Uses of Interface
com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup

Packages that use IborFutureOptionMarketDataLookup

Package	Description
com.opengamma.strata.measure.index	Calculation functions for index products.

Uses of IborFutureOptionMarketDataLookup in com.opengamma.strata.measure.index

Methods in com.opengamma.strata.measure.index that return IborFutureOptionMarketDataLookup

Modifier and Type	Method and Description
IborFutureOptionMarketDataLookup	IborFutureOptionScenarioMarketData.getLookup() Gets the lookup that provides access to Ibor future option volatilities.
IborFutureOptionMarketDataLookup	IborFutureOptionMarketData.getLookup() Gets the lookup that provides access to Ibor future option volatilities.
static IborFutureOptionMarketDataLookup	IborFutureOptionMarketDataLookup.of(IborIndex index, IborFutureOptionVolatilitiesId volatilityId) Obtains an instance based on a single mapping from index to volatility identifier.
static IborFutureOptionMarketDataLookup	IborFutureOptionMarketDataLookup.of(Map<IborIndex,IborFutureOptionVolatilitiesId> volatilityIds) Obtains an instance based on a map of volatility identifiers.

Methods in com.opengamma.strata.measure.index with parameters of type IborFutureOptionMarketDataLookup

Modifier and Type	Method and Description
CurrencyScenarioArray	IborFutureOptionTradeCalculations.presentValue(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData) Calculates present value across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	IborFutureOptionTradeCalculations.pv01CalibratedBucketed(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData) Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	IborFutureOptionTradeCalculations.pv01CalibratedSum(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData) Calculates present value sensitivity across one or more scenarios.
ScenarioArray<CurrencyParameterSensitivities>	IborFutureOptionTradeCalculations.pv01MarketQuoteBucketed(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData) Calculates present value sensitivity across one or more scenarios.
MultiCurrencyScenarioArray	IborFutureOptionTradeCalculations.pv01MarketQuoteSum(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData) Calculates present value sensitivity across one or more scenarios.
DoubleScenarioArray	IborFutureOptionTradeCalculations.unitPrice(ResolvedIborFutureOptionTrade trade, RatesMarketDataLookup ratesLookup, IborFutureOptionMarketDataLookup optionLookup, ScenarioMarketData marketData) Calculates unit price across one or more scenarios.