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

Packages that use SabrExtrapolationReplicationCmsPeriodPricer

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

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

Methods in com.opengamma.strata.pricer.cms that return SabrExtrapolationReplicationCmsPeriodPricer

Modifier and Type	Method and Description
static SabrExtrapolationReplicationCmsPeriodPricer	SabrExtrapolationReplicationCmsPeriodPricer.of(DiscountingSwapProductPricer swapPricer, double cutOffStrike, double mu) Obtains the pricer.
static SabrExtrapolationReplicationCmsPeriodPricer	SabrExtrapolationReplicationCmsPeriodPricer.of(double cutOffStrike, double mu) Obtains the pricer with default swap pricer.

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

Constructor and Description
SabrExtrapolationReplicationCmsLegPricer(SabrExtrapolationReplicationCmsPeriodPricer cmsPeriodPricer) Creates an instance.