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