Uses of Class
com.opengamma.strata.product.capfloor.IborCapletFloorletBinaryPeriod
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Packages that use IborCapletFloorletBinaryPeriod Package Description com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor.com.opengamma.strata.product.capfloor Entity objects describing Ibor cap/floor. -
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Uses of IborCapletFloorletBinaryPeriod in com.opengamma.strata.pricer.capfloor
Methods in com.opengamma.strata.pricer.capfloor with parameters of type IborCapletFloorletBinaryPeriod Modifier and Type Method Description CurrencyAmountVerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer. presentValue(IborCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates the present value of the binary caplet/floorlet period.PointSensitivityBuilderVerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer. presentValueSensitivityModelParamsVolatility(IborCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates the present value sensitivity to model parameters of the binary caplet/floorlet period.PointSensitivityBuilderVerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer. presentValueSensitivityRatesStickyStrike(IborCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates the present value rates sensitivity of the binary caplet/floorlet period.Pair<IborCapletFloorletPeriod,IborCapletFloorletPeriod>VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer. vanillaOptionVerticalSpreadPair(IborCapletFloorletBinaryPeriod binary)Creates pair of vanilla caplet for binary caplet/floorlet pricing by call spread. -
Uses of IborCapletFloorletBinaryPeriod in com.opengamma.strata.product.capfloor
Methods in com.opengamma.strata.product.capfloor that return IborCapletFloorletBinaryPeriod Modifier and Type Method Description IborCapletFloorletBinaryPeriodIborCapletFloorletBinaryPeriod.Builder. build()Methods in com.opengamma.strata.product.capfloor that return types with arguments of type IborCapletFloorletBinaryPeriod Modifier and Type Method Description Class<? extends IborCapletFloorletBinaryPeriod>IborCapletFloorletBinaryPeriod.Meta. beanType()
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