| Package | Description |
|---|---|
| com.opengamma.strata.pricer.swaption |
Calculators for swaptions.
|
| Modifier and Type | Method and Description |
|---|---|
static NormalSwaptionExpiryTenorStrikeVolatilities |
NormalSwaptionExpiryTenorStrikeVolatilities.of(FixedFloatSwapConvention convention,
ZonedDateTime valuationDateTime,
Cube cube)
Obtains an instance from the implied volatility cube and the date-time for which it is valid.
|
NormalSwaptionExpiryTenorStrikeVolatilities |
NormalSwaptionExpiryTenorStrikeVolatilities.withParameter(int parameterIndex,
double newValue) |
NormalSwaptionExpiryTenorStrikeVolatilities |
NormalSwaptionExpiryTenorStrikeVolatilities.withPerturbation(ParameterPerturbation perturbation) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends NormalSwaptionExpiryTenorStrikeVolatilities> |
NormalSwaptionExpiryTenorStrikeVolatilities.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends NormalSwaptionExpiryTenorStrikeVolatilities> |
NormalSwaptionExpiryTenorStrikeVolatilities.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.