| Package | Description |
|---|---|
| com.opengamma.strata.pricer.impl.swap |
Internal implementations of rate swap calculations.
|
| com.opengamma.strata.pricer.swap |
Calculators for interest rate swaps.
|
| Modifier and Type | Class and Description |
|---|---|
class |
DiscountingFxResetNotionalExchangePricer
Pricer implementation for the exchange of FX reset notionals.
|
class |
DiscountingNotionalExchangePricer
Pricer implementation for the exchange of notionals.
|
class |
DispatchingSwapPaymentEventPricer
Pricer implementation for payment events using multiple dispatch.
|
| Constructor and Description |
|---|
DispatchingSwapPaymentEventPricer(SwapPaymentEventPricer<NotionalExchange> notionalExchangePricer,
SwapPaymentEventPricer<FxResetNotionalExchange> fxResetNotionalExchangePricer)
Creates an instance.
|
DispatchingSwapPaymentEventPricer(SwapPaymentEventPricer<NotionalExchange> notionalExchangePricer,
SwapPaymentEventPricer<FxResetNotionalExchange> fxResetNotionalExchangePricer)
Creates an instance.
|
| Modifier and Type | Method and Description |
|---|---|
SwapPaymentEventPricer<SwapPaymentEvent> |
DiscountingSwapLegPricer.getEventPricer()
Gets the underlying leg pricer.
|
static SwapPaymentEventPricer<SwapPaymentEvent> |
SwapPaymentEventPricer.standard()
Returns the standard instance of the function.
|
| Constructor and Description |
|---|
DiscountingSwapLegPricer(SwapPaymentPeriodPricer<SwapPaymentPeriod> paymentPeriodPricer,
SwapPaymentEventPricer<SwapPaymentEvent> paymentEventPricer)
Creates an instance.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.