Uses of Package
com.opengamma.strata.pricer.cms

Packages that use com.opengamma.strata.pricer.cms

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

Classes in com.opengamma.strata.pricer.cms used by com.opengamma.strata.measure.cms

Class	Description
SabrExtrapolationReplicationCmsTradePricer	Pricer for CMS trade by swaption replication on a SABR formula with extrapolation.

Classes in com.opengamma.strata.pricer.cms used by com.opengamma.strata.pricer.cms

Class	Description
DiscountingCmsProductPricer	Computes the price of a CMS product by simple forward estimation.
DiscountingCmsTradePricer	Pricer for CMS trade by simple forward estimation.
SabrExtrapolationReplicationCmsLegPricer	Pricer for CMS legs by swaption replication on a SABR formula with extrapolation.
SabrExtrapolationReplicationCmsPeriodPricer	Computes the price of a CMS coupon/caplet/floorlet by swaption replication on a shifted SABR formula with extrapolation.
SabrExtrapolationReplicationCmsProductPricer	Pricer for CMS products by swaption replication on a SABR formula with extrapolation.