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

Packages that use SabrSwaptionDefinition

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

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

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

Modifier and Type	Method	Description
static SabrSwaptionDefinition	SabrSwaptionDefinition.of(SwaptionVolatilitiesName name, FixedFloatSwapConvention convention, DayCount dayCount, SurfaceInterpolator interpolator)	Obtains an instance from the name, convention, day count and tenors.

Methods in com.opengamma.strata.pricer.swaption that return types with arguments of type SabrSwaptionDefinition

Modifier and Type	Method	Description
Class<? extends SabrSwaptionDefinition>	SabrSwaptionDefinition.Meta.beanType()
org.joda.beans.BeanBuilder<? extends SabrSwaptionDefinition>	SabrSwaptionDefinition.Meta.builder()

Methods in com.opengamma.strata.pricer.swaption with parameters of type SabrSwaptionDefinition

Modifier and Type	Method	Description
SabrParametersSwaptionVolatilities	SabrSwaptionCalibrator.calibrateWithFixedBetaAndShift(SabrSwaptionDefinition definition, ZonedDateTime calibrationDateTime, TenorRawOptionData data, RatesProvider ratesProvider, Surface betaSurface, Surface shiftSurface)	Calibrate SABR parameters to a set of raw swaption data.
SabrParametersSwaptionVolatilities	SabrSwaptionCalibrator.calibrateWithFixedBetaAndShift(SabrSwaptionDefinition definition, ZonedDateTime calibrationDateTime, TenorRawOptionData data, RatesProvider ratesProvider, Surface betaSurface, Surface shiftSurface, boolean stopOnMathException)	Calibrate SABR parameters to a set of raw swaption data.