| Package | Description |
|---|---|
| com.opengamma.strata.pricer.fra |
Calculators for Forward Rate Agreement (FRA) instruments.
|
| Modifier and Type | Field and Description |
|---|---|
static DiscountingFraProductPricer |
DiscountingFraProductPricer.DEFAULT
Default implementation.
|
| Modifier and Type | Method and Description |
|---|---|
DiscountingFraProductPricer |
DiscountingFraTradePricer.getProductPricer()
Gets the underlying product pricer.
|
| Constructor and Description |
|---|
DiscountingFraTradePricer(DiscountingFraProductPricer productPricer)
Creates an instance.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.