Uses of Class
com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams

Packages that use CmsSabrExtrapolationParams

Package	Description
com.opengamma.strata.measure.cms	Calculation functions for constant maturity swap (CMS) products.

Uses of CmsSabrExtrapolationParams in com.opengamma.strata.measure.cms

Methods in com.opengamma.strata.measure.cms that return CmsSabrExtrapolationParams

Modifier and Type	Method and Description
static CmsSabrExtrapolationParams	CmsSabrExtrapolationParams.of(double cutOffStrike, double mu) Obtains an instance based on a lookup and market data.

Methods in com.opengamma.strata.measure.cms that return types with arguments of type CmsSabrExtrapolationParams

Modifier and Type	Method and Description
static org.joda.beans.TypedMetaBean<CmsSabrExtrapolationParams>	CmsSabrExtrapolationParams.meta() The meta-bean for CmsSabrExtrapolationParams.
org.joda.beans.TypedMetaBean<CmsSabrExtrapolationParams>	CmsSabrExtrapolationParams.metaBean()

Methods in com.opengamma.strata.measure.cms with parameters of type CmsSabrExtrapolationParams

Modifier and Type	Method and Description
static CmsTradeCalculations	CmsTradeCalculations.of(CmsSabrExtrapolationParams cmsParams) Obtains an instance specifying the SABR extrapolation parameters.