Uses of Class
com.opengamma.strata.pricer.impl.option.SabrExtrapolationRightFunction

Packages that use SabrExtrapolationRightFunction

Package	Description
com.opengamma.strata.pricer.impl.option	Internal implementations of option pricing.

Uses of SabrExtrapolationRightFunction in com.opengamma.strata.pricer.impl.option

Methods in com.opengamma.strata.pricer.impl.option that return SabrExtrapolationRightFunction

Modifier and Type	Method	Description
static SabrExtrapolationRightFunction	SabrExtrapolationRightFunction.of(double forward, double timeToExpiry, SabrFormulaData sabrData, double cutOffStrike, double mu)	Obtains an instance with default volatility provider.
static SabrExtrapolationRightFunction	SabrExtrapolationRightFunction.of(double forward, SabrFormulaData sabrData, double cutOffStrike, double timeToExpiry, double mu, VolatilityFunctionProvider<SabrFormulaData> volatilityFunction)	Obtains an instance with volatility provider specified.