Uses of Class
com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
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Packages that use NormalSwaptionExpiryStrikeVolatilities Package Description com.opengamma.strata.pricer.swaption Calculators for swaptions. -
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Uses of NormalSwaptionExpiryStrikeVolatilities in com.opengamma.strata.pricer.swaption
Methods in com.opengamma.strata.pricer.swaption that return NormalSwaptionExpiryStrikeVolatilities Modifier and Type Method Description static NormalSwaptionExpiryStrikeVolatilitiesNormalSwaptionExpiryStrikeVolatilities. of(FixedFloatSwapConvention convention, ZonedDateTime valuationDateTime, Surface surface)Obtains an instance from the implied volatility surface and the date-time for which it is valid.NormalSwaptionExpiryStrikeVolatilitiesNormalSwaptionExpiryStrikeVolatilities. withParameter(int parameterIndex, double newValue)NormalSwaptionExpiryStrikeVolatilitiesNormalSwaptionExpiryStrikeVolatilities. withPerturbation(ParameterPerturbation perturbation)Methods in com.opengamma.strata.pricer.swaption that return types with arguments of type NormalSwaptionExpiryStrikeVolatilities Modifier and Type Method Description Class<? extends NormalSwaptionExpiryStrikeVolatilities>NormalSwaptionExpiryStrikeVolatilities.Meta. beanType()org.joda.beans.BeanBuilder<? extends NormalSwaptionExpiryStrikeVolatilities>NormalSwaptionExpiryStrikeVolatilities.Meta. builder()
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