| Package | Description |
|---|---|
| com.opengamma.strata.market.surface |
Definitions of surfaces.
|
| Modifier and Type | Method and Description |
|---|---|
default SurfaceName |
Surface.getName()
Gets the surface name.
|
SurfaceName |
SurfaceMetadata.getSurfaceName()
Gets the surface name.
|
SurfaceName |
DefaultSurfaceMetadata.getSurfaceName()
Gets the surface name.
|
static SurfaceName |
SurfaceName.of(String name)
Obtains an instance from the specified name.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<SurfaceName> |
DefaultSurfaceMetadata.Meta.surfaceName()
The meta-property for the
surfaceName property. |
| Modifier and Type | Method and Description |
|---|---|
static SurfaceMetadata |
Surfaces.blackVolatilityByExpiryLogMoneyness(SurfaceName name,
DayCount dayCount)
Creates metadata for a surface providing Black expiry-log moneyness volatility.
|
static SurfaceMetadata |
Surfaces.blackVolatilityByExpiryStrike(SurfaceName name,
DayCount dayCount)
Creates metadata for a surface providing Black expiry-strike volatility.
|
static SurfaceMetadata |
Surfaces.blackVolatilityByExpiryTenor(SurfaceName name,
DayCount dayCount)
Creates metadata for a surface providing Black expiry-tenor volatility.
|
static SurfaceMetadata |
Surfaces.normalVolatilityByExpirySimpleMoneyness(SurfaceName name,
DayCount dayCount,
MoneynessType moneynessType)
Creates metadata for a surface providing Normal expiry-simple moneyness volatility.
|
static SurfaceMetadata |
Surfaces.normalVolatilityByExpiryStrike(SurfaceName name,
DayCount dayCount)
Creates metadata for a surface providing Normal expiry-strike volatility.
|
static SurfaceMetadata |
Surfaces.normalVolatilityByExpiryTenor(SurfaceName name,
DayCount dayCount)
Creates metadata for a surface providing Normal expiry-tenor volatility.
|
static DefaultSurfaceMetadata |
DefaultSurfaceMetadata.of(SurfaceName name)
Creates the metadata.
|
static ConstantSurface |
ConstantSurface.of(SurfaceName name,
double zValue)
Creates a constant surface with a specific value.
|
static SurfaceMetadata |
Surfaces.sabrParameterByExpiryTenor(SurfaceName name,
DayCount dayCount,
ValueType zType)
Creates metadata for a surface providing a SABR expiry-tenor parameter.
|
DefaultSurfaceMetadataBuilder |
DefaultSurfaceMetadataBuilder.surfaceName(SurfaceName surfaceName)
Sets the surface name.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.