| Package | Description |
|---|---|
| com.opengamma.strata.market.cube | |
| com.opengamma.strata.market.model |
Market data related to pricing models.
|
| com.opengamma.strata.market.surface |
Definitions of surfaces.
|
| Modifier and Type | Field and Description |
|---|---|
static CubeInfoType<MoneynessType> |
CubeInfoType.MONEYNESS_TYPE
Key used to access information about the type of moneyness.
|
| Modifier and Type | Method and Description |
|---|---|
static MoneynessType |
MoneynessType.of(String name)
Obtains an instance from the specified name.
|
static MoneynessType |
MoneynessType.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static MoneynessType[] |
MoneynessType.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Modifier and Type | Field and Description |
|---|---|
static SurfaceInfoType<MoneynessType> |
SurfaceInfoType.MONEYNESS_TYPE
Key used to access information about the type of moneyness.
|
| Modifier and Type | Method and Description |
|---|---|
static SurfaceMetadata |
Surfaces.normalVolatilityByExpirySimpleMoneyness(String name,
DayCount dayCount,
MoneynessType moneynessType)
Creates metadata for a surface providing Normal expiry-simple moneyness volatility.
|
static SurfaceMetadata |
Surfaces.normalVolatilityByExpirySimpleMoneyness(SurfaceName name,
DayCount dayCount,
MoneynessType moneynessType)
Creates metadata for a surface providing Normal expiry-simple moneyness volatility.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.