Uses of Class
com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Packages that use DiscountingSwapLegPricer

Package	Description
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.cms	Calculators for CMS.
com.opengamma.strata.pricer.swap	Calculators for interest rate swaps.

Uses of DiscountingSwapLegPricer in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return DiscountingSwapLegPricer

Modifier and Type	Method and Description
protected DiscountingSwapLegPricer	VolatilityIborCapFloorProductPricer.getPayLegPricer() Gets the pay leg pricer.

Constructors in com.opengamma.strata.pricer.capfloor with parameters of type DiscountingSwapLegPricer

Constructor and Description
BlackIborCapFloorProductPricer(BlackIborCapFloorLegPricer capFloorLegPricer, DiscountingSwapLegPricer payLegPricer) Creates an instance.
NormalIborCapFloorProductPricer(NormalIborCapFloorLegPricer capFloorLegPricer, DiscountingSwapLegPricer payLegPricer) Creates an instance.
SabrIborCapFloorProductPricer(SabrIborCapFloorLegPricer capFloorLegPricer, DiscountingSwapLegPricer payLegPricer) Creates an instance.
VolatilityIborCapFloorProductPricer(VolatilityIborCapFloorLegPricer capFloorLegPricer, DiscountingSwapLegPricer payLegPricer) Creates an instance.

Uses of DiscountingSwapLegPricer in com.opengamma.strata.pricer.cms

Constructors in com.opengamma.strata.pricer.cms with parameters of type DiscountingSwapLegPricer

Constructor and Description
SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer cmsLegPricer, DiscountingSwapLegPricer payLegPricer) Creates an instance.

Uses of DiscountingSwapLegPricer in com.opengamma.strata.pricer.swap

Fields in com.opengamma.strata.pricer.swap declared as DiscountingSwapLegPricer

Modifier and Type	Field and Description
static DiscountingSwapLegPricer	DiscountingSwapLegPricer.DEFAULT Default implementation.

Methods in com.opengamma.strata.pricer.swap that return DiscountingSwapLegPricer

Modifier and Type	Method and Description
DiscountingSwapLegPricer	DiscountingSwapProductPricer.getLegPricer() Gets the underlying leg pricer.

Constructors in com.opengamma.strata.pricer.swap with parameters of type DiscountingSwapLegPricer

Constructor and Description
DiscountingSwapProductPricer(DiscountingSwapLegPricer legPricer) Creates an instance.