Modifier and Type | Method and Description |
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VolatilityLabel |
ProductQuoteSet.volatilityLabel()
Retrieve the Volatility Latent State Label, if it exists
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Modifier and Type | Method and Description |
---|---|
CaseInsensitiveTreeMap<VolatilityLabel> |
CDSComponent.volatilityLabel() |
CaseInsensitiveTreeMap<VolatilityLabel> |
BondComponent.volatilityLabel() |
Modifier and Type | Method and Description |
---|---|
CaseInsensitiveTreeMap<VolatilityLabel> |
ComponentMarketParamRef.volatilityLabel()
Get the Map of Volatility Latent State Identifier Labels
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Modifier and Type | Method and Description |
---|---|
CaseInsensitiveTreeMap<VolatilityLabel> |
FXForwardComponent.volatilityLabel() |
Modifier and Type | Method and Description |
---|---|
CaseInsensitiveTreeMap<VolatilityLabel> |
TreasuryFutures.volatilityLabel() |
Modifier and Type | Method and Description |
---|---|
CaseInsensitiveTreeMap<VolatilityLabel> |
OptionComponent.volatilityLabel() |
Modifier and Type | Method and Description |
---|---|
CaseInsensitiveTreeMap<VolatilityLabel> |
SingleStreamComponent.volatilityLabel() |
CaseInsensitiveTreeMap<VolatilityLabel> |
RatesBasket.volatilityLabel() |
CaseInsensitiveTreeMap<VolatilityLabel> |
FloatFloatComponent.volatilityLabel() |
CaseInsensitiveTreeMap<VolatilityLabel> |
FixFloatComponent.volatilityLabel() |
Modifier and Type | Method and Description |
---|---|
static VolatilityCurve |
ScenarioDeterministicVolatilityBuilder.FlatForward(int iEpochDate,
VolatilityLabel label,
java.lang.String strCurrency,
double dblFlatVolatility)
Construct the Flat Constant Forward Volatility Forward Curve
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Modifier and Type | Method and Description |
---|---|
static VolatilityLabel |
VolatilityLabel.Standard(LatentStateLabel lslUnderlyingState)
Make a Standard Volatility Latent State Label from the Underlying Latent State Label
|
Constructor and Description |
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FlatForwardVolatilityCurve(int iEpochDate,
VolatilityLabel label,
java.lang.String strCurrency,
int[] aiPillarDate,
double[] adblImpliedVolatility)
FlatForwardVolatilityCurve Constructor
|