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

Packages that use FRAStandardCapFloor
Package	Description
org.drip.service.template	Curve Construction Product Builder Templates
org.drip.state.boot	Bootable Discount, Credit, Volatility States
org.drip.state.creator	Scenario State Curve/Surface Builders

Uses of FRAStandardCapFloor in org.drip.service.template

Methods in org.drip.service.template that return FRAStandardCapFloor
Modifier and Type	Method	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	Description
`static VolatilityCurve`	VolatilityCurveScenario.`Standard(java.lang.String name, ValuationParams valuationParams, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, boolean flat, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)`	Calibrate a Volatility Curve
`static VolatilityCurve[]`	VolatilityCurveScenario.`Tenor(java.lang.String name, ValuationParams valuationParams, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, boolean flat, double bump, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)`	Create an array of tenor bumped Volatility curves
`CaseInsensitiveTreeMap<VolatilityCurve>`	VolatilityCurveScenario.`TenorMap(java.lang.String name, ValuationParams valuationParams, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, boolean flat, double bump, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)`	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	Description
`static VolatilityCurve`	ScenarioLocalVolatilityBuilder.`NonlinearBuild(java.lang.String name, JulianDate spotDate, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer)`	Create a Volatility Curve from the Calibration Instruments