| Package | Description |
|---|---|
| com.opengamma.strata.pricer.impl.swap |
Internal implementations of rate swap calculations.
|
| Class and 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.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.