Uses of Class
com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
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Packages that use BlackFxOptionSurfaceVolatilities Package Description com.opengamma.strata.measure.fxopt Calculation functions for FX option products.com.opengamma.strata.pricer.fxopt Calculators for FX options. -
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Uses of BlackFxOptionSurfaceVolatilities in com.opengamma.strata.measure.fxopt
Methods in com.opengamma.strata.measure.fxopt that return BlackFxOptionSurfaceVolatilities Modifier and Type Method Description BlackFxOptionSurfaceVolatilities
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification. volatilities(ZonedDateTime valuationDateTime, DoubleArray parameters, ReferenceData refData)
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Uses of BlackFxOptionSurfaceVolatilities in com.opengamma.strata.pricer.fxopt
Methods in com.opengamma.strata.pricer.fxopt that return BlackFxOptionSurfaceVolatilities Modifier and Type Method Description BlackFxOptionSurfaceVolatilities
BlackFxOptionSurfaceVolatilities.Builder. build()
static BlackFxOptionSurfaceVolatilities
BlackFxOptionSurfaceVolatilities. of(CurrencyPair currencyPair, ZonedDateTime valuationDateTime, Surface surface)
Obtains an instance from the implied volatility surface and the date-time for which it is valid.static BlackFxOptionSurfaceVolatilities
BlackFxOptionSurfaceVolatilities. of(FxOptionVolatilitiesName name, CurrencyPair currencyPair, ZonedDateTime valuationDateTime, Surface surface)
Obtains an instance from the implied volatility surface and the date-time for which it is valid.BlackFxOptionSurfaceVolatilities
BlackFxOptionSurfaceVolatilities. withParameter(int parameterIndex, double newValue)
BlackFxOptionSurfaceVolatilities
BlackFxOptionSurfaceVolatilities. withPerturbation(ParameterPerturbation perturbation)
Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type BlackFxOptionSurfaceVolatilities Modifier and Type Method Description Class<? extends BlackFxOptionSurfaceVolatilities>
BlackFxOptionSurfaceVolatilities.Meta. beanType()
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