Uses of Package
com.opengamma.strata.pricer.index

Packages that use com.opengamma.strata.pricer.index

Package	Description
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).

Classes in com.opengamma.strata.pricer.index used by com.opengamma.strata.pricer.index

Class and Description
DiscountingIborFutureProductPricer Pricer for for Ibor future products.
DiscountingIborFutureTradePricer Pricer implementation for Ibor future trades.
DiscountingOvernightFutureProductPricer Pricer for for Overnight rate future products.
DiscountingOvernightFutureTradePricer Pricer implementation for Overnight rate future trades.
HullWhiteIborFutureProductPricer Pricer for for Ibor future products.
HullWhiteIborFutureTradePricer Pricer for for Ibor future trades.
IborFutureOptionSensitivity Point sensitivity to an implied volatility for a Ibor future option model.
IborFutureOptionSensitivity.Meta The meta-bean for IborFutureOptionSensitivity.
IborFutureOptionVolatilities Volatilities for pricing Ibor futures.
IborFutureOptionVolatilitiesId An identifier used to access Ibor future option volatilities by name.
IborFutureOptionVolatilitiesName The name of a set of Ibor future option volatilities.
NormalIborFutureOptionExpirySimpleMoneynessVolatilities Data provider of volatility for Ibor future options in the normal or Bachelier model.
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder The bean-builder for NormalIborFutureOptionExpirySimpleMoneynessVolatilities.
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta The meta-bean for NormalIborFutureOptionExpirySimpleMoneynessVolatilities.
NormalIborFutureOptionMarginedProductPricer Pricer of options on Ibor future with a normal model on the underlying future price.
NormalIborFutureOptionMarginedTradePricer Pricer implementation for Ibor future option.
NormalIborFutureOptionVolatilities Volatility for Ibor future options in the normal or Bachelier model.
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities Data provider of volatility for Overnight future options in the normal or Bachelier model.
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Builder The bean-builder for NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.
NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.Meta The meta-bean for NormalOvernightFutureOptionExpirySimpleMoneynessVolatilities.
NormalOvernightFutureOptionMarginedProductPricer Pricer of options on overnight future with a normal model on the underlying future price.
NormalOvernightFutureOptionMarginedTradePricer Pricer implementation for Overnight future option.
NormalOvernightFutureOptionVolatilities Volatility for overnight future options in the normal or Bachelier model.
OvernightFutureOptionSensitivity Point sensitivity to an implied volatility for a overnight future option model.
OvernightFutureOptionSensitivity.Meta The meta-bean for OvernightFutureOptionSensitivity.
OvernightFutureOptionVolatilities Volatilities for pricing overnight futures.
OvernightFutureOptionVolatilitiesId An identifier used to access Overnight future option volatilities by name.
OvernightFutureOptionVolatilitiesName The name of a set of overnight future option volatilities.