| Package | Description |
|---|---|
| com.opengamma.strata.measure.index |
Calculation functions for index products.
|
| Modifier and Type | Method and Description |
|---|---|
OvernightFutureOptionMarketDataLookup |
OvernightFutureOptionScenarioMarketData.getLookup()
Gets the lookup that provides access to Overnight future option volatilities.
|
OvernightFutureOptionMarketDataLookup |
OvernightFutureOptionMarketData.getLookup()
Gets the lookup that provides access to Overnight future option volatilities.
|
static OvernightFutureOptionMarketDataLookup |
OvernightFutureOptionMarketDataLookup.of(Map<OvernightIndex,OvernightFutureOptionVolatilitiesId> volatilityIds)
Obtains an instance based on a map of volatility identifiers.
|
static OvernightFutureOptionMarketDataLookup |
OvernightFutureOptionMarketDataLookup.of(OvernightIndex index,
OvernightFutureOptionVolatilitiesId volatilityId)
Obtains an instance based on a single mapping from index to volatility identifier.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.