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Strata-Function

This directory contains the strata-function module.

Overview

This module contains functions that implement the extension points provided by strata-engine. These include the calculation of measures, using strata-pricer, and the building of market data, such as curve calibration.

Source code

This module is released as Open Source Software using the Apache v2.0 license.
Commercial support is available from the authors.

Code in this directory is not currently released. Classes and Methods may change at any time. Once released it will be maintained with backwards compatibility in mind.

OpenGamma