| Package | Description |
|---|---|
| com.opengamma.strata.pricer.fra |
Calculators for Forward Rate Agreement (FRA) instruments.
|
| Class and Description |
|---|
| DiscountingFraProductPricer
Pricer for for forward rate agreement (FRA) products.
|
| DiscountingFraTradePricer
Pricer for for forward rate agreement (FRA) trades.
|
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Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.