Uses of Class
com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Packages that use IborCapletFloorletPeriod

Package	Description
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.product.capfloor	Entity objects describing Ibor cap/floor.

Uses of IborCapletFloorletPeriod in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type IborCapletFloorletPeriod

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ImmutableMap<IborCapletFloorletPeriod,Double>>	IborCapletFloorletPeriodAmounts.Meta.amounts()	The meta-property for the amounts property.
org.joda.beans.MetaProperty<ImmutableMap<IborCapletFloorletPeriod,CurrencyAmount>>	IborCapletFloorletPeriodCurrencyAmounts.Meta.amounts()	The meta-property for the amounts property.
ImmutableMap<IborCapletFloorletPeriod,Double>	IborCapletFloorletPeriodAmounts.getAmounts()	Gets the map of Ibor caplet/floorlet periods to the double amount.
ImmutableMap<IborCapletFloorletPeriod,CurrencyAmount>	IborCapletFloorletPeriodCurrencyAmounts.getAmounts()	Gets the map of Ibor caplet/floorlet periods to the currency amount.
Pair<IborCapletFloorletPeriod,IborCapletFloorletPeriod>	VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer.vanillaOptionVerticalSpreadPair(IborCapletFloorletBinaryPeriod binary)	Creates pair of vanilla caplet for binary caplet/floorlet pricing by call spread.
Pair<IborCapletFloorletPeriod,IborCapletFloorletPeriod>	VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer.vanillaOptionVerticalSpreadPair(IborCapletFloorletBinaryPeriod binary)	Creates pair of vanilla caplet for binary caplet/floorlet pricing by call spread.

Methods in com.opengamma.strata.pricer.capfloor with parameters of type IborCapletFloorletPeriod

Modifier and Type	Method	Description
Optional<Double>	IborCapletFloorletPeriodAmounts.findAmount(IborCapletFloorletPeriod period)	Gets a double amount for the provided Ibor caplet/floorlet.
Optional<CurrencyAmount>	IborCapletFloorletPeriodCurrencyAmounts.findAmount(IborCapletFloorletPeriod period)	Gets a currency amount for the provided Ibor caplet/floorlet.
double	VolatilityIborCapletFloorletPeriodPricer.forwardRate(IborCapletFloorletPeriod period, RatesProvider ratesProvider)	Computes the forward rate for the Ibor caplet/floorlet.
double	IborCapletFloorletPeriodAmounts.getAmount(IborCapletFloorletPeriod period)	Gets a double amount for the provided Ibor caplet/floorlet.
CurrencyAmount	IborCapletFloorletPeriodCurrencyAmounts.getAmount(IborCapletFloorletPeriod period)	Gets a currency amount for the provided Ibor caplet/floorlet.
double	VolatilityIborCapletFloorletPeriodPricer.impliedVolatility(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Computes the implied volatility of the Ibor caplet/floorlet.
CurrencyAmount	VolatilityIborCapletFloorletPeriodPricer.presentValue(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value of the Ibor caplet/floorlet period.
CurrencyAmount	VolatilityIborCapletFloorletPeriodPricer.presentValueDelta(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value delta of the Ibor caplet/floorlet period.
CurrencyAmount	VolatilityIborCapletFloorletPeriodPricer.presentValueGamma(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value gamma of the Ibor caplet/floorlet period.
PointSensitivityBuilder	SabrIborCapletFloorletPeriodPricer.presentValueSensitivityModelParamsSabr(IborCapletFloorletPeriod period, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value sensitivity to the SABR model parameters of the Ibor caplet/floorlet.
PointSensitivityBuilder	VolatilityIborCapletFloorletPeriodPricer.presentValueSensitivityModelParamsVolatility(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value volatility sensitivity of the Ibor caplet/floorlet.
PointSensitivityBuilder	VolatilityIborCapletFloorletPeriodPricer.presentValueSensitivityRates(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the Ibor caplet/floorlet.
PointSensitivityBuilder	SabrIborCapletFloorletPeriodPricer.presentValueSensitivityRatesStickyModel(IborCapletFloorletPeriod period, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value sensitivity of the Ibor caplet/floorlet to the rate curves.
CurrencyAmount	VolatilityIborCapletFloorletPeriodPricer.presentValueTheta(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value theta of the Ibor caplet/floorlet period.

Method parameters in com.opengamma.strata.pricer.capfloor with type arguments of type IborCapletFloorletPeriod

Modifier and Type	Method	Description
IborCapletFloorletPeriodAmounts.Builder	IborCapletFloorletPeriodAmounts.Builder.amounts(Map<IborCapletFloorletPeriod,Double> amounts)	Sets the map of Ibor caplet/floorlet periods to the double amount.
IborCapletFloorletPeriodCurrencyAmounts.Builder	IborCapletFloorletPeriodCurrencyAmounts.Builder.amounts(Map<IborCapletFloorletPeriod,CurrencyAmount> amounts)	Sets the map of Ibor caplet/floorlet periods to the currency amount.
static IborCapletFloorletPeriodAmounts	IborCapletFloorletPeriodAmounts.of(Map<IborCapletFloorletPeriod,Double> doubleMap)	Obtains an instance of double amounts.
static IborCapletFloorletPeriodCurrencyAmounts	IborCapletFloorletPeriodCurrencyAmounts.of(Map<IborCapletFloorletPeriod,CurrencyAmount> currencyAmountMap)	Obtains an instance of currency amounts.

Uses of IborCapletFloorletPeriod in com.opengamma.strata.product.capfloor

Methods in com.opengamma.strata.product.capfloor that return IborCapletFloorletPeriod

Modifier and Type	Method	Description
IborCapletFloorletPeriod	IborCapletFloorletPeriod.Builder.build()
IborCapletFloorletPeriod	ResolvedIborCapFloorLeg.getFinalPeriod()	Gets the final caplet/floorlet period.

Methods in com.opengamma.strata.product.capfloor that return types with arguments of type IborCapletFloorletPeriod

Modifier and Type	Method	Description
Class<? extends IborCapletFloorletPeriod>	IborCapletFloorletPeriod.Meta.beanType()
org.joda.beans.MetaProperty<ImmutableList<IborCapletFloorletPeriod>>	ResolvedIborCapFloorLeg.Meta.capletFloorletPeriods()	The meta-property for the capletFloorletPeriods property.
ImmutableList<IborCapletFloorletPeriod>	ResolvedIborCapFloorLeg.getCapletFloorletPeriods()	Gets the periodic payments based on the successive observed values of an Ibor index.

Methods in com.opengamma.strata.product.capfloor with parameters of type IborCapletFloorletPeriod

Modifier and Type	Method	Description
ResolvedIborCapFloorLeg.Builder	ResolvedIborCapFloorLeg.Builder.capletFloorletPeriods(IborCapletFloorletPeriod... capletFloorletPeriods)	Sets the capletFloorletPeriods property in the builder from an array of objects.

Method parameters in com.opengamma.strata.product.capfloor with type arguments of type IborCapletFloorletPeriod

Modifier and Type	Method	Description
ResolvedIborCapFloorLeg.Builder	ResolvedIborCapFloorLeg.Builder.capletFloorletPeriods(List<IborCapletFloorletPeriod> capletFloorletPeriods)	Sets the periodic payments based on the successive observed values of an Ibor index.