| Package | Description |
|---|---|
| com.opengamma.strata.measure.fra |
Calculation functions for FRA products.
|
| Class and Description |
|---|
| FraTradeCalculations
Calculates pricing and risk measures for forward rate agreement (FRA) trades.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.