Java SwaptionPhysicalFixedIborSABRMethod.presentValueSABRSensitivity Examples

Example #1

File: PresentValueSABRSensitivitySABRSwaptionCalculator.java Project: scripnichenko/OG-Platform

 @Override
 public PresentValueSABRSensitivityDataBundle visitSwaptionPhysicalFixedIbor(
     final SwaptionPhysicalFixedIbor swaption, final SABRSwaptionProviderInterface sabr) {
   return METHOD_SWT_PHYS.presentValueSABRSensitivity(swaption, sabr);
 }