CashFlows |
DiscountingFraProductPricer.cashFlows(ResolvedFra fra,
RatesProvider provider) |
Calculates the future cash flow of the FRA product.
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ExplainMap |
DiscountingFraProductPricer.explainPresentValue(ResolvedFra fra,
RatesProvider provider) |
Explains the present value of the FRA product.
|
CurrencyAmount |
DiscountingFraProductPricer.forecastValue(ResolvedFra fra,
RatesProvider provider) |
Calculates the forecast value of the FRA product.
|
PointSensitivities |
DiscountingFraProductPricer.forecastValueSensitivity(ResolvedFra fra,
RatesProvider provider) |
Calculates the forecast value sensitivity of the FRA product.
|
double |
DiscountingFraProductPricer.parRate(ResolvedFra fra,
RatesProvider provider) |
Calculates the par rate of the FRA product.
|
PointSensitivities |
DiscountingFraProductPricer.parRateSensitivity(ResolvedFra fra,
RatesProvider provider) |
Calculates the par rate curve sensitivity of the FRA product.
|
double |
DiscountingFraProductPricer.parSpread(ResolvedFra fra,
RatesProvider provider) |
Calculates the par spread of the FRA product.
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PointSensitivities |
DiscountingFraProductPricer.parSpreadSensitivity(ResolvedFra fra,
RatesProvider provider) |
Calculates the par spread curve sensitivity of the FRA product.
|
CurrencyAmount |
DiscountingFraProductPricer.presentValue(ResolvedFra fra,
RatesProvider provider) |
Calculates the present value of the FRA product.
|
PointSensitivities |
DiscountingFraProductPricer.presentValueSensitivity(ResolvedFra fra,
RatesProvider provider) |
Calculates the present value sensitivity of the FRA product.
|