Uses of Class
com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
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Packages that use NormalIborCapletFloorletExpiryStrikeVolatilities Package Description com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor. -
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Uses of NormalIborCapletFloorletExpiryStrikeVolatilities in com.opengamma.strata.pricer.capfloor
Methods in com.opengamma.strata.pricer.capfloor that return NormalIborCapletFloorletExpiryStrikeVolatilities Modifier and Type Method Description static NormalIborCapletFloorletExpiryStrikeVolatilitiesNormalIborCapletFloorletExpiryStrikeVolatilities. of(IborIndex index, ZonedDateTime valuationDateTime, Surface surface)Obtains an instance from the implied volatility surface and the date-time for which it is valid.NormalIborCapletFloorletExpiryStrikeVolatilitiesNormalIborCapletFloorletExpiryStrikeVolatilities. withParameter(int parameterIndex, double newValue)NormalIborCapletFloorletExpiryStrikeVolatilitiesNormalIborCapletFloorletExpiryStrikeVolatilities. withPerturbation(ParameterPerturbation perturbation)Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type NormalIborCapletFloorletExpiryStrikeVolatilities Modifier and Type Method Description Class<? extends NormalIborCapletFloorletExpiryStrikeVolatilities>NormalIborCapletFloorletExpiryStrikeVolatilities.Meta. beanType()org.joda.beans.BeanBuilder<? extends NormalIborCapletFloorletExpiryStrikeVolatilities>NormalIborCapletFloorletExpiryStrikeVolatilities.Meta. builder()
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