Uses of Package
com.opengamma.strata.pricer.impl.option
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Packages that use com.opengamma.strata.pricer.impl.option Package Description com.opengamma.strata.pricer.impl.option Internal implementations of option pricing. -
Classes in com.opengamma.strata.pricer.impl.option used by com.opengamma.strata.pricer.impl.option Class Description SabrExtrapolationRightFunction Pricing function in the SABR model with Hagan et al.