Uses of Class
com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer

Packages that use SabrExtrapolationReplicationCmsPeriodPricer

Package	Description
com.opengamma.strata.pricer.cms	Calculators for CMS.

Uses of SabrExtrapolationReplicationCmsPeriodPricer in com.opengamma.strata.pricer.cms

Methods in com.opengamma.strata.pricer.cms that return SabrExtrapolationReplicationCmsPeriodPricer

Modifier and Type	Method	Description
static SabrExtrapolationReplicationCmsPeriodPricer	SabrExtrapolationReplicationCmsPeriodPricer.of(double cutOffStrike, double mu)	Obtains the pricer with default swap pricer.
static SabrExtrapolationReplicationCmsPeriodPricer	SabrExtrapolationReplicationCmsPeriodPricer.of(DiscountingSwapProductPricer swapPricer, double cutOffStrike, double mu)	Obtains the pricer.

Constructors in com.opengamma.strata.pricer.cms with parameters of type SabrExtrapolationReplicationCmsPeriodPricer

Constructor	Description
SabrExtrapolationReplicationCmsLegPricer(SabrExtrapolationReplicationCmsPeriodPricer cmsPeriodPricer)	Creates an instance.