Uses of Interface com.opengamma.strata.pricer.swaption.NormalSwaptionVolatilities (OpenGamma Strata)

Packages that use NormalSwaptionVolatilities
Package Description

com.opengamma.strata.pricer.swaption
Calculators for swaptions.

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

Classes in com.opengamma.strata.pricer.swaption that implement NormalSwaptionVolatilities
Modifier and Type	Class	Description
`class`	`NormalSwaptionExpirySimpleMoneynessVolatilities`	Volatility for swaptions in the normal or Bachelier model based on a surface.
`class`	`NormalSwaptionExpiryStrikeVolatilities`	Volatility for swaptions in the normal or Bachelier model based on a surface.
`class`	`NormalSwaptionExpiryTenorVolatilities`	Volatility for swaptions in the normal or Bachelier model based on a surface.

Methods in com.opengamma.strata.pricer.swaption that return NormalSwaptionVolatilities
Modifier and Type	Method	Description
`NormalSwaptionVolatilities`	NormalSwaptionVolatilities.`withParameter(int parameterIndex, double newValue)`
`NormalSwaptionVolatilities`	NormalSwaptionVolatilities.`withPerturbation(ParameterPerturbation perturbation)`

Methods in com.opengamma.strata.pricer.swaption with parameters of type NormalSwaptionVolatilities
Modifier and Type	Method	Description
`MultiCurrencyAmount`	NormalSwaptionTradePricer.`currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, NormalSwaptionVolatilities swaptionVolatilities)`	Computes the currency exposure of the swaption trade.
`CurrencyAmount`	NormalSwaptionTradePricer.`presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, NormalSwaptionVolatilities swaptionVolatilities)`	Calculates the present value of the swaption trade.
`PointSensitivities`	NormalSwaptionTradePricer.`presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, NormalSwaptionVolatilities swaptionVolatilities)`	Calculates the present value sensitivity to the implied volatility of the swaption trade.
`PointSensitivities`	NormalSwaptionTradePricer.`presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, NormalSwaptionVolatilities swaptionVolatilities)`	Calculates the present value sensitivity of the swaption trade to the rate curves.