Package com.opengamma.strata.measure.cms

Calculation functions for constant maturity swap (CMS) products.

Class Summary

Class	Description
CmsSabrExtrapolationParams	The additional parameters necessary for pricing CMS using SABR extrapolation replication.
CmsTradeCalculationFunction	Perform calculations on a single CmsTrade for each of a set of scenarios.
CmsTradeCalculations	Calculates pricing and risk measures for constant maturity swap (CMS) trades.