com.opengamma.strata.pricer.dsf (OpenGamma Strata Pricer API)

Class Summary
Class	Description
DiscountingDsfProductPricer	Pricer for for Deliverable Swap Futures (DSFs).
DiscountingDsfTradePricer	Pricer implementation for Deliverable Swap Futures (DSFs).

Package com.opengamma.strata.pricer.dsf Description

Calculators for Deliverable Swap Futures (DSFs).

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Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.