public interface BlackFxOptionVolatilities extends FxOptionVolatilities
Modifier and Type | Method and Description |
---|---|
default ValueType |
getVolatilityType()
Gets the type of volatility returned by the
FxOptionVolatilities.volatility(com.opengamma.strata.basics.currency.CurrencyPair, java.time.ZonedDateTime, double, double) method. |
BlackFxOptionVolatilities |
withParameter(int parameterIndex,
double newValue) |
BlackFxOptionVolatilities |
withPerturbation(ParameterPerturbation perturbation) |
getCurrencyPair, getName, getValuationDate, getValuationDateTime, parameterSensitivity, parameterSensitivity, price, relativeTime, volatility, volatility
findData
findParameterIndex, getParameter, getParameterCount, getParameterMetadata
default ValueType getVolatilityType()
FxOptionVolatilities
FxOptionVolatilities.volatility(com.opengamma.strata.basics.currency.CurrencyPair, java.time.ZonedDateTime, double, double)
method.getVolatilityType
in interface FxOptionVolatilities
BlackFxOptionVolatilities withParameter(int parameterIndex, double newValue)
withParameter
in interface FxOptionVolatilities
withParameter
in interface ParameterizedData
BlackFxOptionVolatilities withPerturbation(ParameterPerturbation perturbation)
withPerturbation
in interface FxOptionVolatilities
withPerturbation
in interface ParameterizedData
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Additional documentation can be found at strata.opengamma.io.