| Package | Description |
|---|---|
| com.opengamma.strata.measure.fxopt |
Calculation functions for FX option products.
|
| Modifier and Type | Method and Description |
|---|---|
static FxOptionVolatilitiesNode.Builder |
FxOptionVolatilitiesNode.builder()
Returns a builder used to create an instance of the bean.
|
FxOptionVolatilitiesNode.Builder |
FxOptionVolatilitiesNode.Meta.builder() |
FxOptionVolatilitiesNode.Builder |
FxOptionVolatilitiesNode.Builder.businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the delivery date.
|
FxOptionVolatilitiesNode.Builder |
FxOptionVolatilitiesNode.Builder.currencyPair(CurrencyPair currencyPair)
Sets the currency pair.
|
FxOptionVolatilitiesNode.Builder |
FxOptionVolatilitiesNode.Builder.expiryDateOffset(DaysAdjustment expiryDateOffset)
Sets the offset of the expiry date from the delivery date.
|
FxOptionVolatilitiesNode.Builder |
FxOptionVolatilitiesNode.Builder.label(String label)
Sets the label to use for the node.
|
FxOptionVolatilitiesNode.Builder |
FxOptionVolatilitiesNode.Builder.quoteId(QuoteId quoteId)
Sets the quote ID.
|
FxOptionVolatilitiesNode.Builder |
FxOptionVolatilitiesNode.Builder.quoteValueType(ValueType quoteValueType)
Sets the value type of the quote.
|
FxOptionVolatilitiesNode.Builder |
FxOptionVolatilitiesNode.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
FxOptionVolatilitiesNode.Builder |
FxOptionVolatilitiesNode.Builder.set(String propertyName,
Object newValue) |
FxOptionVolatilitiesNode.Builder |
FxOptionVolatilitiesNode.Builder.spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the valuation date.
|
FxOptionVolatilitiesNode.Builder |
FxOptionVolatilitiesNode.Builder.strike(Strike strike)
Sets the strike.
|
FxOptionVolatilitiesNode.Builder |
FxOptionVolatilitiesNode.Builder.tenor(Tenor tenor)
Sets the tenor.
|
FxOptionVolatilitiesNode.Builder |
FxOptionVolatilitiesNode.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.