Package com.opengamma.strata.pricer

Calculators for financial instruments.

See: Description

Interface Summary

Interface	Description
BaseProvider	A provider of data used for pricing.
DiscountFactors	Provides access to discount factors for a single currency.

Class Summary

Class	Description
DiscountingPaymentPricer	Pricer for simple payments.
SimpleDiscountFactors	Provides access to discount factors for a currency based on a discount factor curve.
SimpleDiscountFactors.Meta	The meta-bean for SimpleDiscountFactors.
ZeroRateDiscountFactors	Provides access to discount factors for a currency based on a zero rate continuously compounded curve.
ZeroRateDiscountFactors.Meta	The meta-bean for ZeroRateDiscountFactors.
ZeroRatePeriodicDiscountFactors	Provides access to discount factors for a currency based on a zero rate periodically-compounded curve.
ZeroRatePeriodicDiscountFactors.Meta	The meta-bean for ZeroRatePeriodicDiscountFactors.
ZeroRateSensitivity	Point sensitivity to the zero rate curve.
ZeroRateSensitivity.Meta	The meta-bean for ZeroRateSensitivity.

Enum Summary

Enum	Description
CompoundedRateType	A compounded rate type.

Exception Summary

Exception	Description
PricingException	Exception thrown when pricing fails.

Package com.opengamma.strata.pricer Description

Calculators for financial instruments.

Defines the API for pricing financial instruments.