Uses of Class
com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer

Packages that use SabrExtrapolationReplicationCmsLegPricer

Package	Description
com.opengamma.strata.pricer.cms	Calculators for CMS.

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

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

Constructor and Description
SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer cmsLegPricer) Creates an instance using the default pay leg pricer.
SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer cmsLegPricer, DiscountingSwapLegPricer payLegPricer) Creates an instance.