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