com.opengamma.strata.market.model (OpenGamma Strata Market)

Enum Summary
Enum Description

MoneynessType
The approach used for simple moneyness.

SabrParameterType
The type of the SABR parameter - Alpha, Beta, Rho, Nu or shift.

Enum Summary
Enum	Description
MoneynessType	The approach used for simple moneyness.
SabrParameterType	The type of the SABR parameter - Alpha, Beta, Rho, Nu or shift.

Package com.opengamma.strata.market.model Description

Market data related to pricing models.

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Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.