Uses of Class
com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityCalibrator
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Packages that use DirectIborCapletFloorletFlatVolatilityCalibrator Package Description com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor. -
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Uses of DirectIborCapletFloorletFlatVolatilityCalibrator in com.opengamma.strata.pricer.capfloor
Methods in com.opengamma.strata.pricer.capfloor that return DirectIborCapletFloorletFlatVolatilityCalibrator Modifier and Type Method Description static DirectIborCapletFloorletFlatVolatilityCalibrator
DirectIborCapletFloorletFlatVolatilityCalibrator. of(VolatilityIborCapFloorLegPricer pricer, double epsilon, ReferenceData referenceData)
Obtains an instance.static DirectIborCapletFloorletFlatVolatilityCalibrator
DirectIborCapletFloorletFlatVolatilityCalibrator. standard()
Obtains the standard instance.
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