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 CurrencyAmountBlackFixedCouponBondOptionPricer. presentValue(ResolvedFixedCouponBondOption bondOption, LegalEntityDiscountingProvider legalEntityProvider, BondYieldVolatilities volatilities)Calculates the present value of the bond option.BondYieldSensitivityBlackFixedCouponBondOptionPricer. presentValueSensitivityModelParamsVolatility(ResolvedFixedCouponBondOption bondOption, LegalEntityDiscountingProvider legalEntityProvider, BondYieldVolatilities volatilities)Returns the present value sensitivity to the underlying yield volatilities.PointSensitivitiesBlackFixedCouponBondOptionPricer. 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 ResolvedFixedCouponBondOptionResolvedFixedCouponBondOption.Builder. build()ResolvedFixedCouponBondOptionFixedCouponBondOption. 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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