| 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 |
DiscountingKnownAmountPaymentPeriodPricer
Pricer implementation for swap payment periods based on a known amount.
|
class |
DiscountingRatePaymentPeriodPricer
Pricer implementation for swap payment periods based on a rate.
|
class |
DispatchingSwapPaymentPeriodPricer
Pricer implementation for payment periods using multiple dispatch.
|
| Constructor and Description |
|---|
DispatchingSwapPaymentPeriodPricer(SwapPaymentPeriodPricer<RatePaymentPeriod> ratePaymentPeriodPricer,
SwapPaymentPeriodPricer<KnownAmountSwapPaymentPeriod> knownAmountPaymentPeriodPricer)
Creates an instance.
|
DispatchingSwapPaymentPeriodPricer(SwapPaymentPeriodPricer<RatePaymentPeriod> ratePaymentPeriodPricer,
SwapPaymentPeriodPricer<KnownAmountSwapPaymentPeriod> knownAmountPaymentPeriodPricer)
Creates an instance.
|
| Modifier and Type | Method and Description |
|---|---|
SwapPaymentPeriodPricer<SwapPaymentPeriod> |
DiscountingSwapLegPricer.getPeriodPricer()
Gets the underlying leg pricer.
|
static SwapPaymentPeriodPricer<SwapPaymentPeriod> |
SwapPaymentPeriodPricer.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.