Package com.opengamma.strata.pricer.impl.swap

Internal implementations of rate swap calculations.

This package provides implementations of period and event pricing.

Code in this package and subpackages may change in a non-backwards compatible way.

Class Summary

Class	Description
DiscountingFxResetNotionalExchangePricer	Pricer implementation for the exchange of FX reset notionals.
DiscountingKnownAmountPaymentPeriodPricer	Pricer implementation for swap payment periods based on a known amount.
DiscountingNotionalExchangePricer	Pricer implementation for the exchange of notionals.
DiscountingRatePaymentPeriodPricer	Pricer implementation for swap payment periods based on a rate.
DispatchingSwapPaymentEventPricer	Pricer implementation for payment events using multiple dispatch.
DispatchingSwapPaymentPeriodPricer	Pricer implementation for payment periods using multiple dispatch.