Uses of Interface
com.opengamma.strata.pricer.impl.volatility.local.LocalVolatilityCalculator

Packages that use LocalVolatilityCalculator

Package	Description
com.opengamma.strata.pricer.impl.volatility.local

Uses of LocalVolatilityCalculator in com.opengamma.strata.pricer.impl.volatility.local

Classes in com.opengamma.strata.pricer.impl.volatility.local that implement LocalVolatilityCalculator

Modifier and Type	Class	Description
class	DupireLocalVolatilityCalculator	Local volatility computation based on the exact formula.
class	ImpliedTrinomialTreeLocalVolatilityCalculator	Local volatility calculation based on trinomila tree model.