Pricers for overnight in-arrears cap/floor. #2410
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…BR and volatility based.
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ChristianOG
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...opengamma/strata/pricer/capfloor/VolatilityOvernightInArrearsCapletFloorletPeriodPricer.java
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Pricers for caplet/floorlet period on in-arrears overnight rates (Asian type).
Pricer for SABR data and volatility based data.