| Package | Description |
|---|---|
| com.opengamma.strata.pricer.impl.option |
Internal implementations of option pricing.
|
| Class and Description |
|---|
| SabrExtrapolationRightFunction
Pricing function in the SABR model with Hagan et al.
|
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Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.