| Package | Description |
|---|---|
| com.opengamma.strata.pricer.fxopt |
Calculators for FX options.
|
| Modifier and Type | Method and Description |
|---|---|
ImpliedTrinomialTreeFxOptionCalibrator |
ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.getCalibrator()
Obtains the calibrator.
|
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Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.