Uses of Class
com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesName
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Packages that use IborFutureOptionVolatilitiesName Package Description com.opengamma.strata.pricer.index Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs). -
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Uses of IborFutureOptionVolatilitiesName in com.opengamma.strata.pricer.index
Methods in com.opengamma.strata.pricer.index that return IborFutureOptionVolatilitiesName Modifier and Type Method Description IborFutureOptionVolatilitiesName
IborFutureOptionVolatilities. getName()
Gets the name of these volatilities.IborFutureOptionVolatilitiesName
IborFutureOptionVolatilitiesId. getName()
Gets the name of the volatilities.IborFutureOptionVolatilitiesName
NormalIborFutureOptionExpirySimpleMoneynessVolatilities. getName()
IborFutureOptionVolatilitiesName
IborFutureOptionSensitivity. getVolatilitiesName()
Gets the name of the volatilities.static IborFutureOptionVolatilitiesName
IborFutureOptionVolatilitiesName. of(String name)
Obtains an instance from the specified name.Methods in com.opengamma.strata.pricer.index that return types with arguments of type IborFutureOptionVolatilitiesName Modifier and Type Method Description org.joda.beans.MetaProperty<IborFutureOptionVolatilitiesName>
IborFutureOptionSensitivity.Meta. volatilitiesName()
The meta-property for thevolatilitiesName
property.Methods in com.opengamma.strata.pricer.index with parameters of type IborFutureOptionVolatilitiesName Modifier and Type Method Description static IborFutureOptionSensitivity
IborFutureOptionSensitivity. of(IborFutureOptionVolatilitiesName volatilitiesName, double expiry, LocalDate fixingDate, double strikePrice, double futurePrice, Currency sensitivityCurrency, double sensitivity)
Obtains an instance.static IborFutureOptionVolatilitiesId
IborFutureOptionVolatilitiesId. of(IborFutureOptionVolatilitiesName name)
Obtains an identifier used to find Ibor future option volatilities.
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