Uses of Class
com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
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Packages that use NormalIborFutureOptionExpirySimpleMoneynessVolatilities 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 NormalIborFutureOptionExpirySimpleMoneynessVolatilities in com.opengamma.strata.pricer.index
Methods in com.opengamma.strata.pricer.index that return NormalIborFutureOptionExpirySimpleMoneynessVolatilities Modifier and Type Method Description NormalIborFutureOptionExpirySimpleMoneynessVolatilities
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder. build()
static NormalIborFutureOptionExpirySimpleMoneynessVolatilities
NormalIborFutureOptionExpirySimpleMoneynessVolatilities. of(IborIndex index, ZonedDateTime valuationDateTime, Surface surface)
Obtains an instance from the volatility surface and the date-time for which it is valid.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
NormalIborFutureOptionExpirySimpleMoneynessVolatilities. withParameter(int parameterIndex, double newValue)
NormalIborFutureOptionExpirySimpleMoneynessVolatilities
NormalIborFutureOptionExpirySimpleMoneynessVolatilities. withPerturbation(ParameterPerturbation perturbation)
Methods in com.opengamma.strata.pricer.index that return types with arguments of type NormalIborFutureOptionExpirySimpleMoneynessVolatilities Modifier and Type Method Description Class<? extends NormalIborFutureOptionExpirySimpleMoneynessVolatilities>
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta. beanType()
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