Uses of Class
com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
-
Packages that use FxOptionVolatilitiesId Package Description com.opengamma.strata.measure.fxopt Calculation functions for FX option products.com.opengamma.strata.pricer.fxopt Calculators for FX options. -
-
Uses of FxOptionVolatilitiesId in com.opengamma.strata.measure.fxopt
Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type FxOptionVolatilitiesId Modifier and Type Method Description Class<FxOptionVolatilitiesId>
FxOptionVolatilitiesMarketDataFunction. getMarketDataIdType()
Methods in com.opengamma.strata.measure.fxopt with parameters of type FxOptionVolatilitiesId Modifier and Type Method Description MarketDataBox<FxOptionVolatilities>
FxOptionVolatilitiesMarketDataFunction. build(FxOptionVolatilitiesId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
static FxOptionMarketDataLookup
FxOptionMarketDataLookup. of(CurrencyPair currencyPair, FxOptionVolatilitiesId volatilityId)
Obtains an instance based on a single mapping from currency pair to volatility identifier.MarketDataRequirements
FxOptionVolatilitiesMarketDataFunction. requirements(FxOptionVolatilitiesId id, MarketDataConfig marketDataConfig)
Method parameters in com.opengamma.strata.measure.fxopt with type arguments of type FxOptionVolatilitiesId Modifier and Type Method Description static FxOptionMarketDataLookup
FxOptionMarketDataLookup. of(Map<CurrencyPair,FxOptionVolatilitiesId> volatilityIds)
Obtains an instance based on a map of volatility identifiers. -
Uses of FxOptionVolatilitiesId in com.opengamma.strata.pricer.fxopt
Methods in com.opengamma.strata.pricer.fxopt that return FxOptionVolatilitiesId Modifier and Type Method Description static FxOptionVolatilitiesId
FxOptionVolatilitiesId. of(FxOptionVolatilitiesName name)
Obtains an identifier used to find FX option volatilities.static FxOptionVolatilitiesId
FxOptionVolatilitiesId. of(String name)
Obtains an identifier used to find FX option volatilities.Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type FxOptionVolatilitiesId Modifier and Type Method Description static org.joda.beans.TypedMetaBean<FxOptionVolatilitiesId>
FxOptionVolatilitiesId. meta()
The meta-bean forFxOptionVolatilitiesId
.org.joda.beans.TypedMetaBean<FxOptionVolatilitiesId>
FxOptionVolatilitiesId. metaBean()
-