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

Packages that use SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder

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

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

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

Modifier and Type	Method	Description
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.betaCurve(Curve betaCurve)	Sets the beta (elasticity) curve.
static SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.builder()	Returns a builder used to create an instance of the bean.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta.builder()
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.dayCount(DayCount dayCount)	Sets the day count to measure the time in the expiry dimension.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.extrapolatorLeft(CurveExtrapolator extrapolatorLeft)	Sets the left extrapolator for the SABR parameter curves.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.extrapolatorRight(CurveExtrapolator extrapolatorRight)	Sets the right extrapolator for the SABR parameter curves.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.index(IborIndex index)	Sets the Ibor index for which the data is valid.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.interpolator(CurveInterpolator interpolator)	Sets the interpolator for the SABR parameter curves.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.name(IborCapletFloorletVolatilitiesName name)	Sets the name of the volatilities.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.rhoCurve(Curve rhoCurve)	Sets the rho (correlation) curve.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.sabrVolatilityFormula(SabrVolatilityFormula sabrVolatilityFormula)	Sets the SABR formula.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.set(String propertyName, Object newValue)
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.set(org.joda.beans.MetaProperty<?> property, Object value)
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.shiftCurve(Curve shiftCurve)	Sets the shift curve.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.toBuilder()	Returns a builder that allows this bean to be mutated.