Uses of Package
com.opengamma.strata.pricer.impl.cms
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Packages that use com.opengamma.strata.pricer.impl.cms Package Description com.opengamma.strata.pricer.cms Calculators for CMS.com.opengamma.strata.pricer.impl.cms -
Classes in com.opengamma.strata.pricer.impl.cms used by com.opengamma.strata.pricer.cms Class Description DiscountingCmsPeriodPricer Computes the price of a CMS coupon by simple forward estimation. -
Classes in com.opengamma.strata.pricer.impl.cms used by com.opengamma.strata.pricer.impl.cms Class Description BlackFlatCmsPeriodPricer Computes the price of a CMS coupon in a constant log-normal volatility set-up.DiscountingCmsPeriodPricer Computes the price of a CMS coupon by simple forward estimation.