Package com.opengamma.strata.pricer.impl.swap
Internal implementations of rate swap calculations.
This package provides implementations of period and event pricing.
Code in this package and subpackages may change in a non-backwards compatible way.
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Class Summary Class Description DiscountingFxResetNotionalExchangePricer Pricer implementation for the exchange of FX reset notionals.DiscountingKnownAmountPaymentPeriodPricer Pricer implementation for swap payment periods based on a known amount.DiscountingNotionalExchangePricer Pricer implementation for the exchange of notionals.DiscountingRatePaymentPeriodPricer Pricer implementation for swap payment periods based on a rate.DispatchingSwapPaymentEventPricer Pricer implementation for payment events using multiple dispatch.DispatchingSwapPaymentPeriodPricer Pricer implementation for payment periods using multiple dispatch.