| Package | Description |
|---|---|
| com.opengamma.strata.measure.cms |
Calculation functions for constant maturity swap (CMS) products.
|
| Modifier and Type | Method and Description |
|---|---|
static CmsTradeCalculations |
CmsTradeCalculations.of(CmsSabrExtrapolationParams cmsParams)
Obtains an instance specifying the SABR extrapolation parameters.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.