Uses of Class
org.drip.product.fra.FRAStandardCapFloor

Packages that use FRAStandardCapFloor

Package	Description
org.drip.service.template
org.drip.state.boot
org.drip.state.creator

Uses of FRAStandardCapFloor in org.drip.service.template

Methods in org.drip.service.template that return FRAStandardCapFloor

Modifier and Type	Method and Description
static FRAStandardCapFloor[]	OTCInstrumentBuilder.CapFloor(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String[] astrMaturityTenor, double[] adblStrike, boolean bIsCap) Construct an Instance of the Standard OTC FRA Cap/Floor
static FRAStandardCapFloor	OTCInstrumentBuilder.CapFloor(JulianDate dtSpot, ForwardLabel forwardLabel, java.lang.String strMaturityTenor, double dblStrike, boolean bIsCap) Construct an Instance of the Standard OTC FRA Cap/Floor

Uses of FRAStandardCapFloor in org.drip.state.boot

Methods in org.drip.state.boot with parameters of type FRAStandardCapFloor

Modifier and Type	Method and Description
static VolatilityCurve	VolatilityCurveScenario.Standard(java.lang.String strName, ValuationParams valParams, LatentStateLabel lslUnderlying, FRAStandardCapFloor[] aFRACapFloor, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, boolean bFlat, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Calibrate a Volatility Curve
static VolatilityCurve[]	VolatilityCurveScenario.Tenor(java.lang.String strName, ValuationParams valParams, LatentStateLabel lslUnderlying, FRAStandardCapFloor[] aFRACapFloor, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, boolean bFlat, double dblBump, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Create an array of tenor bumped Volatility curves
CaseInsensitiveTreeMap<VolatilityCurve>	VolatilityCurveScenario.TenorMap(java.lang.String strName, ValuationParams valParams, LatentStateLabel lslUnderlying, FRAStandardCapFloor[] aFRACapFloor, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, boolean bFlat, double dblBump, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Create an tenor named map of tenor bumped Volatility curves

Uses of FRAStandardCapFloor in org.drip.state.creator

Methods in org.drip.state.creator with parameters of type FRAStandardCapFloor

Modifier and Type	Method and Description
static VolatilityCurve	ScenarioLocalVolatilityBuilder.NonlinearBuild(java.lang.String strName, JulianDate dtSpot, LatentStateLabel lslUnderlying, FRAStandardCapFloor[] aFRACapFloor, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc) Create a Volatility Curve from the Calibration Instruments