Package com.opengamma.strata.measure.dsf
Calculation functions for DSF products.
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Class Summary Class Description DsfTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Dsf> & Resolvable<ResolvedDsfTrade>> Perform calculations on a singleDsfTrade
orDsfPosition
for each of a set of scenarios.DsfTradeCalculations Calculates pricing and risk measures for Deliverable Swap Future (DSF) trades.