Uses of Interface
com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletVolatilities

Packages that use BlackIborCapletFloorletVolatilities

Package	Description
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.

Uses of BlackIborCapletFloorletVolatilities in com.opengamma.strata.pricer.capfloor

Classes in com.opengamma.strata.pricer.capfloor that implement BlackIborCapletFloorletVolatilities

Modifier and Type	Class	Description
class	BlackIborCapletFloorletExpiryFlatVolatilities	Volatility for Ibor caplet/floorlet in the log-normal or Black model based on a curve.
class	BlackIborCapletFloorletExpiryStrikeVolatilities	Volatility for Ibor caplet/floorlet in the log-normal or Black model based on a surface.
class	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities	Volatility for Ibor caplet/floorlet in the shifted log-normal or shifted Black model based on a surface.

Methods in com.opengamma.strata.pricer.capfloor that return BlackIborCapletFloorletVolatilities

Modifier and Type	Method	Description
BlackIborCapletFloorletVolatilities	BlackIborCapletFloorletVolatilities.withParameter(int parameterIndex, double newValue)
BlackIborCapletFloorletVolatilities	BlackIborCapletFloorletVolatilities.withPerturbation(ParameterPerturbation perturbation)