Uses of Class
com.opengamma.strata.pricer.DiscountingPaymentPricer
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Packages that use DiscountingPaymentPricer Package Description com.opengamma.strata.pricer Calculators for financial instruments.com.opengamma.strata.pricer.bond Calculators for bonds.com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor.com.opengamma.strata.pricer.cms Calculators for CMS.com.opengamma.strata.pricer.fx Calculators for FX instruments, such as FX forward and FX swap.com.opengamma.strata.pricer.fxopt Calculators for FX options.com.opengamma.strata.pricer.impl.swap Internal implementations of rate swap calculations.com.opengamma.strata.pricer.payment Calculators for payment instruments.com.opengamma.strata.pricer.swaption Calculators for swaptions. -
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Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer
Fields in com.opengamma.strata.pricer declared as DiscountingPaymentPricer Modifier and Type Field Description static DiscountingPaymentPricer
DiscountingPaymentPricer. DEFAULT
Default implementation. -
Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer.bond
Constructors in com.opengamma.strata.pricer.bond with parameters of type DiscountingPaymentPricer Constructor Description DiscountingBillTradePricer(DiscountingBillProductPricer productPricer, DiscountingPaymentPricer paymentPricer)
Creates an instance.DiscountingFixedCouponBondProductPricer(DiscountingFixedCouponBondPaymentPeriodPricer periodPricer, DiscountingPaymentPricer nominalPricer)
Creates an instance.DiscountingFixedCouponBondTradePricer(DiscountingFixedCouponBondProductPricer productPricer, DiscountingPaymentPricer paymentPricer)
Creates an instance. -
Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer.capfloor
Methods in com.opengamma.strata.pricer.capfloor that return DiscountingPaymentPricer Modifier and Type Method Description protected DiscountingPaymentPricer
VolatilityIborCapFloorTradePricer. getPaymentPricer()
Gets the payment pricer.Constructors in com.opengamma.strata.pricer.capfloor with parameters of type DiscountingPaymentPricer Constructor Description BlackIborCapFloorTradePricer(BlackIborCapFloorProductPricer productPricer, DiscountingPaymentPricer paymentPricer)
Creates an instance.NormalIborCapFloorTradePricer(NormalIborCapFloorProductPricer productPricer, DiscountingPaymentPricer paymentPricer)
Creates an instance.SabrIborCapFloorTradePricer(SabrIborCapFloorProductPricer productPricer, DiscountingPaymentPricer paymentPricer)
Creates an instance.VolatilityIborCapFloorTradePricer(VolatilityIborCapFloorProductPricer productPricer, DiscountingPaymentPricer paymentPricer)
Creates an instance. -
Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer.cms
Constructors in com.opengamma.strata.pricer.cms with parameters of type DiscountingPaymentPricer Constructor Description DiscountingCmsTradePricer(DiscountingSwapProductPricer swapPricer, DiscountingPaymentPricer paymentPricer)
Creates an instance.SabrExtrapolationReplicationCmsTradePricer(SabrExtrapolationReplicationCmsProductPricer cmsProductPricer, DiscountingPaymentPricer paymentPricer)
Creates an instance. -
Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer.fx
Constructors in com.opengamma.strata.pricer.fx with parameters of type DiscountingPaymentPricer Constructor Description DiscountingFxSingleProductPricer(DiscountingPaymentPricer paymentPricer)
Creates an instance. -
Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer.fxopt
Constructors in com.opengamma.strata.pricer.fxopt with parameters of type DiscountingPaymentPricer Constructor Description BlackFxSingleBarrierOptionTradePricer(BlackFxSingleBarrierOptionProductPricer productPricer, DiscountingPaymentPricer paymentPricer)
Creates an instance.BlackFxVanillaOptionTradePricer(BlackFxVanillaOptionProductPricer productPricer, DiscountingPaymentPricer paymentPricer)
Creates an instance.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer(ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer productPricer, DiscountingPaymentPricer paymentPricer)
Creates an instance.VannaVolgaFxVanillaOptionTradePricer(VannaVolgaFxVanillaOptionProductPricer productPricer, DiscountingPaymentPricer paymentPricer)
Creates an instance. -
Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer.impl.swap
Constructors in com.opengamma.strata.pricer.impl.swap with parameters of type DiscountingPaymentPricer Constructor Description DiscountingKnownAmountPaymentPeriodPricer(DiscountingPaymentPricer paymentPricer)
Creates an instance.DiscountingNotionalExchangePricer(DiscountingPaymentPricer paymentPricer)
Creates an instance. -
Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer.payment
Methods in com.opengamma.strata.pricer.payment that return DiscountingPaymentPricer Modifier and Type Method Description DiscountingPaymentPricer
DiscountingBulletPaymentTradePricer. getPaymentPricer()
Gets the underlying payment pricer.Constructors in com.opengamma.strata.pricer.payment with parameters of type DiscountingPaymentPricer Constructor Description DiscountingBulletPaymentTradePricer(DiscountingPaymentPricer paymentPricer)
Creates an instance. -
Uses of DiscountingPaymentPricer in com.opengamma.strata.pricer.swaption
Constructors in com.opengamma.strata.pricer.swaption with parameters of type DiscountingPaymentPricer Constructor Description BlackSwaptionTradePricer(BlackSwaptionCashParYieldProductPricer cashParYieldPricer, BlackSwaptionPhysicalProductPricer physicalPricer, DiscountingPaymentPricer paymentPricer)
Creates an instance.HullWhiteSwaptionPhysicalProductPricer(DiscountingPaymentPricer paymentPricer)
Creates an instance.NormalSwaptionTradePricer(NormalSwaptionCashParYieldProductPricer cashParYieldPricer, NormalSwaptionPhysicalProductPricer physicalPricer, DiscountingPaymentPricer paymentPricer)
Creates an instance.SabrSwaptionTradePricer(SabrSwaptionCashParYieldProductPricer cashParYieldPricer, SabrSwaptionPhysicalProductPricer physicalPricer, DiscountingPaymentPricer paymentPricer)
Creates an instance.VolatilitySwaptionTradePricer(VolatilitySwaptionProductPricer productPricer, DiscountingPaymentPricer paymentPricer)
Creates an instance.
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