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

Packages that use SabrExtrapolationReplicationCmsTradePricer

Package	Description
com.opengamma.strata.measure.cms	Calculation functions for constant maturity swap (CMS) products.

Uses of SabrExtrapolationReplicationCmsTradePricer in com.opengamma.strata.measure.cms

Constructors in com.opengamma.strata.measure.cms with parameters of type SabrExtrapolationReplicationCmsTradePricer

Constructor	Description
CmsTradeCalculations(SabrExtrapolationReplicationCmsTradePricer tradePricer)	Creates an instance specifying the SABR pricer.