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 DirectIborCapletFloorletFlatVolatilityCalibratorDirectIborCapletFloorletFlatVolatilityCalibrator. of(VolatilityIborCapFloorLegPricer pricer, double epsilon, ReferenceData referenceData)Obtains an instance.static DirectIborCapletFloorletFlatVolatilityCalibratorDirectIborCapletFloorletFlatVolatilityCalibrator. standard()Obtains the standard instance.
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