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

Packages that use ResolvedIborCapFloorLeg

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 ResolvedIborCapFloorLeg in com.opengamma.strata.pricer.capfloor

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

Modifier and Type	Method	Description
CurrencyAmount	VolatilityIborCapFloorLegPricer.currentCash(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the current cash of the Ibor cap/floor leg.
IborCapletFloorletPeriodAmounts	VolatilityIborCapFloorLegPricer.forwardRates(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider)	Calculates the forward rates for each caplet/floorlet of the Ibor cap/floor leg.
IborCapletFloorletPeriodAmounts	VolatilityIborCapFloorLegPricer.impliedVolatilities(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the implied volatilities for each caplet/floorlet of the Ibor cap/floor leg.
CurrencyAmount	VolatilityIborCapFloorLegPricer.presentValue(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value of the Ibor cap/floor leg.
IborCapletFloorletPeriodCurrencyAmounts	VolatilityIborCapFloorLegPricer.presentValueCapletFloorletPeriods(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value for each caplet/floorlet of the Ibor cap/floor leg.
CurrencyAmount	VolatilityIborCapFloorLegPricer.presentValueDelta(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value delta of the Ibor cap/floor leg.
CurrencyAmount	VolatilityIborCapFloorLegPricer.presentValueGamma(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value gamma of the Ibor cap/floor leg.
PointSensitivityBuilder	SabrIborCapFloorLegPricer.presentValueSensitivityModelParamsSabr(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value sensitivity to the SABR model parameters of the Ibor cap/floor.
PointSensitivityBuilder	VolatilityIborCapFloorLegPricer.presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value volatility sensitivity of the Ibor cap/floor leg.
PointSensitivityBuilder	VolatilityIborCapFloorLegPricer.presentValueSensitivityRates(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value rates sensitivity of the Ibor cap/floor leg.
PointSensitivityBuilder	SabrIborCapFloorLegPricer.presentValueSensitivityRatesStickyModel(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)	Calculates the present value sensitivity of the Ibor cap/floor leg to the rate curves.
CurrencyAmount	VolatilityIborCapFloorLegPricer.presentValueTheta(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value theta of the Ibor cap/floor leg.

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

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

Modifier and Type	Method	Description
ResolvedIborCapFloorLeg	ResolvedIborCapFloorLeg.Builder.build()
ResolvedIborCapFloorLeg	ResolvedIborCapFloor.getCapFloorLeg()	Gets the Ibor cap/floor leg of the product.
ResolvedIborCapFloorLeg	IborCapFloorLeg.resolve(ReferenceData refData)

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

Modifier and Type	Method	Description
Class<? extends ResolvedIborCapFloorLeg>	ResolvedIborCapFloorLeg.Meta.beanType()
org.joda.beans.MetaProperty<ResolvedIborCapFloorLeg>	ResolvedIborCapFloor.Meta.capFloorLeg()	The meta-property for the capFloorLeg property.

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

Modifier and Type	Method	Description
static ResolvedIborCapFloor	ResolvedIborCapFloor.of(ResolvedIborCapFloorLeg capFloorLeg)	Obtains an instance from a cap/floor leg with no pay leg.
static ResolvedIborCapFloor	ResolvedIborCapFloor.of(ResolvedIborCapFloorLeg capFloorLeg, ResolvedSwapLeg payLeg)	Obtains an instance from a cap/floor leg and a pay leg.