Uses of Class
com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName
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Packages that use FxOptionVolatilitiesName 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 FxOptionVolatilitiesName in com.opengamma.strata.measure.fxopt
Methods in com.opengamma.strata.measure.fxopt that return FxOptionVolatilitiesName Modifier and Type Method Description FxOptionVolatilitiesName
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification. getName()
Gets the name.FxOptionVolatilitiesName
BlackFxOptionSmileVolatilitiesSpecification. getName()
Gets the name of the volatilities.FxOptionVolatilitiesName
FxOptionVolatilitiesSpecification. getName()
Gets the name of a set of FX option volatilities.Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type FxOptionVolatilitiesName Modifier and Type Method Description org.joda.beans.MetaProperty<FxOptionVolatilitiesName>
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta. name()
The meta-property for thename
property.org.joda.beans.MetaProperty<FxOptionVolatilitiesName>
BlackFxOptionSmileVolatilitiesSpecification.Meta. name()
The meta-property for thename
property.Methods in com.opengamma.strata.measure.fxopt with parameters of type FxOptionVolatilitiesName Modifier and Type Method Description BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder. name(FxOptionVolatilitiesName name)
Sets the name.BlackFxOptionSmileVolatilitiesSpecification.Builder
BlackFxOptionSmileVolatilitiesSpecification.Builder. name(FxOptionVolatilitiesName name)
Sets the name of the volatilities. -
Uses of FxOptionVolatilitiesName in com.opengamma.strata.pricer.fxopt
Methods in com.opengamma.strata.pricer.fxopt that return FxOptionVolatilitiesName Modifier and Type Method Description FxOptionVolatilitiesName
BlackFxOptionFlatVolatilities. getName()
FxOptionVolatilitiesName
BlackFxOptionSmileVolatilities. getName()
Gets the name of the volatilities.FxOptionVolatilitiesName
BlackFxOptionSurfaceVolatilities. getName()
Gets the name of the volatilities.FxOptionVolatilitiesName
FxOptionVolatilities. getName()
Gets the name of these volatilities.FxOptionVolatilitiesName
FxOptionVolatilitiesId. getName()
Gets the name of the volatilities.FxOptionVolatilitiesName
FxOptionSensitivity. getVolatilitiesName()
Gets the name of the volatilities.static FxOptionVolatilitiesName
FxOptionVolatilitiesName. of(String name)
Obtains an instance from the specified name.Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type FxOptionVolatilitiesName Modifier and Type Method Description org.joda.beans.MetaProperty<FxOptionVolatilitiesName>
BlackFxOptionSmileVolatilities.Meta. name()
The meta-property for thename
property.org.joda.beans.MetaProperty<FxOptionVolatilitiesName>
BlackFxOptionSurfaceVolatilities.Meta. name()
The meta-property for thename
property.org.joda.beans.MetaProperty<FxOptionVolatilitiesName>
FxOptionSensitivity.Meta. volatilitiesName()
The meta-property for thevolatilitiesName
property.Methods in com.opengamma.strata.pricer.fxopt with parameters of type FxOptionVolatilitiesName Modifier and Type Method Description BlackFxOptionSmileVolatilities.Builder
BlackFxOptionSmileVolatilities.Builder. name(FxOptionVolatilitiesName name)
Sets the name of the volatilities.BlackFxOptionSurfaceVolatilities.Builder
BlackFxOptionSurfaceVolatilities.Builder. name(FxOptionVolatilitiesName name)
Sets the name of the volatilities.static BlackFxOptionSmileVolatilities
BlackFxOptionSmileVolatilities. of(FxOptionVolatilitiesName name, CurrencyPair currencyPair, ZonedDateTime valuationTime, SmileDeltaTermStructure smile)
Obtains an instance based on a smile.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.static FxOptionSensitivity
FxOptionSensitivity. of(FxOptionVolatilitiesName volatilitiesName, CurrencyPair currencyPair, double expiry, double strike, double forward, Currency sensitivityCurrency, double sensitivity)
Obtains an instance, specifying sensitivity currency.static FxOptionVolatilitiesId
FxOptionVolatilitiesId. of(FxOptionVolatilitiesName name)
Obtains an identifier used to find FX option volatilities.
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