Uses of Interface
com.opengamma.strata.pricer.index.IborFutureOptionVolatilities

Packages that use IborFutureOptionVolatilities

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

Uses of IborFutureOptionVolatilities in com.opengamma.strata.measure.index

Methods in com.opengamma.strata.measure.index that return IborFutureOptionVolatilities

Modifier and Type	Method	Description
IborFutureOptionVolatilities	IborFutureOptionMarketData.volatilities(IborIndex index)	Gets the volatilities for the specified Ibor index.
IborFutureOptionVolatilities	IborFutureOptionMarketDataLookup.volatilities(IborIndex index, MarketData marketData)	Obtains Ibor future option volatilities based on the specified market data.

Methods in com.opengamma.strata.measure.index with parameters of type IborFutureOptionVolatilities

Modifier and Type	Method	Description
CurrencyAmount	IborFutureOptionTradeCalculations.presentValue(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates present value for a single set of market data.
CurrencyParameterSensitivities	IborFutureOptionTradeCalculations.pv01CalibratedBucketed(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	IborFutureOptionTradeCalculations.pv01CalibratedSum(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
CurrencyParameterSensitivities	IborFutureOptionTradeCalculations.pv01MarketQuoteBucketed(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	IborFutureOptionTradeCalculations.pv01MarketQuoteSum(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
double	IborFutureOptionTradeCalculations.unitPrice(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates unit price for a single set of market data.

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

Subinterfaces of IborFutureOptionVolatilities in com.opengamma.strata.pricer.index

Modifier and Type	Interface	Description
interface	NormalIborFutureOptionVolatilities	Volatility for Ibor future options in the normal or Bachelier model.

Classes in com.opengamma.strata.pricer.index that implement IborFutureOptionVolatilities

Modifier and Type	Class	Description
class	NormalIborFutureOptionExpirySimpleMoneynessVolatilities	Data provider of volatility for Ibor future options in the normal or Bachelier model.

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

Modifier and Type	Method	Description
IborFutureOptionVolatilities	IborFutureOptionVolatilities.withParameter(int parameterIndex, double newValue)
IborFutureOptionVolatilities	IborFutureOptionVolatilities.withPerturbation(ParameterPerturbation perturbation)

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

Modifier and Type	Method	Description
MarketDataName<IborFutureOptionVolatilities>	IborFutureOptionVolatilitiesId.getMarketDataName()
Class<IborFutureOptionVolatilities>	IborFutureOptionVolatilitiesId.getMarketDataType()
Class<IborFutureOptionVolatilities>	IborFutureOptionVolatilitiesName.getMarketDataType()