| Package | Description |
|---|---|
| com.opengamma.strata.pricer.cms |
Calculators for CMS.
|
| com.opengamma.strata.pricer.impl.cms |
| Class and Description |
|---|
| DiscountingCmsPeriodPricer
Computes the price of a CMS coupon by simple forward estimation.
|
| Class and Description |
|---|
| BlackFlatCmsPeriodPricer
Computes the price of a CMS coupon in a constant log-normal volatility set-up.
|
| DiscountingCmsPeriodPricer
Computes the price of a CMS coupon by simple forward estimation.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.