| Package | Description |
|---|---|
| com.opengamma.strata.measure.fxopt |
Calculation functions for FX option products.
|
| Modifier and Type | Method and Description |
|---|---|
static BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.builder()
Returns a builder used to create an instance of the bean.
|
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.Meta.builder() |
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.Builder.currencyPair(CurrencyPair currencyPair)
Sets the currency pair that the volatilities are for.
|
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.Builder.dayCount(DayCount dayCount)
Sets the day count convention used for the expiry.
|
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.Builder.name(FxOptionVolatilitiesName name)
Sets the name of the volatilities.
|
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.Builder.nodes(FxOptionVolatilitiesNode... nodes)
Sets the
nodes property in the builder
from an array of objects. |
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.Builder.nodes(List<FxOptionVolatilitiesNode> nodes)
Sets the nodes in the FX option volatilities.
|
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.Builder.set(String propertyName,
Object newValue) |
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.Builder.strikeExtrapolatorLeft(CurveExtrapolator strikeExtrapolatorLeft)
Sets the left extrapolator used in the strike dimension.
|
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.Builder.strikeExtrapolatorRight(CurveExtrapolator strikeExtrapolatorRight)
Sets the right extrapolator used in the strike dimension.
|
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.Builder.strikeInterpolator(CurveInterpolator strikeInterpolator)
Sets the interpolator used in the strike dimension.
|
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.Builder.timeExtrapolatorLeft(CurveExtrapolator timeExtrapolatorLeft)
Sets the left extrapolator used in the time dimension.
|
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.Builder.timeExtrapolatorRight(CurveExtrapolator timeExtrapolatorRight)
Sets the right extrapolator used in the time dimension.
|
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.Builder.timeInterpolator(CurveInterpolator timeInterpolator)
Sets the interpolator used in the time dimension.
|
BlackFxOptionSmileVolatilitiesSpecification.Builder |
BlackFxOptionSmileVolatilitiesSpecification.toBuilder()
Returns a builder that allows this bean to be mutated.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.