Uses of Class
com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
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Packages that use DirectIborCapletFloorletVolatilityDefinition Package Description com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor. -
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Uses of DirectIborCapletFloorletVolatilityDefinition in com.opengamma.strata.pricer.capfloor
Methods in com.opengamma.strata.pricer.capfloor that return DirectIborCapletFloorletVolatilityDefinition Modifier and Type Method Description DirectIborCapletFloorletVolatilityDefinitionDirectIborCapletFloorletVolatilityDefinition.Builder. build()static DirectIborCapletFloorletVolatilityDefinitionDirectIborCapletFloorletVolatilityDefinition. of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambdaExpiry, double lambdaStrike, GridSurfaceInterpolator interpolator)Obtains an instance with zero shift.static DirectIborCapletFloorletVolatilityDefinitionDirectIborCapletFloorletVolatilityDefinition. of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambdaExpiry, double lambdaStrike, GridSurfaceInterpolator interpolator, Curve shiftCurve)Obtains an instance with shift curve.Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type DirectIborCapletFloorletVolatilityDefinition Modifier and Type Method Description Class<? extends DirectIborCapletFloorletVolatilityDefinition>DirectIborCapletFloorletVolatilityDefinition.Meta. beanType()
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