Uses of Class
com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator

Packages that use SabrSwaptionCalibrator

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

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

Fields in com.opengamma.strata.pricer.swaption declared as SabrSwaptionCalibrator

Modifier and Type	Field	Description
static SabrSwaptionCalibrator	SabrSwaptionCalibrator.DEFAULT	The default instance of the class.

Methods in com.opengamma.strata.pricer.swaption that return SabrSwaptionCalibrator

Modifier and Type	Method	Description
static SabrSwaptionCalibrator	SabrSwaptionCalibrator.of(SabrVolatilityFormula sabrVolatilityFormula, DiscountingSwapProductPricer swapPricer)	Obtains an instance from a SABR volatility function provider and a swap pricer.
static SabrSwaptionCalibrator	SabrSwaptionCalibrator.of(SabrVolatilityFormula sabrVolatilityFormula, DiscountingSwapProductPricer swapPricer, ReferenceData refData)	Obtains an instance from a SABR volatility function provider and a swap pricer.