Package com.opengamma.strata.measure.swaption

Calculation functions for swaption products.

Interface Summary

Interface	Description
SwaptionMarketData	Market data for swaptions.
SwaptionMarketDataLookup	The lookup that provides access to swaption volatilities in market data.
SwaptionScenarioMarketData	Market data for swaptions, used for calculation across multiple scenarios.

Class Summary

Class	Description
SwaptionTradeCalculationFunction	Perform calculations on a single SwaptionTrade for each of a set of scenarios.
SwaptionTradeCalculations	Calculates pricing and risk measures for swaption trades.