NormalIborCapFloorLegPricer (OpenGamma Strata)

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

public class NormalIborCapFloorLegPricer
extends VolatilityIborCapFloorLegPricer

Pricer for cap/floor legs in normal or Bachelier model.

- Field Summary
  
  Fields
  Modifier and Type Field Description
  
  static NormalIborCapFloorLegPricer DEFAULT
  Default implementation.
- Constructor Summary
  
  Constructors
  Constructor Description
  
  NormalIborCapFloorLegPricer(NormalIborCapletFloorletPeriodPricer 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 NormalIborCapFloorLegPricer DEFAULT
```
    Default implementation.
- Constructor Detail
  - NormalIborCapFloorLegPricer
```
public NormalIborCapFloorLegPricer(NormalIborCapletFloorletPeriodPricer periodPricer)
```
    Creates an instance.
    
    Parameters:
    
    periodPricer - the pricer for IborCapletFloorletPeriod.