Uses of Class
com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
Packages that use FxVolatilitySurfaceYearFractionParameterMetadata Package Description com.opengamma.strata.measure.fxopt Calculation functions for FX option products.com.opengamma.strata.pricer.fxopt Calculators for FX options. -
-
Uses of FxVolatilitySurfaceYearFractionParameterMetadata in com.opengamma.strata.measure.fxopt
Methods in com.opengamma.strata.measure.fxopt that return FxVolatilitySurfaceYearFractionParameterMetadata Modifier and Type Method Description FxVolatilitySurfaceYearFractionParameterMetadataFxOptionVolatilitiesNode. metadata(ZonedDateTime valuationDateTime, DayCount dayCount, ReferenceData refData)Returns metadata for the node. -
Uses of FxVolatilitySurfaceYearFractionParameterMetadata in com.opengamma.strata.pricer.fxopt
Methods in com.opengamma.strata.pricer.fxopt that return FxVolatilitySurfaceYearFractionParameterMetadata Modifier and Type Method Description static FxVolatilitySurfaceYearFractionParameterMetadataFxVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Tenor yearFractionTenor, Strike strike, CurrencyPair currencyPair)Creates node metadata using year fraction, associated tenor, strike and currency pair.static FxVolatilitySurfaceYearFractionParameterMetadataFxVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Tenor yearFractionTenor, Strike strike, String label, CurrencyPair currencyPair)Creates node using year fraction, associated tenor, strike, label and currency pair.static FxVolatilitySurfaceYearFractionParameterMetadataFxVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Strike strike, CurrencyPair currencyPair)Creates node metadata using year fraction, strike and currency pair.static FxVolatilitySurfaceYearFractionParameterMetadataFxVolatilitySurfaceYearFractionParameterMetadata. of(double yearFraction, Strike strike, String label, CurrencyPair currencyPair)Creates node using year fraction, strike, label and currency pair.Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type FxVolatilitySurfaceYearFractionParameterMetadata Modifier and Type Method Description Class<? extends FxVolatilitySurfaceYearFractionParameterMetadata>FxVolatilitySurfaceYearFractionParameterMetadata.Meta. beanType()org.joda.beans.BeanBuilder<? extends FxVolatilitySurfaceYearFractionParameterMetadata>FxVolatilitySurfaceYearFractionParameterMetadata.Meta. builder()
-