| Package | Description |
|---|---|
| com.opengamma.strata.pricer.bond |
Calculators for bonds.
|
| Modifier and Type | Field and Description |
|---|---|
static DiscountingFixedCouponBondProductPricer |
DiscountingFixedCouponBondProductPricer.DEFAULT
Default implementation.
|
static DiscountingFixedCouponBondProductPricer |
BondFuturesUtils.PRICER_BOND
The bond pricer
|
| Modifier and Type | Method and Description |
|---|---|
protected DiscountingFixedCouponBondProductPricer |
BlackFixedCouponBondOptionPricer.getBondPricer()
Gets the bond pricer.
|
DiscountingFixedCouponBondProductPricer |
DiscountingFixedCouponBondTradePricer.getProductPricer()
Gets the fixed coupon bond product pricer.
|
| Constructor and Description |
|---|
BlackFixedCouponBondOptionPricer(DiscountingFixedCouponBondProductPricer bondPricer)
Creates an instance.
|
DiscountingBondFutureProductPricer(DiscountingFixedCouponBondProductPricer bondPricer)
Creates an instance.
|
DiscountingFixedCouponBondTradePricer(DiscountingFixedCouponBondProductPricer productPricer,
DiscountingPaymentPricer paymentPricer)
Creates an instance.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.