Uses of Class
com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletFlatVolatilityDefinition
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Packages that use DirectIborCapletFloorletFlatVolatilityDefinition Package Description com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor. -
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Uses of DirectIborCapletFloorletFlatVolatilityDefinition in com.opengamma.strata.pricer.capfloor
Methods in com.opengamma.strata.pricer.capfloor that return DirectIborCapletFloorletFlatVolatilityDefinition Modifier and Type Method Description DirectIborCapletFloorletFlatVolatilityDefinition
DirectIborCapletFloorletFlatVolatilityDefinition.Builder. build()
static DirectIborCapletFloorletFlatVolatilityDefinition
DirectIborCapletFloorletFlatVolatilityDefinition. of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambda, CurveInterpolator interpolator)
Obtains an instance with flat extrapolators.static DirectIborCapletFloorletFlatVolatilityDefinition
DirectIborCapletFloorletFlatVolatilityDefinition. of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambda, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight)
Obtains an instance.Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type DirectIborCapletFloorletFlatVolatilityDefinition Modifier and Type Method Description Class<? extends DirectIborCapletFloorletFlatVolatilityDefinition>
DirectIborCapletFloorletFlatVolatilityDefinition.Meta. beanType()
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