Uses of Class
com.opengamma.strata.product.swaption.ResolvedSwaption

Packages that use ResolvedSwaption

Package	Description
com.opengamma.strata.pricer.swaption	Calculators for swaptions.
com.opengamma.strata.product.swaption	Entity objects describing options on swaps, known as swaptions.

Uses of ResolvedSwaption in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption with parameters of type ResolvedSwaption

Modifier and Type	Method	Description
protected double	VolatilitySwaptionCashParYieldProductPricer.calculateNumeraire(ResolvedSwaption swaption, ResolvedSwapLeg fixedLeg, double forward, RatesProvider ratesProvider)	Calculates the numeraire, used to multiply the results.
MultiCurrencyAmount	HullWhiteSwaptionPhysicalProductPricer.currencyExposure(ResolvedSwaption swaption, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the currency exposure of the swaption product.
MultiCurrencyAmount	VolatilitySwaptionCashParYieldProductPricer.currencyExposure(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption.
MultiCurrencyAmount	VolatilitySwaptionPhysicalProductPricer.currencyExposure(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption.
MultiCurrencyAmount	VolatilitySwaptionProductPricer.currencyExposure(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption.
double	VolatilitySwaptionCashParYieldProductPricer.forwardRate(ResolvedSwaption swaption, RatesProvider ratesProvider)	Provides the forward rate.
double	VolatilitySwaptionPhysicalProductPricer.forwardRate(ResolvedSwaption swaption, RatesProvider ratesProvider)	Provides the forward rate.
double	VolatilitySwaptionProductPricer.forwardRate(ResolvedSwaption swaption, RatesProvider ratesProvider)	Provides the forward rate.
double	VolatilitySwaptionCashParYieldProductPricer.impliedVolatility(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the implied volatility of the swaption.
double	VolatilitySwaptionPhysicalProductPricer.impliedVolatility(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the implied volatility of the swaption.
double	VolatilitySwaptionProductPricer.impliedVolatility(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the implied volatility of the swaption.
double	NormalSwaptionCashParYieldProductPricer.impliedVolatilityFromPresentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, DayCount dayCount, double presentValue)	Computes the implied normal volatility from the present value of a swaption.
double	NormalSwaptionPhysicalProductPricer.impliedVolatilityFromPresentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, DayCount dayCount, double presentValue)	Computes the implied normal volatility from the present value of a swaption.
CurrencyAmount	HullWhiteSwaptionPhysicalProductPricer.presentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value of the swaption product.
CurrencyAmount	VolatilitySwaptionCashParYieldProductPricer.presentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
CurrencyAmount	VolatilitySwaptionPhysicalProductPricer.presentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
CurrencyAmount	VolatilitySwaptionProductPricer.presentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
CurrencyAmount	VolatilitySwaptionCashParYieldProductPricer.presentValueDelta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value delta of the swaption.
CurrencyAmount	VolatilitySwaptionPhysicalProductPricer.presentValueDelta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value delta of the swaption.
CurrencyAmount	VolatilitySwaptionProductPricer.presentValueDelta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value delta of the swaption.
CurrencyAmount	VolatilitySwaptionCashParYieldProductPricer.presentValueGamma(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value gamma of the swaption.
CurrencyAmount	VolatilitySwaptionPhysicalProductPricer.presentValueGamma(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value gamma of the swaption.
CurrencyAmount	VolatilitySwaptionProductPricer.presentValueGamma(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value gamma of the swaption.
DoubleArray	HullWhiteSwaptionPhysicalProductPricer.presentValueSensitivityModelParamsHullWhite(ResolvedSwaption swaption, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
PointSensitivityBuilder	SabrSwaptionCashParYieldProductPricer.presentValueSensitivityModelParamsSabr(ResolvedSwaption swaption, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters of the swaption product.
PointSensitivityBuilder	SabrSwaptionPhysicalProductPricer.presentValueSensitivityModelParamsSabr(ResolvedSwaption swaption, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters of the swaption product.
SwaptionSensitivity	VolatilitySwaptionCashParYieldProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption.
SwaptionSensitivity	VolatilitySwaptionPhysicalProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption.
SwaptionSensitivity	VolatilitySwaptionProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption.
PointSensitivityBuilder	HullWhiteSwaptionPhysicalProductPricer.presentValueSensitivityRates(ResolvedSwaption swaption, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value sensitivity of the swaption product.
PointSensitivityBuilder	SabrSwaptionCashParYieldProductPricer.presentValueSensitivityRatesStickyModel(ResolvedSwaption swaption, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption product to the rate curves.
PointSensitivityBuilder	SabrSwaptionPhysicalProductPricer.presentValueSensitivityRatesStickyModel(ResolvedSwaption swaption, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption product to the rate curves.
PointSensitivityBuilder	VolatilitySwaptionCashParYieldProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption to the rate curves.
PointSensitivityBuilder	VolatilitySwaptionPhysicalProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption to the rate curves.
PointSensitivityBuilder	VolatilitySwaptionProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption to the rate curves.
CurrencyAmount	VolatilitySwaptionCashParYieldProductPricer.presentValueTheta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
CurrencyAmount	VolatilitySwaptionPhysicalProductPricer.presentValueTheta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
CurrencyAmount	VolatilitySwaptionProductPricer.presentValueTheta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
protected void	VolatilitySwaptionCashParYieldProductPricer.validate(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Validates that the rates and volatilities providers are coherent and that the swaption is single currency cash par-yield.
protected void	VolatilitySwaptionPhysicalProductPricer.validate(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Validates that the rates and volatilities providers are coherent and that the swaption is single currency physical.
protected void	VolatilitySwaptionCashParYieldProductPricer.validateSwaption(ResolvedSwaption swaption)	Validates that the swaption is single currency cash par-yield.
protected void	VolatilitySwaptionPhysicalProductPricer.validateSwaption(ResolvedSwaption swaption)	Validates that the swaption is single currency physical.

Uses of ResolvedSwaption in com.opengamma.strata.product.swaption

Methods in com.opengamma.strata.product.swaption that return ResolvedSwaption

Modifier and Type	Method	Description
ResolvedSwaption	ResolvedSwaption.Builder.build()
ResolvedSwaption	ResolvedSwaptionTrade.getProduct()	Gets the resolved Swaption product.
ResolvedSwaption	Swaption.resolve(ReferenceData refData)

Methods in com.opengamma.strata.product.swaption that return types with arguments of type ResolvedSwaption

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

Methods in com.opengamma.strata.product.swaption with parameters of type ResolvedSwaption

Modifier and Type	Method	Description
static ResolvedSwaptionTrade	ResolvedSwaptionTrade.of(TradeInfo info, ResolvedSwaption product, Payment premium)	Obtains an instance of a resolved Swaption trade.
ResolvedSwaptionTrade.Builder	ResolvedSwaptionTrade.Builder.product(ResolvedSwaption product)	Sets the resolved Swaption product.