| Package | Description |
|---|---|
| com.opengamma.strata.measure.fxopt |
Calculation functions for FX option products.
|
| Modifier and Type | Class and Description |
|---|---|
class |
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
The specification of how to build FX option volatilities.
|
class |
BlackFxOptionSmileVolatilitiesSpecification
The specification of how to build FX option volatilities.
|
| Modifier and Type | Method and Description |
|---|---|
FxOptionVolatilitiesSpecification |
FxOptionVolatilitiesDefinition.getSpecification()
Gets the FX option volatility specification.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<FxOptionVolatilitiesSpecification> |
FxOptionVolatilitiesDefinition.Meta.specification()
The meta-property for the
specification property. |
| Modifier and Type | Method and Description |
|---|---|
static FxOptionVolatilitiesDefinition |
FxOptionVolatilitiesDefinition.of(FxOptionVolatilitiesSpecification specification)
Obtains an instance.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.