Uses of Interface
com.opengamma.strata.pricer.fxopt.FxOptionVolatilities

Packages that use FxOptionVolatilities

Package	Description
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.

Uses of FxOptionVolatilities in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt that return FxOptionVolatilities

Modifier and Type	Method	Description
FxOptionVolatilities	FxOptionMarketData.volatilities(CurrencyPair currencyPair)	Gets the volatilities for the specified currency pair.
FxOptionVolatilities	FxOptionMarketDataLookup.volatilities(CurrencyPair currencyPair, MarketData marketData)	Obtains FX options volatilities based on the specified market data.
FxOptionVolatilities	FxOptionVolatilitiesDefinition.volatilities(ZonedDateTime valuationDateTime, DoubleArray parameters, ReferenceData refData)	Creates FX option volatilities.
FxOptionVolatilities	FxOptionVolatilitiesSpecification.volatilities(ZonedDateTime valuationDateTime, DoubleArray parameters, ReferenceData refData)	Creates FX option volatilities.

Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type FxOptionVolatilities

Modifier and Type	Method	Description
MarketDataBox<FxOptionVolatilities>	FxOptionVolatilitiesMarketDataFunction.build(FxOptionVolatilitiesId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)

Methods in com.opengamma.strata.measure.fxopt with parameters of type FxOptionVolatilities

Modifier and Type	Method	Description
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.currencyExposure(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	FxVanillaOptionTradeCalculations.currencyExposure(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates currency exposure for a single set of market data.
CurrencyAmount	FxSingleBarrierOptionTradeCalculations.currentCash(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates current cash for a single set of market data.
CurrencyAmount	FxVanillaOptionTradeCalculations.currentCash(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates current cash for a single set of market data.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.presentValue(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value for a single set of market data.
MultiCurrencyAmount	FxVanillaOptionTradeCalculations.presentValue(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value for a single set of market data.
CurrencyParameterSensitivities	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxVanillaOptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxVanillaOptionTradeCalculations.pv01RatesCalibratedSum(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxVanillaOptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxVanillaOptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxSingleBarrierOptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value vega sensitivity for a single set of market data.
CurrencyParameterSensitivities	FxVanillaOptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value vega sensitivity for a single set of market data.

Uses of FxOptionVolatilities in com.opengamma.strata.pricer.fxopt

Subinterfaces of FxOptionVolatilities in com.opengamma.strata.pricer.fxopt

Modifier and Type	Interface	Description
interface	BlackFxOptionVolatilities	Volatility for FX option in the log-normal or Black model.

Classes in com.opengamma.strata.pricer.fxopt that implement FxOptionVolatilities

Modifier and Type	Class	Description
class	BlackFxOptionFlatVolatilities	Volatility for FX options in the log-normal or Black model based on a curve.
class	BlackFxOptionSmileVolatilities	Data provider of volatility for FX options in the log-normal or Black-Scholes model.
class	BlackFxOptionSurfaceVolatilities	Volatility for FX options in the log-normal or Black model based on a surface.

Methods in com.opengamma.strata.pricer.fxopt that return FxOptionVolatilities

Modifier and Type	Method	Description
FxOptionVolatilities	FxOptionVolatilities.withParameter(int parameterIndex, double newValue)
FxOptionVolatilities	FxOptionVolatilities.withPerturbation(ParameterPerturbation perturbation)

Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type FxOptionVolatilities

Modifier and Type	Method	Description
MarketDataName<FxOptionVolatilities>	FxOptionVolatilitiesId.getMarketDataName()
Class<FxOptionVolatilities>	FxOptionVolatilitiesId.getMarketDataType()
Class<FxOptionVolatilities>	FxOptionVolatilitiesName.getMarketDataType()