Uses of Class
com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder

Packages that use SabrParametersSwaptionVolatilities.Builder

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

Uses of SabrParametersSwaptionVolatilities.Builder in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption that return SabrParametersSwaptionVolatilities.Builder

Modifier and Type	Method	Description
static SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.builder()	Returns a builder used to create an instance of the bean.
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Meta.builder()
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.convention(FixedFloatSwapConvention convention)	Sets the swap convention that the volatilities are to be used for.
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.dataSensitivityAlpha(DoubleArray... dataSensitivityAlpha)	Sets the dataSensitivityAlpha property in the builder from an array of objects.
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.dataSensitivityAlpha(List<DoubleArray> dataSensitivityAlpha)	Sets the sensitivity of the Alpha parameters to the raw data used for calibration.
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.dataSensitivityBeta(DoubleArray... dataSensitivityBeta)	Sets the dataSensitivityBeta property in the builder from an array of objects.
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.dataSensitivityBeta(List<DoubleArray> dataSensitivityBeta)	Sets the sensitivity of the Beta parameters to the raw data used for calibration.
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.dataSensitivityNu(DoubleArray... dataSensitivityNu)	Sets the dataSensitivityNu property in the builder from an array of objects.
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.dataSensitivityNu(List<DoubleArray> dataSensitivityNu)	Sets the sensitivity of the Nu parameters to the raw data used for calibration.
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.dataSensitivityRho(DoubleArray... dataSensitivityRho)	Sets the dataSensitivityRho property in the builder from an array of objects.
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.dataSensitivityRho(List<DoubleArray> dataSensitivityRho)	Sets the sensitivity of the Rho parameters to the raw data used for calibration.
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.name(SwaptionVolatilitiesName name)	Sets the name.
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.parameters(SabrInterestRateParameters parameters)	Sets the SABR model parameters.
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.set(String propertyName, Object newValue)
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.set(org.joda.beans.MetaProperty<?> property, Object value)
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.toBuilder()	Returns a builder that allows this bean to be mutated.
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.valuationDateTime(ZonedDateTime valuationDateTime)	Sets the valuation date-time.