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

Packages that use TenorRawOptionData

Package	Description
com.opengamma.strata.pricer.option	Pricer support classes for options.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

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

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

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

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

Modifier and Type	Method	Description
static org.joda.beans.TypedMetaBean<TenorRawOptionData>	TenorRawOptionData.meta()	The meta-bean for TenorRawOptionData.
org.joda.beans.TypedMetaBean<TenorRawOptionData>	TenorRawOptionData.metaBean()

Uses of TenorRawOptionData in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption with parameters of type TenorRawOptionData

Modifier and Type	Method	Description
SabrParametersSwaptionVolatilities	SabrSwaptionCalibrator.calibrateWithFixedBetaAndShift(SabrSwaptionDefinition definition, ZonedDateTime calibrationDateTime, TenorRawOptionData data, RatesProvider ratesProvider, Surface betaSurface, Surface shiftSurface)	Calibrate SABR parameters to a set of raw swaption data.
SabrParametersSwaptionVolatilities	SabrSwaptionCalibrator.calibrateWithFixedBetaAndShift(SabrSwaptionDefinition definition, ZonedDateTime calibrationDateTime, TenorRawOptionData data, RatesProvider ratesProvider, Surface betaSurface, Surface shiftSurface, boolean stopOnMathException)	Calibrate SABR parameters to a set of raw swaption data.