| Package | Description |
|---|---|
| com.opengamma.strata.measure.fxopt |
Calculation functions for FX option products.
|
| Modifier and Type | Method and Description |
|---|---|
FxOptionVolatilitiesNode |
FxOptionVolatilitiesNode.Builder.build() |
static FxOptionVolatilitiesNode |
FxOptionVolatilitiesNode.of(CurrencyPair currencyPair,
DaysAdjustment spotDateOffset,
BusinessDayAdjustment businessDayAdjustment,
ValueType quoteValueType,
QuoteId quoteId,
Tenor tenor,
Strike strike)
Creates an instance.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends FxOptionVolatilitiesNode> |
FxOptionVolatilitiesNode.Meta.beanType() |
ImmutableList<FxOptionVolatilitiesNode> |
FxOptionVolatilitiesSpecification.getNodes()
Gets the volatilities nodes.
|
ImmutableList<FxOptionVolatilitiesNode> |
BlackFxOptionSmileVolatilitiesSpecification.getNodes()
Gets the nodes in the FX option volatilities.
|
ImmutableList<FxOptionVolatilitiesNode> |
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.getNodes()
Gets the nodes.
|
org.joda.beans.MetaProperty<ImmutableList<FxOptionVolatilitiesNode>> |
BlackFxOptionSmileVolatilitiesSpecification.Meta.nodes()
The meta-property for the
nodes property. |
org.joda.beans.MetaProperty<ImmutableList<FxOptionVolatilitiesNode>> |
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta.nodes()
The meta-property for the
nodes property. |
| Modifier and Type | Method and Description |
|---|---|
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.Builder.nodes(FxOptionVolatilitiesNode... nodes)
Sets the
nodes property in the builder
from an array of objects. |
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder |
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder.nodes(FxOptionVolatilitiesNode... nodes)
Sets the
nodes property in the builder
from an array of objects. |
| Modifier and Type | Method and Description |
|---|---|
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.Builder.nodes(List<FxOptionVolatilitiesNode> nodes)
Sets the nodes in the FX option volatilities.
|
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder |
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder.nodes(List<FxOptionVolatilitiesNode> nodes)
Sets the nodes.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.