public interface NormalIborFutureOptionVolatilities extends IborFutureOptionVolatilities
Modifier and Type | Method and Description |
---|---|
default ValueType |
getVolatilityType()
Gets the type of volatility returned by the
IborFutureOptionVolatilities.volatility(java.time.ZonedDateTime, java.time.LocalDate, double, double) method. |
NormalIborFutureOptionVolatilities |
withParameter(int parameterIndex,
double newValue) |
NormalIborFutureOptionVolatilities |
withPerturbation(ParameterPerturbation perturbation) |
getIndex, getName, getValuationDate, getValuationDateTime, parameterSensitivity, parameterSensitivity, relativeTime, volatility, volatility
findData
findParameterIndex, getParameter, getParameterCount, getParameterMetadata
default ValueType getVolatilityType()
IborFutureOptionVolatilities
IborFutureOptionVolatilities.volatility(java.time.ZonedDateTime, java.time.LocalDate, double, double)
method.getVolatilityType
in interface IborFutureOptionVolatilities
NormalIborFutureOptionVolatilities withParameter(int parameterIndex, double newValue)
withParameter
in interface IborFutureOptionVolatilities
withParameter
in interface ParameterizedData
NormalIborFutureOptionVolatilities withPerturbation(ParameterPerturbation perturbation)
withPerturbation
in interface IborFutureOptionVolatilities
withPerturbation
in interface ParameterizedData
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