Uses of Class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams (OpenGamma Strata)

Packages that use CmsSabrExtrapolationParams
Package Description

com.opengamma.strata.measure.cms
Calculation functions for constant maturity swap (CMS) products.

Uses of CmsSabrExtrapolationParams in com.opengamma.strata.measure.cms

Methods in com.opengamma.strata.measure.cms that return CmsSabrExtrapolationParams
Modifier and Type	Method	Description
`static CmsSabrExtrapolationParams`	CmsSabrExtrapolationParams.`of(double cutOffStrike, double mu)`	Obtains an instance based on a lookup and market data.

Methods in com.opengamma.strata.measure.cms that return types with arguments of type CmsSabrExtrapolationParams
Modifier and Type	Method	Description
`static org.joda.beans.TypedMetaBean<CmsSabrExtrapolationParams>`	CmsSabrExtrapolationParams.`meta()`	The meta-bean for `CmsSabrExtrapolationParams`.
`org.joda.beans.TypedMetaBean<CmsSabrExtrapolationParams>`	CmsSabrExtrapolationParams.`metaBean()`

Methods in com.opengamma.strata.measure.cms with parameters of type CmsSabrExtrapolationParams
Modifier and Type	Method	Description
`static CmsTradeCalculations`	CmsTradeCalculations.`of(CmsSabrExtrapolationParams cmsParams)`	Obtains an instance specifying the SABR extrapolation parameters.