Uses of Class
com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
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Packages that use ResolvedIborCapFloorTrade Package Description com.opengamma.strata.measure.capfloor Calculation functions for Ibor cap/floor products.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 ResolvedIborCapFloorTrade in com.opengamma.strata.measure.capfloor
Methods in com.opengamma.strata.measure.capfloor with parameters of type ResolvedIborCapFloorTrade Modifier and Type Method Description MultiCurrencyScenarioArrayIborCapFloorTradeCalculations. currencyExposure(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)Calculates currency exposure across one or more scenarios.MultiCurrencyAmountIborCapFloorTradeCalculations. currencyExposure(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates currency exposure for a single set of market data.MultiCurrencyScenarioArrayIborCapFloorTradeCalculations. currentCash(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)Calculates current cash across one or more scenarios.MultiCurrencyAmountIborCapFloorTradeCalculations. currentCash(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates current cash for a single set of market data.MultiCurrencyScenarioArrayIborCapFloorTradeCalculations. presentValue(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)Calculates present value across one or more scenarios.MultiCurrencyAmountIborCapFloorTradeCalculations. presentValue(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates present value for a single set of market data.ScenarioArray<CurrencyParameterSensitivities>IborCapFloorTradeCalculations. pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)Calculates present value sensitivity across one or more scenarios.CurrencyParameterSensitivitiesIborCapFloorTradeCalculations. pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates present value sensitivity for a single set of market data.MultiCurrencyScenarioArrayIborCapFloorTradeCalculations. pv01RatesCalibratedSum(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)Calculates present value sensitivity across one or more scenarios.MultiCurrencyAmountIborCapFloorTradeCalculations. pv01RatesCalibratedSum(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates present value sensitivity for a single set of market data.ScenarioArray<CurrencyParameterSensitivities>IborCapFloorTradeCalculations. pv01RatesMarketQuoteBucketed(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)Calculates present value sensitivity across one or more scenarios.CurrencyParameterSensitivitiesIborCapFloorTradeCalculations. pv01RatesMarketQuoteBucketed(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates present value sensitivity for a single set of market data.MultiCurrencyScenarioArrayIborCapFloorTradeCalculations. pv01RatesMarketQuoteSum(ResolvedIborCapFloorTrade trade, RatesMarketDataLookup ratesLookup, IborCapFloorMarketDataLookup capFloorLookup, ScenarioMarketData marketData)Calculates present value sensitivity across one or more scenarios.MultiCurrencyAmountIborCapFloorTradeCalculations. pv01RatesMarketQuoteSum(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates present value sensitivity for a single set of market data. -
Uses of ResolvedIborCapFloorTrade in com.opengamma.strata.pricer.capfloor
Methods in com.opengamma.strata.pricer.capfloor with parameters of type ResolvedIborCapFloorTrade Modifier and Type Method Description MultiCurrencyAmountVolatilityIborCapFloorTradePricer. currencyExposure(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates the currency exposure of the Ibor cap/floor trade.MultiCurrencyAmountVolatilityIborCapFloorTradePricer. currentCash(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates the current cash of the Ibor cap/floor trade.IborCapletFloorletPeriodAmountsVolatilityIborCapFloorTradePricer. forwardRates(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider)Calculates the forward rates for each caplet/floorlet of the Ibor cap/floor trade.IborCapletFloorletPeriodAmountsVolatilityIborCapFloorTradePricer. impliedVolatilities(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates the implied volatilities for each caplet/floorlet of the Ibor cap/floor trade.MultiCurrencyAmountVolatilityIborCapFloorTradePricer. presentValue(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates the present value of the Ibor cap/floor trade.IborCapletFloorletPeriodCurrencyAmountsVolatilityIborCapFloorTradePricer. presentValueCapletFloorletPeriods(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates the present value for each caplet/floorlet of the Ibor cap/floor trade.PointSensitivityBuilderSabrIborCapFloorTradePricer. presentValueSensitivityModelParamsSabr(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)Calculates the present value volatility sensitivity of the Ibor cap/floor trade.PointSensitivityBuilderVolatilityIborCapFloorTradePricer. presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates the present value volatility sensitivity of the Ibor cap/floor product.PointSensitivitiesVolatilityIborCapFloorTradePricer. presentValueSensitivityRates(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)Calculates the present value rates sensitivity of the Ibor cap/floor trade.PointSensitivitiesSabrIborCapFloorTradePricer. presentValueSensitivityRatesStickyModel(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, SabrIborCapletFloorletVolatilities volatilities)Calculates the present value rates sensitivity of the Ibor cap/floor trade. -
Uses of ResolvedIborCapFloorTrade in com.opengamma.strata.product.capfloor
Methods in com.opengamma.strata.product.capfloor that return ResolvedIborCapFloorTrade Modifier and Type Method Description ResolvedIborCapFloorTradeResolvedIborCapFloorTrade.Builder. build()ResolvedIborCapFloorTradeIborCapFloorTrade. resolve(ReferenceData refData)Methods in com.opengamma.strata.product.capfloor that return types with arguments of type ResolvedIborCapFloorTrade Modifier and Type Method Description Class<? extends ResolvedIborCapFloorTrade>ResolvedIborCapFloorTrade.Meta. beanType()
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