Uses of Package com.opengamma.strata.pricer (OpenGamma Strata)

Packages that use com.opengamma.strata.pricer
Package	Description
com.opengamma.strata.pricer	Calculators for financial instruments.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.cms	Calculators for CMS.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.fx	Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.impl.swap	Internal implementations of rate swap calculations.
com.opengamma.strata.pricer.payment	Calculators for payment instruments.
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

Classes in com.opengamma.strata.pricer used by com.opengamma.strata.pricer
Class	Description
BaseProvider	A provider of data used for pricing.
CompoundedRateType	A compounded rate type.
DiscountFactors	Provides access to discount factors for a single currency.
DiscountingPaymentPricer	Pricer for simple payments.
SimpleDiscountFactors	Provides access to discount factors for a currency based on a discount factor curve.
SimpleDiscountFactors.Meta	The meta-bean for `SimpleDiscountFactors`.
ZeroRateDiscountFactors	Provides access to discount factors for a currency based on a zero rate continuously compounded curve.
ZeroRateDiscountFactors.Meta	The meta-bean for `ZeroRateDiscountFactors`.
ZeroRatePeriodicDiscountFactors	Provides access to discount factors for a currency based on a zero rate periodically-compounded curve.
ZeroRatePeriodicDiscountFactors.Meta	The meta-bean for `ZeroRatePeriodicDiscountFactors`.
ZeroRateSensitivity	Point sensitivity to the zero rate curve.
ZeroRateSensitivity.Meta	The meta-bean for `ZeroRateSensitivity`.

Classes in com.opengamma.strata.pricer used by com.opengamma.strata.pricer.bond
Class	Description
CompoundedRateType	A compounded rate type.
DiscountFactors	Provides access to discount factors for a single currency.
DiscountingPaymentPricer	Pricer for simple payments.
ZeroRateSensitivity	Point sensitivity to the zero rate curve.

Classes in com.opengamma.strata.pricer used by com.opengamma.strata.pricer.capfloor
Class Description

DiscountingPaymentPricer
Pricer for simple payments.
Classes in com.opengamma.strata.pricer used by com.opengamma.strata.pricer.cms
Class Description

DiscountingPaymentPricer
Pricer for simple payments.

Classes in com.opengamma.strata.pricer used by com.opengamma.strata.pricer.credit
Class	Description
DiscountFactors	Provides access to discount factors for a single currency.
ZeroRateSensitivity	Point sensitivity to the zero rate curve.

Classes in com.opengamma.strata.pricer used by com.opengamma.strata.pricer.fx
Class	Description
DiscountFactors	Provides access to discount factors for a single currency.
DiscountingPaymentPricer	Pricer for simple payments.

Classes in com.opengamma.strata.pricer used by com.opengamma.strata.pricer.fxopt
Class Description

DiscountingPaymentPricer
Pricer for simple payments.
Classes in com.opengamma.strata.pricer used by com.opengamma.strata.pricer.impl.swap
Class Description

DiscountingPaymentPricer
Pricer for simple payments.

Classes in com.opengamma.strata.pricer used by com.opengamma.strata.pricer.payment
Class	Description
BaseProvider	A provider of data used for pricing.
DiscountingPaymentPricer	Pricer for simple payments.

Classes in com.opengamma.strata.pricer used by com.opengamma.strata.pricer.rate
Class	Description
BaseProvider	A provider of data used for pricing.
DiscountFactors	Provides access to discount factors for a single currency.

Classes in com.opengamma.strata.pricer used by com.opengamma.strata.pricer.swaption
Class Description

DiscountingPaymentPricer
Pricer for simple payments.