Uses of Class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities (OpenGamma Strata)

Packages that use SabrParametersIborCapletFloorletVolatilities
Package Description

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

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

Methods in com.opengamma.strata.pricer.capfloor that return SabrParametersIborCapletFloorletVolatilities
Modifier and Type	Method	Description
`SabrParametersIborCapletFloorletVolatilities`	SabrParametersIborCapletFloorletVolatilities.Builder.`build()`
`static SabrParametersIborCapletFloorletVolatilities`	SabrParametersIborCapletFloorletVolatilities.`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.
`SabrParametersIborCapletFloorletVolatilities`	SabrParametersIborCapletFloorletVolatilities.`withParameter(int parameterIndex, double newValue)`
`SabrParametersIborCapletFloorletVolatilities`	SabrParametersIborCapletFloorletVolatilities.`withPerturbation(ParameterPerturbation perturbation)`

Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type SabrParametersIborCapletFloorletVolatilities
Modifier and Type	Method	Description
`Class<? extends SabrParametersIborCapletFloorletVolatilities>`	SabrParametersIborCapletFloorletVolatilities.Meta.`beanType()`

Methods in com.opengamma.strata.pricer.capfloor with parameters of type SabrParametersIborCapletFloorletVolatilities
Modifier and Type	Method	Description
`CurrencyAmount`	SabrOvernightInArrearsCapletFloorletPeriodPricer.`presentValue(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)`	Computes the present value in the SABR model with effective parameters.
`CurrencyAmount`	VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer.`presentValue(OvernightInArrearsCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)`	Calculates the present value of the binary caplet/floorlet period.
`PointSensitivityBuilder`	SabrOvernightInArrearsCapletFloorletPeriodPricer.`presentValueSensitivityModelParamsSabr(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)`	Computes the present value sensitivity to the SABR model parameters.
`PointSensitivityBuilder`	VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer.`presentValueSensitivityModelParamsSabr(OvernightInArrearsCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)`	Calculates the present value sensitivity to model parameters of the binary caplet/floorlet period.
`PointSensitivityBuilder`	SabrOvernightInArrearsCapletFloorletPeriodPricer.`presentValueSensitivityRatesStickyModel(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)`	Computes the present value sensitivity to the rate with "sticky SABR model parameters".
`PointSensitivityBuilder`	VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer.`presentValueSensitivityRatesStickyModel(OvernightInArrearsCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)`	Calculates the present value rates sensitivity of the binary caplet/floorlet period.