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 SmileAndBucketedSensitivities
SmileAndBucketedSensitivities. of(SmileDeltaParameters smile, DoubleMatrix sensitivities)
Obtains an instance.SmileAndBucketedSensitivities
InterpolatedStrikeSmileDeltaTermStructure. smileAndSensitivitiesForExpiry(double expiry, DoubleArray volatilityAtTimeSensitivity)
SmileAndBucketedSensitivities
SmileDeltaTermStructure. 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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