Uses of Class
com.opengamma.strata.measure.cms.CmsTradeCalculations
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Packages that use CmsTradeCalculations Package Description com.opengamma.strata.measure.cms Calculation functions for constant maturity swap (CMS) products. -
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Uses of CmsTradeCalculations in com.opengamma.strata.measure.cms
Methods in com.opengamma.strata.measure.cms that return CmsTradeCalculations Modifier and Type Method Description static CmsTradeCalculations
CmsTradeCalculations. of(CmsSabrExtrapolationParams cmsParams)
Obtains an instance specifying the SABR extrapolation parameters.
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