README.md

August 21, 2018 ยท View on GitHub

Strata-Market

This directory contains the strata-market module.

Overview

This module provides a domain model for market data used by Strata:

  • curves
  • surfaces
  • interpolators
  • identifiers
  • sensitivity
  • amounts

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 module will be maintained with backwards compatibility in mind.

OpenGamma