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