Uses of Class
com.opengamma.strata.product.capfloor.OvernightInArrearsCapletFloorletBinaryPeriod
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Packages that use OvernightInArrearsCapletFloorletBinaryPeriod 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 OvernightInArrearsCapletFloorletBinaryPeriod in com.opengamma.strata.pricer.capfloor
Methods in com.opengamma.strata.pricer.capfloor with parameters of type OvernightInArrearsCapletFloorletBinaryPeriod Modifier and Type Method Description CurrencyAmountVerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer. presentValue(OvernightInArrearsCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)Calculates the present value of the binary caplet/floorlet period.PointSensitivityBuilderVerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer. presentValueSensitivityModelParamsSabr(OvernightInArrearsCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)Calculates the present value sensitivity to model parameters of the binary caplet/floorlet period.PointSensitivityBuilderVerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer. presentValueSensitivityRatesStickyModel(OvernightInArrearsCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)Calculates the present value rates sensitivity of the binary caplet/floorlet period.Pair<OvernightInArrearsCapletFloorletPeriod,OvernightInArrearsCapletFloorletPeriod>VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer. vanillaOptionVerticalSpreadPair(OvernightInArrearsCapletFloorletBinaryPeriod binary)Creates pair of vanilla caplet for binary caplet/floorlet pricing by call spread. -
Uses of OvernightInArrearsCapletFloorletBinaryPeriod in com.opengamma.strata.product.capfloor
Methods in com.opengamma.strata.product.capfloor that return OvernightInArrearsCapletFloorletBinaryPeriod Modifier and Type Method Description OvernightInArrearsCapletFloorletBinaryPeriodOvernightInArrearsCapletFloorletBinaryPeriod.Builder. build()Methods in com.opengamma.strata.product.capfloor that return types with arguments of type OvernightInArrearsCapletFloorletBinaryPeriod Modifier and Type Method Description Class<? extends OvernightInArrearsCapletFloorletBinaryPeriod>OvernightInArrearsCapletFloorletBinaryPeriod.Meta. beanType()
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