Uses of Class
com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesName
-
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). -
-
Uses of IborFutureOptionVolatilitiesName in com.opengamma.strata.pricer.index
Methods in com.opengamma.strata.pricer.index that return IborFutureOptionVolatilitiesName Modifier and Type Method Description IborFutureOptionVolatilitiesNameIborFutureOptionVolatilities. getName()Gets the name of these volatilities.IborFutureOptionVolatilitiesNameIborFutureOptionVolatilitiesId. getName()Gets the name of the volatilities.IborFutureOptionVolatilitiesNameNormalIborFutureOptionExpirySimpleMoneynessVolatilities. getName()IborFutureOptionVolatilitiesNameIborFutureOptionSensitivity. getVolatilitiesName()Gets the name of the volatilities.static IborFutureOptionVolatilitiesNameIborFutureOptionVolatilitiesName. 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 thevolatilitiesNameproperty.Methods in com.opengamma.strata.pricer.index with parameters of type IborFutureOptionVolatilitiesName Modifier and Type Method Description static IborFutureOptionSensitivityIborFutureOptionSensitivity. of(IborFutureOptionVolatilitiesName volatilitiesName, double expiry, LocalDate fixingDate, double strikePrice, double futurePrice, Currency sensitivityCurrency, double sensitivity)Obtains an instance.static IborFutureOptionVolatilitiesIdIborFutureOptionVolatilitiesId. of(IborFutureOptionVolatilitiesName name)Obtains an identifier used to find Ibor future option volatilities.
-