Uses of Class
com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
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Packages that use SmileAndBucketedSensitivities Package Description com.opengamma.strata.pricer.fxopt Calculators for FX options. -
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Uses of SmileAndBucketedSensitivities in com.opengamma.strata.pricer.fxopt
Methods in com.opengamma.strata.pricer.fxopt that return SmileAndBucketedSensitivities Modifier and Type Method Description static SmileAndBucketedSensitivitiesSmileAndBucketedSensitivities. of(SmileDeltaParameters smile, DoubleMatrix sensitivities)Obtains an instance.SmileAndBucketedSensitivitiesInterpolatedStrikeSmileDeltaTermStructure. smileAndSensitivitiesForExpiry(double expiry, DoubleArray volatilityAtTimeSensitivity)SmileAndBucketedSensitivitiesSmileDeltaTermStructure. smileAndSensitivitiesForExpiry(double expiry, DoubleArray volatilityAtTimeSensitivity)Calculates the smile at a given time and the sensitivities with respect to the volatility data points.Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type SmileAndBucketedSensitivities Modifier and Type Method Description static org.joda.beans.TypedMetaBean<SmileAndBucketedSensitivities>SmileAndBucketedSensitivities. meta()The meta-bean forSmileAndBucketedSensitivities.org.joda.beans.TypedMetaBean<SmileAndBucketedSensitivities>SmileAndBucketedSensitivities. metaBean()
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