Uses of Class
com.opengamma.strata.pricer.DiscountingPaymentPricer

Packages that use DiscountingPaymentPricer

Package	Description
com.opengamma.strata.pricer	Calculators for financial instruments.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.cms	Calculators for CMS.
com.opengamma.strata.pricer.fx	Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.impl.swap	Internal implementations of rate swap calculations.
com.opengamma.strata.pricer.payment	Calculators for payment instruments.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer

Fields in com.opengamma.strata.pricer declared as DiscountingPaymentPricer

Modifier and Type	Field and Description
static DiscountingPaymentPricer	DiscountingPaymentPricer.DEFAULT Default implementation.

Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer.bond

Constructors in com.opengamma.strata.pricer.bond with parameters of type DiscountingPaymentPricer

Constructor and Description
DiscountingBillTradePricer(DiscountingBillProductPricer productPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.
DiscountingFixedCouponBondProductPricer(DiscountingFixedCouponBondPaymentPeriodPricer periodPricer, DiscountingPaymentPricer nominalPricer) Creates an instance.
DiscountingFixedCouponBondTradePricer(DiscountingFixedCouponBondProductPricer productPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.

Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return DiscountingPaymentPricer

Modifier and Type	Method and Description
protected DiscountingPaymentPricer	VolatilityIborCapFloorTradePricer.getPaymentPricer() Gets the payment pricer.

Constructors in com.opengamma.strata.pricer.capfloor with parameters of type DiscountingPaymentPricer

Constructor and Description
BlackIborCapFloorTradePricer(BlackIborCapFloorProductPricer productPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.
NormalIborCapFloorTradePricer(NormalIborCapFloorProductPricer productPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.
SabrIborCapFloorTradePricer(SabrIborCapFloorProductPricer productPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.
VolatilityIborCapFloorTradePricer(VolatilityIborCapFloorProductPricer productPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.

Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer.cms

Constructors in com.opengamma.strata.pricer.cms with parameters of type DiscountingPaymentPricer

Constructor and Description
DiscountingCmsTradePricer(DiscountingSwapProductPricer swapPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.
SabrExtrapolationReplicationCmsTradePricer(SabrExtrapolationReplicationCmsProductPricer cmsProductPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.

Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer.fx

Constructors in com.opengamma.strata.pricer.fx with parameters of type DiscountingPaymentPricer

Constructor and Description
DiscountingFxSingleProductPricer(DiscountingPaymentPricer paymentPricer) Creates an instance.

Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer.fxopt

Constructors in com.opengamma.strata.pricer.fxopt with parameters of type DiscountingPaymentPricer

Constructor and Description
BlackFxSingleBarrierOptionTradePricer(BlackFxSingleBarrierOptionProductPricer productPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.
BlackFxVanillaOptionTradePricer(BlackFxVanillaOptionProductPricer productPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.
ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer(ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer productPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.
VannaVolgaFxVanillaOptionTradePricer(VannaVolgaFxVanillaOptionProductPricer productPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.

Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer.impl.swap

Constructors in com.opengamma.strata.pricer.impl.swap with parameters of type DiscountingPaymentPricer

Constructor and Description
DiscountingKnownAmountPaymentPeriodPricer(DiscountingPaymentPricer paymentPricer) Creates an instance.
DiscountingNotionalExchangePricer(DiscountingPaymentPricer paymentPricer) Creates an instance.

Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer.payment

Methods in com.opengamma.strata.pricer.payment that return DiscountingPaymentPricer

Modifier and Type	Method and Description
DiscountingPaymentPricer	DiscountingBulletPaymentTradePricer.getPaymentPricer() Gets the underlying payment pricer.

Constructors in com.opengamma.strata.pricer.payment with parameters of type DiscountingPaymentPricer

Constructor and Description
DiscountingBulletPaymentTradePricer(DiscountingPaymentPricer paymentPricer) Creates an instance.

Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer.swaption

Constructors in com.opengamma.strata.pricer.swaption with parameters of type DiscountingPaymentPricer

Constructor and Description
BlackSwaptionTradePricer(BlackSwaptionCashParYieldProductPricer cashParYieldPricer, BlackSwaptionPhysicalProductPricer physicalPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.
HullWhiteSwaptionPhysicalProductPricer(DiscountingPaymentPricer paymentPricer) Creates an instance.
NormalSwaptionTradePricer(NormalSwaptionCashParYieldProductPricer cashParYieldPricer, NormalSwaptionPhysicalProductPricer physicalPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.
SabrSwaptionTradePricer(SabrSwaptionCashParYieldProductPricer cashParYieldPricer, SabrSwaptionPhysicalProductPricer physicalPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.
VolatilitySwaptionTradePricer(VolatilitySwaptionProductPricer productPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.