Calculators for financial instruments.
Defines the API for pricing financial instruments.
Interface Summary Interface Description BaseProviderA provider of data used for pricing. DiscountFactorsProvides access to discount factors for a single currency.
Class Summary Class Description DiscountingPaymentPricerPricer for simple payments. SimpleDiscountFactorsProvides access to discount factors for a currency based on a discount factor curve. SimpleDiscountFactors.MetaThe meta-bean for
ZeroRateDiscountFactorsProvides access to discount factors for a currency based on a zero rate continuously compounded curve. ZeroRateDiscountFactors.MetaThe meta-bean for
ZeroRatePeriodicDiscountFactorsProvides access to discount factors for a currency based on a zero rate periodically-compounded curve. ZeroRatePeriodicDiscountFactors.MetaThe meta-bean for
ZeroRateSensitivityPoint sensitivity to the zero rate curve. ZeroRateSensitivity.MetaThe meta-bean for
Enum Summary Enum Description CompoundedRateTypeA compounded rate type.
Exception Summary Exception Description PricingExceptionException thrown when pricing fails.