Uses of Class
com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Packages that use DiscountingSwapProductPricer

Package	Description
com.opengamma.strata.pricer.cms	Calculators for CMS.
com.opengamma.strata.pricer.dsf	Calculators for Deliverable Swap Futures (DSFs).
com.opengamma.strata.pricer.impl.cms
com.opengamma.strata.pricer.swap	Calculators for interest rate swaps.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

Uses of DiscountingSwapProductPricer in com.opengamma.strata.pricer.cms

Methods in com.opengamma.strata.pricer.cms that return DiscountingSwapProductPricer

Modifier and Type	Method and Description
DiscountingSwapProductPricer	SabrExtrapolationReplicationCmsPeriodPricer.getSwapPricer() Returns the underlying swap pricer.

Methods in com.opengamma.strata.pricer.cms with parameters of type DiscountingSwapProductPricer

Modifier and Type	Method and Description
static SabrExtrapolationReplicationCmsPeriodPricer	SabrExtrapolationReplicationCmsPeriodPricer.of(DiscountingSwapProductPricer swapPricer, double cutOffStrike, double mu) Obtains the pricer.

Constructors in com.opengamma.strata.pricer.cms with parameters of type DiscountingSwapProductPricer

Constructor and Description
DiscountingCmsProductPricer(DiscountingSwapProductPricer swapPricer) Creates an instance.
DiscountingCmsTradePricer(DiscountingSwapProductPricer swapPricer, DiscountingPaymentPricer paymentPricer) Creates an instance.

Uses of DiscountingSwapProductPricer in com.opengamma.strata.pricer.dsf

Constructors in com.opengamma.strata.pricer.dsf with parameters of type DiscountingSwapProductPricer

Constructor and Description
DiscountingDsfProductPricer(DiscountingSwapProductPricer swapPricer) Creates an instance.

Uses of DiscountingSwapProductPricer in com.opengamma.strata.pricer.impl.cms

Methods in com.opengamma.strata.pricer.impl.cms with parameters of type DiscountingSwapProductPricer

Modifier and Type	Method and Description
static BlackFlatCmsPeriodPricer	BlackFlatCmsPeriodPricer.of(DiscountingSwapProductPricer swapPricer) Obtains the pricer.

Constructors in com.opengamma.strata.pricer.impl.cms with parameters of type DiscountingSwapProductPricer

Constructor and Description
DiscountingCmsPeriodPricer(DiscountingSwapProductPricer swapPricer) Creates an instance.

Uses of DiscountingSwapProductPricer in com.opengamma.strata.pricer.swap

Fields in com.opengamma.strata.pricer.swap declared as DiscountingSwapProductPricer

Modifier and Type	Field and Description
static DiscountingSwapProductPricer	DiscountingSwapProductPricer.DEFAULT Default implementation.

Methods in com.opengamma.strata.pricer.swap that return DiscountingSwapProductPricer

Modifier and Type	Method and Description
DiscountingSwapProductPricer	DiscountingSwapTradePricer.getProductPricer() Gets the underlying product pricer.

Constructors in com.opengamma.strata.pricer.swap with parameters of type DiscountingSwapProductPricer

Constructor and Description
DiscountingSwapTradePricer(DiscountingSwapProductPricer productPricer) Creates an instance.

Uses of DiscountingSwapProductPricer in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption that return DiscountingSwapProductPricer

Modifier and Type	Method and Description
protected DiscountingSwapProductPricer	VolatilitySwaptionPhysicalProductPricer.getSwapPricer() Gets the swap pricer.
protected DiscountingSwapProductPricer	VolatilitySwaptionCashParYieldProductPricer.getSwapPricer() Gets the swap pricer.

Methods in com.opengamma.strata.pricer.swaption with parameters of type DiscountingSwapProductPricer

Modifier and Type	Method and Description
static SabrSwaptionCalibrator	SabrSwaptionCalibrator.of(SabrVolatilityFormula sabrVolatilityFormula, DiscountingSwapProductPricer swapPricer) Obtains an instance from a SABR volatility function provider and a swap pricer.
static SabrSwaptionCalibrator	SabrSwaptionCalibrator.of(SabrVolatilityFormula sabrVolatilityFormula, DiscountingSwapProductPricer swapPricer, ReferenceData refData) Obtains an instance from a SABR volatility function provider and a swap pricer.

Constructors in com.opengamma.strata.pricer.swaption with parameters of type DiscountingSwapProductPricer

Constructor and Description
BlackSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer swapPricer) Creates an instance.
BlackSwaptionPhysicalProductPricer(DiscountingSwapProductPricer swapPricer) Creates an instance.
NormalSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer swapPricer) Creates an instance.
NormalSwaptionPhysicalProductPricer(DiscountingSwapProductPricer swapPricer) Creates an instance.
SabrSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer swapPricer) Creates an instance.
SabrSwaptionPhysicalProductPricer(DiscountingSwapProductPricer swapPricer) Creates an instance.
VolatilitySwaptionCashParYieldProductPricer(DiscountingSwapProductPricer swapPricer) Creates an instance.
VolatilitySwaptionPhysicalProductPricer(DiscountingSwapProductPricer swapPricer) Creates an instance.