Uses of Package
com.opengamma.strata.pricer.bond

Packages that use com.opengamma.strata.pricer.bond

Package	Description
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.sensitivity	Calculators for sensitivities.

Classes in com.opengamma.strata.pricer.bond used by com.opengamma.strata.pricer.bond

Class and Description
BlackBondFutureExpiryLogMoneynessVolatilities Data provider of volatility for bond future options in the log-normal or Black model.
BlackBondFutureExpiryLogMoneynessVolatilities.Builder The bean-builder for BlackBondFutureExpiryLogMoneynessVolatilities.
BlackBondFutureExpiryLogMoneynessVolatilities.Meta The meta-bean for BlackBondFutureExpiryLogMoneynessVolatilities.
BlackBondFutureOptionMarginedProductPricer Pricer of options on bond future with a log-normal model on the underlying future price.
BlackBondFutureOptionMarginedTradePricer Pricer implementation for bond future option.
BlackBondFutureVolatilities Volatility for pricing bond futures and their options in the log-normal or Black model.
BlackFixedCouponBondOptionPricer Pricer for fixed coupon bond options based on Black formula for the (dirty) bond price.
BondFutureOptionSensitivity Point sensitivity to an implied volatility for a bond future option model.
BondFutureOptionSensitivity.Meta The meta-bean for BondFutureOptionSensitivity.
BondFutureVolatilities Volatilities for pricing bond futures and their options.
BondFutureVolatilitiesId An identifier used to access bond future volatilities by name.
BondFutureVolatilitiesName The name of a set of bond future volatilities.
BondVolatilitiesName The name of a set of bond options volatilities.
BondYieldSensitivity Point sensitivity to a bond yield implied parameter point.
BondYieldSensitivity.Meta The meta-bean for BondYieldSensitivity.
BondYieldVolatilities Volatilities for bond options.
DiscountingBillProductPricer Pricer for bill products.
DiscountingBillTradePricer Pricer for bill trades.
DiscountingBondFutureProductPricer Pricer for for bond future products.
DiscountingBondFutureTradePricer Pricer implementation for bond future trades.
DiscountingCapitalIndexedBondPaymentPeriodPricer Pricer implementation for bond payment periods based on a capital indexed coupon.
DiscountingCapitalIndexedBondProductPricer Pricer for capital indexed bond products.
DiscountingCapitalIndexedBondTradePricer Pricer for for capital index bond trades.
DiscountingFixedCouponBondPaymentPeriodPricer Pricer implementation for bond payment periods based on a fixed coupon.
DiscountingFixedCouponBondProductPricer Pricer for fixed coupon bond products.
DiscountingFixedCouponBondTradePricer Pricer for fixed coupon bond trades.
ImmutableLegalEntityDiscountingProvider An immutable provider of data for bond pricing, based on repo and issuer discounting.
ImmutableLegalEntityDiscountingProvider.Builder The bean-builder for ImmutableLegalEntityDiscountingProvider.
ImmutableLegalEntityDiscountingProvider.Meta The meta-bean for ImmutableLegalEntityDiscountingProvider.
IssuerCurveDiscountFactors Provides access to discount factors for an issuer curve.
IssuerCurveDiscountFactors.Meta The meta-bean for IssuerCurveDiscountFactors.
IssuerCurveZeroRateSensitivity Point sensitivity to the issuer curve.
IssuerCurveZeroRateSensitivity.Meta The meta-bean for IssuerCurveZeroRateSensitivity.
LegalEntityDiscountingProvider A provider of data for bond pricing, based on repo and issuer discounting.
NormalBondYieldExpiryDurationVolatilities Volatility for swaptions in the normal or Bachelier model based on a surface.
NormalBondYieldExpiryDurationVolatilities.Meta The meta-bean for NormalBondYieldExpiryDurationVolatilities.
RepoCurveDiscountFactors Provides access to discount factors for a repo curve.
RepoCurveDiscountFactors.Meta The meta-bean for RepoCurveDiscountFactors.
RepoCurveZeroRateSensitivity Point sensitivity to the repo curve.
RepoCurveZeroRateSensitivity.Meta The meta-bean for RepoCurveZeroRateSensitivity.

Classes in com.opengamma.strata.pricer.bond used by com.opengamma.strata.pricer.sensitivity

Class and Description
ImmutableLegalEntityDiscountingProvider An immutable provider of data for bond pricing, based on repo and issuer discounting.
LegalEntityDiscountingProvider A provider of data for bond pricing, based on repo and issuer discounting.