| Package | Description |
|---|---|
| com.opengamma.strata.pricer.dsf |
Calculators for Deliverable Swap Futures (DSFs).
|
| Class and Description |
|---|
| DiscountingDsfProductPricer
Pricer for for Deliverable Swap Futures (DSFs).
|
| DiscountingDsfTradePricer
Pricer implementation for Deliverable Swap Futures (DSFs).
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.