Package | Description |
---|---|
com.opengamma.strata.pricer.rate |
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
|
Modifier and Type | Method and Description |
---|---|
static OvernightRateSensitivity.Meta |
OvernightRateSensitivity.meta()
The meta-bean for
OvernightRateSensitivity . |
OvernightRateSensitivity.Meta |
OvernightRateSensitivity.metaBean() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.