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

Class Summary
Class Description

RawOptionData
Raw data from the volatility market.

TenorRawOptionData
Raw data from the volatility market for a set of tenors.

Class Summary
Class	Description
RawOptionData	Raw data from the volatility market.
TenorRawOptionData	Raw data from the volatility market for a set of tenors.

Package com.opengamma.strata.pricer.option Description

Pricer support classes for options.

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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.