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

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

Package	Description
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.impl.rate.model	Internal implementations of analytic models.
com.opengamma.strata.pricer.impl.volatility.smile	Internal implementations of volatility smile.
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.pricer.model	Common code for model pricing.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

Classes in com.opengamma.strata.pricer.model used by com.opengamma.strata.pricer.capfloor

Class and Description
SabrParameters The volatility surface description under SABR model.
SabrVolatilityFormula Provides volatility and sensitivity in the SABR model.

Classes in com.opengamma.strata.pricer.model used by com.opengamma.strata.pricer.impl.rate.model

Class and Description
HullWhiteOneFactorPiecewiseConstantParameters Data bundle related to the Hull-White one factor (extended Vasicek) model with piecewise constant volatility.

Classes in com.opengamma.strata.pricer.model used by com.opengamma.strata.pricer.impl.volatility.smile

Class and Description
SabrVolatilityFormula Provides volatility and sensitivity in the SABR model.

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

Class and Description
HullWhiteOneFactorPiecewiseConstantParametersProvider Hull-White one factor model with piecewise constant volatility.

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

Class and Description
HullWhiteOneFactorPiecewiseConstantParameters Data bundle related to the Hull-White one factor (extended Vasicek) model with piecewise constant volatility.
HullWhiteOneFactorPiecewiseConstantParametersProvider Hull-White one factor model with piecewise constant volatility.
HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta The meta-bean for HullWhiteOneFactorPiecewiseConstantParametersProvider.
SabrInterestRateParameters The volatility surface description under SABR model.
SabrParameters The volatility surface description under SABR model.
SabrVolatilityFormula Provides volatility and sensitivity in the SABR model.

Classes in com.opengamma.strata.pricer.model used by com.opengamma.strata.pricer.swaption

Class and Description
HullWhiteOneFactorPiecewiseConstantParametersProvider Hull-White one factor model with piecewise constant volatility.
SabrInterestRateParameters The volatility surface description under SABR model.
SabrVolatilityFormula Provides volatility and sensitivity in the SABR model.