Uses of Class
com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryFlatVolatilities
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Packages that use BlackIborCapletFloorletExpiryFlatVolatilities Package Description com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor. -
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Uses of BlackIborCapletFloorletExpiryFlatVolatilities in com.opengamma.strata.pricer.capfloor
Methods in com.opengamma.strata.pricer.capfloor that return BlackIborCapletFloorletExpiryFlatVolatilities Modifier and Type Method Description static BlackIborCapletFloorletExpiryFlatVolatilitiesBlackIborCapletFloorletExpiryFlatVolatilities. of(IborIndex index, ZonedDateTime valuationDateTime, Curve curve)Obtains an instance from the implied volatility curve and the date-time for which it is valid.BlackIborCapletFloorletExpiryFlatVolatilitiesBlackIborCapletFloorletExpiryFlatVolatilities. withParameter(int parameterIndex, double newValue)BlackIborCapletFloorletExpiryFlatVolatilitiesBlackIborCapletFloorletExpiryFlatVolatilities. withPerturbation(ParameterPerturbation perturbation)Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type BlackIborCapletFloorletExpiryFlatVolatilities Modifier and Type Method Description Class<? extends BlackIborCapletFloorletExpiryFlatVolatilities>BlackIborCapletFloorletExpiryFlatVolatilities.Meta. beanType()org.joda.beans.BeanBuilder<? extends BlackIborCapletFloorletExpiryFlatVolatilities>BlackIborCapletFloorletExpiryFlatVolatilities.Meta. builder()
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