| Package | Description |
|---|---|
| com.opengamma.strata.measure.cms |
Calculation functions for constant maturity swap (CMS) products.
|
| com.opengamma.strata.measure.swaption |
Calculation functions for swaption products.
|
| Class and Description |
|---|
| SwaptionMarketDataLookup
The lookup that provides access to swaption volatilities in market data.
|
| Class and Description |
|---|
| SwaptionMarketData
Market data for swaptions.
|
| SwaptionMarketDataLookup
The lookup that provides access to swaption volatilities in market data.
|
| SwaptionScenarioMarketData
Market data for swaptions, used for calculation across multiple scenarios.
|
| SwaptionTradeCalculations
Calculates pricing and risk measures for swaption trades.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.