Uses of Enum Class
com.quantfinlib.fx.FxVolSurface.AtmConvention
Packages that use FxVolSurface.AtmConvention
Package
Description
FX market conventions and instruments, from spot dates to NDFs.
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Uses of FxVolSurface.AtmConvention in com.quantfinlib.fx
Subclasses with type arguments of type FxVolSurface.AtmConvention in com.quantfinlib.fxModifier and TypeClassDescriptionstatic enumWhich strike the ATM vol refers to.Methods in com.quantfinlib.fx that return FxVolSurface.AtmConventionModifier and TypeMethodDescriptionFxVolSurface.atmConvention()static FxVolSurface.AtmConventionReturns the enum constant of this class with the specified name.static FxVolSurface.AtmConvention[]FxVolSurface.AtmConvention.values()Returns an array containing the constants of this enum class, in the order they are declared.Methods in com.quantfinlib.fx with parameters of type FxVolSurface.AtmConventionModifier and TypeMethodDescriptionFxVolSurface.Builder.atmConvention(FxVolSurface.AtmConvention value) static doubleFxVolSurface.atmStrike(double forward, double vol, double tYears, FxVolSurface.DeltaConvention delta, FxVolSurface.AtmConvention atm) ATM strike under the given conventions.