| Package | Description |
|---|---|
| com.opengamma.strata.pricer.deposit |
Calculators for rate deposit instruments, such as term deposit.
|
| Class and Description |
|---|
| DiscountingIborFixingDepositProductPricer
The methods associated to the pricing of Ibor fixing deposit by discounting.
|
| DiscountingIborFixingDepositTradePricer
The methods associated to the pricing of Ibor fixing deposit trades by discounting.
|
| DiscountingTermDepositProductPricer
The methods associated to the pricing of term deposit by discounting.
|
| DiscountingTermDepositTradePricer
The methods associated to the pricing of term deposit by discounting.
|
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Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.