Uses of Class
com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
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Packages that use DiscountingSwapLegPricer Package Description com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor.com.opengamma.strata.pricer.cms Calculators for CMS.com.opengamma.strata.pricer.swap Calculators for interest rate swaps. -
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Uses of DiscountingSwapLegPricer in com.opengamma.strata.pricer.capfloor
Methods in com.opengamma.strata.pricer.capfloor that return DiscountingSwapLegPricer Modifier and Type Method Description protected DiscountingSwapLegPricer
VolatilityIborCapFloorProductPricer. getPayLegPricer()
Gets the pay leg pricer.Constructors in com.opengamma.strata.pricer.capfloor with parameters of type DiscountingSwapLegPricer Constructor Description BlackIborCapFloorProductPricer(BlackIborCapFloorLegPricer capFloorLegPricer, DiscountingSwapLegPricer payLegPricer)
Creates an instance.NormalIborCapFloorProductPricer(NormalIborCapFloorLegPricer capFloorLegPricer, DiscountingSwapLegPricer payLegPricer)
Creates an instance.SabrIborCapFloorProductPricer(SabrIborCapFloorLegPricer capFloorLegPricer, DiscountingSwapLegPricer payLegPricer)
Creates an instance.VolatilityIborCapFloorProductPricer(VolatilityIborCapFloorLegPricer capFloorLegPricer, DiscountingSwapLegPricer payLegPricer)
Creates an instance. -
Uses of DiscountingSwapLegPricer in com.opengamma.strata.pricer.cms
Constructors in com.opengamma.strata.pricer.cms with parameters of type DiscountingSwapLegPricer Constructor Description SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer cmsLegPricer, DiscountingSwapLegPricer payLegPricer)
Creates an instance. -
Uses of DiscountingSwapLegPricer in com.opengamma.strata.pricer.swap
Fields in com.opengamma.strata.pricer.swap declared as DiscountingSwapLegPricer Modifier and Type Field Description static DiscountingSwapLegPricer
DiscountingSwapLegPricer. DEFAULT
Default implementation.Methods in com.opengamma.strata.pricer.swap that return DiscountingSwapLegPricer Modifier and Type Method Description DiscountingSwapLegPricer
DiscountingSwapProductPricer. getLegPricer()
Gets the underlying leg pricer.Constructors in com.opengamma.strata.pricer.swap with parameters of type DiscountingSwapLegPricer Constructor Description DiscountingSwapProductPricer(DiscountingSwapLegPricer legPricer)
Creates an instance.
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