Uses of Class
com.opengamma.strata.product.bond.ResolvedFixedCouponBondOption
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Packages that use ResolvedFixedCouponBondOption Package Description com.opengamma.strata.pricer.bond Calculators for bonds.com.opengamma.strata.product.bond Entity objects describing bonds. -
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Uses of ResolvedFixedCouponBondOption in com.opengamma.strata.pricer.bond
Methods in com.opengamma.strata.pricer.bond with parameters of type ResolvedFixedCouponBondOption Modifier and Type Method Description CurrencyAmount
BlackFixedCouponBondOptionPricer. presentValue(ResolvedFixedCouponBondOption bondOption, LegalEntityDiscountingProvider legalEntityProvider, BondYieldVolatilities volatilities)
Calculates the present value of the bond option.BondYieldSensitivity
BlackFixedCouponBondOptionPricer. presentValueSensitivityModelParamsVolatility(ResolvedFixedCouponBondOption bondOption, LegalEntityDiscountingProvider legalEntityProvider, BondYieldVolatilities volatilities)
Returns the present value sensitivity to the underlying yield volatilities.PointSensitivities
BlackFixedCouponBondOptionPricer. presentValueSensitivityRatesStickyStrike(ResolvedFixedCouponBondOption bondOption, LegalEntityDiscountingProvider legalEntityProvider, BondYieldVolatilities volatilities)
Returns the present value sensitivity to the underlying curves. -
Uses of ResolvedFixedCouponBondOption in com.opengamma.strata.product.bond
Methods in com.opengamma.strata.product.bond that return ResolvedFixedCouponBondOption Modifier and Type Method Description ResolvedFixedCouponBondOption
ResolvedFixedCouponBondOption.Builder. build()
ResolvedFixedCouponBondOption
FixedCouponBondOption. resolve(ReferenceData refData)
Methods in com.opengamma.strata.product.bond that return types with arguments of type ResolvedFixedCouponBondOption Modifier and Type Method Description Class<? extends ResolvedFixedCouponBondOption>
ResolvedFixedCouponBondOption.Meta. beanType()
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