Uses of Class
com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
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Packages that use VolatilityAndBucketedSensitivities Package Description com.opengamma.strata.pricer.fxopt Calculators for FX options. -
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Uses of VolatilityAndBucketedSensitivities in com.opengamma.strata.pricer.fxopt
Methods in com.opengamma.strata.pricer.fxopt that return VolatilityAndBucketedSensitivities Modifier and Type Method Description static VolatilityAndBucketedSensitivities
VolatilityAndBucketedSensitivities. of(double volatility, DoubleMatrix sensitivities)
Obtains an instance.VolatilityAndBucketedSensitivities
InterpolatedStrikeSmileDeltaTermStructure. volatilityAndSensitivities(double time, double strike, double forward)
VolatilityAndBucketedSensitivities
SmileDeltaTermStructure. volatilityAndSensitivities(double expiry, double strike, double forward)
Calculates the volatility and the volatility sensitivity with respect to the volatility data points.Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type VolatilityAndBucketedSensitivities Modifier and Type Method Description Class<? extends VolatilityAndBucketedSensitivities>
VolatilityAndBucketedSensitivities.Meta. beanType()
org.joda.beans.BeanBuilder<? extends VolatilityAndBucketedSensitivities>
VolatilityAndBucketedSensitivities.Meta. builder()
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