Uses of Enum Class
com.quantfinlib.fx.FxVolSurface.DeltaConvention

Packages that use FxVolSurface.DeltaConvention

Package	Description
com.quantfinlib.fx	FX market conventions and instruments, from spot dates to NDFs.

Uses of FxVolSurface.DeltaConvention in com.quantfinlib.fx

Subclasses with type arguments of type FxVolSurface.DeltaConvention in com.quantfinlib.fx

Modifier and Type	Class	Description
static enum	FxVolSurface.DeltaConvention	How the quoted deltas are defined (Reiswich and Wystup 2010, table 1).

Methods in com.quantfinlib.fx that return FxVolSurface.DeltaConvention

Modifier and Type	Method	Description
FxVolSurface.DeltaConvention	FxVolSurface.deltaConvention()
static FxVolSurface.DeltaConvention	FxVolSurface.DeltaConvention.valueOf(String name)	Returns the enum constant of this class with the specified name.
static FxVolSurface.DeltaConvention[]	FxVolSurface.DeltaConvention.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.DeltaConvention

Modifier and Type	Method	Description
static double	FxVolSurface.atmStrike(double forward, double vol, double tYears, FxVolSurface.DeltaConvention delta, FxVolSurface.AtmConvention atm)	ATM strike under the given conventions.
FxVolSurface.Builder	FxVolSurface.Builder.deltaConvention(FxVolSurface.DeltaConvention value)
static double	FxVolSurface.strikeForDelta(double forward, double vol, double tYears, double delta, boolean isCall, FxVolSurface.DeltaConvention convention, double foreignDiscountFactor)	Strike for a target delta under any FxVolSurface.DeltaConvention.