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

Packages that use SabrIborCapletFloorletVolatilityBootstrapDefinition

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

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

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

Modifier and Type	Method	Description
SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.build()
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, double shift, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with constant beta and shift.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with zero shift and constant beta.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, double shift, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with constant beta and shift.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with zero shift and constant beta.

Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type SabrIborCapletFloorletVolatilityBootstrapDefinition

Modifier and Type	Method	Description
Class<? extends SabrIborCapletFloorletVolatilityBootstrapDefinition>	SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta.beanType()