Uses of Class
net.finmath.marketdata.model.volatilities.SwaptionDataLattice.QuotingConvention

Packages that use SwaptionDataLattice.QuotingConvention

Package	Description
net.finmath.marketdata.model.volatilities	Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.

Uses of SwaptionDataLattice.QuotingConvention in net.finmath.marketdata.model.volatilities

Methods in net.finmath.marketdata.model.volatilities that return SwaptionDataLattice.QuotingConvention

Modifier and Type	Method and Description
SwaptionDataLattice.QuotingConvention	SwaptionDataLattice.getQuotingConvention()
static SwaptionDataLattice.QuotingConvention	SwaptionDataLattice.QuotingConvention.valueOf(String name) Returns the enum constant of this type with the specified name.
static SwaptionDataLattice.QuotingConvention[]	SwaptionDataLattice.QuotingConvention.values() Returns an array containing the constants of this enum type, in the order they are declared.

Methods in net.finmath.marketdata.model.volatilities with parameters of type SwaptionDataLattice.QuotingConvention

Modifier and Type	Method and Description
SwaptionDataLattice	SwaptionDataLattice.convertLattice(SwaptionDataLattice.QuotingConvention targetConvention, AnalyticModel model) Convert this lattice to store data in the given convention.
SwaptionDataLattice	SwaptionDataLattice.convertLattice(SwaptionDataLattice.QuotingConvention targetConvention, double displacement, AnalyticModel model) Convert this lattice to store data in the given convention.
double	SwaptionDataLattice.getValue(double maturity, double tenor, double moneyness, SwaptionDataLattice.QuotingConvention convention, double displacement, AnalyticModel model) Return the value in the given quoting convention.
double	SwaptionDataLattice.getValue(int maturityInMonths, int tenorInMonths, int moneynessBP, SwaptionDataLattice.QuotingConvention convention, double displacement, AnalyticModel model) Return the value in the given quoting convention.
double	SwaptionDataLattice.getValue(String tenorCode, int moneynessBP, SwaptionDataLattice.QuotingConvention convention, double displacement, AnalyticModel model) Return the value in the given quoting convention.

Constructors in net.finmath.marketdata.model.volatilities with parameters of type SwaptionDataLattice.QuotingConvention

Constructor and Description
SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, double displacement, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, double[] maturities, double[] tenors, double[] moneynesss, double[] values) Create the lattice with SwaptionDataLattice.QuotingConvention.PAYERVOLATILITYLOGNORMAL.
SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, double displacement, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, int[] maturitiesInMonths, int[] tenorsInMonths, int[] moneynessBP, double[] values) Create the lattice with SwaptionDataLattice.QuotingConvention.PAYERVOLATILITYLOGNORMAL.
SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, double displacement, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, String[] tenorCodes, int[] moneynessBP, double[] values) Create the lattice with SwaptionDataLattice.QuotingConvention.PAYERVOLATILITYLOGNORMAL.
SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, double[] maturities, double[] tenors, double[] moneynesss, double[] values) Create the lattice.
SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, int[] maturitiesInMonths, int[] tenorsInMonths, int[] moneynessBP, double[] values) Create the lattice.
SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, String[] tenorCodes, int[] moneynessBP, double[] values) Create the lattice.