Package | Description |
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com.opengamma.strata.pricer.impl.option |
Internal implementations of option pricing.
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Class and Description |
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SabrExtrapolationRightFunction
Pricing function in the SABR model with Hagan et al.
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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.