Uses of Class
net.finmath.marketdata2.model.volatilities.VolatilitySurface.QuotingConvention

Packages that use VolatilitySurface.QuotingConvention

Package	Description
net.finmath.marketdata2.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 VolatilitySurface.QuotingConvention in net.finmath.marketdata2.model.volatilities

Methods in net.finmath.marketdata2.model.volatilities that return VolatilitySurface.QuotingConvention

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

Methods in net.finmath.marketdata2.model.volatilities with parameters of type VolatilitySurface.QuotingConvention

Modifier and Type	Method and Description
double	AbstractVolatilitySurface.convertFromTo(AnalyticModel model, double optionMaturity, double optionStrike, double value, VolatilitySurface.QuotingConvention fromQuotingConvention, VolatilitySurface.QuotingConvention toQuotingConvention) Convert the value of a caplet from one quoting convention to another quoting convention.
double	AbstractVolatilitySurface.convertFromTo(double optionMaturity, double optionStrike, double value, VolatilitySurface.QuotingConvention fromQuotingConvention, VolatilitySurface.QuotingConvention toQuotingConvention) Convert the value of a caplet from one quoting convention to another quoting convention.
double	VolatilitySurface.getValue(AnalyticModel model, double maturity, double strike, VolatilitySurface.QuotingConvention quotingConvention) Returns the price or implied volatility for the corresponding maturity and strike.
double	VolatilitySurface.getValue(double maturity, double strike, VolatilitySurface.QuotingConvention quotingConvention) Returns the price or implied volatility for the corresponding maturity and strike.

Constructors in net.finmath.marketdata2.model.volatilities with parameters of type VolatilitySurface.QuotingConvention

Constructor and Description
AbstractVolatilitySurface(String name, LocalDate referenceDate, ForwardCurve forwardCurve, DiscountCurve discountCurve, VolatilitySurface.QuotingConvention quotingConvention, DayCountConvention daycountConvention)