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

Packages that use OvernightInArrearsCapletFloorletPeriod

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 OvernightInArrearsCapletFloorletPeriod in com.opengamma.strata.pricer.capfloor

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

Modifier and Type	Method	Description
Pair<OvernightInArrearsCapletFloorletPeriod,OvernightInArrearsCapletFloorletPeriod>	VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer.vanillaOptionVerticalSpreadPair(OvernightInArrearsCapletFloorletBinaryPeriod binary)	Creates pair of vanilla caplet for binary caplet/floorlet pricing by call spread.
Pair<OvernightInArrearsCapletFloorletPeriod,OvernightInArrearsCapletFloorletPeriod>	VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer.vanillaOptionVerticalSpreadPair(OvernightInArrearsCapletFloorletBinaryPeriod 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 OvernightInArrearsCapletFloorletPeriod

Modifier and Type	Method	Description
CurrencyAmount	SabrOvernightInArrearsCapletFloorletPeriodPricer.presentValue(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)	Computes the present value in the SABR model with effective parameters.
CurrencyAmount	VolatilityOvernightInArrearsCapletFloorletPeriodPricer.presentValue(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value of the overnight in-arrears caplet/floorlet period.
PointSensitivityBuilder	SabrOvernightInArrearsCapletFloorletPeriodPricer.presentValueSensitivityModelParamsSabr(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)	Computes the present value sensitivity to the SABR model parameters.
PointSensitivityBuilder	VolatilityOvernightInArrearsCapletFloorletPeriodPricer.presentValueSensitivityModelParamsVolatility(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Computes the present value sensitivity to the volatilities.
PointSensitivityBuilder	SabrOvernightInArrearsCapletFloorletPeriodPricer.presentValueSensitivityRatesStickyModel(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)	Computes the present value sensitivity to the rate with "sticky SABR model parameters".
PointSensitivityBuilder	VolatilityOvernightInArrearsCapletFloorletPeriodPricer.presentValueSensitivityRatesStickyStrike(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Computes the present value sensitivity to the rate with a volatility "sticky strike".

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

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

Modifier and Type	Method	Description
OvernightInArrearsCapletFloorletPeriod	OvernightInArrearsCapletFloorletPeriod.Builder.build()

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

Modifier and Type	Method	Description
Class<? extends OvernightInArrearsCapletFloorletPeriod>	OvernightInArrearsCapletFloorletPeriod.Meta.beanType()