Package com.opengamma.analytics.financial.interestrate.payments.method

Examples of com.opengamma.analytics.financial.interestrate.payments.method.CouponCMSDiscountingMethod


    return visitGenericAnnuity(annuity, data);
  }

  @Override
  public Map<String, List<DoublesPair>> visitCouponCMS(final CouponCMS payment, final YieldCurveBundle data) {
    final CouponCMSDiscountingMethod method = CouponCMSDiscountingMethod.getInstance();
    return method.presentValueSensitivity(payment, data).getSensitivities();
  }
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Related Classes of com.opengamma.analytics.financial.interestrate.payments.method.CouponCMSDiscountingMethod

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