Uses of Class
com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder

Packages that use DirectIborCapletFloorletVolatilityDefinition.Builder

Package	Description
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.

Uses of DirectIborCapletFloorletVolatilityDefinition.Builder in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return DirectIborCapletFloorletVolatilityDefinition.Builder

Modifier and Type	Method	Description
static DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.builder()	Returns a builder used to create an instance of the bean.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Meta.builder()
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.dayCount(DayCount dayCount)	Sets the day count to measure the time in the expiry dimension.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.index(IborIndex index)	Sets the Ibor index for which the data is valid.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.interpolator(GridSurfaceInterpolator interpolator)	Sets the interpolator for the caplet volatilities.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.lambdaExpiry(double lambdaExpiry)	Sets penalty intensity parameter for expiry dimension.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.lambdaStrike(double lambdaStrike)	Sets penalty intensity parameter for strike dimension.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.name(IborCapletFloorletVolatilitiesName name)	Sets the name of the volatilities.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.set(String propertyName, Object newValue)
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.set(org.joda.beans.MetaProperty<?> property, Object value)
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.shiftCurve(Curve shiftCurve)	Sets the shift parameter of shifted Black model.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.toBuilder()	Returns a builder that allows this bean to be mutated.