Uses of Class
com.opengamma.strata.pricer.index.IborFutureOptionSensitivity

Packages that use IborFutureOptionSensitivity

Package	Description
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).

Uses of IborFutureOptionSensitivity in com.opengamma.strata.pricer.index

Methods in com.opengamma.strata.pricer.index that return IborFutureOptionSensitivity

Modifier and Type	Method	Description
IborFutureOptionSensitivity	IborFutureOptionSensitivity.cloned()
IborFutureOptionSensitivity	IborFutureOptionSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
IborFutureOptionSensitivity	IborFutureOptionSensitivity.mapSensitivity(DoubleUnaryOperator operator)
IborFutureOptionSensitivity	IborFutureOptionSensitivity.multipliedBy(double factor)
IborFutureOptionSensitivity	IborFutureOptionSensitivity.normalize()
static IborFutureOptionSensitivity	IborFutureOptionSensitivity.of(IborFutureOptionVolatilitiesName volatilitiesName, double expiry, LocalDate fixingDate, double strikePrice, double futurePrice, Currency sensitivityCurrency, double sensitivity)	Obtains an instance.
IborFutureOptionSensitivity	NormalIborFutureOptionMarginedTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedIborFutureOptionTrade futureOptionTrade, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities)	Computes the present value sensitivity to the normal volatility used in the pricing.
IborFutureOptionSensitivity	NormalIborFutureOptionMarginedTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedIborFutureOptionTrade futureOptionTrade, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities, double futurePrice)	Computes the present value sensitivity to the normal volatility used in the pricing based on the price of the underlying future.
IborFutureOptionSensitivity	NormalIborFutureOptionMarginedProductPricer.priceSensitivityModelParamsVolatility(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities)	Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option.
IborFutureOptionSensitivity	NormalIborFutureOptionMarginedProductPricer.priceSensitivityModelParamsVolatility(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities, double futurePrice)	Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option based on the price of the underlying future.
IborFutureOptionSensitivity	IborFutureOptionSensitivity.withCurrency(Currency currency)
IborFutureOptionSensitivity	IborFutureOptionSensitivity.withSensitivity(double sensitivity)

Methods in com.opengamma.strata.pricer.index that return types with arguments of type IborFutureOptionSensitivity

Modifier and Type	Method	Description
Class<? extends IborFutureOptionSensitivity>	IborFutureOptionSensitivity.Meta.beanType()
org.joda.beans.BeanBuilder<? extends IborFutureOptionSensitivity>	IborFutureOptionSensitivity.Meta.builder()