public class NormalIborCapFloorTradePricer extends VolatilityIborCapFloorTradePricer
Modifier and Type | Field and Description |
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static NormalIborCapFloorTradePricer |
DEFAULT
Default implementation.
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Constructor and Description |
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NormalIborCapFloorTradePricer(NormalIborCapFloorProductPricer productPricer,
DiscountingPaymentPricer paymentPricer)
Creates an instance.
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currencyExposure, currentCash, getPaymentPricer, presentValue, presentValueSensitivityModelParamsVolatility, presentValueSensitivityRates
public static final NormalIborCapFloorTradePricer DEFAULT
public NormalIborCapFloorTradePricer(NormalIborCapFloorProductPricer productPricer, DiscountingPaymentPricer paymentPricer)
productPricer
- the pricer for ResolvedIborCapFloor
paymentPricer
- the pricer for Payment
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.