| Class | Description |
|---|---|
| FraTradeCalculationFunction |
Perform calculations on a single
FraTrade for each of a set of scenarios. |
| 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.