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

Packages that use ResolvedSwaptionTrade

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

Uses of ResolvedSwaptionTrade in com.opengamma.strata.measure.swaption

Methods in com.opengamma.strata.measure.swaption with parameters of type ResolvedSwaptionTrade

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	SwaptionTradeCalculations.currencyExposure(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyAmount	SwaptionTradeCalculations.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates currency exposure for a single set of market data.
CurrencyScenarioArray	SwaptionTradeCalculations.currentCash(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyAmount	SwaptionTradeCalculations.currentCash(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates current cash for a single set of market data.
CurrencyScenarioArray	SwaptionTradeCalculations.presentValue(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyAmount	SwaptionTradeCalculations.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	SwaptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	SwaptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	SwaptionTradeCalculations.pv01RatesCalibratedSum(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	SwaptionTradeCalculations.pv01RatesCalibratedSum(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	SwaptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	SwaptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	SwaptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	SwaptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	SwaptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedSwaptionTrade trade, RatesMarketDataLookup ratesLookup, SwaptionMarketDataLookup swaptionLookup, ScenarioMarketData marketData)	Calculates present value vega sensitivity across one or more scenarios.
CurrencyParameterSensitivities	SwaptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value vega sensitivity for a single set of market data.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	BlackSwaptionTradePricer.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, BlackSwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption trade.
MultiCurrencyAmount	HullWhiteSwaptionPhysicalTradePricer.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Computes the currency exposure of the swaption trade.
MultiCurrencyAmount	NormalSwaptionTradePricer.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, NormalSwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption trade.
MultiCurrencyAmount	SabrSwaptionTradePricer.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption trade.
MultiCurrencyAmount	VolatilitySwaptionTradePricer.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption trade.
CurrencyAmount	BlackSwaptionTradePricer.currentCash(ResolvedSwaptionTrade trade, LocalDate valuationDate)	Calculates the current cash of the swaption trade.
CurrencyAmount	HullWhiteSwaptionPhysicalTradePricer.currentCash(ResolvedSwaptionTrade trade, LocalDate valuationDate)	Calculates the current cash of the swaption trade.
CurrencyAmount	NormalSwaptionTradePricer.currentCash(ResolvedSwaptionTrade trade, LocalDate valuationDate)	Calculates the current cash of the swaption trade.
CurrencyAmount	SabrSwaptionTradePricer.currentCash(ResolvedSwaptionTrade trade, LocalDate valuationDate)	Calculates the current cash of the swaption trade.
CurrencyAmount	VolatilitySwaptionTradePricer.currentCash(ResolvedSwaptionTrade trade, LocalDate valuationDate)	Calculates the current cash of the swaption trade.
double	BlackSwaptionTradePricer.forwardRate(ResolvedSwaptionTrade swaptionTrade, RatesProvider ratesProvider)	Provides the forward rate.
double	NormalSwaptionTradePricer.forwardRate(ResolvedSwaptionTrade swaptionTrade, RatesProvider ratesProvider)	Provides the forward rate.
double	SabrSwaptionTradePricer.forwardRate(ResolvedSwaptionTrade swaptionTrade, RatesProvider ratesProvider)	Provides the forward rate.
double	VolatilitySwaptionTradePricer.forwardRate(ResolvedSwaptionTrade swaptionTrade, RatesProvider ratesProvider)	Provides the forward rate.
double	BlackSwaptionTradePricer.impliedVolatility(ResolvedSwaptionTrade swaptionTrade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the implied volatility of the swaption.
double	NormalSwaptionTradePricer.impliedVolatility(ResolvedSwaptionTrade swaptionTrade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the implied volatility of the swaption.
double	SabrSwaptionTradePricer.impliedVolatility(ResolvedSwaptionTrade swaptionTrade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the implied volatility of the swaption.
double	VolatilitySwaptionTradePricer.impliedVolatility(ResolvedSwaptionTrade swaptionTrade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the implied volatility of the swaption.
CurrencyAmount	BlackSwaptionTradePricer.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, BlackSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption trade.
CurrencyAmount	HullWhiteSwaptionPhysicalTradePricer.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value of the swaption trade.
CurrencyAmount	NormalSwaptionTradePricer.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, NormalSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption trade.
CurrencyAmount	SabrSwaptionTradePricer.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption trade.
CurrencyAmount	VolatilitySwaptionTradePricer.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption trade.
DoubleArray	HullWhiteSwaptionPhysicalTradePricer.presentValueSensitivityModelParamsHullWhite(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value sensitivity piecewise constant volatility parameters of the Hull-White model.
PointSensitivities	SabrSwaptionTradePricer.presentValueSensitivityModelParamsSabr(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters of the swaption trade.
PointSensitivities	BlackSwaptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, BlackSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption trade.
PointSensitivities	NormalSwaptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, NormalSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption trade.
PointSensitivities	SabrSwaptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption trade.
PointSensitivities	VolatilitySwaptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the implied volatility of the swaption trade.
PointSensitivities	HullWhiteSwaptionPhysicalTradePricer.presentValueSensitivityRates(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value sensitivity of the swaption product.
PointSensitivities	SabrSwaptionTradePricer.presentValueSensitivityRatesStickyModel(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption trade to the rate curves.
PointSensitivities	BlackSwaptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, BlackSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption trade to the rate curves.
PointSensitivities	NormalSwaptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, NormalSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption trade to the rate curves.
PointSensitivities	SabrSwaptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption trade to the rate curves.
PointSensitivities	VolatilitySwaptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity of the swaption to the rate curves.

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

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

Modifier and Type	Method	Description
ResolvedSwaptionTrade	ResolvedSwaptionTrade.Builder.build()
static ResolvedSwaptionTrade	ResolvedSwaptionTrade.of(TradeInfo info, ResolvedSwaption product, Payment premium)	Obtains an instance of a resolved Swaption trade.
ResolvedSwaptionTrade	SwaptionTrade.resolve(ReferenceData refData)

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

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