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

Packages that use SurfaceIborCapletFloorletVolatilityBootstrapDefinition

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

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

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

Modifier and Type	Method	Description
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, CurveInterpolator timeInterpolator, CurveInterpolator strikeInterpolator)	Obtains an instance with time interpolator and strike interpolator.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, CurveInterpolator timeInterpolator, CurveInterpolator strikeInterpolator, Curve shiftCurve)	Obtains an instance with time interpolator, strike interpolator and shift curve.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, GridSurfaceInterpolator interpolator)	Obtains an instance with gird surface interpolator.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, GridSurfaceInterpolator interpolator, Curve shiftCurve)	Obtains an instance with gird surface interpolator and shift curve.

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

Modifier and Type	Method	Description
Class<? extends SurfaceIborCapletFloorletVolatilityBootstrapDefinition>	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta.beanType()
org.joda.beans.BeanBuilder<? extends SurfaceIborCapletFloorletVolatilityBootstrapDefinition>	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta.builder()