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 DiscountingFxResetNotionalExchangePricerPricer implementation for the exchange of FX reset notionals. DiscountingKnownAmountPaymentPeriodPricerPricer implementation for swap payment periods based on a known amount. DiscountingNotionalExchangePricerPricer implementation for the exchange of notionals. DiscountingRatePaymentPeriodPricerPricer implementation for swap payment periods based on a rate. DispatchingSwapPaymentEventPricerPricer implementation for payment events using multiple dispatch. DispatchingSwapPaymentPeriodPricerPricer implementation for payment periods using multiple dispatch.