Uses of Package
com.opengamma.strata.pricer

Packages that use com.opengamma.strata.pricer

Package	Description
com.opengamma.strata.pricer	Calculators for financial instruments.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.cms	Calculators for CMS.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.fx	Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.impl.swap	Internal implementations of rate swap calculations.
com.opengamma.strata.pricer.payment	Calculators for payment instruments.
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

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

Class and Description
BaseProvider A provider of data used for pricing.
CompoundedRateType A compounded rate type.
DiscountFactors Provides access to discount factors for a single currency.
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.

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

Class and Description
CompoundedRateType A compounded rate type.
DiscountFactors Provides access to discount factors for a single currency.
DiscountingPaymentPricer Pricer for simple payments.
ZeroRateSensitivity Point sensitivity to the zero rate curve.

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

Class and Description
DiscountingPaymentPricer Pricer for simple payments.

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

Class and Description
DiscountingPaymentPricer Pricer for simple payments.

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

Class and Description
DiscountFactors Provides access to discount factors for a single currency.
ZeroRateSensitivity Point sensitivity to the zero rate curve.

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

Class and Description
DiscountFactors Provides access to discount factors for a single currency.
DiscountingPaymentPricer Pricer for simple payments.

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

Class and Description
DiscountingPaymentPricer Pricer for simple payments.

Classes in com.opengamma.strata.pricer used by com.opengamma.strata.pricer.impl.swap

Class and Description
DiscountingPaymentPricer Pricer for simple payments.

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

Class and Description
BaseProvider A provider of data used for pricing.
DiscountingPaymentPricer Pricer for simple payments.

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

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

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

Class and Description
DiscountingPaymentPricer Pricer for simple payments.