    Description copied from interface: IborCapletFloorletVolatilities
    
    Gets the type of volatility returned by the IborCapletFloorletVolatilities.volatility(java.time.ZonedDateTime, double, double) method.
    
    Specified by:
    
    getVolatilityType in interface IborCapletFloorletVolatilities
    
    Returns:
    
    the type