BlackSwaptionPhysicalProductPricer (OpenGamma Strata)

java.lang.Object
- com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
- - com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer

```
public class BlackSwaptionPhysicalProductPricer
extends VolatilitySwaptionPhysicalProductPricer
```
Pricer for swaption with physical settlement in a log-normal or Black model on the swap rate.
The swap underlying the swaption must have a fixed leg on which the forward rate is computed. The underlying swap must be single currency.
The volatility parameters are not adjusted for the underlying swap convention.
The value of the swaption after expiry is 0. For a swaption which has already expired, a negative number is returned by SwaptionVolatilities.relativeTime(ZonedDateTime).

- Field Summary
  
  Fields
  Modifier and Type Field Description
  
  static BlackSwaptionPhysicalProductPricer DEFAULT
  Default implementation.
- Constructor Summary
  
  Constructors
  Constructor Description
  
  BlackSwaptionPhysicalProductPricer(DiscountingSwapProductPricer swapPricer)
  Creates an instance.
- Method Summary
  - Methods inherited from class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
    currencyExposure, fixedLeg, forwardRate, getSwapPricer, impliedVolatility, presentValue, presentValueDelta, presentValueGamma, presentValueSensitivityModelParamsVolatility, presentValueSensitivityRatesStickyStrike, presentValueTheta, validate, validateSwaption
  - Methods inherited from class java.lang.Object
    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

DEFAULT

public static final BlackSwaptionPhysicalProductPricer DEFAULT

Default implementation.

Constructor Detail
- BlackSwaptionPhysicalProductPricer
```
public BlackSwaptionPhysicalProductPricer(DiscountingSwapProductPricer swapPricer)
```
  Creates an instance.
  
  Parameters:
  
  swapPricer - the pricer for Swap