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