Method and Description |
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com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.of(List<SmileDeltaParameters>, DayCount, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator)
Use variant with correct interpolator/extrapolator order
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Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.