| Package | Description |
|---|---|
| com.opengamma.strata.measure.dsf |
Calculation functions for DSF products.
|
| Class and Description |
|---|
| DsfTradeCalculationFunction
Perform calculations on a single
DsfTrade or DsfPosition
for each of a set of scenarios. |
| DsfTradeCalculations
Calculates pricing and risk measures for Deliverable Swap Future (DSF) trades.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.