Uses of Class
com.opengamma.strata.pricer.option.RawOptionData

Packages that use RawOptionData

Package	Description
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.option	Pricer support classes for options.

Uses of RawOptionData in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor with parameters of type RawOptionData

Modifier and Type	Method	Description
IborCapletFloorletVolatilityCalibrationResult	DirectIborCapletFloorletFlatVolatilityCalibrator.calibrate(IborCapletFloorletVolatilityDefinition definition, ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
IborCapletFloorletVolatilityCalibrationResult	DirectIborCapletFloorletVolatilityCalibrator.calibrate(IborCapletFloorletVolatilityDefinition definition, ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
IborCapletFloorletVolatilityCalibrationResult	SabrIborCapletFloorletVolatilityBootstrapper.calibrate(IborCapletFloorletVolatilityDefinition definition, ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
IborCapletFloorletVolatilityCalibrationResult	SabrIborCapletFloorletVolatilityCalibrator.calibrate(IborCapletFloorletVolatilityDefinition definition, ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
IborCapletFloorletVolatilityCalibrationResult	SurfaceIborCapletFloorletVolatilityBootstrapper.calibrate(IborCapletFloorletVolatilityDefinition definition, ZonedDateTime calibrationDateTime, RawOptionData capFloorData, RatesProvider ratesProvider)
CurveMetadata	DirectIborCapletFloorletFlatVolatilityDefinition.createCurveMetadata(RawOptionData capFloorData)	Creates curve metadata.
SurfaceMetadata	DirectIborCapletFloorletFlatVolatilityDefinition.createMetadata(RawOptionData capFloorData)
SurfaceMetadata	DirectIborCapletFloorletVolatilityDefinition.createMetadata(RawOptionData capFloorData)
SurfaceMetadata	IborCapletFloorletVolatilityDefinition.createMetadata(RawOptionData capFloorData)	Creates surface metadata.
SurfaceMetadata	SabrIborCapletFloorletVolatilityBootstrapDefinition.createMetadata(RawOptionData capFloorData)
SurfaceMetadata	SabrIborCapletFloorletVolatilityCalibrationDefinition.createMetadata(RawOptionData capFloorData)
SurfaceMetadata	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.createMetadata(RawOptionData capFloorData)

Uses of RawOptionData in com.opengamma.strata.pricer.option

Methods in com.opengamma.strata.pricer.option that return RawOptionData

Modifier and Type	Method	Description
RawOptionData	TenorRawOptionData.getData(Tenor tenor)	Gets the raw option data for a given tenor.
static RawOptionData	RawOptionData.of(List<Period> expiries, DoubleArray strikes, ValueType strikeType, DoubleMatrix data, DoubleMatrix error, ValueType dataType)	Obtains an instance of the raw data with error.
static RawOptionData	RawOptionData.of(List<Period> expiries, DoubleArray strikes, ValueType strikeType, DoubleMatrix data, ValueType dataType)	Obtains an instance of the raw volatility.
static RawOptionData	RawOptionData.ofBlackVolatility(List<Period> expiries, DoubleArray strikes, ValueType strikeType, DoubleMatrix data, DoubleMatrix error, Double shift)	Obtains an instance of the raw data with error for shifted Black (log-normal) volatility.
static RawOptionData	RawOptionData.ofBlackVolatility(List<Period> expiries, DoubleArray strikes, ValueType strikeType, DoubleMatrix data, Double shift)	Obtains an instance of the raw volatility for shifted Black (log-normal) volatility.

Methods in com.opengamma.strata.pricer.option that return types with arguments of type RawOptionData

Modifier and Type	Method	Description
ImmutableSortedMap<Tenor,RawOptionData>	TenorRawOptionData.getData()	Gets the map of tenor to option data.
static org.joda.beans.TypedMetaBean<RawOptionData>	RawOptionData.meta()	The meta-bean for RawOptionData.
org.joda.beans.TypedMetaBean<RawOptionData>	RawOptionData.metaBean()

Method parameters in com.opengamma.strata.pricer.option with type arguments of type RawOptionData

Modifier and Type	Method	Description
static TenorRawOptionData	TenorRawOptionData.of(Map<Tenor,RawOptionData> data)	Obtains an instance of the raw volatility.