Uses of Class
com.opengamma.strata.product.index.ResolvedIborFutureOption

Packages that use ResolvedIborFutureOption

Package	Description
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.

Uses of ResolvedIborFutureOption in com.opengamma.strata.pricer.index

Methods in com.opengamma.strata.pricer.index with parameters of type ResolvedIborFutureOption

Modifier and Type	Method	Description
double	NormalIborFutureOptionMarginedProductPricer.deltaStickyStrike(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities)	Calculates the delta of the Ibor future option product.
double	NormalIborFutureOptionMarginedProductPricer.deltaStickyStrike(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities, double futurePrice)	Calculates the delta of the Ibor future option product based on the price of the underlying future.
double	NormalIborFutureOptionMarginedProductPricer.price(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities)	Calculates the price of the Ibor future option product.
double	NormalIborFutureOptionMarginedProductPricer.price(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities, double futurePrice)	Calculates the price of the Ibor future option product based on the price of the underlying future.
IborFutureOptionSensitivity	NormalIborFutureOptionMarginedProductPricer.priceSensitivityModelParamsVolatility(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities)	Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option.
IborFutureOptionSensitivity	NormalIborFutureOptionMarginedProductPricer.priceSensitivityModelParamsVolatility(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities, double futurePrice)	Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option based on the price of the underlying future.
PointSensitivities	NormalIborFutureOptionMarginedProductPricer.priceSensitivityRatesStickyStrike(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities)	Calculates the price sensitivity of the Ibor future option product based on curves.
PointSensitivities	NormalIborFutureOptionMarginedProductPricer.priceSensitivityRatesStickyStrike(ResolvedIborFutureOption futureOption, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities, double futurePrice)	Calculates the price sensitivity of the Ibor future option product based on the price of the underlying future.

Uses of ResolvedIborFutureOption in com.opengamma.strata.product.index

Methods in com.opengamma.strata.product.index that return ResolvedIborFutureOption

Modifier and Type	Method	Description
ResolvedIborFutureOption	ResolvedIborFutureOption.Builder.build()
ResolvedIborFutureOption	ResolvedIborFutureOptionTrade.getProduct()	Gets the option that was traded.
ResolvedIborFutureOption	IborFutureOption.resolve(ReferenceData refData)

Methods in com.opengamma.strata.product.index that return types with arguments of type ResolvedIborFutureOption

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

Methods in com.opengamma.strata.product.index with parameters of type ResolvedIborFutureOption

Modifier and Type	Method	Description
ResolvedIborFutureOptionTrade.Builder	ResolvedIborFutureOptionTrade.Builder.product(ResolvedIborFutureOption product)	Sets the option that was traded.