Package com.opengamma.strata.pricer.impl.swap

Internal implementations of rate swap calculations.

See: Description

Class Summary

Class	Description
DiscountingFxResetNotionalExchangePricer	Pricer implementation for the exchange of FX reset notionals.
DiscountingKnownAmountPaymentPeriodPricer	Pricer implementation for swap payment periods based on a known amount.
DiscountingNotionalExchangePricer	Pricer implementation for the exchange of notionals.
DiscountingRatePaymentPeriodPricer	Pricer implementation for swap payment periods based on a rate.
DispatchingSwapPaymentEventPricer	Pricer implementation for payment events using multiple dispatch.
DispatchingSwapPaymentPeriodPricer	Pricer implementation for payment periods using multiple dispatch.

Package com.opengamma.strata.pricer.impl.swap Description

Internal implementations of rate swap calculations.

This package provides implementations of period and event pricing.

Code in this package and subpackages may change in a non-backwards compatible way.